MATLAB: What time step is assumed in the function lyapunovExponent

Question

Hi All,

I'm analysing a measured time series for the Lyapunov exponent using the function "lyapunovExponent". I wonder what value for the timestep delta t is assumed in this function, (this is not clear from the documentation provided). I guess it is '1', so to convert the result to a physical meaningfull answer I have to rescale the numerical results obtained with the reciprocal time step (e.g. 0.01 s ), right?

kind regards

Francois Clemens

Answer 1

From the documentation:

lyapExp = lyapunovExponent(X,fs) estimates the Lyapunov exponent of the uniformly sampled time-domain signal X using sampling frequency fs.

So the time step would be 1/fs.

I do not have the Predictive Maintenance Toolbox, however this is the usual conversion between the sampling interval and the sampling frequency.