Model reconstruction of nonlinear dynamical systems driven by noise

Abstract

An efficient technique is introduced for model inference of complex nonlinear dynamical systems driven by noise. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is robust in a broad range %of parameters of dynamical models. It is applied to clinically measured blood pressure signal for the simultaneous inference of the strength, directionality, and the noise intensities in the nonlinear interaction between the cardiac and respiratory oscillations.