Lyapunov exponents from a time series: a noise-robust extraction algorithm

M Banbrook, G Ushaw, Steve McLaughlin

Research output: Contribution to journalArticle

Abstract

In this paper we present a novel technique for improving the performance of Lyapunov exponent calculations from a time series. We show results for the algorithm's performance in the presence of noise corruption. Copyright (C) 1996 Elsevier Science Ltd.

Original languageEnglish
Pages (from-to)973-976
Number of pages4
JournalChaos, Solitons and Fractals
Volume7
Issue number7
DOIs
Publication statusPublished - Jul 1996

Cite this

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title = "Lyapunov exponents from a time series: a noise-robust extraction algorithm",
abstract = "In this paper we present a novel technique for improving the performance of Lyapunov exponent calculations from a time series. We show results for the algorithm's performance in the presence of noise corruption. Copyright (C) 1996 Elsevier Science Ltd.",
author = "M Banbrook and G Ushaw and Steve McLaughlin",
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journal = "Chaos, Solitons and Fractals",
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Lyapunov exponents from a time series: a noise-robust extraction algorithm. / Banbrook, M; Ushaw, G; McLaughlin, Steve.

In: Chaos, Solitons and Fractals, Vol. 7, No. 7, 07.1996, p. 973-976.

Research output: Contribution to journalArticle

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