A data analysis method for identifying deterministic components of stable and unstable time delayed stystems with colored noise

K. Patanarapeelert; T.D. Frank; R. Friedrich; P.J. Beek; I.M. Tang

doi:10.1016/j.physleta.2006.08.003

A data analysis method for identifying deterministic components of stable and unstable time delayed stystems with colored noise

K. Patanarapeelert, T.D. Frank, R. Friedrich, P.J. Beek, I.M. Tang

Research output: Contribution to Journal › Article › Academic › peer-review

Abstract

A method is proposed to identify deterministic components of stable and unstable time-delayed systems subjected to noise sources with finite correlation times (colored noise). Both neutral and retarded delay systems are considered. For vanishing correlation times it is shown how to determine their noise amplitudes by minimizing appropriately defined Kullback measures. The method is illustrated by applying it to simulated data from stochastic time-delayed systems representing delay-induced bifurcations, postural sway and ship rolling. © 2006 Elsevier B.V. All rights reserved.

Original language	English
Pages (from-to)	190-8
Journal	Physics Letters A
Volume	360
DOIs	https://doi.org/10.1016/j.physleta.2006.08.003
Publication status	Published - 2006

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10.1016/j.physleta.2006.08.003

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title = "A data analysis method for identifying deterministic components of stable and unstable time delayed stystems with colored noise",

abstract = "A method is proposed to identify deterministic components of stable and unstable time-delayed systems subjected to noise sources with finite correlation times (colored noise). Both neutral and retarded delay systems are considered. For vanishing correlation times it is shown how to determine their noise amplitudes by minimizing appropriately defined Kullback measures. The method is illustrated by applying it to simulated data from stochastic time-delayed systems representing delay-induced bifurcations, postural sway and ship rolling. {\textcopyright} 2006 Elsevier B.V. All rights reserved.",

author = "K. Patanarapeelert and T.D. Frank and R. Friedrich and P.J. Beek and I.M. Tang",

year = "2006",

doi = "10.1016/j.physleta.2006.08.003",

language = "English",

volume = "360",

pages = "190--8",

journal = "Physics Letters A",

issn = "0375-9601",

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T1 - A data analysis method for identifying deterministic components of stable and unstable time delayed stystems with colored noise

AU - Patanarapeelert, K.

AU - Frank, T.D.

AU - Friedrich, R.

AU - Beek, P.J.

AU - Tang, I.M.

PY - 2006

Y1 - 2006

N2 - A method is proposed to identify deterministic components of stable and unstable time-delayed systems subjected to noise sources with finite correlation times (colored noise). Both neutral and retarded delay systems are considered. For vanishing correlation times it is shown how to determine their noise amplitudes by minimizing appropriately defined Kullback measures. The method is illustrated by applying it to simulated data from stochastic time-delayed systems representing delay-induced bifurcations, postural sway and ship rolling. © 2006 Elsevier B.V. All rights reserved.

AB - A method is proposed to identify deterministic components of stable and unstable time-delayed systems subjected to noise sources with finite correlation times (colored noise). Both neutral and retarded delay systems are considered. For vanishing correlation times it is shown how to determine their noise amplitudes by minimizing appropriately defined Kullback measures. The method is illustrated by applying it to simulated data from stochastic time-delayed systems representing delay-induced bifurcations, postural sway and ship rolling. © 2006 Elsevier B.V. All rights reserved.

U2 - 10.1016/j.physleta.2006.08.003

DO - 10.1016/j.physleta.2006.08.003

M3 - Article

SN - 0375-9601

VL - 360

SP - 190

EP - 198

JO - Physics Letters A

JF - Physics Letters A

ER -

A data analysis method for identifying deterministic components of stable and unstable time delayed stystems with colored noise

Abstract

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