Summary
International Symposium on Nonlinear Theory and its Applications
2008
Session Number:B3L-E
Session:
Number:B3L-E1
Statistical Tests for the SVD-based Analysis of Dynamical Noise on Chaos
Masaru Todoriki, Shuichi Hasegawa,
pp.-
Publication Date:2008/9/7
Online ISSN:2188-5079
Summary:
We have already proposed a method to evaluate the influence of dynamical noise on chaotic systems. It was demonstrated that the influence of dynamical noise on a typical chaotic system Chua’s electronic circuit can be extracted by the temporal fluctuation of singular values (TFSV) obtained from singular value decomposition (SVD), independently of the presence of measurement noise. However, the obtained results have not yet been sufficiently verified from the statistical perspectives so far. In this study, some statistical tests are performed regarding the influence of data length. Among them, the results of famous Akaike’s Information Criterion (AIC) are mainly illustrated. As a result, it is found out that the validity of the results of our already proposed method is proved and the adequate conditions to obtain statistically correct results can be determined by the analyses.