Parameter estimation in nonlinear delayed feedback systems from noisy data

DOI10.1016/S0375-9601(02)00748-XzbMATH Open0996.37077OpenAlexW2160430373MaRDI QIDQ1605511FDOQ1605511

H. U. Voss, Werner Horbelt, J. Timmer

Publication date: 17 July 2002

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0375-9601(02)00748-x

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zbMATH Keywords

time seriesobservation noisemultiple shooting approach

Mathematics Subject Classification ID

Circuits, networks (94C99) Time series analysis of dynamical systems (37M10) Popov-type stability of feedback systems (93D10)

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Cited In (27)

• NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS
• Estimation of biophysical parameters in a neuron model under random fluctuations
• Robust parameter estimation for nonlinear multistage time-delay systems with noisy measurement data
• Asymptotic scaling laws for precision of parameter estimates in dynamical systems
• TIME SERIES ANALYSIS OF MULTIVARIATE TIME-DELAYED SYSTEMS WITH NOISE: APPLICATIONS TO LASER PHYSICS AND HUMAN MOVEMENT
• Numerical computation of derivatives in systems of delay differential equations
• Class-oriented techniques for reconstruction of dynamics from time series
• Modeling global vector fields of chaotic systems from noisy time series with the aid of structure-selection techniques
• Parameter identification of time-delayed nonlinear systems: an integrated method with adaptive noise correction
• Large-Scale Scientific Computing
• Identifying and comparing states of time-delayed systems: phase diagrams and applications to human motor control systems
• Title not available (Why is that?)
• Computational approaches to parameter estimation and model selection in immunology
• A modified multiple shooting algorithm for parameter estimation in ODEs using adjoint sensitivity analysis
• A continuation technique for maximum likelihood estimators in biological models
• Extending the susceptible-exposed-infected-removed (SEIR) model to handle the false negative rate and symptom-based administration of COVID-19 diagnostic tests: SEIR-fansy
• Discrete traveling waves in a relay system of Mackey-Glass equations with two delays
• Direct optimal control for time-delay systems via a lifted multiple shooting algorithm
• A quantitative synchronization model for smooth pursuit target tracking
• Parameter estimation of delay dynamical system from a scalar time series under external noise
• Recovery of delay time from time series based on the nearest neighbor method
• Estimation of the main parameter values of a nonlinear dynamical system with noise in an experiment
• Reconstruction of time-delay systems under external periodic driving
• IMPROVED PARAMETER ESTIMATION FROM NOISY TIME SERIES FOR NONLINEAR DYNAMICAL SYSTEMS
• A mathematical model for breath gas analysis of volatile organic compounds with special emphasis on acetone
• Maximum profile likelihood estimation of differential equation parameters through model based smoothing state estimates
• Rapid parameter identification of linear time-delay system from noisy frequency domain data

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