2018
DOI: 10.1101/381111
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A Robust Method to Estimate the Largest Lyapunov Exponent of Noisy Signals: A Revision to the Rosenstein’s Algorithm

Abstract: AimThis study proposed a revision to the Rosenstein’s method of numerical calculation of largest Lyapunov exponent (LyE) to make it more robust to noise.MethodsTo this aim, the effect of increasing number of initial neighboring points on the LyE value was investigated and compared to the values obtained by filtering the time series. Both simulated (Lorenz and passive dynamic walker) and experimental (human walking) time series were used to calculate LyE. The number of initial neighbors used to calculate LyE fo… Show more

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Cited by 2 publications
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“…For each epoch of 30 strides, we determined the R 2 of this regression. As a measure of local dynamic stability, local divergence exponents were determined (Bruijn et al, 2013; Bruijn, 2021; Mehdizadeh, 2019; Rosenstein et al, 1993) by first constructing a six-dimensional state space based on time-delayed (25 samples) copies of the 3D center of mass velocity. To this end, the signal was resampled so that on average each stride was 100 samples in length.…”
Section: Methodsmentioning
confidence: 99%
“…For each epoch of 30 strides, we determined the R 2 of this regression. As a measure of local dynamic stability, local divergence exponents were determined (Bruijn et al, 2013; Bruijn, 2021; Mehdizadeh, 2019; Rosenstein et al, 1993) by first constructing a six-dimensional state space based on time-delayed (25 samples) copies of the 3D center of mass velocity. To this end, the signal was resampled so that on average each stride was 100 samples in length.…”
Section: Methodsmentioning
confidence: 99%