DocumentCode
288223
Title
Calculating Lyapunov exponents from a time series
Author
Darbyshire, A.G.
Author_Institution
Dept. of Phys., Oxford Univ., UK
fYear
1994
fDate
34491
Firstpage
42401
Lastpage
42406
Abstract
This paper describes a systematic approach to the problem of estimating the spectrum of Lyapunov exponents in a consistent and robust way given a scalar time series as input. The spurious exponents which occur as a result of the embedding process can be removed by evaluating the tangent maps in local vector spaces calculated using singular value decomposition of the neighbourhood matrices
Keywords
Lyapunov methods; chaos; nonlinear dynamical systems; signal processing; singular value decomposition; time series; Lyapunov exponents; chaos; global embedding; local vector spaces; neighbourhood matrices; scalar time series; signal processing; singular value decomposition; spectrum estimation; tangent maps;
fLanguage
English
Publisher
iet
Conference_Titel
Exploiting Chaos in Signal Processing, IEE Colloquium on
Conference_Location
London
Type
conf
Filename
369882
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