Estimating the Shannon Entropy: Recurrence Plots versus Symbolic Dynamics

Recurrence plots were first introduced to quantify the recurrence properties of chaotic dynamics. A few years later, the recurrence quantification analysis was introduced to transform graphical representations into statistical analysis. Among the different measures introduced, a Shannon entropy was found to be correlated with the inverse of the largest Lyapunov exponent. The discrepancy between this and the usual interpretation of a Shannon entropy is solved here by using a new definition--still based on the recurrence plots--and it is verified that this new definition is correlated with the largest Lyapunov exponent, as expected from the Pesin conjecture. A comparison with a Shannon entropy computed from symbolic dynamics is also provided.