| 相空间重构延迟时间与嵌入维数的选择 |
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| 引用本文： | 修春波,刘向东,张宇河.相空间重构延迟时间与嵌入维数的选择[J].北京理工大学学报,2003,23(2):218-224. |
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| 作者姓名： | 修春波 刘向东 张宇河 |
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| 作者单位： | 北京理工大学,信息科学技术学院自动控制系,北京,100081 |
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| 摘 要： | 论述相空间重构中延迟时间与嵌入维数之间的关系，提出广义嵌入窗长的概念．分析已有的自关联函数法中的不足，提出一种改进的自关联函数法确定广义嵌入窗长，从而确定出相空间重构的其它参数．同时从时间序列相关程度和不相关程度2个方面进行考虑，克服了自关联函数法的缺点．仿真实验结果验证了该方法的有效性．
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| 关 键 词： | 混沌系统 延迟时间 相空间重构 嵌入窗长 |
| 文章编号： | 1001-0645(2003)02-0219-06 |
| 收稿时间： | 2000/5/10 0:00:00 |
| 修稿时间： | 2000年5月10日 |
Selection of Embedding Dimension and Delay Time in the Phase Space Reconstruction |
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| XIU Chun bo,LIU Xiang dong and ZHANG Yu he.Selection of Embedding Dimension and Delay Time in the Phase Space Reconstruction[J].Journal of Beijing Institute of Technology(Natural Science Edition),2003,23(2):218-224. |
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| Authors: | XIU Chun bo LIU Xiang dong and ZHANG Yu he |
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| Institution: | Department of Automatic Control, School of Information Science and Technology, Beijing Institute of Technology, Beijing100081, China;Department of Automatic Control, School of Information Science and Technology, Beijing Institute of Technology, Beijing100081, China;Department of Automatic Control, School of Information Science and Technology, Beijing Institute of Technology, Beijing100081, China |
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| Abstract: | The relationship of embedding dimension and delay time is discussed and a new concept namely the generalized embedding windows is put forward. The drawback on the autocorrelation function method is analyzed, and the autocorrelation function method is improved to determine the value of the generalized embedding windows and other parameters. The method overcomes the defects in the autocorrelation function method by taking into consideration the correlation and irrelevance. Simulation results proved the validity of the method. |
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| Keywords: | chaotic system delay time phase space reconstruction embedding windows |
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