Publication:
A data analysis method for identifying deterministic components of stable and unstable time-delayed systems with colored noise

Issued Date

2006-12-18

Resource Type

Article

ISSN

03759601

DOI

10.1016/j.physleta.2006.08.003

Other identifier(s)

2-s2.0-33750348671

Rights

Mahidol University

Rights Holder(s)

SCOPUS

Bibliographic Citation

Physics Letters, Section A: General, Atomic and Solid State Physics. Vol.360, No.1 (2006), 190-198

Suggested Citation

K. Patanarapeelert, T. D. Frank, R. Friedrich, P. J. Beek, I. M. Tang A data analysis method for identifying deterministic components of stable and unstable time-delayed systems with colored noise. Physics Letters, Section A: General, Atomic and Solid State Physics. Vol.360, No.1 (2006), 190-198. doi:10.1016/j.physleta.2006.08.003 Retrieved from: https://repository.li.mahidol.ac.th/handle/20.500.14594/23914

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Title

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

Author(s)

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

Other Contributor(s)

Mahidol University
 Westfalische Wilhelms-Universitat Munster
 Vrije Universiteit Amsterdam

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.

Keyword(s)

Physics and Astronomy

Availability

URI

https://repository.li.mahidol.ac.th/handle/20.500.14594/23914

Collections

Scopus 2006-2010