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Proceedings Paper

Algorithm for the N-Lyapunov exponents of an N-dimensional unknown dynamical system
Author(s): W. Davis Dechert; Ramazan Gencay
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Paper Abstract

An algorithm for estimating the Lyapunov exponents of an unknown dynamical system is designed. The algorithm estimates not only the largest but all n-Lyapunov exponents of an n- dimensional system correctly. The estimation is carried out by multilayer feedforward networks. 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.

Paper Details

Date Published: 1 July 1992
PDF: 13 pages
Proc. SPIE 1710, Science of Artificial Neural Networks, (1 July 1992); doi: 10.1117/12.140105
Show Author Affiliations
W. Davis Dechert, Univ. of Houston (United States)
Ramazan Gencay, Univ. of Windsor (Canada)

Published in SPIE Proceedings Vol. 1710:
Science of Artificial Neural Networks
Dennis W. Ruck, Editor(s)

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