确定延迟时间互信息法的一种算法

计算物理 ›› 2006, Vol. 23 ›› Issue (2): 184-188.

确定延迟时间互信息法的一种算法

吕小青, 曹彪, 曾敏, 黄石生, 刘晓光

华南理工大学机械工程学院, 广东广州 510640

收稿日期:2005-01-05 修回日期:2005-04-06 出版日期:2006-03-25 发布日期:2006-03-25
作者简介:吕小青(1978-),男,湖北武穴,博士生,从事溶滴过渡混沌及软开关逆变电源的研究,华南理工大学机械工程学院焊接科学与技术研究所510640.
基金资助:
国家自然科学基金(50375053)资助项目

An Algorithm of Selecting Delay Time in the Mutual Information Method

LÜ Xiao-qing, CAO Biao, ZENG Min, HUANG Shi-sheng, LIU Xiao-guang

College of Mechanical Engineering, South China University of Technology, Guangzhou 510640, China

Received:2005-01-05 Revised:2005-04-06 Online:2006-03-25 Published:2006-03-25

摘要/Abstract

摘要： 介绍了相空间重构中确定重构延迟时间的互信息法理论及其具体的计算方法.针对互信息法应用中计算复杂、程序难以编写问题,提出了一种基于网格层数的简便实用程序算法.对网格层数参数进行了结果分析,表明在利用互信息法确定重构延迟时间时,只需要计算到某一个网格层数即可,不需要计算出精确的互信息值,简化了计算的复杂程度.最后通过对Lorenz和Rossler两个吸引子的Lyapunov指数计算,证实了该算法的合理性.

关键词: 相空间重构, 互信息法, 网格层数

Abstract: A concrete algorithm of selecting delay time in the state space reconstruction in the mutual information method is introduced. A simple and practical program algorithm based on a reticulate layer is established. An analysis on calculated result shows that the mutual information needs to be computed to a certain reticulate layer in selecting delay time. Therefore, the algorithm is simplified significantly. The Lyapunov exponents calculation of attractors(Rossler and Lorenz) verifies the validity of this algorithm.

Key words: state space reconstruction, mutual information method, reticulate layer

中图分类号:

O411

吕小青, 曹彪, 曾敏, 黄石生, 刘晓光. 确定延迟时间互信息法的一种算法[J]. 计算物理, 2006, 23(2): 184-188.

LÜ Xiao-qing, CAO Biao, ZENG Min, HUANG Shi-sheng, LIU Xiao-guang. An Algorithm of Selecting Delay Time in the Mutual Information Method[J]. CHINESE JOURNAL OF COMPUTATIONAL PHYSICS, 2006, 23(2): 184-188.