Abstract
The Lyapunov exponents are calculated from numerically simulated and measured time series. The existing algorithms for the estimation of Lyapunov spectra have free parameters. Hence, their influence is analysed on various chaotic and quasi-periodic simulated signals. Furthermore, the exponents of a blood flow signal, measured on a healthy subject, are calculated over a wide range of parameter values. For the embedding dimension d ≥ 10, two typical spectra are observed for both the global and the local Lyapunov exponents. There are either 4 paired and 1 zero, or 5 paired exponents. At least one exponent equals zero within the calculation error.
Published Version
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