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首页> 外文期刊>Physica, A. Statistical mechanics and its applications >Exploring time-delay-based numerical differentiation using principal component analysis
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Exploring time-delay-based numerical differentiation using principal component analysis

机译:使用主成分分析探索基于时间延迟的数值差异

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摘要

Natural systems, including the dynamics of engineered structures, are often considered complex; hence, engineers employ different statistical methods to understand these systems better. Analyzing these systems usually require accurate derivative estimations for better understanding, i.e. a measured displacement can be used to estimate the forces on a cylindrical structure in water by using its velocity, and acceleration estimations. In this study, we use a nonlinear method based on embedding theory and consider the time-delay coordinates of a signal with a fixed lag time. We propose a new method for estimating the derivatives of the signal via redefining the delay matrix. That is, the original signal is updated with the second principal component of the delay matrix in each derivation. We apply this simple method to both linear and nonlinear systems and show that derivatives of both clean and/or noisy signals can be estimated with sufficient accuracy. By optimizing the required embedding dimension for the best derivative approximation, we find a constant value for the embedding dimension, which illustrates the simplicity of the proposed method. Lastly, we compare the method with some common differentiation techniques. (C) 2020 The Authors. Published by Elsevier B.V.
机译:天然系统,包括工程结构的动态,通常被认为是复杂的;因此,工程师采用不同的统计方法来更好地了解这些系统。分析这些系统通常需要准确的衍生估计,以便更好地理解,即,通过使用其速度和加速度估计,可以使用测量的位移来估计水中圆柱形结构上的力。在这项研究中,我们使用基于嵌入理论的非线性方法,并考虑具有固定滞后时间的信号的时延坐标。我们提出了一种通过重新定义延迟矩阵来估计信号的衍生物的新方法。也就是说,在每个导出中用延迟矩阵的第二主组件更新原始信号。我们将这种简单的方法应用于线性和非线性系统,并显示清洁和/或噪声信号的衍生物可以以足够的准确度估算。通过优化所需的嵌入尺寸来获得最佳导数近似,我们发现嵌入维度的恒定值,其说明了所提出的方法的简单性。最后,我们使用一些常见的差异化技术进行比较方法。 (c)2020作者。由elsevier b.v出版。

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