4
votes
1answer
260 views

Calculating Lyapunov exponents from a multi-dimensional experimental time series

Wolf's paper Determining Lyapunov Exponents from a Time Series states that: Experimental data typically consist of discrete measurements of a single observable. The well-known technique of phase ...
1
vote
5answers
211 views

Normal distribution of x, xdot

I have some real measurements from a process and I happened to look at the mutual distribution of (x(t), xdot(t)). I found that they seem to follow 2d normal distribution around (mu, 0). See image, ...