Estimating the largest Lyapunov exponent and noise level from chaotic time series

DOI10.1063/1.4731800MaRDI QIDQ2944571zbMATH OpenOpenAlexWikidataFDO

Authors Tian-Liang Yao, Hai-Feng Liu, Jian-Liang Xu, Wei-Feng Li

Publication date 2 September 2015

Published in Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.4731800

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Generation, random and stochastic difference and differential equations (37H10) Simulation of dynamical systems (37M05)

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Cited in

(16)

• A method of estimating the noise level in a chaotic time series
• Measuring Lyapunov exponents of large chaotic systems with global coupling by time series analysis
• The deterministic chaos and random noise in turbulent jet
• On the use of interval extensions to estimate the largest Lyapunov exponent from chaotic data
• Identifying the linear region based on machine learning to calculate the largest Lyapunov exponent from chaotic time series
• The largest Lyapunov exponent of chaotic dynamical system in scale space and its application
• Noise level estimation for a chaotic time series
• Noise robust estimates of the largest Lyapunov exponent
• Lyapunov-exponent spectrum from noisy time series
• A method for estimating the Lyapunov exponents of chaotic time series corrupted by random noise using extended Kalman filter
• Denoising method based on singular spectrum analysis and its applications in calculation of maximal Lyapunov exponent
• Estimating the amplitude of measurement noise present in chaotic time series
• Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms
• Computation of the largest positive Lyapunov exponent using rounding mode and recursive least square algorithm
• A robust method for estimating the largest Lyapunov exponent
• Reconstructing bifurcation diagrams only from time-series data generated by electronic circuits in discrete-time dynamical systems

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