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Distribution of controlled Lyapunov exponents: a statistical simulation study

✍ Scribed by Dejian Lai; Guanrong Chen

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
399 KB
Volume
33
Category
Article
ISSN
0167-9473

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✦ Synopsis

A feedback control design method was proposed in Chen and Lai (1996, Internat. J. Bifur, Chaos 6, 1341-1349) towards anti-control of chaos by means of making an arbitrary discrete-time dynamical system behave chaotically, where the feedback control can force all the Lyapunov exponents of the controlled system become strictly positive. Since a control sequence so designed is not uniquely determined, random mechanism can be used to select a suitable control-gain sequence. The behavior (distribution) of the controlled Lyapunov exponents generated by the proposed method is important and hence calls for further statistical analysis. Using Monte Carlo simulations, we examine the distribution empirically in this paper.

πŸ“œ SIMILAR VOLUMES

Statistical analysis of Lyapunov exponen
Statistical analysis of Lyapunov exponents from time series: A Jacobian approach
✍ D. Lai; G. Chen πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 663 KB

In this paper, we provide a statistical analysis for the Lyapunov exponents estimated from time series. Through the Jacobian estimation approach, the asymptotic distributions of the estimated Lyapunov exponents of discrete-time dynamical systems are studied and characterized baaed on the time series