Measuring the direction and the strength of coupling in nonlinear systems - A modeling approach in the state space

Balaji Veeramani, Narayanan Krishnamurthi, Awadhesh Prasad, Leon D. Iasemidis, Andreas Spanias, Konstantinos Tsakalis

Research output: Contribution to journalArticle

10 Citations (Scopus)

Abstract

We present a novel signal processing methodology to determine the direction and the strength of coupling between coupled nonlinear systems. The methodology is based on multivariate local linear prediction in the reconstructed state spaces of the observed variables from each multivariable nonlinear system. Application of the method is illustrated with systems of coupled Rossler and Lorenz oscillators in various coupling configurations. The obtained results are compared with ones produced by the use of the directed transfer function, a model-based method in the time domain. Through a surrogate analysis, it is shown that the proposed method is more reliable than the directed transfer function in identifying the direction and strength of the involved interactions.

Original languageEnglish (US)
Pages (from-to)617-620
Number of pages4
JournalIEEE Signal Processing Letters
Volume11
Issue number7
DOIs
StatePublished - Jul 2004

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Transfer functions
Nonlinear systems
State Space
Nonlinear Systems
Transfer Function
Modeling
Signal processing
Linear Prediction
Multivariable Systems
Methodology
Coupled System
Signal Processing
Time Domain
Model-based
Configuration
Interaction

ASJC Scopus subject areas

  • Electrical and Electronic Engineering
  • Signal Processing

Cite this

Measuring the direction and the strength of coupling in nonlinear systems - A modeling approach in the state space. / Veeramani, Balaji; Krishnamurthi, Narayanan; Prasad, Awadhesh; Iasemidis, Leon D.; Spanias, Andreas; Tsakalis, Konstantinos.

In: IEEE Signal Processing Letters, Vol. 11, No. 7, 07.2004, p. 617-620.

Research output: Contribution to journalArticle

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