AN ALGORITHM FOR THE N-LYAPUNOV EXPONENTS OF AN N-DIMENSIONAL UNKNOWN DYNAMIC SYSTEM

被引：115

作者：

GENCAY, R ^{[1
]}

DECHERT, WD ^{[1
]}

机构：

[1] UNIV HOUSTON,DEPT ECON,HOUSTON,TX 77204

来源：

PHYSICA D | 1992年 / 59卷 / 1-3期

关键词：

D O I：

10.1016/0167-2789(92)90210-E

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

An algorithm for estimating Lyapunov exponents of an unknown dynamical system is designed. The algorithm estimates not only the largest but all Lyapunov exponents of the unknown system. The estimation is carried out by a multivariate feedforward network estimation technique. We focus our attention on deterministic as well as noisy system estimation. The performance of the algorithm is very satisfactory in the presence of noise as well as with limited number of observations.

引用

页码：142 / 157

页数：16

共 17 条

[1]

ABARBANEL HDI, 1991, LYAPUNOV EXPONENTS C

[2] COMPUTING THE LYAPUNOV SPECTRUM OF A DYNAMIC SYSTEM FROM AN OBSERVED TIME-SERIES [J].