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An optimization approach for finding a spectrum of lyapunov exponents
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
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2010 (English)In: Springer Optimization and Its Applications, Springer, 2010, p. 285-303Conference paper, Published paper (Refereed)
Abstract [en]

In this chapter, we consider an optimization technique for estimating the Lyapunov exponents from nonlinear chaotic systems. We then describe an algorithm for solving the optimization model and discuss the computational aspects of the proposed algorithm. To show the efficiency of the algorithm, we apply it to some well-known data sets. Numerical tests show that the algorithm is robust and quite effective, and its performance is comparable with that of other well-known algorithms.

Place, publisher, year, edition, pages
Springer, 2010. p. 285-303
National Category
Signal Processing Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-197255DOI: 10.1007/978-0-387-88630-5_16Scopus ID: 2-s2.0-84976506810OAI: oai:DiVA.org:kth-197255DiVA, id: diva2:1050931
Note

QC 20161130

Available from: 2016-11-30 Created: 2016-11-30 Last updated: 2016-11-30Bibliographically approved

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CiteExportLink to record
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