Determining periodic orbits via nonlinear filtering and recurrence spectra in the presence of noise
File(s)EuroDyn2017_proeng_R1_.pdf (1.98 MB)
Accepted version
Author(s)
Oberst, S
Marburg, S
Hoffmann, N
Type
Conference Paper
Abstract
Published by Elsevier Ltd. In nonlinear dynamical systems the determination of stable and unstable periodic orbits as part of phase space prediction is problematic in particular if perturbed by noise. Fourier spectra of the time series or its autocorrelation function have shown to be of little use if the dynamic process is not strictly wide-sense stationary or if it is nonlinear. To locate unstable periodic orbits of a chaotic attractor in phase space the least stable eigenvalue can be determined by approximating locally the trajectory via linearisation. This approximation can be achieved by employing a Gaussian kernel estimator and minimising the summed up distances of the measured time series i.e. its estimated trajectory (e.g. via Levenberg-Marquardt). Noise poses a significant problem here. The application of the Wiener-Khinchin theorem to the time series in combination with recurrence plots, i.e. the Fourier transform of the recurrence times or rates, has been shown capable of detecting higher order dynamics (period-2 or period-3 orbits), which can fail using classical FouRiER-based methods. However little is known about its parameter sensitivity, e.g. with respect to the time delay, the embedding dimension or perturbations. Here we provide preliminary results on the application of the recurrence time spectrum by analysing the Hénon and the Rössler attractor. Results indicate that the combination of recurrence time spectra with a nonlinearly filtered plot of return times is able to estimate the unstable periodic orbits. Owing to the use of recurrence plot based measures the analysis is more robust against noise than the conventional Fourier transform.
Date Issued
2017-09-12
Date Acceptance
2017-09-01
Citation
Procedia Engineering, 2017, 199, pp.772-777
ISSN
1877-7058
Publisher
Elsevier
Start Page
772
End Page
777
Journal / Book Title
Procedia Engineering
Volume
199
Copyright Statement
Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International (CC BY-NC-ND 4.0)
Source
X International Conference on Structural Dynamics, EURODYN 2017
Subjects
MD Multidisciplinary
Publication Status
Published
Start Date
2017-09-10
Finish Date
2017-09-13
Coverage Spatial
Rome, Italy