Estimating correlation dimension of high-dimensional signals - quick algorithm

The paper describes the improvements and corrections to the method of estimation of correlation dimension of d for high-dimensional signals (HDS). The following problems are described: (a) presentation of the quick version of the algorithm that reduces computation time, (b) improvement of the precision of the elementary Takens-Ellner formula estimating d, (c) the problem of strongly non-gaussian signals and its possible normalisation. Appendix discusses the use of author’s Matlab function estimating d which is available for public use.