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

Fingerprint

Robust Estimate
Correlation Dimension
Entropy
entropy
estimates
dynamical systems
Gaussian Kernel
Scale Space
Attractor
Dynamical system
Estimate

ASJC Scopus subject areas

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

Cite this

Noise robust estimates of correlation dimension and K2 entropy. / Nolte, G.; Ziehe, A.; Muller, Klaus.

In: Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, Vol. 64, No. 1 II, 01.07.2001.

Research output: Contribution to journalArticle

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