28 October 2006 A practical method to compute the largest Lyapunov exponent
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Abstract
It is a significant problem to determine whether a dynamical system present chaos, it could be solved by measuring the largest Lyapunov exponent of the system. Lyapunov exponents quantify the exponential divergence of the close phase-space trajectories and offer quantities to estimate the chaos. This article proposes a new method to calculate the largest Lyapunov exponent from experimental data. The method makes use of mutual information method and Cao's method to reconstruct the phase-space, and gets the largest Lyapunov exponent by Sano-Sawada method from computing Lyapunov exponent spectrum. This article also shows how stable and robust this new method practices comparing with other methods proven by large numbers of test.
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Mingchuan Miao, Ruoqian Wang, Shaoqiang Yuan, Shangchun Fan, "A practical method to compute the largest Lyapunov exponent", Proc. SPIE 6358, Sixth International Symposium on Instrumentation and Control Technology: Sensors, Automatic Measurement, Control, and Computer Simulation, 63580Q (28 October 2006); doi: 10.1117/12.717793; https://doi.org/10.1117/12.717793
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