A robust method for estimating the largest Lyapunov exponent

被引：30
|
作者：
Yang, SQ
Zhang, XH
Zhao, CA
机构：
[1] Harbin Inst Technol, Harbin 150001, Peoples R China
[2] Dalian Naval Acad, Dalian 116018, Peoples R China
[3] Harbin Inst Technol, Harbin 150001, Peoples R China
来源：
ACTA PHYSICA SINICA | 2000年 / 49卷 / 04期
关键词：
D O I：
10.7498/aps.49.636
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
The largest Lyapunov exponent is an important parameter of detecting and characterizing chaos produced from a dynamical system. In this paper, based on the technology of phase space reconstruction and the methods of trajectory tracing, a new algorithm is proposed for estimating the largest Lyapunov exponent from a scalar chaotic time series. This method, which can overcome the deficiencies of the existing methods, has three main advantages: (1) It has highly accurate results; (2) It is little affected by noise; (3) It only needs a little time of computation and small space of memory and can calculate the largess Lyapunov exponent on line.
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页码：636 / 640
页数：5
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