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Contribution Details
| Type | Conference Presentation |
| Scope | Contributions to practice |
| Title | An algorithm for the n Lyapunov exponents of an n-dimensional unknown dynamical system |
| Organization Unit | |
| Authors |
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| Presentation Type | speech |
| Item Subtype | Original Work |
| Refereed | Yes |
| Status | Published in final form |
| Language |
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| Event Title | Symposium on Chaos and Complex Systems |
| Event Type | conference |
| Event Location | Istanbul |
| Event Start Date | May 12 - 2006 |
| Event End Date | May 13 - 2006 |
| Abstract Text | An algorithm for estimating Lyapunov exponents of an unknown dynamical system is designed. The algorithm estimates not only the largest but all Lyapunov exponents of the unknown system. The estimation is carried out by a multivariate feedforward network estimation technique. We focus our attention on deterministic as well as noisy system estimation. The performance of the algorithm is very satisfactory in the presence of noise as well as with limited number of observations. |
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