Kolmogorov entropy (code, or how to estimate it)

12 views (last 30 days)
Hello,
Does someone have the code to compute it (estimation) ? I looked it up, but did not find the code. I have a 1,800,000 points time-series of a physical measurement on which I would like to apply this.
It would be great if it would take the signal as the input, and output the K entropy.
I am talking about this:
I don't want to go over the math (as some people publish entire papers on the very fact of estimating it), but if there is nothing, is there at least some tutorials/exercises/textbooks on this specific subject (or chapters of books).
Thank you
  4 Comments
Mohamad Mossad
Mohamad Mossad on 30 Jun 2021
link doesn't work anymore, any new links? thanks in advance

Sign in to comment.

Answers (0)

Categories

Find more on Matrix Computations in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!