I have a system of the form:
diff(u,t) = f(u,u(t-T),t)
where u is the state vector, t denotes time and T is the lag,
I need to find the largest Lyapunov exponent of this system.
There are different method, but best one is Farmer old approach based which can be found in this link .
if you any question about it please feel free to ask me directly.
http://tuvalu.santafe.edu/~jdf/papers/chaoticattractors.pdf
Thanks a lot Dr. Azizi and Mr. Leon
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