Estimating the largest Lyapunov exponent and noise level from chaotic time series

DOI10.1063/1.4731800zbMath1319.37053OpenAlexW2031806779WikidataQ51316613 ScholiaQ51316613MaRDI QIDQ2944571

Tian-Liang Yao, Hai-Feng Liu, Wei-Feng Li, Jianliang Xu

Publication date: 2 September 2015

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.4731800

Mathematics Subject Classification ID

Generation, random and stochastic difference and differential equations (37H10) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Simulation of dynamical systems (37M05)

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Computation of the largest positive Lyapunov exponent using rounding mode and recursive least square algorithm ⋮ Reconstructing bifurcation diagrams only from time-series data generated by electronic circuits in discrete-time dynamical systems ⋮ The deterministic chaos and random noise in turbulent jet ⋮ LYAPUNOV-EXPONENT SPECTRUM FROM NOISY TIME SERIES

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