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
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