Related papers: Delay Estimation from noisy time series
In this brief paper, we present a simple approach to estimate the variance of measurement noise with time-varying 1-D signals. The proposed approach exploits the relationship between the noise variance and the variance of the prediction…
A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…
A common problem to signal processing are biases introduced by correlated noise. When quantifying time delays between two signals, mixed noise introduces a bias towards zero delay in conventional delay estimates based on the cross- or…
We provide a class of methods for the identification of a linear system with delay of the shape $x^{(n)}(t) = \sum_{i=0}^{n-1}a_{i}x^{(i)}(t) + bu(t-h)$. They allow the simultaneous identification of the parameters and delay, the…
Systems with stochastic time delay between the input and output present a number of unique challenges. Time domain noise leads to irregular alignments, obfuscates relationships and attenuates inferred coefficients. To handle these…
We study the problem of estimating the time delay between two signals representing delayed, irregularly sampled and noisy versions of the same underlying pattern. We propose and demonstrate an evolutionary algorithm for the (hyper)parameter…
This paper derives practical algorithms, based on Bayesian inference methods, for several data analysis problems common in time series analysis of astronomical and other data. One problem is the determination of the lag between two time…
We introduce a simple method to estimate the system parameters in continuous dynamical systems from the time series. In this method, we construct a modified system by introducing some constants (controlling constants) into the given…
Time delays may cause dramatic changes to the dynamics of interacting oscillators. Coupled networks of interacting dynamical systems can behave unexpectedly when the signal between the vertices are time delayed. It has been shown for a very…
This work studies the design problem of feedback stabilizers for discrete-time systems with input delays. A backstepping procedure is proposed for disturbance-free discrete-time systems. The feedback law designed by using backstepping…
We present an optimization process to estimate parameters in systems of ordinary differential equations from chaotic time series. The optimization technique is based on a variational approach, and numerical studies on noisy time series…
We provide two solutions to the heretofore open problem of stabilization of systems with arbitrarily long delays at the input and output of a nonlinear system using output feedback only. Both of our solutions are global, employ the…
Dynamics of complex systems is studied by first considering a chaotic time series generated by Lorenz equations and adding noise to it. The trend (smooth behavior) is separated from fluctuations at different scales using wavelet analysis…
Anomaly detection in time series data is a critical challenge across various domains. Traditional methods typically focus on identifying anomalies in immediate subsequent steps, often underestimating the significance of temporal dynamics…
This paper is a comprehensive study of a long observed phenomenon of increase in the stability margin and so the rate of convergence of a class of linear systems due to time delay. We use Lambert W function to determine (a) in what systems…
We show that the occurrence of chaotic diffusion in a typical class of time-delayed systems with linear instantaneous and nonlinear delayed term can be well described by an anti-persistent random walk. We numerically investigate the…
Time--delayed feedback is exploited for controlling noise--induced motion in coherence resonance oscillators. Namely, under the proper choice of time delay, one can either increase or decrease the regularity of motion. It is shown that in…
This paper deals with adaptive synchronization of chaos in the presence of time-varying communication-delays. We consider two bidirectionally coupled systems that seek to synchronize through a signal that each system sends to the other one…
Noise-induced dynamics of a prototypical bistable system with delayed feedback is studied theoretically and numerically. For small noise and magnitude of the feedback, the problem is reduced to the analysis of the two-state model with…
The paper addresses the problem of calculating the noise-induced switching rates in systems with delay-distributed kernels and Gaussian noise. A general variational formulation for the switching rate is derived for any distribution kernel,…