Title :
An estimation algorithm of the Lyapunov exponents from data with noise and/or quantization
Author :
Tanaka, Yuji ; Horio, Yosihiko
Author_Institution :
Dept. of Electron. Eng., Tokyo Denki Univ., Japan
Abstract :
An estimation algorithm of the Lyapunov exponents from the measured data, especially, noisy and/or quantized ones, is proposed. It is shown by numerical simulations with one-dimensional discrete maps that the proposed algorithm can accurately estimate the Lyapunov exponents from the time series with non-ideal observational effects
Keywords :
Lyapunov methods; chaos; estimation theory; nonlinear dynamical systems; quantisation (signal); time series; Lyapunov exponents; estimation algorithm; noisy data; nonideal observational effects; one-dimensional discrete maps; quantization; time series; Additive noise; Chaos; Data engineering; Equations; Integrated circuit noise; Noise measurement; Nonlinear dynamical systems; Quantization; Stochastic resonance; Time series analysis;
Conference_Titel :
Circuits and Systems, 1997. ISCAS '97., Proceedings of 1997 IEEE International Symposium on
Print_ISBN :
0-7803-3583-X
DOI :
10.1109/ISCAS.1997.621830
