《Matlab编写的Lyapunov指数计算程序汇总》.doc

matlab编写的Lyapunov指数计算程序汇总  一、计算连续方程Lyapunov指数的程序，比较好用的 其中给出了两个例子：计算Rossler吸引子的Lyapunov指数计算超混沌Rossler吸引子的Lyapunov指数/downloads39/sourcecode/math/detail132231.html 基于Volterra滤波器混沌时间序列多步预测----------------------------------------------参考文献：1、张家树.混沌时间序列的Volterra自适应预测.物理学报.2000.032、Scott C.Douglas, Teresa H.-Y. Meng, Normalized Data Nonlinearities for LMS Adaptation. IEEE Trans.Sign.Proc. Vol.42 1994 ----------------------------------------------文件说明：1、original_MultiStepPred_main.m 程序主文件,直接运行此文件即可2、original_train.m 训练函数3、original_test.m 测试函数4、LorenzData.dll 产生Lorenz离散序列5、normalize_1.m 归一化6、PhaSpaRecon.m 相空间重构7、PhaSpa2VoltCoef.m 构造 Volterra 自适应 FIR 滤波器的输入信号矢量 Un8、TrainTestSample_2.m 将特征矩阵前 train_num 个为训练样本，其余为测试样本9、FIR_NLMS.dll NLMS自适应算法/downloads45/sourcecode/math/detail150408.html recnstitution MATLAB程序如下： function [Texp,Lexp]=lyapunov(n,tstart,stept,tend,ystart,ioutp); global DS; global P; global calculation_progress first_call; global driver_window; global TRJ_bufer Time_bufer bufer_i; % % Lyapunov exponent calcullation for ODE-system. % % The alogrithm employed in this m-file for determining Lyapunov % exponents was proposed in % % A. Wolf, J. B. Swift, H. L. Swinney, and J. A. Vastano, % Determining Lyapunov Exponents from a Time Series, Physica D, % Vol. 16, pp. 285-317, 1985. % % For integrating ODE system can be used any MATLAB ODE-suite methods. % This function is a part of MATDS program - toolbox for dynamical system investigation % See: http://www.math.rsu.ru/mexmat/kvm/matds/ % % Input parameters: % n - number of equation % rhs_ext_fcn - handle of function with right hand side of extended ODE-system. % This function must include RHS of ODE-system coupled with % variational equation (n items of linearized systems, see Example). % fcn_integrator - handle of ODE integrator function, for example: @ode45 % tstart - start values of independent value (time t) % stept - step on t-variable for Gram-Schmidt renormalization procedure. % te