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On a classification of dynamic systems subject to noise
Affiliation:1. Functional Brain Mapping Laboratory, Department of Fundamental Neuroscience, University of Geneva, Geneva, Switzerland;2. Neurology Clinic, University Hospital Geneva, Switzerland;3. Department of Computer, Control, and Management Engineering, University of Rome “Sapienza”, Italy;4. Santa Lucia Foundation IRCCS, Rome, Italy;1. College of Science, Hunan University of Technology, Zhuzhou 412000, PR China;2. School of Electrical and Information Engineering, Hunan University of Technology, Zhuzhou 412000, Hunan, PR China
Abstract:A classification of alternative mathematical schemes which determine possible impositions of noise on dynamic systems either of a continuous or a discrete formulation in time is presented. We refer to the results obtained concerning the influence of noise on the correlation dimension and on the largest Lyapunov exponent. A method of constructing models for effecting predictions of time series with a finite correlation dimension is presented. Numerical results concerning the influence of various level of additive noise to the Henon attractor are also provided.
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