Applying a variable forgetting factor λ(k)=1+1.02/k to a recursive least squares estimator changes largest Lyapunov exponent estimates, improving accuracy in three of five chaotic systems but worsening it in two.
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Computation of the largest Lyapunov exponent using recursive estimation with variable factor
Applying a variable forgetting factor λ(k)=1+1.02/k to a recursive least squares estimator changes largest Lyapunov exponent estimates, improving accuracy in three of five chaotic systems but worsening it in two.