1 research outputs found
Computation of the largest Lyapunov exponent using recursive estimation with variable factor
Chaotic systems have been investigated in the most diverse areas. One of the
first steps in chaotic system research is the detection of chaos. The largest
Lyapunov exponent (LLE) is one of the most widely used techniques for this
purpose. Recently, techniques for calculating LLE have been developed taking
into account the error due to the finite precision of computers. Recursive
methods were employed to improve such algorithms. However, this method
uniformly weighed the data used to calculate the LLE. This paper investigates
the different weighing of the data based on the hypothesis that the initial
data have a higher precision than the last data processed by the algorithm,
since the process is subject to error accumulation. In five tested systems, the
proposed method obtained more accurate results in three. However, there was an
increase in the variance of the result obtained for two of the evaluated
systems.Comment: SBAI 2019 - Simposio Brasileiro de Automacao Inteligente - Ouro
Preto. 6 pages. In Portugues