| 混沌信号与噪声 |
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| 引用本文： | 龚云帆,徐健学.混沌信号与噪声[J].信号处理,1997(2). |
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| 作者姓名： | 龚云帆 徐健学 |
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| 作者单位： | 西安交通大学非线性动力学研究所 |
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| 摘 要： | 本文通过三种方法分别研究了Lorenz模型和高斯白噪声，获得了混沌信号和噪声在这些方法下的不同表现特征。提出了根据关联维数（correlationdimension）判断降噪效果的方法，并进一步探讨了采用主分量分析（principalcomponentanalysis）确定嵌入维数（embeddingdimension）和去除混沌信号中噪声的可行性。最后得出结论：主分量分析用于确定嵌入维数和降低混沌信号中的噪声是不合适的。
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| 关 键 词： | 相空间重构 混沌信号还是噪声 快速傅里叶变换 关联维数 主分量分析 嵌入维数 降噪 |
Chaos Signal and Noise |
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| Gong Yunfan,Xu Jianxue.Chaos Signal and Noise[J].Signal Processing,1997(2). |
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| Authors: | Gong Yunfan Xu Jianxue |
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| Affiliation: | Institute of Nonlinear Dynamics Xi'an Jiaotong University |
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| Abstract: | In this paper, three methods have been used to characterize chaos signal and noise from Lorenz model and Gaussian White Noise. A new creterion has been proposed to quantify the error resulted from noise reduction ascording to correlation dimension. Next, the feasibility of principal component analysis to dermine embedding dimension and to reduce noise has been discussed. Finally a conclusion has been drawn that principal component analysis is not suitable for the determinition of embedding dimension and noise reduction. |
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| Keywords: | phase space reconstruction noise or chaos fast Fourier transform correlation dimension principal component analysis embedding dimension noise reduction |
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