利用最大Lyapunov指数检验混沌时序降噪效果  

Testing the Effect of Noise Reduction for Chaotic Time Series with the Largest Lyapunov Exponent

作　　者：汤龙坤[1] 梁建莉[1] 

机构地区：[1]华侨大学,泉州362021

出　　处：《重庆科技学院学报（自然科学版）》2011年第2期155-158,163,共5页Journal of Chongqing University of Science and Technology：Natural Sciences Edition

基　　金：国务院侨办科研基金资助项目(08QZR10)

摘　　要：结合混沌时间序列的几何结构,提出了用最大Lyapunov指数特征量作为判别去噪效果好坏的指标,检验奇异谱降噪算法对混沌时间序列的有效性。通过对几个经典混沌系统的分析,结果表明奇异谱降噪算法对某些离散混沌系统是失效的,而对于一些连续混沌系统是有效的。Combining the phase diagram of chaotic time series,the largest lyapunov exponent characteristic quantity is proposed as the criteria to test the effect of noise reduction.In this paper,it tests the validity of singular spectrum noise reduction algorithm for chaotic time series.Through several classical chaotic systems,the results show that singular spectrum noise reduction algorithm for some discrete chaotic system is ineffective,but for some continuous chaotic system is effective.

关 键 词：SSA 降噪 最大LYAPUNOV指数 

分 类 号：TP273[自动化与计算机技术—检测技术与自动化装置]