Detecting Coupling in the Presence of Noise and Nonlinearity

Theoden I. Netoff, Thomas L. Carroll, Louis M. Pecora, Steven J. Schiff

Research output: Chapter in Book/Report/Conference proceedingChapter

21 Scopus citations

Abstract

Establishing the presence of coupling and interaction in weakly coupled systems, especially in the presence of noise and nonlinearity, is a difficult problem. In this chapter, we explore different measures to detect a relationship between two systems. We compare the sensitivity of the different measures to stochastic coupled systems, discontinuous chaotic systems and continuous chaotic systems. We then test the robustness of the detection of coupling in the presence of additive noise. In conclusion, we find that nonlinear methods are more sensitive to detecting coupling under ideal conditions. However, in the presence of noise, linear techniques are more robust.

Original languageEnglish (US)
Title of host publicationHandbook of Time Series Analysis
Subtitle of host publicationRecent Theoretical Developments and Applications
PublisherWiley-VCH Verlag GmbH & Co. KGaA
Pages265-282
Number of pages18
ISBN (Print)9783527406234
DOIs
StatePublished - Dec 11 2006

Keywords

  • Detecting coupling
  • Linear and nonlinear systems
  • Methods of detecting coupling
  • Presence of noise and nonlinearity
  • Time series analysis
  • Uncoupled systems
  • Weakly coupled systems

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    Netoff, T. I., Carroll, T. L., Pecora, L. M., & Schiff, S. J. (2006). Detecting Coupling in the Presence of Noise and Nonlinearity. In Handbook of Time Series Analysis: Recent Theoretical Developments and Applications (pp. 265-282). Wiley-VCH Verlag GmbH & Co. KGaA. https://doi.org/10.1002/9783527609970.ch11