Reconstruction of systems with delayed feedback: II. Application

We apply a recently proposed method for the analysis of time series from systems with delayed feedback to experimental data generated by a laser. The method allows estimating the delay time with an error of the order of the sampling interval, while an approach based on the peaks of either the autocorrelation function, or the time delayed mutual information would yield systematically larger values. We reconstruct rather accurately the equations of motion and, in turn, estimate the Lyapunov spectrum even for high dimensional attractors. By comparing models constructed for different “embedding dimensions” with the original data, we are able to find the minimal faithful model. For short delays, the results of our procedure have been cross-checked using a conventional Takens time-delay embedding. For large delays, the standard analysis is inapplicable since the dynamics becomes hyperchaotic. In such a regime we provide the first experimental evidence that the Lyapunov spectrum, rescaled according to the delay time, is independent of the delay time itself. This is in full analogy with the independence of the system size found in spatially extended systems. Received 17 December 1999