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基于Lyapunov指数的混沌时间序列识别
  • 摘要

    混沌特性的识别是对非线性时间序列进行分析、预测、控制的基础.本文克服了已有文献用Lyapunov指数识别混沌时计算Lyapunov指数的不足,由关联积分构造统计量来计算相空间重构的参数,然后利用混沌的遍历性及定义,提出了计算最大Lyapunov指数的新方法.

  • 作者

    陈国华  盛昭瀚 

  • 作者单位

    南京大学,管理科学与工程研究院,南京,210093

  • 刊期

    2003年4期 ISTIC PKU CSSCI

  • 关键词

    相空间重构  关联积分  混沌  Lyapunov指数 

参考文献
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