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
Link To Document