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Supervised by Ministry of Industry and Information Technology of The People's Republic of China Sponsored by Harbin Institute of Technology Editor-in-chief Yu Zhou ISSNISSN 1005-9113 CNCN 23-1378/T

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Related citation:XIE Zhong-yu,WANG Ke-jun,ZHANG Li.Improved algorithm for calculating Lyapunov exponent and distinguishing chaos from noise[J].Journal of Harbin Institute Of Technology(New Series),2010,17(1):101-104.DOI:10.11916/j.issn.1005-9113.2010.01.019.
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Improved algorithm for calculating Lyapunov exponent and distinguishing chaos from noise
Author NameAffiliation
XIE Zhong-yu College of Automation, Harbin Engineering University, Harbin 150001, China
Dept. of Electronic Engineering, Heilongjiang Institute of Technology, Harbin 150050, China 
WANG Ke-jun College of Automation, Harbin Engineering University, Harbin 150001, China 
ZHANG Li Dept. of Electronic Engineering, Heilongjiang Institute of Technology, Harbin 150050, China 
Abstract:
An improved algorithm for calculating the largest Lyapunov exponents (λ1) is presented based on Kantz algorithm. The presented algorithm can select a neighborhood in a certain extent according to the variety of the curves for calculating the largest Lyapunov exponent. And it can determine the linear zone based on the curves where branch is generated, thus, the largest Lyapunov exponent is obtained. The numerical experiments for the Hénon map prove that the proposed method is a direct method to identify whether a linear envelope to the curves exists in distinguishing chaos from noise, and it is superior to the Kantz algorithm.
Key words:  chaos  Lyapunov exponent  noise
DOI：10.11916/j.issn.1005-9113.2010.01.019
Clc Number:N941.7
Fund:

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