An Improved Algorithm for Estimating the Largest Lyapunov Exponent

The largest Lyapunov exponent is an essential criterion to judge whether the time series are chaos or not. But traditional methods have some disadvantages such as calculated amount is large and calculated time is long, which lead to these methods have limitations in engineering application. An improved algorithm based on space grid method for estimating the largest Lyapunov exponent is presented in this paper. The whole reconstructed phase space is divided into many small spaces in the algorithm. Only the points locating in the subspace are the reference point exist are searched when needed, and thus the fast searching speed is gained. Simulation results show that neighborhoods can be searched quickly by the suggested algorithm. At the same time, the algorithm is robust and easy to be programmed.