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Jiahe Song

Report Ambiguity: Lyapunov Exponent

Jiahe Song on 27 May 2024 (Edited on 29 May 2024)
Latest activity Reply by Christopher Stapels on 29 May 2024

In the MATLAB description of the algorithm for Lyapunov exponents, I believe there is ambiguity and misuse.
The lambda(i) in the reference literature signifies the Lyapunov exponent of the entire phase space data after expanding by i time steps, but in the calculation formula provided in the MATLAB help documentation, Y_(i+K) represents the data point at the i-th point in the reconstructed data Y after K steps, and this calculation formula also does not match the calculation code given by MATLAB. I believe there should be some misguidance and misunderstanding here.
According to the symbol regulations in the algorithm description and the MATLAB code, I think the correct formula might be y(i) = 1/dt * 1/N * sum_j( log( ||Y_(j+i) - Y_(j*+i)|| ) )
Christopher Stapels
Christopher Stapels on 28 May 2024 (Edited on 28 May 2024)
Are you referring to the algorithms section of this page?https://www.mathworks.com/help/predmaint/ref/lyapunovexponent.html
Jiahe Song
Jiahe Song on 29 May 2024
Thank you for your reply.
This website is correct, I'm sorry I forgot to include this link in the discussion description.
Christopher Stapels
Christopher Stapels on 29 May 2024

Thanks for the heads up, we will check it out with the documentation team.

Adam Danz
Adam Danz on 28 May 2024
Documentation benefits from this type of feedback. Your topic prompted me to write the following short article on how to leave feedback on the MATLAB Documentation.
Jiahe Song
Jiahe Song on 29 May 2024
Thank you for your reply.
I have tried the feedback on the document page you mentioned before initiating this discussion, but I am not so sure if my understanding is correct. Therefore, I am posting this report in the community discussion area to seek your suggestions and corrections.