确定相空间重构参数的一种新方法*

符五久

振动与冲击 ›› 2010, Vol. 29 ›› Issue (12) : 190-195.

PDF(2830 KB)
PDF(2830 KB)
振动与冲击 ›› 2010, Vol. 29 ›› Issue (12) : 190-195.
论文

确定相空间重构参数的一种新方法*

  • 符五久
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A New Method for Determining Parameters of Phase Space reconstruction*

  • FU Wu-Jiu
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摘要

本文用相点的惯量矩来描述相轨迹在相空间中展开的程度,用相点的惯量矩的相对变化来描述相轨迹展开的快慢.导出了相点关于主对角线的、与重构参数有关的惯量矩公式.用该公式计算了相点的惯量矩的相对变化,选出了不同维数的延迟时间.从非零延迟时间中选出的最小维数就是嵌入维数,该非零延迟时间就是最终确定的延迟量.用此方法获得的参数重构出的相轨迹质量较好,且具有抗噪能力强.

Abstract

The expanding degree of a Trajectory of phase is described by moment of inertia of phase dots, the change speed that a Trajectory of phase follow delay time is described by the relatively change of moment of inertia of phase dots. The formula of moment of inertia is educed about primary diagonal,the expression relate to reconstruction parameters. the relatively changes of moment of inertia are computed by the formula,the delay times of different dimension are determined by the curve of the relatively changes of moment of inertia. thereinto first nonzero delay time is needful, Corresponding to dimension is embedding dimension, fidelity of reconstructed Trajectory is better by the parameters, also antinoise ability is better.

关键词

非线性时间序列 / 相空间重构 / 嵌入维数 / 延迟时间 / 惯量矩法

Key words

Nonlinear time series / Phase space reconstruction / Embedding dimension / delay time / Method of moment of inertia

引用本文

导出引用
符五久. 确定相空间重构参数的一种新方法*[J]. 振动与冲击, 2010, 29(12): 190-195
FU Wu-Jiu . A New Method for Determining Parameters of Phase Space reconstruction*[J]. Journal of Vibration and Shock, 2010, 29(12): 190-195

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