| Article ID: | iaor20082728 |
| Country: | Germany |
| Volume: | 15 |
| Issue: | 3 |
| Start Page Number: | 223 |
| End Page Number: | 233 |
| Publication Date: | Sep 2007 |
| Journal: | Central European Journal of Operations Research |
| Authors: | Tykierko Mateusz |
The problem of change detection in dynamical systems originated from ordinary differential equations and real world phenomena is covered. Until now suitable methods for detecting changes for linear systems and nonlinear systems have been elaborated but there are no such methods for chaotic systems. In this paper we propose the method of change detection based on the fractal dimension, which is the one of characteristics dynamical system invariants. The application of the method is illustrated with simulations.