Title
An Efficient And Accurate Method For The Estimation Of Entropy And Other Dynamical Invariants For Piecewise Affine Chaotic Maps
Abstract
In this paper, we discuss an efficient iterative method for the estimation of the chief dynamical invariants of chaotic systems based on stochastically stable piecewise affine maps (e. g. the invariant measure, the Lyapunov exponent as well as the Kolmogorov-Sinai entropy). The proposed method represents an alternative to the Monte-Carlo methods and to other methods based on the discretization of the Frobenius-Perron operator, such as the well known Ulam's method. The proposed estimation method converges not slower than exponentially and it requires a computation complexity that grows linearly with the iterations. Referring to the theory developed by C. Liverani, we discuss a theoretical tool for calculating a conservative estimation of the convergence rate of the proposed method. The proposed approach can be used to efficiently estimate any order statistics of a symbolic source based on a piecewise affine mixing map.
Year
DOI
Venue
2009
10.1142/S0218127409025286
INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS
Keywords
DocType
Volume
Nonlinear circuits, chaos, nonlinear systems, ergodic theory, information theory
Journal
19
Issue
ISSN
Citations 
12
0218-1274
4
PageRank 
References 
Authors
0.54
5
5
Name
Order
Citations
PageRank
Tommaso Addabbo117535.37
Ada Fort246378.26
Duccio Papini322610.77
Santina Rocchi417128.35
Valerio Vignoli514341.90