Recognition of colored noise in pseudo-phase space by using BDS statistics |
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Authors: | K S Vasiuta |
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Affiliation: | 1.Kharkiv Air Force University,Kharkiv,Ukraine |
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Abstract: | Algorithm for calculating BDS statistics based on determination of correlation integral is presented. The algorithm is based
on statistical significance of correlation dimensionality of a process, represented in pseudo-phase space of the given dimensionality.
For the first time a numerical method for classification of random processes by their “color” with using statistical properties
of BDS statistics is suggested. |
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Keywords: | |
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