Noise robust estimates of correlation dimension and K2 entropy

G. Nolte, A. Ziehe, Klaus Muller

Research output: Contribution to journalArticle

16 Citations (Scopus)

Abstract

A Gaussian kernel based method for reducing the noise bias in estimates of correlation dimension and K2 entropy of dynamical system attractors is presented. The method is local in scale space and requires for each scale, only the knowledge of the function △. The performance of the method is demonstrated for various examples using data from the Hénon map and the Lorenz and Rôssler system.

Original languageEnglish
JournalPhysical Review E - Statistical, Nonlinear, and Soft Matter Physics
Volume64
Issue number1 II
Publication statusPublished - 2001 Jul 1
Externally publishedYes

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ASJC Scopus subject areas

  • Physics and Astronomy(all)
  • Condensed Matter Physics
  • Statistical and Nonlinear Physics
  • Mathematical Physics

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