Research on the chaos recognition method based on differential entropy |
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Authors: | Zhang Shu-Qing Zhao Yu-Chun Jia Jian Zhang Li-Guo and Shangguan Han-Lu |
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Institution: | Institute of Electrical Engineering, Measurement Technology and Instrumentation Key Lab of Hebei Province, Yanshan University, Qinhuangdao 066004, China |
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Abstract: | Phase space reconstruction is the first step to recognizing
the chaos from observed time series. On the basis of differential
entropy, this paper introduces an efficient method to estimate the
embedding dimension and the time delay simultaneously. The
differential entropy is used to characterize the disorder degree of
the reconstructed attractor. The minimum value of the differential
entropy corresponds to the optimum set of the reconstructed
parameters. Simulated experiments show that the original phase space
can be effectively reconstructed from time series, and the
accuracy of the invariants in phase space reconstruction is greatly
improved. It provides a new method for the identification of chaotic
signals from time series. |
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Keywords: | chaos differential entropy embedding dimension time
delay |
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