Invariant Measures as Lagrangian Variables: Their Application to Time Series Analysis

GUILLERMO J. ORTEGA

PHYSICAL REVIEW LETTERS

Año: 1996 vol. 77 p. 259 - 260

0031-9007

We introduce a new procedure for the analysis of a chaotic time series with a “Lagrangian” variableof the system’s trajectory. Using the density of points that the systems encounters as it evolves, we can extract all dynamically connected frequencies in a continuous time dynamical system. We apply this technique to simulated and experimental time series.