Numerical Estimation of the Lyapunov Exponents of Chaotic Time Series Corrupted by Noises of Large Amplitude
Abstract
We show that the Lyapunov spectrum of chaotic vector time series corrupted by noises with a noise-to-signal ratio of up to 100% in one of the coordinates can be estimated using the output of a noise reduction algorithm designed to deal with noises of large amplitude.
- Publication:
-
Numerical Analysis and Applied Mathematics: International Conference on Numerical Analysis and Applied Mathematics 2009: Volume 1 and Volume 2
- Pub Date:
- September 2009
- DOI:
- 10.1063/1.3241457
- Bibcode:
- 2009AIPC.1168..310M
- Keywords:
-
- 02.60.-x;
- 05.45.Tp;
- 02.60.Lj;
- Numerical approximation and analysis;
- Time series analysis;
- Ordinary and partial differential equations;
- boundary value problems