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估计相关维度

估计实时编辑器中均匀采样信号的相关维度

Description

估计相关维度任务使您可以交互估计均匀采样信号的相关维度。该任务自动生成MATLAB®实时脚本的代码。有关实时编辑任务的更多信息,请参见Add Interactive Tasks to a Live Script

相关维度是一组随机点所占据的空间维度的度量。相关维度估计为相关积分与相似性半径范围的斜率。使用相关维度作为特征度量,以区分确定性混乱和随机噪声,以检测潜在的故障。

打开任务

添加估计相关维度task to a live script in the MATLAB Editor:

  • 现场编辑tab, selectTask>估计相关维度

  • 在脚本中的代码块中,键入相关关键字,例如相关维度or相关维度。Select估计相关维度从建议的命令完成。

Examples

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使用估计相关维度task in the Live Editor to interactively estimate the correlation dimension of a uniformly sampled signal. Experiment with different values for lag, embedding dimension, similarity radius and number of points to align the linear fit line with the original data plot. The task automatically generates code reflecting your selections. Open this example to see a preconfigured script containing the估计相关维度task.

For this example, consider 'corrDimData。垫'包含重建的相空间信号phasespace

加载('corrDimData.mat',,,,'phasespace'

To estimate the correlation dimension of the signalphasespace, 打开估计相关维度in the Live Editor. On the现场编辑tab, selectTask>估计相关维度。在任务中,选择信号phasespace

由于所选信号是相空间信号,请选择Phasespacefrom theSignal Typedropdown menu.

估计相关维度task creates the correlation dimension plot with default values for the similarity radius and the number of points.

If your linear fit line does not align with the original data line using the default similarity radius values, try different values in theSimilarity Radius Min,,,,相似性半径最大andNumber of Points字段直到对齐令人满意。在此示例中,使用0.08的最小值,最大值为5,以最佳对齐。默认值10点为信号提供了良好的对齐phasespace

You can toggle displaying the output of the correlation dimension value in the Live Editor output using theOutput Displayoption.

该任务在您的实时脚本中生成代码。生成的代码反映了您指定的参数和选项。要查看生成的代码,请单击在任务参数区域的底部。该任务扩展以显示生成的代码。

By default, the generated code usescorrDimas the name of the output variable. To specify a different output variable name, enter a new name in the summary line at the top of the task. For instance, change the name tocdimension

该任务更新生成的代码以反映新变量名称和新变量cdimension出现在MATLAB工作区中。相关维度的价值与系统中的混乱水平成正比,即更高的值cdimension代表了一个高水平的混乱复杂的the system.

相关示例

参数

Select Signal

Select a uniformly sampled time-domain signal in array or timetable format from the MATLAB workspace. If the signal has multiple columns, the估计相关维度task computes the correlation dimension by treating it as a multivariate signal. If the signal is a row vector, then the估计相关维度任务将其视为单变量信号。

Specify the type of the selected signal as either '时间域'or 'Phase space'。如果指定信号类型为:

  • '时间域',,,,then also specify the embedding dimension and time lag for your signal.

  • 'Phase space',然后估计相关维度任务会使用相位空间信息自动渗透嵌入尺寸和时间滞后。

Specify Correlation Dimension Parameters

从MATLAB工作区指定相位空间向量的尺寸数量为标量或向量。将嵌入尺寸指定为标量时,则估计相关维度任务使用相同的嵌入尺寸值来估计均匀采样信号的所有列的相关维度值。

Embedding Dimensiondrop down is active only when you specify the signal type as '时间域'。For phase space signals, the估计相关维度任务会自动从相位空间数据中计算嵌入式维度。

如果您不知道信号的嵌入尺寸的值,则可以使用重建相位空间task.

从MATLAB工作区中指定连续相位向量之间的时间滞后为标量或向量。当您将时间滞后指定为标量时,则估计相关维度task uses the same time delay value to estimate the value of correlation dimension for all the columns of the uniformly sampled signal. If you specify the embedding dimension as a vector, then specify the time lag also as a vector of the same length.

时间滞后drop down is active only when you specify the signal type as '时间域'。For phase space signals, the估计相关维度task automatically computes the time lag from the phase space data.

If you do not know the value of time lag for your signal, then you can compute it using the重建相位空间task.

Specify the minimum radius of similarity to be used to compute the number of with-in range points for correlation dimension estimation. Try different values such that the linear fit line aligns with the original data line in the plot.

Specify the maximum radius of similarity to be used to compute the number of with-in range points for correlation dimension estimation. Try different values such that the linear fit line aligns with the original data line in the plot.

指定相似性的最大和最小半径之间的点数。根据计算相关维度所需的分辨率选择适当数量的点。

可视化结果

切换以显示实时编辑器输出中相关维的值。

版本历史记录

在R2019b中引入