相空间重构中时滞判定的功率谱分析法

从再现系统原始信息和确定混沌关键指标角度,论证了相空间重构中时滞判定的重要性。构建基于时滞的时间序列自相关系数和自相关函数式,提出了时滞判定的功率谱方法。通过实际应用效果的比较,时滞判定的功率谱方法具有数据处理量较小和判别过程较稳定的优点,在一定程度上解决了Wolf方法确定Lyapunov指数鲁棒性较差的问题。

Power spectrum method to identify time delay in reconstructing phase space

Time delay is important in reconstructing phase space to reappear original state and identify chaotic indexes. Constructing self-relativity coefficient and function of time series involving the time delay, the power spectrum method to identify the time delay is proposed. Comparing actual effect to identify the time delay with Lyapunov method, the power spectrum method has two key features of small calculation quantity and stable identification; and it solves lower robustness problem for Wolf method to identify Lyapunov exponent in some degree.