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Inference of systems with delay and applications to cardiovasculat dynamics.

Bankrivskyy, A. and Luchinsky, Dmitry G. and McClintock, Peter V. E. and Smelyanskiy, V. N. and Stefanovska, Aneta (2005) Inference of systems with delay and applications to cardiovasculat dynamics. Stochastics and Dynamics, 5 (2). pp. 321-331. ISSN 0219-4937

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Abstract

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.

Item Type: Article
Journal or Publication Title: Stochastics and Dynamics
Uncontrolled Keywords: Stochastic delay equation ; cardiovascular dynamics ; Bayesian inference ; 34K50 (AMSC) ; 62F15 (AMSC) ; 92C30 (AMSC)
Subjects: Q Science > QC Physics
Departments: Faculty of Science and Technology > Physics
ID Code: 9328
Deposited By: Ms Margaret Calder
Deposited On: 04 Jun 2008 15:00
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 18:35
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/9328

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