Numerical Calculation
Generally the calculation of Lyapunov exponents, as defined above, cannot be carried out analytically, and in most cases one must resort to numerical techniques. An early example, which also constituted the first demonstration of the exponential divergence of chaotic trajectories, was carried out by R. H. Miller in 1964. Currently, the most commonly used numerical procedure estimates the matrix based on averaging several finite time approximations of the limit defining .
One of the most used and effective numerical techniques to calculate the Lyapunov spectrum for a smooth dynamical system relies on periodic Gram–Schmidt orthonormalization of the Lyapunov vectors to avoid a misalignment of all the vectors along the direction of maximal expansion.
For the calculation of Lyapunov exponents from limited experimental data, various methods have been proposed. However, there are many difficulties with applying these methods and such problems should be approached with care.
Read more about this topic: Lyapunov Exponent
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