| |
 |
|
|
Science Forum Index » Nonlinear Science Forum » Lyapunov Exponents and correlation questions
Page 1 of 1
|
| Author |
Message |
| David Echeverri |
 Posted: Fri May 09, 2003 2:00 pm |
|
|
|
Guest
|
Hi, Mi name is David Echeverri, i am a student of Electronic
Engenering of National University of Colombia. Actually I´m developing
a analisys of ECG signals using a No-linear dinamical techniques
(Chaos). But I got some questions and problems. I hope that you could
help me.
1. The feature of the correlation dimension when embedding dimension
is already grown up for a aleatorial signal, it must be increasing and
never end?, or what must be happened?
2. Which must be the value for dimension of the atractor in the phase
space for calculate Lyapunov exponents?
3. What formula i must use for calculate Lyapunov exponents of a time
series?
4. What is the meaning of the Lyapunov exponents?
Thanks for your time. I will apreciate any information.
David Echeverri.
National University of Colombia.
David_echeverri_morales@hotmail.com |
|
|
| Back to top |
|
| James Meiss |
| Posted: Sun May 11, 2003 4:16 pm |
|
|
|
Guest
|
In article <5969fa95.0305091200.69c8176b@posting.google.com>,
david_echeverri_morales@hotmail.com (David Echeverri) wrote:
Quote: 4. What is the meaning of the Lyapunov exponents?
Have you seen the nonlinear science FAQ?
<http://amath.colorado.edu/faculty/jdm/faq.html>
--
James Meiss
<http://amath.colorado.edu/faculty/jdm> |
|
|
| Back to top |
|
| Horacio Castellini |
| Posted: Mon May 19, 2003 12:45 pm |
|
|
|
Guest
|
On 9 May 2003, David Echeverri wrote:
Quote: Hi, Mi name is David Echeverri, i am a student of Electronic
Engenering of National University of Colombia. Actually I´m developing
a analisys of ECG signals using a No-linear dinamical techniques
(Chaos). But I got some questions and problems. I hope that you could
help me.
1. The feature of the correlation dimension when embedding dimension
is already grown up for a aleatorial signal, it must be increasing and
never end?, or what must be happened?
Yes.
Quote: 2. Which must be the value for dimension of the atractor in the phase
space for calculate Lyapunov exponents?
Well, it depends on which is the platau on C_2(n) vs n plot. When one
knows a non-linear ODE system n=2*equation_numbers+1 is a good embeding
dimension.
Quote: 3. What formula i must use for calculate Lyapunov exponents of a time
series?
There exist Wolf et al's algorithm (1985) but it isn't robust. Other it is
Kantz's algorithm. It test directky for the exponential divergences of
nearby trayectories.
Quote: 4. What is the meaning of the Lyapunov exponents?
I think that is max{0, Lyapunov's spectrum}
Quote:
Thanks for your time. I will apreciate any information.
De nada ;)
--
Dr. Horacio Castellini,
Dpto de Física, Facultad de Ingeniería,
Ciencias Exactas y Agrimensura,
Pellegrini 250, 2000 Rosario
Argentina,
TE: +54-341-4635598
Usuario Linux Registrado #53602
Emilio: hcaste@fceia.unr.edu.ar
ICQ: 52244442
Página Web: http://ar.geocities.com/horacio9573 |
|
|
| Back to top |
|
| |
|
Page 1 of 1
All times are GMT - 5 Hours
The time now is Fri Oct 10, 2008 11:51 pm
|
|