複雜訊號之決定論性測試與噪音強度估計

• Main Author: 利見興
• Other Authors: 姜一民
• Format: Others
• Language: en_US
• Published: 1997
• Online Access: http://ndltd.ncl.edu.tw/handle/22876582887129074426

碩士 === 國立中山大學 === 物理學系 === 85 === We address the issue of recognizing determinism in a time series. Specifically, we employ the method of singular-value-decomposition (SVD) to derive the eigenvalue spectra of the trajectory matrices constructed from a number of scalar time series, mainly white noise and chaotic signals, where a very large embedding dimension is used. Several numerical examples and a nonlinear diode electronic experiment are provided. The results suggest that the SVD eigenvalue spectrum can be employed as a measure of determinism and an estimate for the strength of a noise contained in the time series can be deduced. A new phenomenon of the so-called noise-induced coherence which is caused-by-the variable-dependent-dynamical, noise in the diode resonator is also presented.