Name
Abstract | ||
|---|---|---|
Takens' Embedding Theorem asserts that when the states of a hidden dynamical system are confined to a low-dimensional attractor, complete information about the states can be preserved in the observed time-series output through the delay coordinate map. However, the conditions for the theorem to hold ignore the effects of noise and time-series analysis in practice requires a careful empirical determination of the sampling time and number of delays resulting in a number of delay coordinates larger than the minimum prescribed by Takens' theorem. In this paper, we use tools and ideas in Compressed Sensing to provide a first theoretical justification for the choice of the number of delays in noisy conditions. In particular, we show that under certain conditions on the dynamical system, linear measurement function, number of delays and sampling time, the delay-coordinate map can be a stable embedding of the dynamical systems attractor. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1109/GlobalSIP.2014.7032148 | GlobalSIP |
Keywords | Field | DocType |
signal sampling,dynamical systems attractor,time-varying systems,takens embedding theorem,sampling time,linear measurement function,time-series output,noisy conditions,delays,hidden dynamical system state,compressed sensing,delay coordinate map,low-dimensional attractor,time series,information processing,vectors,trajectory,time series analysis,manifolds | Attractor,Applied mathematics,Embedding,Mathematical analysis,Dynamical systems theory,Manifold,Mathematics,Dynamical system,Complete information,Compressed sensing,Trajectory | Conference |
Citations | PageRank | References |
1 | 0.37 | 7 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Han Lun Yap | 1 | 94 | 6.66 |
| Armin Eftekhari | 2 | 129 | 12.42 |
| Michael B. Wakin | 3 | 4299 | 271.57 |
| Christopher Rozell | 4 | 472 | 45.93 |