How to extract Lyapunov exponents from short and noisy time series

被引：26
|
作者：
Banbrook, M
Ushaw, G
McLaughlin, S
机构：
[1] Department of Electrical Engineering, University of Edinburgh
来源：
IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1997年 / 45卷 / 05期
关键词：
D O I：
10.1109/78.575715
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
In this correspondence. we discuss an algorithm for the extraction of Lyapunov spectra from short and noisy time series, Initially, we briefly describe an existing algorithm and include a method for improving the robustness to noise of this algorithm, The problem of short time series is then addressed, and a novel concatenation technique is presented and combined with the extraction algorithm previously utilized. Results of applying this extended algorithm to chaotic time series are presented, and the effects of noise and data length are discussed.
引用
收藏
页码：1378 / 1382
页数：5
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