There are two basic procedures developed for the calculation of Lyapunov exponents. Although they seem to be almost opposite algorithms, it has been already shown that they can be considered as extreme cases of a single general method. The existing methods are revisited, a variation is presented, an
Lyapunov exponents from a time series: a noise-robust extraction algorithm
β Scribed by M. Banbrook; G. Ushaw; S. McLaughlin
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 230 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0960-0779
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π 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
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