{"title":"Time series evaluation methods of system dynamics","authors":"N. Polyakhov, A. Bespalov","doi":"10.1109/EICONRUSNW.2015.7102274","DOIUrl":null,"url":null,"abstract":"Several system dynamics evaluation methods based on first Lyapunov exponent estimation were developed. Method which eliminates influential periodical component from time-series was presented. Influence of developed methods parameters values on first Lyapunov exponent estimation precision was investigated. Simulation of different linear, nonlinear, stationary and non-stationary systems with the emphasis on the first Lyapunov exponent evaluation was carried out. Sophisticated model of hydrostatic drive control system was analyzed.","PeriodicalId":268759,"journal":{"name":"2015 IEEE NW Russia Young Researchers in Electrical and Electronic Engineering Conference (EIConRusNW)","volume":"88 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2015-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2015 IEEE NW Russia Young Researchers in Electrical and Electronic Engineering Conference (EIConRusNW)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/EICONRUSNW.2015.7102274","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
Several system dynamics evaluation methods based on first Lyapunov exponent estimation were developed. Method which eliminates influential periodical component from time-series was presented. Influence of developed methods parameters values on first Lyapunov exponent estimation precision was investigated. Simulation of different linear, nonlinear, stationary and non-stationary systems with the emphasis on the first Lyapunov exponent evaluation was carried out. Sophisticated model of hydrostatic drive control system was analyzed.
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