STATE-SPACE RECONSTRUCTION USING AVERAGED SCALAR PRODUCTS OF THE DYNAMICAL SYSTEM FLOW VECTORS

Citation
R. Huerta et al., STATE-SPACE RECONSTRUCTION USING AVERAGED SCALAR PRODUCTS OF THE DYNAMICAL SYSTEM FLOW VECTORS, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 49(3), 1994, pp. 1962-1967
Citations number
19
Categorie Soggetti
Physycs, Mathematical","Phsycs, Fluid & Plasmas
ISSN journal
1063651X
Volume
49
Issue
3
Year of publication
1994
Pages
1962 - 1967
Database
ISI
SICI code
1063-651X(1994)49:3<1962:SRUASP>2.0.ZU;2-C
Abstract
The averaged scalar product, P, of the dynamical system flow vectors e valuated along the trajectory is shown to be a very simple, efficient, and useful quantity for the purpose of selecting adequate embedding d imensions and time delays. The effectiveness of the method is shown in different examples, such as ordinary differential equations, delayed differential equations, and experimental time series.