A robust method to estimate the maximal Lyapunov exponent of a time series
β Scribed by Holger Kantz
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 698 KB
- Volume
- 185
- Category
- Article
- ISSN
- 0375-9601
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π SIMILAR VOLUMES
This paper presents a method to calculate finite-time Lyapunov exponents (FTLEs) for experimental time series using numerical simulation to approximate the local Jacobian of the system at each time step. This combined numerical-experimental approach to the calculation of FTLE is applicable to any ph
The program presented computes all the Lyapunov exponents of an unknown dynamical system from a time series. The method used is based on a fitting of the time series with an analytical function through a least square minimizatior, after which the Lyapunov exponents are determined from the stability
The Lyapunov exponent is a means of quantitatively evaluating the orbit instability of a dynamical system. In calculating the Lyapunov exponent by measuring the time series from a dynamical system, it is necessary to input the time series data into a computer system using an A-D converter. However,