Denoising method based on singular spectrum analysis and its applications in calculation of maximal Lyapunov exponent

DOI10.1007/BF02438239zbMath1144.37376OpenAlexW1496991743MaRDI QIDQ939761

Yuan-Feng Liu, Mei Zhao

Publication date: 1 September 2008

Published in: Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02438239

zbMATH Keywords

denoisingchaotic systemsingular spectrum analysismaximal Lyapunov exponent

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

Cites Work

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• Singular spectrum analysis in nonlinear dynamics, with applications to paleoclimatic time series
• Determining Lyapunov exponents from a time series
• Extracting qualitative dynamics from experimental data
• A practical method for calculating largest Lyapunov exponents from small data sets

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