A practical method to compute the largest Lyapunov exponent

Mingchuan Miao; Ruoqian Wang; Shaoqiang Yuan; Shangchun Fan

doi:10.1117/12.717793

28 October 2006 A practical method to compute the largest Lyapunov exponent

Mingchuan Miao, Ruoqian Wang, Shaoqiang Yuan, Shangchun Fan

Proceedings Volume 6358, Sixth International Symposium on Instrumentation and Control Technology: Sensors, Automatic Measurement, Control, and Computer Simulation; 63580Q (2006) https://doi.org/10.1117/12.717793
Event: Sixth International Symposium on Instrumentation and Control Technology, 2006, Beijing, China

Abstract

It is a significant problem to determine whether a dynamical system present chaos, it could be solved by measuring the largest Lyapunov exponent of the system. Lyapunov exponents quantify the exponential divergence of the close phase-space trajectories and offer quantities to estimate the chaos. This article proposes a new method to calculate the largest Lyapunov exponent from experimental data. The method makes use of mutual information method and Cao's method to reconstruct the phase-space, and gets the largest Lyapunov exponent by Sano-Sawada method from computing Lyapunov exponent spectrum. This article also shows how stable and robust this new method practices comparing with other methods proven by large numbers of test.

Citation Download Citation

Mingchuan Miao, Ruoqian Wang, Shaoqiang Yuan, and Shangchun Fan "A practical method to compute the largest Lyapunov exponent", Proc. SPIE 6358, Sixth International Symposium on Instrumentation and Control Technology: Sensors, Automatic Measurement, Control, and Computer Simulation, 63580Q (28 October 2006); https://doi.org/10.1117/12.717793

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