TY - JOUR
T1 - Measuring the direction and the strength of coupling in nonlinear systems - A modeling approach in the state space
AU - Veeramani, Balaji
AU - Krishnamurthi, Narayanan
AU - Prasad, Awadhesh
AU - Iasemidis, Leon D.
AU - Spanias, Andreas
AU - Tsakalis, Konstantinos
N1 - Funding Information:
Manuscript received September 15, 2003; revised October 24, 2003. This work was supported by the National Institutes of Health through an NIH Bioengineering Research Partnership Grant (NS039687) to LDI. The associate editor coordinating the review of this manuscript and approving it for publication was Prof. Steven M. Kay.
PY - 2004/7
Y1 - 2004/7
N2 - 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.
AB - 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.
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U2 - 10.1109/LSP.2004.830120
DO - 10.1109/LSP.2004.830120
M3 - Article
AN - SCOPUS:3142661210
SN - 1070-9908
VL - 11
SP - 617
EP - 620
JO - IEEE Signal Processing Letters
JF - IEEE Signal Processing Letters
IS - 7
ER -