TY - JOUR A1 - Voss, Henning U. A1 - Timmer, Jens A1 - Kurths, Jürgen T1 - Modeling and identification of nonlinear systems Y1 - 2004 SN - 0218-1274 ER - TY - JOUR A1 - Voss, Henning U. A1 - Timmer, Jens A1 - Kurths, Jürgen T1 - Nonlinear dynamical system identification from uncertain and indirect measurements N2 - We review the problem of estimating parameters and unobserved trajectory components from noisy time series measurements of continuous nonlinear dynamical systems. It is first shown that in parameter estimation techniques that do not take the measurement errors explicitly into account, like regression approaches, noisy measurements can produce inaccurate parameter estimates. Another problem is that for chaotic systems the cost functions that have to be minimized to estimate states and parameters are so complex that common optimization routines may fail. We show that the inclusion of information about the time-continuous nature of the underlying trajectories can improve parameter estimation considerably. Two approaches, which take into account both the errors-in-variables problem and the problem of complex cost functions, are described in detail: shooting approaches and recursive estimation techniques. Both are demonstrated on numerical examples Y1 - 2004 SN - 0218-1274 ER - TY - JOUR A1 - Sitz, Andre A1 - Schwarz, Udo A1 - Kurths, Jürgen A1 - Voss, Henning U. T1 - Estimation of parameters and unobserved components for nonlinear systems from noisy time series N2 - We study the problem of simultaneous estimation of parameters and unobserved states from noisy data of nonlinear time-continuous systems, including the case of additive stochastic forcing. We propose a solution by adapting the recently developed statistical method of unscented Kalman filtering to this problem. Due to its recursive and derivative-free structure, this method minimizes the cost function in a computationally efficient and robust way. It is found that parameters as well as unobserved components can be estimated with high accuracy, including confidence bands, from heavily noise-corrupted data. Y1 - 2002 UR - http://pre.aps.org/ ER - TY - JOUR A1 - Voss, Henning U. A1 - Kurths, Jürgen A1 - Schwarz, Udo T1 - Reconstruction of grand minima of solar activity from radiocarbon data : linear and nonlinear signal analysis N2 - Using a special technique of data analysis, we have found out 34 grand minima of solar activity in a 7,700 years long C14 record. The method used rests on a proper filtering of the C14 record and the extrapolation of verifiable results for the later history back in time. Additionally, we have applied a method of nonlinear dynamics, the recurrence rate, to back up the results. Our findings are not contradictory to the record of grand minima by Eddy, but constitute a considerable extension. Hence, it has become possible to look closer at the validity of models. This way, we have tested esp. the model of Barnes et al. There are hints for that the grand minima might solely be driven by the 209--year period found in the C14 record. Y1 - 1996 UR - http://www.agnld.uni-potsdam.de/~shw/Paper/vks.ps.gz ER - TY - JOUR A1 - Voss, Henning U. A1 - Kurths, Jürgen T1 - Test for nonlinear dynamical behavior in symbol sequences Y1 - 1998 ER - TY - JOUR A1 - Voss, Henning U. A1 - Kurths, Jürgen T1 - Reconstruction of nonlinear time delay models from data by the use of optimal transformations Y1 - 1997 ER - TY - BOOK A1 - Voss, Henning U. A1 - Kurths, Jürgen A1 - Schwarz, Udo T1 - Reconstruction of grand minima of solar activity from radiocarbon data : linear and nonlinear signal analysis T3 - Preprint NLD Y1 - 1996 VL - 28 PB - Univ. CY - Potsdam ER - TY - JOUR A1 - Feudel, Ulrike A1 - Jansen, Wolfgang A1 - Kurths, Jürgen A1 - Schwarz, Udo A1 - Voss, Henning U. T1 - Solar variability : simple models and proxy data Y1 - 1997 SN - 4-274-90187-4 ER - TY - JOUR A1 - Timmer, Jens A1 - Schwarz, Udo A1 - Voss, Henning U. A1 - Wardinski, Ingo A1 - Belloni, Tomaso A1 - Hasinger, Günther A1 - VanDerKlis, Michael A1 - Kurths, Jürgen T1 - Linear and Nonlinear Time Series Analysis of the Black Hole Candidate Cygnus X-1 N2 - We analyze the variability in the x-ray lightcurves of the black hole candidate Cygnus X-1 by linear and nonlinear time series analysis methods. While a linear model describes the overall second order properties of the observed data well, surrogate data analysis reveals a significant deviation from linearity. We discuss the relation between shot noise models usually applied to analyze these data and linear stochastic autoregressive models. We debate statistical and interpretational issues of surrogate data testing for the present context. Finally, we suggest a combination of tools from linear and nonlinear time series analysis methods as a procedure to test the predictions of astrophysical models on observed data. Y1 - 2000 UR - http://pre.aps.org/ ER - TY - JOUR A1 - Wessel, Niels A1 - Voss, Andreas A1 - Malberg, Hagen A1 - Ziehmann, Christine A1 - Voss, Henning U. A1 - Schirdewan, Alexander A1 - Meyerfeldt, Udo A1 - Kurths, Jürgen T1 - Nonlinear analysis of complex phenomena in cardiological data N2 - The main intention of this contribution is to discuss different nonlinear approaches to heart rate and blood pressure variability analysis for a better understanding of the cardiovascular regulation. We investigate measures of complexity which are based on symbolic dynamics, renormalised entropy and the finite time growth rates. The dual sequence method to estimate the baroreflex sensitivity and the maximal correlation method to estimate the nonlinear coupling between time series are employed for analysing bivariate data. The latter appears to be a suitable method to estimate the strength of the nonlinear coupling and the coupling direction. Heart rate and blood pressure data from clinical pilot studies and from very large clinical studies are analysed. We demonstrate that parameters from nonlinear dynamics are useful for risk stratification after myocardial infarction, for the prediction of life-threatening cardiac events even in short time series, and for modelling the relationship between heart rate and blood pressure regulation. These findings could be of importance for clinical diagnostics, in algorithms for risk stratification, and for therapeutic and preventive tools of next generation implantable cardioverter defibrillators. Y1 - 2000 ER -