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Filtering Affects The Calculation Of The Largest Lyapunov Exponent, Peter C. Raffalt, Ben Senderling, Nicholas Stergiou

Journal Articles

The calculation of the largest Lyapunov exponent (LyE) requires the reconstruction of the time series in an N-dimensional state space. For this, the time delay (Tau) and embedding dimension (EmD) are estimated using the Average Mutual Information and False Nearest Neighbor algorithms. However, the estimation of these variables (LyE, Tau, EmD) could be compromised by prior filtering of the time series evaluated. Therefore, we investigated the effect of filtering kinematic marker data on the calculation of Tau, EmD and LyE using several different computational codes. Kinematic marker data were recorded from 37 subjects during treadmill walking and filtered using a …