用于分析动力系统非线性特性的统计工具

A. Balestrino, A. Caiti, E. Crisostomi
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引用次数: 1

摘要

引入了一种新的统计指标来评价动力系统的非线性行为,作为对其他经典方法(如李雅普诺夫指数、曲线熵方法)的支持。根据所提方法的理论性质,可以推断出系统动力学演化的相空间的实际尺寸;在存在测量噪声的情况下,也可以区分线性系统和非线性系统;进一步正确区分了根据其他指标看起来相似的不同动力系统。通过几个经典基准动力系统的实例验证了理论期望。
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A statistical tool for analysing nonlinear properties of dynamical systems
A novel statistical indicator is introduced to evaluate the nonlinear behaviour of dynamical systems, as a support to other classic methods (e.g., Lyapunov exponents, entropy of curve methods). According to the theoretical properties of the proposed method, it is possible to infer the actual dimension of the phase space where the system dynamics evolve; it is possible to differentiate linear from nonlinear systems also in the presence of measurement noise; different dynamical systems that appear similar according to other indicators are further correctly distinguished. Theoretical expectations are confirmed by several examples of classic benchmark dynamical systems.
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