Correlation Properties of Chaos: Cumulant Approach

نویسندگان

  • V. Kontorovich
  • Z. Lovtchikova
  • F. Ramos-Alarcon
  • A. N. Malakhov
چکیده

The current trend in the statistical analysis of chaos shows certain gaps particularly regarding the engineering applications. This paper, which is a sequel of previous publications from the authors [1-5], develops an application of the cumulant approach to the analysis of the covariance properties of chaotic signals. A general approach for the analysis of two-moment cumulants is considered, particular emphasis is made in the covariance function and the third order cumulant behavior. The cumulant functions of the Lorenz and Chua strange attractors are considered as examples. KeywordsChaos, strange attractors, cumulants, degenerated equations

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تاریخ انتشار 2010