Recognition of colored noise in pseudo-phase space by using BDS statistics
Константин Станиславович Васюта · Radioelectronics and Communications Systems · 2009
Algorithm for calculating BDS statistics based on determination of correlation integral is presented. The algorithm is based on statistical significance of correlation dimensionality of a process, represented in pseudo-phase space of the given dimensionality. For the first time a numerical method for classification of random processes by their “color” with using statistical properties of BDS statistics is suggested.