Delay estimation from noisy time series

被引：8

作者：

Ohira, T ^{[1
]}

Sawatari, R ^{[1
]}

机构：

[1] KEIO UNIV, DEPT COMP SCI, YOKOHAMA, KANAGAWA 223, JAPAN

来源：

PHYSICAL REVIEW E | 1997年 / 55卷 / 03期

关键词：

D O I：

10.1103/PhysRevE.55.R2077

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 here a method to estimate a delay from a time series taking advantage of analysis of random walks with delay. This method is applicable to a time series coming out of a system which is or can be approximated as a linear feedback system with delay and noise. We successfully test the method with a time series generated by a discrete Langevin equation with delay.

引用

页码：R2077 / R2080

页数：4

共 50 条

[1] Estimation of delay in coupling from time series
Cimponeriu, L
Rosenblum, M
Pikovsky, A
[J]. PHYSICAL REVIEW E, 2004, 70 (04):
[2] The time-delay estimation in the noisy room
Liu Qing-hua
[J]. 2006 10TH INTERNATIONAL CONFERENCE ON COMMUNICATION TECHNOLOGY, VOLS 1 AND 2, PROCEEDINGS, 2006, : 1326 - 1329
[3] A robust method on estimation of Lyapunov exponents from a noisy time series
Caixia Yang
Christine Qiong Wu
[J]. Nonlinear Dynamics, 2011, 64 : 279 - 292
[4] A robust method on estimation of Lyapunov exponents from a noisy time series
Yang, Caixia
Wu, Christine Qiong
[J]. NONLINEAR DYNAMICS, 2011, 64 (03) : 279 - 292
[5] Estimation of interaction strength and direction from short and noisy time series
Smirnov, DA
Bezruchko, BP
[J]. PHYSICAL REVIEW E, 2003, 68 (04):
[6] Time Delay Estimation in Spatial Noisy and Reverberant Environments
Zhang, Yi
Yin, Fuliang
[J]. 2008 INTERNATIONAL SYMPOSIUM ON INTELLIGENT INFORMATION TECHNOLOGY APPLICATION, VOL III, PROCEEDINGS, 2008, : 459 - 463
[7] Delay estimation in chaotic time series
Tian, YC
[J]. INFORMATION INTELLIGENCE AND SYSTEMS, VOLS 1-4, 1996, : 1791 - 1795
[8] Optimal Estimation of the Diffusion Coefficient from Noisy Time-Series Measurements
Vestergaard, Christian L.
Blainey, Paul
Xie, Xiaoliang Sunney
Flyvbjerg, Henrik
[J]. BIOPHYSICAL JOURNAL, 2010, 98 (03) : 188A - 188A
[9] Estimation of parameters and unobserved components for nonlinear systems from noisy time series
Sitz, A
Schwarz, U
Kurths, J
Voss, HU
[J]. PHYSICAL REVIEW E, 2002, 66 (01):
[10] Improved parameter estimation from noisy time series for nonlinear dynamical systems
Nakamura, Tomomichi
Hirata, Yoshito
Judd, Kevin
Kilminster, Devin
Small, Michael
[J]. INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS, 2007, 17 (05): : 1741 - 1752

← 1 2 3 4 5 →