ISSN 0869-6632 (Print)
ISSN 2542-1905 (Online)

For citation:

Prokhorov M. D., Ponomarenko V. I., Khorev V. S. Delay time estimation from time series based on nearest neighbor method. Izvestiya VUZ. Applied Nonlinear Dynamics, 2014, vol. 22, iss. 1, pp. 3-15. DOI: 10.18500/0869-6632-2014-22-1-3-15

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Russian
Heading: 
Applied Problems of Nonlinear Oscillation and Wave Theory
Article type: 
Article
UDC: 
537.86
DOI: 
10.18500/0869-6632-2014-22-1-3-15

Delay time estimation from time series based on nearest neighbor method

Autors: 
Prokhorov Mihail Dmitrievich, Saratov Branch of Kotel`nikov Institute of Radiophysics and Electronics of Russian Academy of Sciences
Ponomarenko Vladimir Ivanovich, Saratov Branch of Kotel`nikov Institute of Radiophysics and Electronics of Russian Academy of Sciences
Khorev Vladimir Sergeevich, Innopolis 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.

Key words: 
Time-delay systems
time series analysis
parameter estimation
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Received: 
25.06.2013
Accepted: 
06.12.2013
Published: 
30.04.2014
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