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Title: From phase space to frequency domain : a time-frequency analysis for chaotic time series
Authors: Sun, Junfeng
Zhao, Yi
Nakamura, Tomomichi
Small, Michael
Subjects: Chaos theory
Flow of fluids
Frequency domain analysis
Power spectrum
Issue Date: 31-Jul-2007
Publisher: American Physical Society
Source: Physical review E, statistical, nonlinear, and soft matter physics, July 2007, v. 76, no. 1, 016220, p. 1-8.
Abstract: Time-frequency analysis is performed for chaotic flow with a power spectrum estimator based on the phase-space neighborhood. The relation between the reference phase point and its nearest neighbors is demonstrated. The nearest neighbors, representing the state recurrences in the phase space reconstructed by time delay embedding, actually cover data segments with similar wave forms and thus possess redundant information, but recur with no obvious temporal regularity. To utilize this redundant recurrence information, a neighborhood-based spectrum estimator is devised. Then time-frequency analysis with this estimator is performed for the Lorenz time series, the Rössler time series, experimental laser data, and colored noise. Features revealed by the spectrogram can be used to distinguish noisy chaotic flow from colored noise.
Rights: Physical Review E © 2007 The American Physical Society. The Journal's web site is located at
Type: Journal/Magazine Article
DOI: 10.1103/PhysRevE.76.016220
ISSN: 1539-3755 (print)
1550-2376 (online)
Appears in Collections:EIE Journal/Magazine Articles

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