关于小数据量法计算最大Lyapunov指数的讨论.pdf

More documents and datum download website Lu Zhenbo's Blog: /luzhenbo2 Communication & Cooperation: luzhenbo@ Lyapunov (, 430033) Lyapunov Lyapunov Lyapunov Discussion on the Method for Calculating Largest Lyapunov Exponents from Small Data Sets Lu Zhen-bo Cai Zhi-ming Jiang Ke-yu (College of Electronic Engineering, Navy Engineering University, WuHan 430033, China) Abstract: The problems on the method for calculating largest Lyapunov exponents from small data sets are discussed. The algorithm is robust the changes in the following quantities: embedding dimension, reconstruction delay and mean period of the time series. We indicate that the algorithm is still accurate without considering temporal separation, if the mean period is unknown. A new criterion of selecting linear zone for fitting the largest Lyapunov exponents is presented. In the end, the effects of additive noise is discussed. Key Words: chaos, Lyapunov exponents, time series analysis 1 Lyapunov Lyapunov1985 Wolf[1] Lyapunov Lyapunov1993 Rosenstein[2]Wolf Lyapunov * (:5132102ZZT32)(:51444030105JB1101) (1978-) E-mail: luzhenbo@; :(Mobile), 027(Office) 1 More documents and datum download website Lu Zhenbo's Blog: /luzhenbo2 Communication & Cooperation: luzhenbo@ (1)(2)(3) Lyapunov λ