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

  • 摘要: 本文研究了Logist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Logist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,从而区分混沌和噪声.

     

    Abstract: 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.

     

/

返回文章
返回