Comparison of algorithms for determining Lyapunov exponents from experimental data
Conference
·
OSTI ID:7231583
Two methods for estimating the Lyapunov exponents of attractors reconstructed from a time series are compared. A method due to Wolf et al. for computing the largest Lyapunov exponent lambda/sub 1/ is found to be robust with reasonable changes in input parameters. In contrast, a least-squares method suggested by Eckmann and ruelle yields estimates for the Lyapunov exponents that vary considerably depending on the embedding dimension of the attractor. It appears that only the Wolf algorithm is suitable for the analysis of experimental data. 8 refs., 5 figs., 1 tab.
- Research Organization:
- Texas Univ., Austin (USA)
- DOE Contract Number:
- AS05-84ER13147
- OSTI ID:
- 7231583
- Report Number(s):
- DOE/ER/13147-2-Pt.6; CONF-8509203-7; ON: DE87000762
- Country of Publication:
- United States
- Language:
- English
Similar Records
Spurious Lyapunov Exponents in Attractor Reconstruction
Intermediate length scale effects in Lyapunov exponent estimation
Determining the maximum Lyapunov exponent from measured time series data
Journal Article
·
Sat Oct 31 23:00:00 EST 1998
· Physical Review Letters
·
OSTI ID:664733
Intermediate length scale effects in Lyapunov exponent estimation
Conference
·
Mon Dec 31 23:00:00 EST 1984
·
OSTI ID:6964706
Determining the maximum Lyapunov exponent from measured time series data
Conference
·
Mon Dec 31 23:00:00 EST 1990
· Transactions of the American Nuclear Society; (United States)
·
OSTI ID:7074772