Lyapunov exponent corresponding to enslaved phase dynamics: Estimation from time series

Olga I Moskalenko1, Alexey A Koronovskii1, Alexander E Hramov1

  • 1Faculty of Nonlinear Processes, Saratov State University, Astrakhanskaya, 83, Saratov, 410012, Russia and Saratov State Technical University, Politehnicheskaya, 77, Saratov, 410054, Russia.

Summary

A new method estimates Lyapunov exponents from time series data for noisy periodic and chaotic systems. This approach accurately measures exponents in the supercritical region, crucial for understanding system dynamics.

Related Concept Videos

Linear Approximation in Time Domain01:21

Linear Approximation in Time Domain

Nonlinear systems often require sophisticated approaches for accurate modeling and analysis, with state-space representation being particularly effective. This method is especially useful for systems where variables and parameters vary with time or operating conditions, such as in a simple pendulum or a translational mechanical system with nonlinear springs.
For a simple pendulum with a mass evenly distributed along its length and the center of mass located at half the pendulum's length,...
423
Second Order systems II01:18

Second Order systems II

In an underdamped second-order system, where the damping ratio ζ is between 0 and 1, a unit-step input results in a transfer function that, when transformed using the inverse Laplace method, reveals the output response. The output exhibits a damped sinusoidal oscillation, and the difference between the input and output is termed the error signal. This error signal also demonstrates damped oscillatory behavior. Eventually, as the system reaches a steady state, the error diminishes to zero.
492
Exponential Fourier series01:24

Exponential Fourier series

In audio signal processing, the exponential Fourier series plays a crucial role in sound synthesis, allowing complex sounds to be broken down into simpler sinusoidal components. This decomposition process is fundamental in analyzing and reconstructing musical notes and other audio signals. The exponential Fourier series expresses periodic signals as the sum of complex exponentials at both positive and negative harmonic frequencies, providing a powerful tool for signal analysis.
Euler's identity...
984
Linear time-invariant Systems01:23

Linear time-invariant Systems

A system is linear if it displays the characteristics of homogeneity and additivity, together termed the superposition property. This principle is fundamental in all linear systems. Linear time-invariant (LTI) systems include systems with linear elements and constant parameters.
The input-output behavior of an LTI system can be fully defined by its response to an impulsive excitation at its input. Once this impulse response is known, the system's reaction to any other input can be...
1.1K
Time and frequency -Domain Interpretation of Phase-lag Control01:21

Time and frequency -Domain Interpretation of Phase-lag Control

Phase-lag controllers are widely used in control systems to improve stability and reduce steady-state errors. A dimmer switch controlling the brightness of a light bulb serves as a practical example of phase-lag control, gradually adjusting the bulb's brightness. Mathematically, phase-lag control or low-pass filtering is represented when the factor 'a' is less than 1.
Phase-lag controllers do not place a pole at zero, but instead influence the steady-state error by amplifying any...
449
Linear Approximation in Frequency Domain01:26

Linear Approximation in Frequency Domain

Linear systems are characterized by two main properties: superposition and homogeneity. Superposition allows the response to multiple inputs to be the sum of the responses to each individual input. Homogeneity ensures that scaling an input by a scalar results in the response being scaled by the same scalar.
In contrast, nonlinear systems do not inherently possess these properties. However, for small deviations around an operating point, a nonlinear system can often be approximated as linear....
434