Time-delay systems

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.

The methods are proposed for the reconstruction of time-delay systems modeled by neutral  delay-differential equations from their time series. The methods are successfully applied to the recovery of generalized Mackey–Glass equation and equations modeling ship rolling and human movement from simulated data.