1. Repositório Institucional da UFMG
2. Publicações Científicas e Culturais
3. Artigo de Periódico

Tipo:	Artigo de Periódico
Título:	On the use of interval extensions to estimate the largest lyapunov exponent from chaotic data
Autor(es):	Erivelton Geraldo Nepomuceno Samir Martins Márcio Lacerda Eduardo Mazoni Andrade Marçal Mendes
Resumo:	A method to estimate the (positive) largest Lyapunov exponent (LLE) from data using interval extensions is proposed. The method differs from the ones available in the literature in its simplicity since it is only based on three rather simple steps. Firstly, a polynomial NARMAX is used to identify a model from the data under investigation. Secondly, interval extensions, which can be easily extracted from the identified model, are used to calculate the lower bound error. Finally, a simple linear fit to the logarithm of lower bound error is obtained and then the LLE is retrieved from it as the third step. To illustrate the proposed method, the LLE is calculated for the following well-known benchmarks: sine map, Rössler Equations, and Mackey-Glass Equations from identified models given in the literature and also from two identified NARMAX models: a chaotic jerk circuit and the tent map. In the latter, a Gaussian noise has been added to show the robustness of the proposed method.
Assunto:	Liapunov, Funções de
Idioma:	por
País:	Brasil
Editor:	Universidade Federal de Minas Gerais
Sigla da Instituição:	UFMG
Departamento:	ENG - DEPARTAMENTO DE ENGENHARIA ELETRÔNICA
Tipo de Acesso:	Acesso Aberto
Identificador DOI:	https://doi.org/10.1155/2018/6909151
URI:	http://hdl.handle.net/1843/57005
Data do documento:	2018
metadata.dc.url.externa:	https://www.hindawi.com/journals/mpe/2018/6909151/#copyright
metadata.dc.relation.ispartof:	Mathematical problems in engineering
Aparece nas coleções:	Artigo de Periódico

Os itens no repositório estão protegidos por copyright, com todos os direitos reservados, salvo quando é indicado o contrário.