Estimation of coupling between time-delay systems from time series

被引：22

作者：

Prokhorov, MD ^{[1
]}

Ponomarenko, VI ^{[1
]}

机构：

[1] Russian Acad Sci, Inst RadioEngn & Elect, Saratov Dept, Saratov 410019, Russia

来源：

PHYSICAL REVIEW E | 2005年 / 72卷 / 01期

关键词：

D O I：

10.1103/PhysRevE.72.016210

中图分类号：

O35 [流体力学]; O53 [等离子体物理学];

学科分类号：

070204 ; 080103 ; 080704 ;

摘要：

We propose a method for estimation of coupling between the systems governed by scalar time-delay differential equations of the Mackey-Glass type from the observed time series data. The method allows one to detect the presence of certain types of linear coupling between two time-delay systems, to define the type, strength, and direction of coupling, and to recover the model equations of coupled time-delay systems from chaotic time series corrupted by noise. We verify our method using both numerical and experimental data.

引用

页数：7

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