Estimation of Lyapunov exponents from time series: the stochastic case
✍ Scribed by M Dämmig; F Mitschke
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 797 KB
- Volume
- 178
- Category
- Article
- ISSN
- 0375-9601
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📜 SIMILAR VOLUMES
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
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