| 改进相空间重构方法在混沌识别中的应用研究 |
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| 引用本文： | 刘树勇 朱石坚 俞翔. 改进相空间重构方法在混沌识别中的应用研究[J]. 海军工程学院学报, 2006, 18(2): 69-72,82 |
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| 作者姓名： | 刘树勇 朱石坚 俞翔 |
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| 作者单位： | 海军工程大学振动与噪声研究所,湖北武汉430033 |
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| 摘 要： | 讨论了传统非线性时间序列相空间重构方法的特点。提出了一种改进的相空间重构方法．为了揭示非线性时间序列中的非线性相关性。采用了一种基于关联积分的统计量，并研究了不同参数对它的影响．研究了延迟时间和嵌入维数之间的关系，并采用时间窗口描述这2个参数的变化规律．同时，应用改进方法计算了混沌时间序列的重构参数。重构了混沌信号的吸引子．研究结果表明。该方法能够从时间序列有效地重构原系统的相空间，为混沌信号识别提供了新的途径．
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| 关 键 词： | 相空间重构 混沌吸引子 非线性时间序列 延迟时间 |
| 文章编号： | 1009-3486（2006）02-0069-04 |
| 收稿时间： | 2005-09-11 |
| 修稿时间： | 2005-10-20 |
On application of improved phase space reconstruction method to chaos identification |
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| LIU Shu-yong, ZHU Shi-jian, YU Xiang. On application of improved phase space reconstruction method to chaos identification[J]. , 2006, 18(2): 69-72,82 |
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| Authors: | LIU Shu-yong ZHU Shi-jian YU Xiang |
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| Abstract: | The characteristics of the traditional phase space reconstruction method are analyzed and an improved method is provided. In order to discover the nonlinearity of the time series, the correlation integral is introduced and the influence of the different factors on it is discussed. The time window is applied to describing the relationship between the embedding dimension and the delay time. Then, the reconstruction parameters of the cha-otic times are calculated effectively with this method and the chaotic attractor is reconstructed. The results show that the improved method can be used to recover the original phase space from the time series, and thus the characteristic of the chaotic signal is extracted. |
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| Keywords: | phase space reconstruction chaotic attractor nonlinear time series delay time |
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