A robust method for estimating the largest Lyapunov exponent

The largest Lyapunov exponent is an important parameter of detecting and ch aracterizing chaos produced from a dynamical system. In this paper, based o n the technology of phase space reconstruction and the methods of trajector y tracing, a new algorithm is proposed for estimating the largest Lyapunov exponent from a scalar chaotic time series. This method, which can overcome the deficiencies of the existing methods, has three main advantages: (1) I t has highly accurate results; (2) It is little affected by noise; (3) It o nly needs a little time of computation and small space of memory and can ca lculate the largess Lyapunov exponent on line.