Quasidiagonal approach to the estimation of lyapunov spectra for spatiotemporal systems from multivariate time series

@article{CarreteroGonzalez2000QuasidiagonalAT,
title={Quasidiagonal approach to the estimation of lyapunov spectra for spatiotemporal systems from multivariate time series},
author={Carretero-Gonzalez and Orstavik and Stark},
journal={Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics},
year={2000},
volume={62 5 Pt A},
pages={6429-39}
}

We describe methods of estimating the entire Lyapunov spectrum of a spatially extended system from multivariate time-series observations. Provided that the coupling in the system is short range, the Jacobian has a banded structure and can be estimated using spatially localized reconstructions in low embedding dimensions. This circumvents the "curse of dimensionality" that prevents the accurate reconstruction of high-dimensional dynamics from observed time series. The technique is illustrated… CONTINUE READING