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一种最大李雅普诺夫指数估计的稳健算法 被引量:59

A ROBUST METHOD FOR ESTIMATING THE LARGEST LYAPUNOV EXPONENT
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摘要 最大李雅普诺夫指数是诊断和描述动态系统混沌的重要参数 .在深入研究相空间重构技术和轨道跟踪法的基础上 ,提出了一种从标量混沌时间序列中估计最大李雅普诺夫指数的新算法 .该算法能够克服现有算法的不足 ,主要有以下三个优点 :1)很高的精度 ;2 )几乎不受噪声的影响 ;3 )所需的计算时间和存贮空间小 。 The largest Lyapunov exponent is an important parameter of detecting and characterizing chaos produced from a dynamical system. In this paper, based on the technology of phase space reconstruction and the methods of trajectory tracing, a new algorithm is proposed for estimating the largest Lyapunov exponent from a scalar chaotic time series. This method, which can overcome the deficiencies of the existing methods, has three main advantages: (1) It has highly accurate results; (2) It is little affected by noise; (3) It only needs a little time of computation and small space of memory and can calculate the largest Lyapunov exponent on line.
出处 《物理学报》 SCIE EI CAS CSCD 北大核心 2000年第4期636-640,共5页 Acta Physica Sinica
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  • 1袁坚,电子学报

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