Kendall’s Tau Based Correlation Analysis of Chaotic Sequences Generated by Piecewise Linear Maps
Abstract
In many applications, sequences generated by chaotic maps have been considered as pseudo-random sequences. This paper deals with the correlation between chaotic sequences generated by a given piecewise linear map; we have based the measure of the correlation on the statistics of the Kendall tau, which is usually used in the field of statistics. We considered three piecewise linear maps to generate chaotic sequences and computed the statistics of the Kendall tau of couples of sequences obtained from randomly chosen couples of initial conditions. We essentially found that the results depend on the considered chaotic map and that it is possible to approach the uncorrelated case.