ESTIMATION OF LYAPUNOV EXPONENTS FROM TIME-SERIES - THE STOCHASTIC CASE

被引：54
|
作者：
DAMMIG, M
MITSCHKE, F
机构：
[1] Institut für Quantenoptik, Universität Hannover, W-3000 Hannover 1
来源：
PHYSICS LETTERS A | 1993年 / 178卷 / 5-6期
关键词：
D O I：
10.1016/0375-9601(93)90865-W
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
Direct estimation of the largest Lyapunov exponent from deterministically chaotic data is well established. From stochastic data a finite, positive value is obtained as well; we show how it is determined by spectral properties of the signal and by computational parameters. Distinction of chaos versus noise is discussed.
引用
收藏
页码：385 / 394
页数：10
相关论文
共 50 条
  • [11] Estimation of lyapunov exponents of ECG time series - The influence of parameters
    Casaleggio, A
    Braiotta, S
    CHAOS SOLITONS & FRACTALS, 1997, 8 (10) : 1591 - 1599
  • [12] Estimation of Lyapunov exponents of ECG time series - the influence of parameters
    Casaleggio, Aldo
    Braiotta, Stefano
    Chaos, solitons and fractals, 1997, 8 (10): : 1591 - 1599
  • [13] Lyapunov exponents estimation of the impact oscillation using observed time series
    Department of Electrical Engineering, Far East College, 49 Chung-Hua Road, Hsin-Shih Town, Tainan 74404, Taiwan
    J. Appl. Sci., 2006, 7 (1604-1607):
  • [14] Lyapunov exponents of random time series
    Tanaka, T
    Aihara, K
    Taki, M
    PHYSICAL REVIEW E, 1996, 54 (02): : 2122 - 2124
  • [15] A fast algorithm for estimating Lyapunov exponents from time series
    Oiwa, N.N.
    Fiedler-Ferrara, N.
    Physics Letters, Section A: General, Atomic and Solid State Physics, 1998, 246 (1-2): : 117 - 121
  • [16] A SPECTRUM OF LYAPUNOV EXPONENTS OBTAINED FROM A CHAOTIC TIME SERIES
    严绍瑾
    彭永清
    王建中
    Journal of Meteorological Research, 1992, (03) : 379 - 385
  • [17] IDENTIFICATION OF TRUE AND SPURIOUS LYAPUNOV EXPONENTS FROM TIME SERIES
    Parlitz, Ulrich
    INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS, 1992, 2 (01): : 155 - 165
  • [18] LIAPUNOV EXPONENTS FROM A TIME-SERIES OF ACOUSTIC CHAOS
    HOLZFUSS, J
    LAUTERBORN, W
    PHYSICAL REVIEW A, 1989, 39 (04): : 2146 - 2152
  • [19] A fast algorithm for estimating Lyapunov exponents from time series
    Oiwa, NN
    Fiedler-Ferrara, N
    PHYSICS LETTERS A, 1998, 246 (1-2) : 117 - 121
  • [20] Analysis of positive Lyapunov exponents from random time series
    Tanaka, T
    Aihara, K
    Taki, M
    PHYSICA D, 1998, 111 (1-4): : 42 - 50
12345