DocumentCode :
416861
Title :
Lyapunov spectrum analysis of reconstructed attractors from observed time series
Author :
Sakai, Masao ; Homma, Noriyasu ; Yano, Misao ; Abe, Kenichi
Author_Institution :
Graduate Sch. of Inf. Sci., Tohoku Univ., Sendai, Japan
Volume :
3
fYear :
2003
fDate :
4-6 Aug. 2003
Firstpage :
3347
Abstract :
We analyze effect of extra reconstructed dimensions on Lyapunov spectrum, which includes spurious Lyapunov exponents, of unknown dynamical systems. An emphasis of this paper is on that the result obtained by the new analysis may provide an evidence against the previously reported result. It is shown that the spurious exponents can be discriminated from the true exponents of the unknown dynamical system, and thus the dimension of the unknown dynamical system can be estimated by using the new analysis.
Keywords :
Lyapunov methods; chaos; spectral analysis; time series; time-varying systems; Lyapunov spectrum analysis; dynamical systems; observed time series; reconstructed attractors; spurious exponents;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
SICE 2003 Annual Conference
Conference_Location :
Fukui, Japan
Print_ISBN :
0-7803-8352-4
Type :
conf
Filename :
1323926
Link To Document :
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