Optimal state-space reconstruction using derivatives on projected manifold

Chetan Nichkawde

    Research output: Contribution to journalArticlepeer-review

    10 Citations (Scopus)

    Abstract

    A paradigm for optimal state-space reconstruction with nonuniform time delays is proposed. A comparison based on a diffeomorphic measure and a smoothness cost function shows that the proposed methodology achieves a better reconstruction compared to a reconstruction based on time delays that are multiples of the first minimum of mutual information. It is also shown how the proposed methodology is a more reliable approach to determining the embedding dimension.
    Original languageEnglish
    Pages (from-to)022905-1-022905-8
    Number of pages8
    JournalPhysical Review E - Statistical, Nonlinear, and Soft Matter Physics
    Volume87
    Issue number2
    DOIs
    Publication statusPublished - 2013

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