基于相关空间辨识迭代映射形成的混沌时间序列和白噪声  

IDENTIFICATION OF WHITE NOISE AND CHAOTIC TIME SERIES CAUSED BY LOGIST MAP BASED ON CORRELATION SPACE

作　　者：赵向阳[1] 刘君华[1] 朱长纯[2] 

机构地区：[1]西安交通大学电气工程学院,西安710049 [2]西安交通大学电子信息学院,西安710049

出　　处：《信息与控制》2002年第6期543-546,551,共5页Information and Control

基　　金：国家自然科学基金 (5 0 0 770 16);(60 1760 2 0 );博士点基金(980 6982 8)资助

摘　　要：本文研究了 L ogist迭代映射产生的混沌和白噪声的统计特性及时频特性 ,指出利用统计的方法和传统的时频仪器是无法区分噪声和混沌的 .进而提出一种可区分混沌与噪声的“相关空间法”,基于 L ogist映射混沌序列是由确定的非线性方程迭代产生的 ,相邻迭代值必然存在相关性 ;而白噪声却是由大量的偶然因素产生的 ,相邻值不存在相关性 .因而本文首次提出由相互关联的临近序列组成相关空间 。This paper analyzes statistical characteristics and time frequency characteristics of chaos and white noise of Logist map and points out that the statistical method and traditional instruments can not be used in distinguishing chaos and noise. The method Correlation Space Method which can distinguish chaos and noise is presented in this paper. Logist map's chaotic sequence is resulted from deterministic nonlinear equation and the iterated adjacent value must hold correlation characteristics but white noise is not this case. So correlation space which is composed of the near associated sequence is pointed out firstly, and further chaotic time series and white noise can be distinguished.

关 键 词：相关空间辨识 迭代映射形成 混沌时间序列 白噪声 Logist方程 相关性 混沌 

分 类 号：TN911.4[电子电信—通信与信息系统]