Distribution of the estimated lyapunov exponents from noisy chaotic time series
In this paper, we give statistical analyses and simulation studies on the Lyapunov exponents estimated from noisy chaotic time series. Through the Jacobian estimation approach, the asymptotic distribution of the estimated Lyapunov exponents are studied and characterized from the observed noisy chaotic time series. Theoretical results are visualized and verified by numerical simulations. Copyright 2003 Blackwell Publishing Ltd.
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Volume (Year): 24 (2003)
Issue (Month): 6 (November)
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