頁籤選單縮合
題 名 | Determinism Test, Noise Estimate and Hidden Frequency Recognition: the Singular Value Decomposition Approach |
---|---|
作 者 | Ko,Jing-yuan; Lih,Jiann-shing; Ho,Ming-chung; Tasi,Charng-ching; Chern,Jyh-long; | 書刊名 | Chinese Journal of Physics |
卷 期 | 37:5 1999.10[民88.10] |
頁 次 | 頁449-465 |
分類號 | 330 |
關鍵詞 | |
語 文 | 英文(English) |
英文摘要 | Given a scalar time series, the trajectory matrix of a system can be constructed by the Takens' delay-coordinate map theorem. We employ the method of singular value decomposition (SVD) to derive the eigenvalue spectrum of the trajectory matrix. It is shown that when the embedding dimension of the rajectory matrix is very large, the SVD eigenvalue spectrum could be utilized to test the determinism and estimate the strength of noise in time series. On the other hand, we show that the dynamically connected frequency components hidden in chaotic time series can be detected by the SVD method. Finally, three kinds of circuit experiments are presented as demonstrations. |
本系統中英文摘要資訊取自各篇刊載內容。