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

Authors
DAMMIG M MITSCHKE F
Citation
M. Dammig et F. Mitschke, ESTIMATION OF LYAPUNOV EXPONENTS FROM TIME-SERIES - THE STOCHASTIC CASE, Physics letters. A, 178(5-6), 1993, pp. 385-394
Citations number
30
Categorie Soggetti
Physics
Journal title
Physics letters. A → ACNP
ISSN journal
03759601
Volume
178
Issue
5-6
Year of publication
1993
Pages
385 - 394
Database
ISI
SICI code
0375-9601(1993)178:5-6<385:EOLEFT>2.0.ZU;2-F
Abstract
Direct estimation of the largest Lyapunov exponent from deterministica lly chaotic data is well established. From stochastic data a finite, p ositive value is obtained as well; we show how it is determined by spe ctral properties of the signal and by computational parameters. Distin ction of chaos versus noise is discussed.