en
Scientific article
Open access
English

Fundamental limitations for estimating dimensions and Lyapunov exponents in dynamical systems

Published inPhysica. D, Nonlinear phenomena, vol. 56, no. 2-3, p. 185-187
Publication date1992
Abstract

We show that values of the correlation dimension estimated over a decade from the Grassberger-Procaccia algorithm cannot exceed the value 2 log10N if N is the number of points in the time series. When this bound is saturated it is thus not legitimate to conclude that low dimensional dynamics is present. The estimation of Lyapunov exponents is also discussed.

Citation (ISO format)
ECKMANN, Jean-Pierre, RUELLE, D. Fundamental limitations for estimating dimensions and Lyapunov exponents in dynamical systems. In: Physica. D, Nonlinear phenomena, 1992, vol. 56, n° 2-3, p. 185–187. doi: 10.1016/0167-2789(92)90023-G
Main files (1)
Article (Published version)
accessLevelPublic
Identifiers
ISSN of the journal0167-2789
528views
377downloads

Technical informations

Creation02/28/2017 12:22:00 PM
First validation02/28/2017 12:22:00 PM
Update time03/15/2023 1:26:35 AM
Status update03/15/2023 1:26:34 AM
Last indexation01/16/2024 11:26:55 PM
All rights reserved by Archive ouverte UNIGE and the University of GenevaunigeBlack