确定相空间重构参数的一种新方法  

New method for determining parameters of phase space reconstruction

作　　者：符五久[1] 

机构地区：[1]东华理工大学核工程技术学院,江西抚州344000

出　　处：《振动与冲击》2010年第12期190-195,共6页Journal of Vibration and Shock

基　　金：江西省教育厅科技项目资助(GJJ09265)

摘　　要：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。The expanding degree of a trajectory of phase was described by moment of inertia of phase dots and the expanding speed of a trajectory of phase was described by the relative change of moment of inertia of phase dots.The formula of moment of inertia was educed with respect to primary diagonal,and is related to reconstruction parameters.The relative changes of moment of inertia were computed by use of the formula and the delay times of different dimensions were determined by the curve of relative changes of moment of inertia,by which the first nonzero delay time was selected and the corresponding dimension was taken as embedding dimension.The fidelity of thus reconstructed trajectory is better,also with better antinoise ability.

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 

分 类 号：TN911[电子电信—通信与信息系统]