A Bayesian inference technique, able to encompass stochastic nonlinear systems, is described. It is applicable to differential equations with delay and enables values of model parameters, delay, and noise intensity to be inferred from measured time series. The procedure is demonstrated on a very simple one-dimensional model system, and then applied to inference of parameters in the Mackey-Glass model of the respiratory control system based on measurements of ventilation in a healthy subject. It is concluded that the technique offers a promising tool for investigating cardiovascular interactions.
Electronic version of this article published as Inference of systems with delay and applications to cardiovascular dynamics in Stochastics and Dynamics, 5, 2, 2005, 321-331 10.1142/S0219493705001432 © copyright World Scientific Publishing Company http://www.worldscientific.com/worldscinet/sd