Research on the chaos recognition method based on differential entropy

doi:10.1088/1674-1056/19/6/060514

中国物理B ›› 2010, Vol. 19 ›› Issue (6): 60514-060514.doi: 10.1088/1674-1056/19/6/060514

Research on the chaos recognition method based on differential entropy

张淑清, 赵玉春, 贾健, 张立国, 上官寒露

Institute of Electrical Engineering, Measurement Technology and Instrumentation Key Lab of Hebei Province, Yanshan University, Qinhuangdao 066004, China

收稿日期:2009-09-30 出版日期:2010-06-15 发布日期:2010-06-15
基金资助:
Project supported by the National Natural Science Foundation of China (Grant Nos.~50775198 and 60102002).

Research on the chaos recognition method based on differential entropy

Zhang Shu-Qing(张淑清)^†, Zhao Yu-Chun(赵玉春), Jia Jian(贾健), Zhang Li-Guo(张立国), and Shangguan Han-Lu(上官寒露)

Institute of Electrical Engineering, Measurement Technology and Instrumentation Key Lab of Hebei Province, Yanshan University, Qinhuangdao 066004, China

Received:2009-09-30 Online:2010-06-15 Published:2010-06-15
Supported by:
Project supported by the National Natural Science Foundation of China (Grant Nos.~50775198 and 60102002).

摘要/Abstract

摘要： Phase space reconstruction is the first step to recognizing the chaos from observed time series. On the basis of differential entropy, this paper introduces an efficient method to estimate the embedding dimension and the time delay simultaneously. The differential entropy is used to characterize the disorder degree of the reconstructed attractor. The minimum value of the differential entropy corresponds to the optimum set of the reconstructed parameters. Simulated experiments show that the original phase space can be effectively reconstructed from time series, and the accuracy of the invariants in phase space reconstruction is greatly improved. It provides a new method for the identification of chaotic signals from time series.

Abstract: Phase space reconstruction is the first step to recognizing the chaos from observed time series. On the basis of differential entropy, this paper introduces an efficient method to estimate the embedding dimension and the time delay simultaneously. The differential entropy is used to characterize the disorder degree of the reconstructed attractor. The minimum value of the differential entropy corresponds to the optimum set of the reconstructed parameters. Simulated experiments show that the original phase space can be effectively reconstructed from time series, and the accuracy of the invariants in phase space reconstruction is greatly improved. It provides a new method for the identification of chaotic signals from time series.

Key words: chaos, differential entropy, embedding dimension, time delay

中图分类号: (Time series analysis)

05.45.Tp

05.70.Ce (Thermodynamic functions and equations of state)

张淑清, 赵玉春, 贾健, 张立国, 上官寒露. Research on the chaos recognition method based on differential entropy[J]. 中国物理B, 2010, 19(6): 60514-060514.

Zhang Shu-Qing(张淑清), Zhao Yu-Chun(赵玉春), Jia Jian(贾健), Zhang Li-Guo(张立国), and Shangguan Han-Lu(上官寒露). Research on the chaos recognition method based on differential entropy[J]. Chin. Phys. B, 2010, 19(6): 60514-060514.

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Research on the chaos recognition method based on differential entropy

Research on the chaos recognition method based on differential entropy

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