Graphical Abstract

Lorenz system as a filter

I. Campos-Cantón, Carlos Soubervielle-Montalvo, Roberto Martinez-Montejano
Highlights
Lorenz system as a filter
I. Campos-Cantón, Carlos Soubervielle-Montalvo, Roberto Martinez-Montejano

ˆ The Lorenz system can be seen as a filter

ˆ An RC bandpass filter replaces this x state.

ˆ A bifurcation diagram is used to adjust the cutoff frequency.

 Lorenz system as a filter
I. Campos-Cantóna , Carlos Soubervielle-Montalvob , Roberto
Martinez-Montejanoc
a
Facultad de Ciencias, Av. Parque Chapultepec 1570, San Luis Potosi, 78295
, S.L.P., Mex.
b
Facultad de Ingenieria, Av. Dr. Manuel Nava 304, Zona Universitaria, San Luis
Potosi, 78210, S.L.P., Mex.
c
Unidad Academica Multidisciplinaria Zona Media, Carretera Rioverde-San Ciro, Km
4, Rioverde, 79615, S.L.P., Mex.

Abstract
In this work, the lorenz system is studied from the point of view of the filters
since the first equation of the system has the structure of a low-pass filter.
The cutoff frequency corresponds to σ parameter, associated with evolution of
x state. To increase this cutoff frequency and preserve chaos, the bifurcation
diagram is verified by varying the σ parameter. It is observed that moving
the cutoff frequency has no effect on the position of the equilibrium points.
The numerical results are obtained using octave and multisim, as well as the
experimental results are obtained by electronically implementing the circuit
proposed by Corron.
Keywords: Lorenz systems, bifurcation diagram, low-pass filter, electronic
design, numerical simulation.
PACS: 02.10.Yn, 02.30.Hq, 05.45.Ac, 07.50.Ek, 43.58.Kr
2000 MSC: 34C15, 34C23, 34C60, 34D45, 34G20, 35B32

1. Introduction
The electronic circuit development has played an important role in re-
cent decades, for example, manufacturing household appliances, automatic
control systems, radars, communication systems to mention some of them
[1]. Day-to-day communication systems have been improved, and in this
process chaotic circuits have been implemented for information transmission
purposes, using the synchronization concepts [2]. On the other hand, with
the idea that the information is safe and cannot be discovered by an intruder,

Preprint submitted to Integration, the VLSI Journal October 30, 2022

the information is masked, called this process encryption [3]. In the recon-
struction or improvement of the information signal, a filtering process is used,
which may be analog or digital. Within analog filtering there are different fil-
ter topologies such as low pass, high pass, band pass, stop band, all pass, etc.

Making use of the synchronization of chaotic systems in [4], a filtering

approach has been proposed, where the slave system is seen as a filter, which
does not introduce any complexity, in this work there are sufficient conditions
for the forced system to behave as a filter to a given external signal. In [5]
the master and slave system is given by a third order nonlinear equation and
a low pass filter similar to the first equation of the Lorenz system, in this
work it is shown that the cutoff frequency plays an important role to perform
synchronization of signals asymptotically. In the development of chaos-based
secure communication, the use of filters becomes very important, as can be
seen in [6, 7], where a low-pass filter is again used both in the transmitter
and in the receiver, if the cutoff frequency of the filter is not well adjusted
between sender and receiver, the decryption of the signal to be recovered by
the receiver cannot be carried out.

The investigations carried out in the previous citations are based on the
Lorenz system. In this work we analyze the Lorenz system under the concept
of low-pass filter, in particular the first equation of state x is analyzed under
these terms. There are different works that address electronic design among
them, for example, in [8] the authors show the design of a Lorenz circuit that
is appropriate to perform at high frequencies, where for this, the schematic
diagram of the Lorenz circuit uses two active components such as analog
multipliers, and one of them is configured as a current-output device. And
in [9] one of the first electronic implementations uses 8 operational ampli-
fiers to perform the operations of addition, subtraction and integration, two
analog multipliers that implement the nonlinear terms in the corresponding
equations of the circuit. In this work, the circuit proposed by Corron [10],
will be used, which uses two multipliers, two active filters, plus two opera-
tional amplifiers in integrating and subtracting configuration, this design is
one of the simplest and this makes it more appropriate for development of
this paper.

In this paper a Lorenz system simulation using Octave and Multisim is

carried out, in such order to associate the first equation of the Lorenz system

2
with a low-pass filter. Is addressed as follows. In sec. 2 the theory is devel-
oped, where the relationship of the cutoff frequency σ parameter, associated
with evolution of x state, is shown. The bifurcation diagram is generated by
varying the σ parameter with the purpose of increase this cutoff frequency
and preserve chaos. In sec. 3 the electronic implementation of the circuit
is given; the circuit proposed by Corron is used to developed simulations.
Finally, in sec. 4 the conclusions are given.

2. Lorenz low pass filter

Let’s take the Lorenz system depicted by the following equations,

ẋ = σ(y − x)
ẏ = rx − xz − y (1)
ż = xy − bz
With the following settings that render the system chaotic, σ = 10, b =
8/3 and r = 30. According to [4], the Lorenz system acts as a filter if we can
rearrange this into shape,

Ẋ = AX + B(u − CX) + f (X, u) (2)

Where A is a linear operator, the u signal must be filtered, C is a matrix
m × n real and B is a matrix n × m real. The linear part of (2) is charac-
terized by Λ := spec(A − BC). Where to forced dissipative systems exists a
constant positive α such that Re λ ≤ −α, for every λ ∈ Λ. And the function
f : Rn × Rm → Rn includes all nonlinear terms.

The next theorem taken of [4] gives sufficient conditions for system (2)
to behave like a filter for a given signal u.

Theorem. : Let the system (2), forced by signal u, satisfy the following
conditions. (a) There exists a positive constant α such that Re λ ≤ −α,
for every λ ∈ Λ. (b) There exists a positive function K[u] < ∞ such that
|f (w2 , u) − f (w1 , u)| ≤ K[u]|w2 − w1 |.

Then, the system (2) is a filter for u, provided that α > ⟨K⟩u , where
Rt
⟨K⟩u := lim 1t 0 K[u(s)]ds.
t→∞

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 The proof of the theorem is shown in [4]. We say that the system (2)
is a filter for the external signal u if the response signals w1 (t) and w2 (t),
corresponding to the initial conditions w1 (0) ̸= w2 (0), are asymptotically
equal; i.e., whenever
lim |w2 − w1 | = 0
t→∞

For each initial pair of conditions w1 (0) and w2 (0) within the pull basin. Af-
ter a transitory behavior, the system response is entirely determined by the
external signal u, establishing a functional relation between u and the filter
response w.

The Lorenz system can be split into two sub-systems, each sub-system is a
filter. By comparing the state equation x in (1) with an RC filter, it perfectly
matches the low-pass filter configuration. Corresponding to y being the input
signal, x being the filtered or output signal, and σ is the cutoff frequency in
radians. The first sub-system is then the state x. And the second sub-system
is the set states y and z. Given that the first sub-system is a filter, only the
second sub-system will be tested as a filter, for which the theorem before will
be used. With this, we can say that the Lorenz system behaves as a filter
where the state x in particular, is a low-pass filter. A block diagram is shown
in Fig. 1, where u is the input signal for the second sub-system with output
state y, which serves as an input to the first sub-system (low pass filter).

Figure 1: The Lorenz system in the concept as a filter, considered as two sub-
systems, being forced through the input signal u.

Taking the y and z states of the Lorenz system as sub-system 2 and re-
placing variable x with u, we have the next set of equations.

ẏ = ru − uz − y
(3)
ż = uy − bz

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 By comparing the system (3) to the general form given by (2), we arrive
at the following matrices.

     
−1 0 r −uz
A= , B= , C = 0, and f (X, u) = .
0 −b 0 uy

From which spec(A − BC) are obtained Λ = {−1, −8/3} , and thus the
choice α = 1 meets the first requirement of the theorem. For verification of
condition 2 of the theorem, we have

       
 −uz2 −uz1   −z2 −z1 
|f (w2 , u)−f (w1 , u)| = 
 − ≤ |u| 
 −
uy2 uy1  y2 y1 

Then |f (w2 , u) − f (w1 , u)| ≤ |u| |(w2 − w1 )|, where K[u] = |u|, and
1 > ⟨K⟩u .

Therefore, both conditions of the theorem are fulfilled, so sub-system 2

is regarded as a filter. And with this, one can say that the Lorenz system is
a filter for a u input signal. We’ll stick with sub-system one to study the σ
cutoff frequency.

Equilibrium points
We study the impact of the σ cutoff frequency on equilibrium points. By
taking Ẋ = 0 in (1), the following equilibrium points are reached.
p p
(0, 0, 0), (± b(r − 1), ± b(r − 1), r − 1)
From which it is seen that σ has no effect.

Eigenvalues
The effect of σ on eigenvalues for equilibrium points is shown below. The
Jacobian matrix J for arguments b = 8/3 and r = 30 is:
 
−σ σ 0
J =  30 − z −1 −x  , (4)
y x −8/3
p p
For (± b(r − 1), ± b(r − 1), r − 1) = (±8.79, ±8.79, 29), the character-
istic polynomial is:

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 λ3 + (11/3 + σ)λ2 + (8σ/3 + 79.92)λ + 154.53α = 0 (5)
Since σ > 0 for physically implementable cut-off frequencies; the coef-
ficients associated with (5) are positive, from where we find the following
ranges.

σ > −3.66; σ > −29.97; σ>0

And for (0, 0, 0), the characteristic polynomial is:

λ3 + (11/3 + σ)λ2 + (8/3 − 26.33σ)λ − 77.33α = 0 (6)

From where we find the following ranges.

σ > −3.66; σ > 0.10; σ>0

Fig. 2 shows the ranges, test values and some eigenvalue. Other eigen-
values for σ are shown in Table 1.

Figure 2: Intervals σ, a few points on the axis and their eigenvalues corresponding
to (5) and (6).

For σ values the behaviours over time are: for values below -3 we have no
response, for a value of -2 sine oscillations is present, at 0 it show a critically
damped and over-damped response, for values of 0.05, 0.1 and 2, the response
is over-damped; from 5.3 to 22.33 a chaotic response, and to values greater
than 22.34 is the removal of chaos. Fig. 3 shows some plots for specific values
of σ.

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 Table 1: Eigenvalues for different values of σ
σ λ Eq.(5)
-30 31.12; -2.39 ± i11.96
-29.97 31.09; -2.39 ± i11.96
-29.80 30.93; -2.39 ± i11.96
-4 5.99; -2.82 ± i9.75
-3.66 5.58; -2.79 ± i9.67
-2 3.37; -2.52 ± i9.23
0 0; -1.83 ± i8.74
0.05 -0.09; -1.8 ± i8.74
0.1 -0.19; -1.78 ± i8.73
2.0 -3.93; -0.86 ± i8.81
5.28 -8.80; -0.072 ± i9.62
22.37 -25.81; 0.10 ± i11.57
λ Eq.(6)
-2.66; 14.5 ± i25.68
-2.66; 14.48 ± i25.67
-2.66; 14.4 ± i25.62
-2.66; 1.5 ± i10.66
-2.66; 1.33 ± i10.21
-2.66; 0.5 ± i7.59
-2.66; -1.0; 0.0
-2.66; -1.83; 0.78
-2.66; -2.33; 1.23
-2.66; 6.26; -9.26
-2.66; 9.62; -15.91
-2.66; 16.33; -39.70

a)

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 b)

c)

d)

Bifurcation diagram
In order to decide how much we can increase the cutoff frequency, we use
the bifurcation diagram. Therefore, we find that the maximum value for
sustaining chaotic oscillations is σ = 22.33, as shown in Fig. 4.

8
e)

f)
Figure 3: The x, y, and z states and state space are shown for various values of σ
a) σ = -2, b) σ = 0, c) σ = 0.1, d) σ = 5.3, e) σ = 22.38, f ) σ = 100.

3. Corron’s electronic circuit

To check the sigma cutoff frequency in simulation, we have implemented
Corron’s electronic circuit proposal. It consists of his two active filters, an
adder and an integrator with opamps and two ad633 multipliers. The Corron
electronic schematic is shown in figure 5.

To stay in the ±10V power supply range,

√ a change√of system status vari-
ables (1) is performed as follows x = X/ ar, y = Y / ar, and z = Z/ar. If
a = 1/3 the requirements are met, leaving the system of equations as follows.

9
Figure 4: Bifurcation diagram of σ from 0 to 25.

Figure 5: Corron’s electronic schematic.

Ẋ = σ(Y − X)
Ẏ = rX − arXZ − Y (7)
Ż = XY − bZ

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 It can be seen that the cutoff frequency σ of the equation of state x does
not change with the system scale. The Kirchhoff equations of the schematic
are in [10] and shown to correspond to (7). A Multisim simulation of the
electronic circuit is shown in Fig. 6. Fig. 6 a) value of σ = 10, b = 8/3, and
r = 30, Fig. 6 b) value of σ = 22.33, b = 8/3, and r = 30. Fig. 6 c) value of
σ = 2, b = 8/3, and r = 30, and in Fig. 6 d) value of σ = 50, b = 8/3, and
r = 30.

a) b)

c) d)
Figure 6: Phase plane of the electronic circuit with values of b = 8/3, r = 30, and
a) σ = 10 b) σ = 22.33 c) σ = 2 and d) σ = 50.

Fig. 6 a) shows that the Lorenz system is chaotic with a cutoff frequency
of 10 rad/s. In Fig. 6 b), the cutoff frequency is increased to a maximum
of 22.33 rad/s and the Lorenz system remains chaotic. But at frequencies
below 5.3 rad/s (say 2 rad/s) there is no chaos Fig. 6 c). The same case is
true for frequencies above 22.33 rad/s (such as 50 rad/s) Fig. 6 d).

4. Conclusions
In this work, we showed that the Lorenz system behaves like a forced-
signal filter consisting of two sub-systems. Sub-system 1 contains only state
x, the equation that corresponds directly to the low pass filter. Sub-system 2
corresponds to a filter consisting of states y and z verified by the theorem. We
also conclude that the equilibrium point is not affected by the cutoff frequency
of the low pass filter. However, the value of σ affects the eigenvalues, so
we use a bifurcation diagram to find the maximum possible cutoff frequency

11
because the system is still chaotic. To verify the theoretical results, Multisim
simulations are used that are consistent with those theoretically predicted.

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