What time step is assumed in the function lyapunovExponent?
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Francois Clemens
on 28 Apr 2019
Commented: Star Strider
on 29 Apr 2019
Hi All,
I'm analysing a measured time series for the Lyapunov exponent using the function "lyapunovExponent". I wonder what value for the timestep delta t is assumed in this function, (this is not clear from the documentation provided). I guess it is '1', so to convert the result to a physical meaningfull answer I have to rescale the numerical results obtained with the reciprocal time step (e.g. 0.01 s ), right?
kind regards
Francois Clemens
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Star Strider
on 29 Apr 2019
From the documentation:
lyapExp = lyapunovExponent(X,fs) estimates the Lyapunov exponent of the uniformly sampled time-domain signal X using sampling frequency fs.
So the time step would be 1/fs.
I do not have the Predictive Maintenance Toolbox, however this is the usual conversion between the sampling interval and the sampling frequency.
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