parameter estimation

DELAY TIME ESTIMATION FROM TIME SERIES BASED ON NEAREST NEIGHBOR METHOD

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.

ESTIMATION OF THE MAIN PARAMETER VALUES OF NONLINEAR DYNAMIC SYSTEM WITH NOISE IN EXPERIMENT

We consider the method of parameter values estimation of dynamical system with noise in application to secure communication. We solve the problem of creating experimental radiophysical generator (Ressler generator) and comparison dynamics of numerical model with radiophysical experiment data. We analyse the influence of noise on the oscillator dynamics and parameter estimation error. We research the possibility of estimation of constant parameter and time-variable parameter, which can be modulated by different form signals.