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Conditional sampling and state space reconstruction

Conditional sampling and state space reconstruction This work looks into the existing links between conditional sampling techniques for coherent structure identification and methods for state space reconstruction which come up in the field of nonlinear time series analysis. It is shown that the sampling condition used by the VITA method corresponds to a round hyper-cylinder, having as its axis the main diagonal of an embedding space reconstructed with the delay method. Such a geometrical interpretation allows us to better understand certain typical characteristics of the method and to see bursting events as excursions of the system leaving the high-dimension basic turbulence. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Experiments in Fluids Springer Journals

Conditional sampling and state space reconstruction

Experiments in Fluids , Volume 26 (5) – Apr 1, 1999

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References (27)

Publisher
Springer Journals
Copyright
Copyright © 1999 by Springer-Verlag Berlin Heidelberg
Subject
Engineering; Engineering Fluid Dynamics; Fluid- and Aerodynamics; Engineering Thermodynamics, Heat and Mass Transfer
ISSN
0723-4864
eISSN
1432-1114
DOI
10.1007/s003480050308
Publisher site
See Article on Publisher Site

Abstract

This work looks into the existing links between conditional sampling techniques for coherent structure identification and methods for state space reconstruction which come up in the field of nonlinear time series analysis. It is shown that the sampling condition used by the VITA method corresponds to a round hyper-cylinder, having as its axis the main diagonal of an embedding space reconstructed with the delay method. Such a geometrical interpretation allows us to better understand certain typical characteristics of the method and to see bursting events as excursions of the system leaving the high-dimension basic turbulence.

Journal

Experiments in FluidsSpringer Journals

Published: Apr 1, 1999

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