Time Series Analysis of Chaotic Trajectories in Nonlinear Systems and Its Application
Project/Area Number |
63550258
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Research Category |
Grant-in-Aid for General Scientific Research (C)
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Allocation Type | Single-year Grants |
Research Field |
電子通信系統工学
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Research Institution | MIYAZAKI UNIVERSITY |
Principal Investigator |
MURAO Kenji MIYAZAKI UNIVERSITY, FACULTY OF ENGINEERING, ASSOCIATE PROFESSOR, 工学部, 助教授 (00040973)
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Project Period (FY) |
1988 – 1989
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Project Status |
Completed (Fiscal Year 1989)
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Budget Amount *help |
¥1,000,000 (Direct Cost: ¥1,000,000)
Fiscal Year 1989: ¥400,000 (Direct Cost: ¥400,000)
Fiscal Year 1988: ¥600,000 (Direct Cost: ¥600,000)
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Keywords | Nonlinear Dynamical Systems / One-Dimensional Chaos / Time Series Analysis / Frobenius-Perron Operator / Invariant Density / Correlation Function / Power Spectrum / Entropy / フロベニゥス・ペロン作用素 / 単峰型写像 / パワースペクトル / ガレルキン法 |
Research Abstract |
An efficient algorithm is given for systematically calculating several statistics such as the invariant measure, the Kolmogorov-Sinai entropy, the autocorrelation function and the power spectrum of chaos in one-dimensional discrete dynamical systems defined by a map. The method is based on the Galerkin approximation to the Frobenius-Perron integral operator. Several numerical examples demonstrate that the proposed method can give approximations with high accuracy to the statistics of various one-dimensional chaos with the absolutely continuous invariant measure under the map.
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Report
(3 results)
Research Products
(18 results)