LYAPUNOV EXPONENTS FROM A TIME-SERIES - A NOISE-ROBUST EXTRACTION ALGORITHM

Authors
BANBROOK M USHAW G MCLAUGHLIN S
Citation
M. Banbrook et al., LYAPUNOV EXPONENTS FROM A TIME-SERIES - A NOISE-ROBUST EXTRACTION ALGORITHM, Chaos, solitons and fractals, 7(7), 1996, pp. 973-976
Citations number
7
Categorie Soggetti
Mathematics,Mechanics,Engineering,"Physics, Applied
Journal title
Chaos, solitons and fractals → ACNP
ISSN journal
09600779
Volume
7
Issue
7
Year of publication
1996
Pages
973 - 976
Database
ISI
SICI code
0960-0779(1996)7:7<973:LEFAT->2.0.ZU;2-I
Abstract
In this paper we present a novel technique for improving the performan ce of Lyapunov exponent calculations from a time series. We show resul ts for the algorithm's performance in the presence of noise corruption . Copyright (C) 1996 Elsevier Science Ltd.