An algorithm for the n Lyapunov exponents of an n-dimensional unknown dynamical system
نویسندگان
چکیده
An algorithm for estimating Lyapunov exponents of an unknown dynamical system is designed. The algorithm estimates not only the largest but all Lyapunov exponents of the unknown system. The estimation is carried out by a multivariate feedforward network estimation technique. We focus our attention on deterministic as well as noisy system estimation. The performance of the algorithm is very satisfactory in the presence of noise as well as with limited number of observations.
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