Phase-space Reconstruction from Observed Time Series using Lyapunov Spectrum Analysis

Misao Yano; Noriyasu Homma; Masao Sakai; Kenichi Abe

doi:10.11499/sicep.2002.0.152.0

SICE Annual Conference 2002

DOI https://doi.org/10.11499/sicep.2002.0.152.0

Conference information

Host: The Society of Instrument and Control Engineers

Co-host: IEEE/Industiral Electronic Society, IEEE/Robotics and Automation Society, IEEE/Control System Society

[title in Japanese]

Misao Yano, Noriyasu Homma, Masao Sakai, Kenichi Abe

Author information

Keywords: Chaotic systems, time series analysis, Lyapunov spectrum, local versus global plot

CONFERENCE PROCEEDINGS FREE ACCESS

Pages 152

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Abstract

We analyze the effect of extra dimensions on spurious Lyapunov exponents estimated by a reconstructed attractor of the observed time series from the discrete-time dynamical system. An emphasis of this paper is on that the result obtained by the new analysis may provide an evidence against the previously reported result. It is shown that the true dimensions and Lyapunov exponents of the original system can be determined by detecting the spurious exponents using the new analysis.

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