A singular value decomposition approach to detect chaos in nonlinear circuits and dynamic systems

Author

Baglio, Salvatore ; Fortuna, Luigi

Author_Institution

Dipartimento Elettrico Elettronico e Sistemistico, Catania Univ., Italy

Volume

41

Issue

12

fYear

1994

fDate

12/1/1994 12:00:00 AM

Firstpage

908

Lastpage

912

Abstract

In this paper the analogy between Lyapunov exponents and the singular values of the covariance matrix is introduced and two new conjectures are stated. On this basis a new numerical procedure to classify the steady-state behavior of nonlinear dynamic systems from noisy time series data is presented. In order to show the suitability of the proposed approach, several applications to time series data gathered from measurements on experimental circuits are reported

Keywords

Lyapunov methods; chaos; covariance matrices; nonlinear dynamical systems; nonlinear network analysis; singular value decomposition; time series; Lyapunov exponents; chaos; covariance matrix; noisy time series data; nonlinear circuits; nonlinear dynamic systems; singular value decomposition approach; steady-state behavior; Chaos; Covariance matrix; Feedback amplifiers; Frequency; Nonlinear circuits; Nonlinear distortion; Oscillators; Singular value decomposition; Steady-state; Strontium;

fLanguage

English

Journal_Title

Circuits and Systems I: Fundamental Theory and Applications, IEEE Transactions on

Publisher

ieee

ISSN

1057-7122

Type

jour

DOI

10.1109/81.340856

Filename

340856