Nonlinear Phenomena in Complex Systems, 2004, Vol.7, No.4,pp.400-404

NONLINEAR PHENOMENA IN COMPLEX SYSTEMS
An Interdisciplinary Journal

2004, Vol.7, No.4, pp.400-404

Recovery of Time-Delay Systems with Two Delays from Time Series.
M.D. Prokhorov and V.I. Ponomarenko

We propose the method for reconstructing time-delay systems with two coexisting delay times from chaotic time series. The method is based on the characteristic location of extrema in time series of time-delay systems and the projection of infinite-dimensional phase space of these systems to suitably chosen low-dimensional subspaces. We verify our method by using it for the recovery of generalized Mackey-Glass time-delay differential equation from its chaotic time series.
Key words: parameter estimation, delay-differential equations, time series analysis

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