An algorithm for the n Lyapunov exponents of an n-dimensional unknown dynamical system

Physica D: Nonlinear Phenomena

Volumn 59, Issue 1-3, 1992, Pages 142-157

  Gencay, Ramazan ^a   Dechert, W Davis ^b  

^a UNIVERSITY OF WINDSOR   (Canada)

^b UNIVERSITY OF HOUSTON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000547548     PISSN: 01672789     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-2789(92)90210-E     Document Type: Article

References (17)

1. Determining Lyapunov exponents from a time series
2. Am Attractor in a Solar Time Series
3. Universal approximation of an unknown mapping and its derivatives using multilayer feedforward networks
4. A multiplicative ergodic theorem. Liapunov characteristic numbers for a dynamical system
5. A proof of Oseledec's multiplicative ergodic theorem
6. Ergodic theory of differentiable dynamical systems
7. Random matrices and their application
8. Ergodic theory of strange attractors
9. Detecting strange attractors in turbulence
10. Computing the Lyapunov spectrum of a Dynamical system from an observed time series
11. On learning the derivatives of an unknown mapping with multilayer feedforward networks
12. Numerical Recipes
13. Convergence rates and data requirements for Jacobian-based estimates of Lyapunov exponents from data