Time series analysis for system identification and diagnostics

DOI10.1016/0167-2789(91)90059-IMaRDI QIDQ2638980zbMATH OpenOpenAlexFDO

Authors P. S. Landa, Michael Rosenblum

Publication date 1991

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-2789(91)90059-i

zbMATH Keywords

chaotic motiondynamical system diagnosticsestimation of attractor dimensioninhomogeneous attractorsiterative filtering algorithmLyapunov exponentmodel fittingnoisephase space constructionprediction of time seriesself-generated oscillationsTakens theorem

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Inference from stochastic processes and prediction (62M20) Computational methods for problems pertaining to biology (92-08) General biology and biomathematics (92B05)

Review text

The reasoning is based on the heuristic argument that a very small set of observations obtained from a natural dynamic system contains sufficient information about the underlying mathematical dynamic system, even though the observations are of finite precision and contain noise. The authors use time series, filter them for noise in order to `ascertain' the presence of self-generated oscillations, and then estimate some numerical characteristics of the corresponding attractor (mainly its dimension and Lyapunov exponent). Two types of statistical analyses are compared with respect to additive and non-additive noise.

Recommendations

• scientific article; zbMATH DE number 3978208
• Diagnostics for Time Series Analysis
• scientific article; zbMATH DE number 3940526
• scientific article; zbMATH DE number 2015364
• Diagnostic methods in time series
• scientific article; zbMATH DE number 3880504
• Identification of time-varying systems
• scientific article; zbMATH DE number 48929
• System identifiability from finite time series

Cites work

• An equation for continuous chaos
• Chaotic attractors of an infinite-dimensional dynamical system
• Extracting qualitative dynamics from experimental data
• Finite correlation dimension for stochastic systems with power-law spectra
• scientific article; zbMATH DE number 3839183 (Why is no real title available?)
• scientific article; zbMATH DE number 4006041 (Why is no real title available?)
• scientific article; zbMATH DE number 4105912 (Why is no real title available?)
• Independent coordinates for strange attractors from mutual information.
• Oscillation and chaos in physiological control systems
• Reconstructing attractors from scalar time series: A comparison of singular system and redundancy criteria

Cited in

(17)

• On possible inaccuracy in quantification of chaotic motion
• Local analysis of time series from the oscillatory electrocatalytic reduction of hydrogen peroxide
• Local Lyapunov exponents computed from observed data
• Experimental nonlinear physics
• Discriminating dynamical from additive noise in the Van der Pol oscillator
• Generalized autoregression and the analysis of dynamical processes
• Fractal characteristics of the dynamics of controlled units
• On-off intermittency phenomena in a pendulum with a randomly vibrating suspension axis
• Time series analysis of complex dynamical behavior contaminated with observational noise
• Diagnosis of dynamical systems with fluctuating parameters
• Tracing of error in a time series data
• Time series analysis of the response of measurement instruments
• scientific article; zbMATH DE number 3884069 (Why is no real title available?)
• Blind Extraction of Chaotic Sources from White Gaussian Noise Based on a Measure of Determinism
• scientific article; zbMATH DE number 3978208 (Why is no real title available?)
• scientific article; zbMATH DE number 1165684 (Why is no real title available?)
• scientific article; zbMATH DE number 2015364 (Why is no real title available?)

This page was built for publication: Time series analysis for system identification and diagnostics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2638980)