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

被引：55

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.

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页码：385 / 394

页数：10

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