M. D. Prokhorov, V. I. Ponomarenko, V. S. Khorev, “Delay time estimation from time series based on nearest neighbor method”, Izvestiya VUZ. Applied Nonlinear Dynamics, 2014, Volume 22, Issue 1,Pages <nobr>3

APPLIED PROBLEMS OF NONLINEAR OSCILLATION AND WAVE THEORY

Delay time estimation from time series based on nearest neighbor method

M. D. Prokhorov^a, V. I. Ponomarenko^a, V. S. Khorev^b

^a Saratov Branch, Kotel'nikov Institute of Radio-Engineering and Electronics, Russian Academy of Sciences
^b Saratov State University

Abstract: The method is proposed for delay time estimation in time-delay systems from their time series. The method is based on the nearest neighbor method. It can be applied to a wide class of time-delay systems and it is still efficient under very high levels of dynamical and measurement noise.

Keywords: Time-delay systems, time series analysis, parameter estimation.

UDC: 537.86

Received: 06.12.2013