Practical criterion for delay estimation using random perturbations

Phys Rev E Stat Nonlin Soft Matter Phys. 2007 Aug;76(2 Pt 2):026215. doi: 10.1103/PhysRevE.76.026215. Epub 2007 Aug 23.


Many systems contain an internal time delay, which significantly influences their dynamical properties. Methods to estimate this delay from times series in the presence of dynamical noise are not systematically studied. Addressing this problem, we demonstrate that it is sufficient to analyze the system's response to short-correlated external disturbances or internal noise. Following this idea, it is shown for linear and nonlinear systems, as well as for periodic dynamics, that the delay can be estimated by analyzing the correlation function. This method covers the case of strong noise and multiple delays.