文献类型：期刊文献

英文题名：Noise robust estimates of the largest Lyapunov exponent

作者：Liu, Hai-Feng[1]; Dai, Zheng-Hua[1]; Li, Wei-Feng[1]; Gong, Xin[1]; Yu, Zun-Hong[1]

机构：[1]E China Univ Sci & Technol, Shanghai 200237, Peoples R China

年份：2005

卷号：341

期号：1-4

起止页码：119

外文期刊名：PHYSICS LETTERS A

收录：;EI(收录号：20202208728091);WOS:【SCI-EXPANDED(收录号:WOS:000229945100016)】；

语种：英文

外文关键词：chaos; largest Lyapunov exponents; noise

摘要：A first-order correction of the exponential divergence of trajectories in state space of a chaotic time series with noise was proposed. We demonstrated the performance for various examples using data from the Henon map, Ikeda map and logistic map, which were contaminated with noise. It was found that the proposed method provided a reasonable estimate of the largest Lyapunov exponent even when the noise level was as high as 30% of the signal content. The new method was not sensitive to the distribution of the noise. Furthermore, the comparison with Wolf et al. algorithm showed that our method is much better when dealing with the time series contaminated with noise. Our algorithm was also valid for more complicated chaotic dynamical systems, such as Lorenz attractor and R6ssler-hyperchaos attractor. (c) 2005 Elsevier B.V All rights reserved.