Time series evaluation methods of system dynamics

Author

Polyakhov, Nikolay D. ; Bespalov, Alexandr V.

Author_Institution

Control Syst. Dept., St. Petersburg Electrotech. Univ. “LETI”, St. Petersburg, Russia

fYear

2015

fDate

2-4 Feb. 2015

Firstpage

257

Lastpage

261

Abstract

Several system dynamics evaluation methods based on first Lyapunov exponent estimation were developed. Method which eliminates influential periodical component from time-series was presented. Influence of developed methods parameters values on first Lyapunov exponent estimation precision was investigated. Simulation of different linear, nonlinear, stationary and non-stationary systems with the emphasis on the first Lyapunov exponent evaluation was carried out. Sophisticated model of hydrostatic drive control system was analyzed.

Keywords

Lyapunov methods; drives; linear systems; nonlinear systems; time series; Lyapunov exponent estimation precision; Lyapunov exponent evaluation; hydrostatic drive control system; influential periodical component; nonlinear systems; nonstationary systems; system dynamics evaluation method; time series evaluation method; Accuracy; Computer aided software engineering; Oscillators; Servomechanisms; Lyapunov exponents; Van-der-Pol oscillator; hydrostatic drive control system; stability; time-series;

fLanguage

English

Publisher

ieee

Conference_Titel

Young Researchers in Electrical and Electronic Engineering Conference (EIConRusNW), 2015 IEEE NW Russia

Conference_Location

St. Petersburg

Print_ISBN

978-1-4799-7305-7

Type

conf

DOI

10.1109/EIConRusNW.2015.7102274

Filename

7102274