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Inference of Time-Evolving Coupled Dynamical Systems in the Presence of Noise

Research output: Contribution to journalJournal article


Article number024101
Journal publication date9/07/2012
JournalPhysical Review Letters
Number of pages5
Original languageEnglish


A new method is introduced for analysis of interactions between time-dependent coupled oscillators, based on the signals they generate. It distinguishes unsynchronized dynamics from noise-induced phase slips and enables the evolution of the coupling functions and other parameters to be followed. It is based on phase dynamics, with Bayesian inference of the time-evolving parameters achieved by shaping the prior densities to incorporate knowledge of previous samples. The method is tested numerically and applied to reveal and quantify the time-varying nature of cardiorespiratory interactions.

Bibliographic note

© 2012 American Physical Society