Common

Takens's theorem

Conditions under which a chaotic system can be reconstructed by observation

Takens's theorem

Common card · No. 426334

In the study of dynamical systems, a delay embedding theorem gives the conditions under which a chaotic dynamical system can be reconstructed from a sequence of observations of the state of that system. The reconstruction preserves the properties of the dynamical system that do not change under smooth coordinate changes (i.e., diffeomorphisms), but it does not preserve the geometric shape of structures in phase space. Takens' theorem is the 1981 delay embedding theorem of Floris Takens. It provides the conditions under which a smooth attractor can be reconstructed from the observations made with a generic function. Later results replaced the smooth attractor with a set of arbitrary box counting dimension and the class of generic functions with other classes of functions. It is the most commonly used method for attractor reconstruction. Delay embedding theorems are simpler to state for discrete-time dynamical systems. The state space of the dynamical system is a ν-dimensional manifold M...

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