• DocumentCode
    416861
  • Title

    Lyapunov spectrum analysis of reconstructed attractors from observed time series

  • Author

    Sakai, Masao ; Homma, Noriyasu ; Yano, Misao ; Abe, Kenichi

  • Author_Institution
    Graduate Sch. of Inf. Sci., Tohoku Univ., Sendai, Japan
  • Volume
    3
  • fYear
    2003
  • fDate
    4-6 Aug. 2003
  • Firstpage
    3347
  • Abstract
    We analyze effect of extra reconstructed dimensions on Lyapunov spectrum, which includes spurious Lyapunov exponents, of unknown dynamical systems. An emphasis of this paper is on that the result obtained by the new analysis may provide an evidence against the previously reported result. It is shown that the spurious exponents can be discriminated from the true exponents of the unknown dynamical system, and thus the dimension of the unknown dynamical system can be estimated by using the new analysis.
  • Keywords
    Lyapunov methods; chaos; spectral analysis; time series; time-varying systems; Lyapunov spectrum analysis; dynamical systems; observed time series; reconstructed attractors; spurious exponents;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    SICE 2003 Annual Conference
  • Conference_Location
    Fukui, Japan
  • Print_ISBN
    0-7803-8352-4
  • Type

    conf

  • Filename
    1323926