Stochastic analysis of recurrence plots with applications to the detection of deterministic signals

DOI10.1016/j.physd.2007.10.008zbMath1154.94344OpenAlexW2065139399MaRDI QIDQ926817

Frank Bucholtz, Gustavo K. Rohde, Bryan M. Dissinger, Jonathan M. Nichols

Publication date: 21 May 2008

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physd.2007.10.008

zbMATH Keywords

stochastic processesdetectionrecurrence plots

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Detection theory in information and communication theory (94A13)

Related Items (9)

Comment on ``Stochastic analysis of recurrence plots with applications to the detection of deterministic signals by Rohde et al. ⋮ Recurrence plots of discrete-time Gaussian stochastic processes ⋮ The Wiener-Khinchin theorem and recurrence quantification ⋮ Recurrence plots for characterizing random dynamical systems ⋮ Signal detection based on recurrence matrix statistics ⋮ Similarity matrix analysis and divergence measures for statistical detection of unknown deterministic signals hidden in additive noise ⋮ Geometric and dynamic perspectives on phase-coherent and noncoherent chaos ⋮ Blind Extraction of Chaotic Sources from White Gaussian Noise Based on a Measure of Determinism ⋮ Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic?

Uses Software

• K2

Cites Work

• Influence of observational noise on the recurrence quantification analysis
• Recurrence plot analysis of nonlinear vibrational dynamics in H\(_{3}^{+}\) molecule.
• Recurrence plots revisited
• Recurrence matrices and the preservation of dynamical properties
• Recurrence quantification analysis of the logistic equation with transients.
• Takens embedding theorems for forced and stochastic systems
• Estimation of dynamical invariants without embedding by recurrence plots
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