Vaidya, Prabhakar G and Anand PS, Sajini and Nagaraj, Nithin (2010) A nonlinear generalization of singular value decomposition and its application to mathematical modeling and chaotic cryptoanalysis. Acta Applicandae Mathematicae, 112. pp. 205-221. ISSN 1572-9036
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| Contribution | Name |
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| Abstract: | Singular Value Decomposition (SVD) is a powerful tool in linear algebra and has been extensively applied to Signal Processing, Statistical Analysis and Mathematical Modeling. We propose an extension of SVD for both the qualitative detection and quantitative determination of nonlinearity in a time series. The method is to augment the embedding matrix with additional nonlinear columns derived from the initial embedding vectors and extract the nonlinear relationship using SVD. The paper demonstrates an application of nonlinear SVD to identify parameters when the signal is generated by a nonlinear transformation. Examples of maps (Logistic map and Henon map) and flows (Van der Pol oscillator and Duffing oscillator) are used to illustrate the method of nonlinear SVD to identify parameters. The paper presents the recovery of parameters in the following scenarios: (i) data generated by maps and flows, (ii) comparison of the method for both noisy and noise-free data, (iii) surrogate data analysis for both the noisy and noise-free cases. The paper includes two applications of the method: (i) Mathematical Modeling and (ii) Chaotic Cryptanalysis. |
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| Item Type: | Journal Paper |
| Additional Information: | Copyright belongs to the Publisher |
| Keywords: | Nonlinear time series analysis · Singular value decomposition · Chaotic Cryptanalysis · Mathematical Modeling |
| Subjects: | School of Natural and Engineering Sciences > Mathematical Modeling Doctoral Programme > PhD Scholar Publications |
| Divisions: | Schools > Natural Sciences and Engineering |
| Date Deposited: | 23 Nov 2011 11:55 |
| Last Modified: | 13 Jun 2021 16:49 |
| Official URL: | http://www.springerlink.com/content/7217g18u468r70... |
| Related URLs: | |
| Funders: | UNSPECIFIED |
| Projects: | UNSPECIFIED |
| DOI: | 10.1007/s10440-010-9560-z |
| URI: | http://eprints.nias.res.in/id/eprint/248 |
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