Spurious Lyapunov Exponents in Attractor Reconstruction

Journal Article · Sat Oct 31 23:00:00 EST 1998 · Physical Review Letters

DOI:https://doi.org/10.1103/PhysRevLett.81.4341· OSTI ID:664733

Sauer, T D ^[1]; Tempkin, J A; Yorke, J A ^[2]; Sauer, T D; Yorke, J A ^[3]

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1. Department of Mathematical Sciences, George Mason University, Fairfax, Virginia 22030 (United States)
2. Department of Mathematics, University of Maryland, College Park, Maryland 20742 (United States)
3. Institute of Physical Science and Technology, University of Maryland, College Park, Maryland 20742 (United States)

Lyapunov exponents, perhaps the most informative invariants of a complicated dynamical process, are also among the most difficult to determine from experimental data. In particular, when using embedding theory to build chaotic attractors in a reconstruction space, extra {open_quotes}spurious{close_quotes} Lyapunov exponents arise that are not Lyapunov exponents of the original system. The origin of these spurious exponents is discussed, and formulas for their determination in the low noise limit are given. {copyright} {ital 1998} {ital The American Physical Society}

• OSTI ID: 664733
• Journal Information: Physical Review Letters, Journal Name: Physical Review Letters Journal Issue: 20 Vol. 81; ISSN 0031-9007; ISSN PRLTAO
• Country of Publication: United States
• Language: English

Related Subjects

66 PHYSICS
ATTRACTORS
DYNAMICS
FRACTALS
LYAPUNOV METHOD
PHASE SPACE