一种应用K-L变换改进相空间重构的方法
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摘要
在对单变量输出时间序列用延迟坐标状态空间法进行相空间重构基础上,提出对重构后的相空间再作K-L变换的改进方法。采用这种方法能够在保留原信号绝大部分能量的前提下,完全去除重构相空间中各个向量之间的相关性,更好地恢复原动力系统的特征。
Single variable output time series are reconstructed by the delay-coordinate method to rebuild phase space, on this base the method that K-L transformation which is applied in the phase space is put forward. By this method the most of energy of the original signal is kept, the correlations in between all the vectors are eliminated absolutely. At the same time, the characters of the original system can be better resumed.
Single variable output time series are reconstructed by the delay-coordinate method to rebuild phase space, on this base the method that K-L transformation which is applied in the phase space is put forward. By this method the most of energy of the original signal is kept, the correlations in between all the vectors are eliminated absolutely. At the same time, the characters of the original system can be better resumed.
引文
[1] 吕金虎,陆君安,陈士华。混沌时间序列分析及其应 用。武汉大学出版社,2002。
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[10] Sekhavat, P.; Sepehri, N.; Wu, Q.; Contact task stability analysis via Lyapunov exponents Intelligent Control, 2002. Proceedings of the 2002 IEEE Internatinal Symposium on, 27-30 Oct. 2002 Page(s): 148-153.
[2] Yano, M, Homma, N., Sakai, M., Abe, K., Phase-space reconstruction from observed time series using Lyapunov spectrum analysis, SICE 2002. Proceedings of the 41st SICE Annual Conference, Volume: 2, 5-7 Aug. 2002 Page(s): 701-706 vol.2.
[3] 王海燕,盛昭瀚。混沌时间序列相空间重构参数的选 取方法。东南大学学报(自然科学版),2000,9,30 (5)。
[4] 林嘉宇,王跃科,黄芝平,沈振康。语音信号相空间 重构中的延迟时间选择-复自相关法。信号处理, 1999,9,15(3)。
[5] 胡广书。数字信号处理-理论、算法与实现。清华大 学出版社,1997。
[6] 孙夕平,曾红,张学峰。主元素分析方法在地震勘探 中的应用。石油物质,2001,9,40(3)。
[7] 冯炜,阳宪惠。质量控制中的统计相关分析与建模。 清华大学学报(自然科学版),1998,38(9),63-66。
[8] Bakker, R., Schouten, J.C., Coppens, M.-O.; Takens, F.; van den Bleek, C.M.; Chaotic attractor learning and how to deal with nonlinear singularities, Adaptive Systems for Signal Processing, Communications, and Control Sym-posium 2000. AS-SPCC. The IEEE 2000, 1-4 Oct. 2000 Page(s):466-470.
[9] 陶诏灵,陈国华。基于C-C方法的Lyapunov指数计 算。南京气象学院学报,2002,8,25(4)。
[10] Sekhavat, P.; Sepehri, N.; Wu, Q.; Contact task stability analysis via Lyapunov exponents Intelligent Control, 2002. Proceedings of the 2002 IEEE Internatinal Symposium on, 27-30 Oct. 2002 Page(s): 148-153.
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