Conditional sampling and state space reconstruction

Authors
Citation
A. Porporato, Conditional sampling and state space reconstruction, EXP FLUID, 26(5), 1999, pp. 441-450
Citations number
31
Categorie Soggetti
Mechanical Engineering
Journal title
EXPERIMENTS IN FLUIDS
ISSN journal
07234864 → ACNP
Volume
26
Issue
5
Year of publication
1999
Pages
441 - 450
Database
ISI
SICI code
0723-4864(199904)26:5<441:CSASSR>2.0.ZU;2-Q
Abstract
This work looks into the existing links between conditional sampling techni ques for coherent structure identification and methods for state space reco nstruction which come up in the field of nonlinear time series analysis. It is shown that the sampling condition used by the VITA method corresponds t o a round hyper-cylinder, having as its axis the main diagonal of an embedd ing space reconstructed with the delay method. Such a geometrical interpret ation allows us to better understand certain typical characteristics of the method and to see bursting events as excursions of the system leaving the high-dimension basic turbulence.