引用本文:韩 敏,王一颉.含噪声混沌信号最大Lyapunov指数计算[J].控制理论与应用,2008,25(5):898~900.[点击复制]
HAN Min,WANG Yi-jie.Computation of the largest Lyapunov exponent in noisy chaotic signal[J].Control Theory and Technology,2008,25(5):898~900.[点击复制]
含噪声混沌信号最大Lyapunov指数计算
Computation of the largest Lyapunov exponent in noisy chaotic signal
摘要点击 1440  全文点击 1837  投稿时间：2007-01-07  修订日期：2007-10-16
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DOI编号  10.7641/j.issn.1000-8152.2008.5.019
  2008,25(5):898-900
中文关键词  最大Lyapunov指数  相空间重构  Rosentein算法
英文关键词  largest Lyapunov exponent  phase space reconstruction  Rosentein algorithm
基金项目  国家自然科学基金资助项目(60674073).
作者单位E-mail
韩 敏 大连理工大学 电子与信息工程学院, 辽宁 大连 116023 minhan@dlut.edu.cn  
王一颉 大连理工大学 电子与信息工程学院, 辽宁 大连 116023 wyj1983910@student.dlut.edu.cn 
中文摘要
      提出一种计算含噪声混沌序列最大Lyapunov指数的改进Rosentein算法, 通过将原始含噪声的相空间与局部投影去噪后的相空间合并, 使邻近点的选择更为准确, 减小噪声的影响提高计算精度. 分别对加入白噪声的Henon混沌序列和逐月太阳黑子混沌序列进行仿真, 证明此方法有效性.
英文摘要
      An improved Rosentein algorithm is presented for calculating the largest Lyapunov exponent of the noisy chaotic time series. Through combining the noisy phase space and the phase space of the local geometric projection for noise reduction, this method selects more accurate neighborhood points, reduces the noise influence and increases the computation accuracy. The validity of this method is shown by simulations results of its application to chaotic time series generated by Henon map with white noise and the observed monthly sunspot time series.