HW/SW codesign of maximum Lyapunov exponent estimator

The maximum Lyapunov exponent (MLE) of a dynamic system is a quantity that characterizes the degree of separation of two infinitesimally close paths, it gives a measure of the average rate of exponential divergence of nearby orbits. It is known as a general indicator of the presence of chaos in a dynamic system. This quantifier has been applied in diverse fields, such as biomedicine and finance, in many of these applications, the system is inaccessible and also a real-time measurement is required. In this work, Kantz's estimator of the MLE [1] was implemented in a PSoC (Programmable System-on-Chip), Zedboard FPGA, that supports both software and hardware design. This algorithm is calculated over a stream of data already generated, does not need access to the system and presents a high level of immunity to noise. The algorithm requires calculation in parallel, and also sequential development so that the used platform presents optimal characteristics for its implementation.