findlyap
代码说明:
The alogrithm employed in this toolbox for determining Lyapunov exponents is according to the algorithms proposed in [1] A. Wolf, J. B. Swift, H. L. Swinney, and J. A. Vastano "Determining Lyapunov Exponents from a Time Series," Physica D, Vol. 16, pp. 285-317, 1985. [2] J. P. Eckmann and D. Ruelle, "Ergodic Theory of Chaos and Strange Attractors," Rev. Mod. Phys., Vol. 57, pp. 617-656, 1 The algorithm given in [1] is used for first-order systems while the QR-based algorithm proposed in [2] is applied for higher order systems. by Steve W. K. SIU, July 5, 1998. (The alogrithm employed in this toolbox for determining Lyapunov exponents is according to the algorithms proposed in [1] A. Wolf, J. B. Swift, H. L. Swinney, and J. A. Vastano, "Determining Lyapunov Exponents from a Time Series," Physica D, Vol. 16, pp. 285-317, 1985. [2] J. P. Eckmann and D. Ruelle, "Ergodic Theory of Chaos and Strange Attractors," Rev. Mod. Phys., Vol. 57, pp. 617-656, 1985. The algorithm given in [1] is used for first-order systems while the QR-based algorithm proposed in [2] is applied for higher order systems. by Steve W. K. SIU, July 5, 1998. )
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