The fractal dimension of a test signal: implications for system identification procedures.

The experimental identification of a non-linear biologic transducer is often approached via consideration of its response to a stochastic test ensemble, such as Gaussian white noise (Marmarelis and Marmarelis 1978). In this approach, the input-output relationship a deterministic transducer is described by an orthogonal series of functionals. Laboratory implementation of such procedures requires the use of a particular test signal drawn from the idealized stochastic ensemble; the statistics of the particular test signal necessarily deviate from the statistics of the ensemble. The notion of a fractal dimension (specifically the capacity dimension) is a means to characterize a complex time series. It characterizes one aspect of the difference between a specific example of a test signal and the test ensemble from which it is drawn: the fractal dimension of ideal Gaussian white noise is infinite, while the fractal dimension of a particular test signal is finite. This paper shows that the fractal dimension of a test signal is a key descriptor of its departure from ideality: the fractal dimension of the test signal bounds the number of terms that can reliably be identified in the orthogonal functional series of an unknown transducer.