发明名称 |
DYNAMICAL SYSTEM ANALYSER |
摘要 |
A dynamical system analyser (10) incorporates a computer (22) to perform a singular value decom- position of a time series of signals from a nonlinear (possibly chaotic) dynamical system (14). Relatively low-noise singular vectors from the decomposition are loaded into a fi- nite impulse response filter (34). The time series is formed into Tak- ens' vectors each of which is pro- jected onto each of the singular vec- tors by the filter (34). Each Takens' vector thereby provides the co-ordi- nates of a respective point on a tra- jectory of the system (14) in a phase space. A heuristic processor (44) is used to transform delayed co-ordi- nates by QR decomposition and least squares fitting so that they are fitted to non-delayed co-ordinates. The heuristic processor (44) gen- erates a mathematical model to implement this transformation, which predicts future system states on the basis of respective current states. A trial system is em- ployed to generate like co-ordinates for transformation in the heuristic processor (44). This produces estimates of the trial sys- tem's future states predicted from the comparison system's model. Alternatively, divergences between such estimates and actual behaviour may be obtained. As a further alternative, mathematical models derived by the analyser (10) fromdifferent dynamical systems may be compared.
|
申请公布号 |
CA2104949(A1) |
申请公布日期 |
1992.09.23 |
申请号 |
CA19922104949 |
申请日期 |
1992.03.03 |
申请人 |
SECRETARY OF STATE FOR DEFENCE IN HER BRITANNIC MAJESTY'S GOVERNMENT OF THE UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (THE) |
发明人 |
BROOMHEAD, DAVID S.;JONES, ROBIN;JOHNSON, MARTIN |
分类号 |
G01H17/00;G01M13/04;G01M15/04;G01M19/00;G06F15/18;G06F17/00;G06F17/50;G06F19/00;H03H21/00;H04B3/04;(IPC1-7):G06F15/18 |
主分类号 |
G01H17/00 |
代理机构 |
|
代理人 |
|
主权项 |
|
地址 |
|