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Reconstructing attractors

Assume an n-dimensional dynamical system evolving on an attractor A. A has fractal dimension d, which often is considerably smaller then n. The system state is observed through a sequence of measurements , resulting in a time series of measurements . Under weak assumptions concerning and the fractal embedding theorem[Sauer et al. , 1991] ensures that, for , the set of all delayed coordinate vectors

with an arbitrary delay time and arbitrary , forms an embedding of A in the -dimensional reconstruction space. We call the minimal , which yields an embedding of A, the embedding dimension . Because the embedding preserves characteristic features of A, it may be employed for building a system model.
In the case of instationary systems the concept of attractors, which does rely on the behavior of the system for , does not take over immediately. If, however, the instationarity is due to slowly varying system parameters, it is possible to model the system dynamics using a sequence of attractors. As it turns out this approach leads to reasonable results in the case of musical instruments.



Axel Roebel
Mon Jul 31 15:37:17 MET DST 1995