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Define the correlation integral as
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(1) |
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(2) |
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(3) |
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(4) |
To estimate the correlation dimension of an -dimensional system with accuracy
requires
data points, where
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(5) |
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(6) |
See also Correlation Exponent, q-Dimension
References
Nayfeh, A. H. and Balachandran, B. Applied Nonlinear Dynamics: Analytical, Computational, and Experimental
Methods. New York: Wiley, pp. 547-548, 1995.