MAXIMUM-LIKELIHOOD-ESTIMATION OF THE ENTROPY OF AN ATTRACTOR

被引：162

作者：

SCHOUTEN, JC ^{[1
]}

TAKENS, F ^{[1
]}

VANDENBLEEK, CM ^{[1
]}

机构：

[1] UNIV GRONINGEN,DEPT MATH & COMP SCI,9700 AV GRONINGEN,NETHERLANDS

来源：

PHYSICAL REVIEW E | 1994年 / 49卷 / 01期

关键词：

D O I：

10.1103/PhysRevE.49.126

中图分类号：

O35 [流体力学]; O53 [等离子体物理学];

学科分类号：

070204 ; 080103 ; 080704 ;

摘要：

In this paper, a maximum-likelihood estimate of the (Kolmogorov) entropy of an attractor is proposed that can be obtained directly from a time series. Also, the relative standard deviation of the entropy estimate is derived; it is dependent on the entropy and on the number of samples used in the estimation.

引用

页码：126 / 129

页数：4

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