Related papers: Delay Estimation from noisy time series

Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…

A technique is introduced for estimating unknown parameters when time series of only one variable from a multivariate nonlinear dynamical system is given. The technique employs a combination of two different control methods, a linear…

Time delay estimation has long been an active area of research. In this work, we show that compressive sensing with interpolation may be used to achieve good estimation precision while lowering the sampling frequency. We propose an…

Dynamical systems driven by nonlinear delay SDEs with small noise can exhibit important rare events on long timescales. When there is no delay, classical large deviations theory quantifies rare events such as escapes from metastable fixed…

Systems with delayed feedback can possess chaotic attractors with extremely high dimension, even if only a few physical degrees of freedom are involved. We propose a state space reconstruction from time series data of a scalar observable,…

Time delays are a common perturbation in systems with many states, such as networked, distributed, or decentralized systems. Current methods analyzing the stability of large systems with time delay typically produce very conservative…

The accurate estimation of time delays is crucial in traffic congestion analysis, as this information can be used to address fundamental questions regarding the origin and propagation of traffic congestion. However, the exact measurement of…

On the basis of a local-projective (LP) approach we develop a method of noise reduction in time series that makes use of nonlinear constraints appearing due to the deterministic character of the underlying dynamical system. The Delaunay…

Recently, it was shown that certain systems with large time-varying delay exhibit different types of chaos, which are related to two types of time-varying delay: conservative and dissipative delays. The known high-dimensional Turbulent…

In this work, we consider the case where a source with bursty traffic can adjust the transmission duration in order to increase the reliability. The source is equipped with a queue in order to store the arriving packets. We model the system…

This letter reports on a new method of analysing experimentally gained time series with respect to different types of noise involved, namely, we show that it is possible to differentiate between dynamical and measurement noise. This method…

A method is proposed to generate an optimal fit of a number of connected linear trend segments onto time-series data. To be able to efficiently handle many lines, the method employs a stochastic search procedure to determine optimal…

The identification of Linear Time-Varying (LTV) systems from input-output data is a fundamental yet challenging ill-posed inverse problem. This work introduces a unified Bayesian framework that models the system's impulse response, $h(t,…

It was recently shown that the use of feedback control can improve the performance of a flashing ratchet. We investigate the effect of a time delay in the implementation of feedback control in a closed-loop collective flashing ratchet,…

This article deals with stabilizing discrete-time switched linear systems. Our contributions are threefold: Firstly, given a family of linear systems possibly containing unstable dynamics, we propose a large class of switching signals that…

This paper presents a high-order differentiator for delayed measurement signal. The proposed differentiator not only can correct the delay in signal, but aslo can estimate the undelayed derivatives. The differentiator consists of two-step…

It is known that input-output approaches based on scaled small-gain theorems with constant $D$-scalings and integral linear constraints are non-conservative for the analysis of some classes of linear positive systems interconnected with…

We consider two transceivers, the first with perfect clock and the second with imperfect clock. We investigate the joint estimation of the delay between the transceivers and the offset and the drift of the imperfect clock. We propose a…

Distributed delay equations have been used to model situations in which there is some sort of delay whose duration is uncertain. However, the interpretation of a distributed delay equation is actually very different from that of a delay…

A class of methods for measuring time delays between astronomical time series is introduced in the context of quasar reverberation mapping, which is based on measures of randomness or complexity of the data. Several distinct statistical…