A practical method for calculating largest Lyapunov exponents from small data sets

@inproceedings{Rosenstein1993APM,
  title={A practical method for calculating largest Lyapunov exponents from small data sets},
  author={Michael T. Rosenstein and James J. Collins and Carlo J. De Luca},
  year={1993}
}
Detecting the presence of chaos in a dynamical system is an important problem that is solved by measuring the largest Lyapunov exponent. Lyapunov exponents quantify the exponential divergence of initially close state-space trajectories and estimate the amount of chaos in a system. We present a new method for calculating the largest Lyapunov exponent from an experimental time series. The method follows directly from the definition of the largest Lyapunov exponent and is accurate because it takes… CONTINUE READING
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