Criterion of the relative degree of order for self-oscillating regimes: illustration of Klimontovich's S-theorem

Vadim S. Anischenko, Peter I. Saparin, Т. Г. Анищенко · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1994

A new quantitative time-series characteristic is described and discussed. Power spectrum entropy renormolized to a given value of mean effective energy is used as a measure of relative degree of order of the time series. This criterion is tested for some well-known systems and phenomena. A perspective of this parameter used as a characteristic of system behavior is illustrated by way of application of this criterion to real signals analysis.

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