An algorithm for the n Lyapunov exponents of an n -dimensional unknown dynamical system
作者： Ramazan Gencay , W.Davis Dechert
DOI: 10.1016/0167-2789(92)90210-E
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摘要: Abstract An algorithm for estimating Lyapunov exponents of an unknown dynamical system is designed. The estimates not only the largest but all system. estimation carried out by a multivariate feedforward network technique. We focus our attention on deterministic as well noisy estimation. performance very satisfactory in presence noise with limited number observations.
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