Title :
Statistical properties of one-dimensional chaotic signals
Author :
Isabelle, Steven H. ; Wornell, Gregory W.
Author_Institution :
Res. Lab. of Electron., MIT, Cambridge, MA, USA
Abstract :
Signals arising out of nonlinear dynamical systems are compelling models for a wide range of phenomena. We develop several properties of signals obtained from Markov maps, an important family of such systems, and present analytical techniques for computing their statistics. Among other results, we demonstrate that all Markov maps produce signals with rational spectra, and can therefore be viewed as “chaotic ARMA processes”. Finally, we demonstrate how Markov maps can approximate to arbitrary precision any of a broad class of chaotic maps and their statistics
Keywords :
Markov processes; autoregressive moving average processes; chaos; nonlinear dynamical systems; signal processing; statistical analysis; Markov maps; chaotic ARMA processes; nonlinear dynamical systems; one-dimensional chaotic signals; rational spectra; statistical properties; statistics; Chaos; Higher order statistics; Laboratories; Nonlinear dynamical systems; Power generation; Power system modeling; Signal analysis; Signal generators; Statistical analysis; Stochastic processes;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1995. ICASSP-95., 1995 International Conference on
Conference_Location :
Detroit, MI
Print_ISBN :
0-7803-2431-5
DOI :
10.1109/ICASSP.1995.480491