摘要
在对单变量输出时间序列用延迟坐标状态空间法进行相空间重构基础上,提出对重构后的相空间再作K-L变换的改进方法。采用这种方法能够在保留原信号绝大部分能量的前提下,完全去除重构相空间中各个向量之间的相关性,更好地恢复原动力系统的特征。
Single variable output time series are reconstructed by the delay-coordinate method to rebuild phase space, on this base the method that K-L transformation which is applied in the phase space is put forward. By this method the most of energy of the original signal is kept, the correlations in between all the vectors are eliminated absolutely. At the same time, the characters of the original system can be better resumed.
出处
《信号处理》
CSCD
北大核心
2005年第2期131-135,共5页
Journal of Signal Processing
