Constructing invariant measures from data

G. Froyland, Kevin Judd, A.I. Mees, K. Murao, D. Watson

Research output: Contribution to journalArticle

Abstract

We present a method of approximating an invariant measure of a dynamical system from a finite set of experimental data. Our reconstruction technique automatically provides us with a partition of phase space, and we assign each set in the partition a certain weight. By refining the partition, we may make our approximation to an invariant measure of the reconstructed system as accurate as we wish. Our method provides us with both a singular and an absolutely continuous approximation, so that the most suitable representation may be chosen for a particular problem.
Original languageEnglish
Pages (from-to)1181-1192
JournalInternational Journal of Bifurcation and Chaos
Volume5
Issue number4
DOIs
Publication statusPublished - 1995

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