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Estimation of coupling between time-delay systems from time series
M D Prokhorov1, V I Ponomarenko
1Saratov Department of the Institute of RadioEngineering and Electronics of Russian Academy of Sciences, Zelyonaya Street, 38, Saratov, 410019, Russia.
Abstract:
We propose a method for estimation of coupling between the systems governed by scalar time-delay differential equations of the Mackey-Glass type from the observed time series data. The method allows one to detect the presence of certain types of linear coupling between two time-delay systems, to define the type, strength, and direction of coupling, and to recover the model equations of coupled time-delay systems from chaotic time series corrupted by noise. We verify our method using both numerical and experimental data.
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