TY - GEN
T1 - Online estimation of complexity using variable forgetting factor
AU - Sugisaki, Koichi
AU - Ohmori, Hiromitsu
PY - 2007
Y1 - 2007
N2 - Recently, the utility of Sample Entropy(SampEn) as a complexity measure was shown via applying to time series data generated from in a variety of systems. However, online estimation method of SampEn index has not been developed yet. If SampEn can be estimated online, we can apply this index to time-varying system. In this paper, we developed the recursive SampEn algorithm to estimate the changes of system complexity online. In additon, we verified the utility of this algorithm by simulations. Consequently, we assure that this algorithm can be applied to time series generated from in a variety of time-varying system potentially.
AB - Recently, the utility of Sample Entropy(SampEn) as a complexity measure was shown via applying to time series data generated from in a variety of systems. However, online estimation method of SampEn index has not been developed yet. If SampEn can be estimated online, we can apply this index to time-varying system. In this paper, we developed the recursive SampEn algorithm to estimate the changes of system complexity online. In additon, we verified the utility of this algorithm by simulations. Consequently, we assure that this algorithm can be applied to time series generated from in a variety of time-varying system potentially.
KW - Approximate entropy
KW - Complexity
KW - Forgetting factor
KW - Online
KW - Recursive
KW - Sample entropy
UR - http://www.scopus.com/inward/record.url?scp=50249106239&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=50249106239&partnerID=8YFLogxK
U2 - 10.1109/SICE.2007.4420939
DO - 10.1109/SICE.2007.4420939
M3 - Conference contribution
AN - SCOPUS:50249106239
SN - 4907764286
SN - 9784907764289
T3 - Proceedings of the SICE Annual Conference
SP - 1
EP - 6
BT - SICE Annual Conference, SICE 2007
T2 - SICE(Society of Instrument and Control Engineers)Annual Conference, SICE 2007
Y2 - 17 September 2007 through 20 September 2007
ER -