Abstract
This paper presents an overview of three different methods to quantify signal complexity. These are the Kolmogorov complexity, the Sample Entropy and Detrended Fluctuation Analysis based fractal behavior measure. Synthesized discrete time signals of different characteristics are analyzed, the mentioned parameters are computed and compared. The methodology contains the estimation of these three parameters for different signals lengths and noise levels. Measuring the complexity, usually means to find randomness, hidden dynamics or deterministic trends. The experimental results prove the practical applicability of this methodology in analyzing the complexity of signals
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