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Chin. Phys. B, 2010, Vol. 19(6): 060514    DOI: 10.1088/1674-1056/19/6/060514
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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
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.
Keywords:  chaos      differential entropy      embedding dimension      time delay  
Received:  30 September 2009      Accepted manuscript online: 
PACS:  05.45.Tp (Time series analysis)  
  05.70.Ce (Thermodynamic functions and equations of state)  
Fund: Project supported by the National Natural Science Foundation of China (Grant Nos.~50775198 and 60102002).

Cite this article: 

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 2010 Chin. Phys. B 19 060514

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