Lyapunov exponents from a time series: A noise-robust extraction algorithm

被引：7

作者：

Banbrook, M

Ushaw, G

McLaughlin, S

机构：

[1] Department of Electrical Engineering, University of Edinburgh, King's Buildings, Edinburgh EH9 3JL, Mayfield Road

来源：

CHAOS SOLITONS & FRACTALS | 1996年 / 7卷 / 07期

关键词：

D O I：

10.1016/0960-0779(95)00105-0

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper we present a novel technique for improving the performance of Lyapunov exponent calculations from a time series. We show results for the algorithm's performance in the presence of noise corruption. Copyright (C) 1996 Elsevier Science Ltd.

引用

页码：973 / 976

页数：4

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[7] DETERMINING LYAPUNOV EXPONENTS FROM A TIME-SERIES [J].

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