Search results for: nonlinear state estimator
3024 Multigrid Bilateral Filter
Authors: Zongqing Lu
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It has proved that nonlinear diffusion and bilateral filtering (BF) have a closed connection. Early effort and contribution are to find a generalized representation to link them by using adaptive filtering. In this paper a new further relationship between nonlinear diffusion and bilateral filtering is explored which pays more attention to numerical calculus. We give a fresh idea that bilateral filtering can be accelerated by multigrid (MG) scheme which likes the nonlinear diffusion, and show that a bilateral filtering process with large kernel size can be approximated by a nonlinear diffusion process based on full multigrid (FMG) scheme.Keywords: Bilateral filter, multigrid
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18133023 Identification of Nonlinear Systems Using Radial Basis Function Neural Network
Authors: C. Pislaru, A. Shebani
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This paper uses the radial basis function neural network (RBFNN) for system identification of nonlinear systems. Five nonlinear systems are used to examine the activity of RBFNN in system modeling of nonlinear systems; the five nonlinear systems are dual tank system, single tank system, DC motor system, and two academic models. The feed forward method is considered in this work for modelling the non-linear dynamic models, where the KMeans clustering algorithm used in this paper to select the centers of radial basis function network, because it is reliable, offers fast convergence and can handle large data sets. The least mean square method is used to adjust the weights to the output layer, and Euclidean distance method used to measure the width of the Gaussian function.
Keywords: System identification, Nonlinear system, Neural networks, RBF neural network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28133022 A New Verified Method for Solving Nonlinear Equations
Authors: Taher Lotfi , Parisa Bakhtiari , Katayoun Mahdiani , Mehdi Salimi
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In this paper, verified extension of the Ostrowski method which calculates the enclosure solutions of a given nonlinear equation is introduced. Also, error analysis and convergence will be discussed. Some implemented examples with INTLAB are also included to illustrate the validity and applicability of the scheme.
Keywords: Iinterval analysis, nonlinear equations, Ostrowski method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14713021 The Small Scale Effect on Nonlinear Vibration of Single Layer Graphene Sheets
Authors: E. Jomehzadeh, A.R. Saidi
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In the present article, nonlinear vibration analysis of single layer graphene sheets is presented and the effect of small length scale is investigated. Using the Hamilton's principle, the three coupled nonlinear equations of motion are obtained based on the von Karman geometrical model and Eringen theory of nonlocal continuum. The solutions of Free nonlinear vibration, based on a one term mode shape, are found for both simply supported and clamped graphene sheets. A complete analysis of graphene sheets with movable as well as immovable in-plane conditions is also carried out. The results obtained herein are compared with those available in the literature for classical isotropic rectangular plates and excellent agreement is seen. Also, the nonlinear effects are presented as functions of geometric properties and small scale parameter.Keywords: Small scale, Nonlinear vibration, Graphene sheet, Nonlocal continuum
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22903020 Estimating of the Renewal Function with Heavy-tailed Claims
Authors: Rassoul Abdelaziz
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We develop a new estimator of the renewal function for heavy-tailed claims amounts. Our approach is based on the peak over threshold method for estimating the tail of the distribution with a generalized Pareto distribution. The asymptotic normality of an appropriately centered and normalized estimator is established, and its performance illustrated in a simulation study.
Keywords: Renewal function, peak-over-threshold, POT method, extremes value, generalized pareto distribution, heavy-tailed distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14353019 Effect of Implementation of Nonlinear Sequence Transformations on Power Series Expansion for a Class of Non-Linear Abel Equations
Authors: Javad Abdalkhani
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Convergence of power series solutions for a class of non-linear Abel type equations, including an equation that arises in nonlinear cooling of semi-infinite rods, is very slow inside their small radius of convergence. Beyond that the corresponding power series are wildly divergent. Implementation of nonlinear sequence transformation allow effortless evaluation of these power series on very large intervals..Keywords: Nonlinear transformation, Abel Volterra Equations, Mathematica
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12633018 A Modification on Newton's Method for Solving Systems of Nonlinear Equations
Authors: Jafar Biazar, Behzad Ghanbari
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In this paper, we are concerned with the further study for system of nonlinear equations. Since systems with inaccurate function values or problems with high computational cost arise frequently in science and engineering, recently such systems have attracted researcher-s interest. In this work we present a new method which is independent of function evolutions and has a quadratic convergence. This method can be viewed as a extension of some recent methods for solving mentioned systems of nonlinear equations. Numerical results of applying this method to some test problems show the efficiently and reliability of method.
Keywords: System of nonlinear equations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15443017 On the Approximate Solution of a Nonlinear Singular Integral Equation
Authors: Nizami Mustafa, C. Ardil
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In this study, the existence and uniqueness of the solution of a nonlinear singular integral equation that is defined on a region in the complex plane is proven and a method is given for finding the solution.
Keywords: Approximate solution, Fixed-point principle, Nonlinear singular integral equations, Vekua integral operator
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18723016 Some Third Order Methods for Solving Systems of Nonlinear Equations
Authors: Janak Raj Sharma, Rajni Sharma
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Based on Traub-s methods for solving nonlinear equation f(x) = 0, we develop two families of third-order methods for solving system of nonlinear equations F(x) = 0. The families include well-known existing methods as special cases. The stability is corroborated by numerical results. Comparison with well-known methods shows that the present methods are robust. These higher order methods may be very useful in the numerical applications requiring high precision in their computations because these methods yield a clear reduction in number of iterations.Keywords: Nonlinear equations and systems, Newton's method, fixed point iteration, order of convergence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21533015 Analytical Based Truncation Principle of Higher-Order Solution for a x1/3 Force Nonlinear Oscillator
Authors: Md. Alal Hosen
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In this paper, a modified harmonic balance method based an analytical technique has been developed to determine higher-order approximate periodic solutions of a conservative nonlinear oscillator for which the elastic force term is proportional to x1/3. Usually, a set of nonlinear algebraic equations is solved in this method. However, analytical solutions of these algebraic equations are not always possible, especially in the case of a large oscillation. In this article, different parameters of the same nonlinear problems are found, for which the power series produces desired results even for the large oscillation. We find a modified harmonic balance method works very well for the whole range of initial amplitudes, and the excellent agreement of the approximate frequencies and periodic solutions with the exact ones has been demonstrated and discussed. Besides these, a suitable truncation formula is found in which the solution measures better results than existing solutions. The method is mainly illustrated by the x1/3 force nonlinear oscillator but it is also useful for many other nonlinear problems.
Keywords: Approximate solutions, Harmonic balance method, Nonlinear oscillator, Perturbation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13833014 Simulation of Propagation of Cos-Gaussian Beam in Strongly Nonlocal Nonlinear Media Using Paraxial Group Transformation
Authors: A. Keshavarz, Z. Roosta
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In this paper, propagation of cos-Gaussian beam in strongly nonlocal nonlinear media has been stimulated by using paraxial group transformation. At first, cos-Gaussian beam, nonlocal nonlinear media, critical power, transfer matrix, and paraxial group transformation are introduced. Then, the propagation of the cos-Gaussian beam in strongly nonlocal nonlinear media is simulated. Results show that beam propagation has periodic structure during self-focusing effect in this case. However, this simple method can be used for investigation of propagation of kinds of beams in ABCD optical media.
Keywords: Paraxial group transformation, nonlocal nonlinear media, Cos-Gaussian beam, ABCD law.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8003013 Nonlinear Solitary Structures of Electron Plasma Waves in a Finite Temperature Quantum Plasma
Authors: Swarniv Chandra, Basudev Ghosh
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Nonlinear solitary structures of electron plasma waves have been investigated by using nonlinear quantum fluid equations for electrons with an arbitrary temperature. It is shown that the electron degeneracy parameter has significant effects on the linear and nonlinear properties of electron plasma waves. Depending on its value both compressive and rarefactive solitons can be excited in the model plasma under consideration.Keywords: Electron Plasma Waves, Finite Temperature Model, Modulational Instability, Quantum Plasma, Solitary structure
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16753012 Automatic Iterative Methods for the Multivariate Solution of Nonlinear Algebraic Equations
Authors: Rafat Alshorman, Safwan Al-Shara', I. Obeidat
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Most real world systems express themselves formally as a set of nonlinear algebraic equations. As applications grow, the size and complexity of these equations also increase. In this work, we highlight the key concepts in using the homotopy analysis method as a methodology used to construct efficient iteration formulas for nonlinear equations solving. The proposed method is experimentally characterized according to a set of determined parameters which affect the systems. The experimental results show the potential and limitations of the new method and imply directions for future work.Keywords: Nonlinear Algebraic Equations, Iterative Methods, Homotopy Analysis Method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18693011 On the Strong Solutions of the Nonlinear Viscous Rotating Stratified Fluid
Authors: A. Giniatoulline
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A nonlinear model of the mathematical fluid dynamics which describes the motion of an incompressible viscous rotating fluid in a homogeneous gravitational field is considered. The model is a generalization of the known Navier-Stokes system with the addition of the Coriolis parameter and the equations for changeable density. An explicit algorithm for the solution is constructed, and the proof of the existence and uniqueness theorems for the strong solution of the nonlinear problem is given. For the linear case, the localization and the structure of the spectrum of inner waves are also investigated.Keywords: Galerkin method, Navier-Stokes equations, nonlinear partial differential equations, Sobolev spaces, stratified fluid.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13873010 Stable Robust Adaptive Controller and Observer Design for a Class of SISO Nonlinear Systems with Unknown Dead Zone
Authors: Ibrahim F. Jasim
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This paper presents a new stable robust adaptive controller and observer design for a class of nonlinear systems that contain i. Coupling of unmeasured states and unknown parameters ii. Unknown dead zone at the system actuator. The system is firstly cast into a modified form in which the observer and parameter estimation become feasible. Then a stable robust adaptive controller, state observer, parameter update laws are derived that would provide global adaptive system stability and desirable performance. To validate the approach, simulation was performed to a single-link mechanical system with a dynamic friction model and unknown dead zone exists at the system actuation. Then a comparison is presented with the results when there is no dead zone at the system actuation.
Keywords: Dead Zone, Nonlinear Systems, Observer, Robust Adaptive Control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16753009 Comparative Finite Element Simulation of Nonlinear Vibrations and Sensor Output Voltage of Smart Piezolaminated Structures
Authors: Ruediger Schmidt, Thang Duy Vu
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Two geometrically nonlinear plate theories, based either on first- or third-order transverse shear deformation theory are used for finite element modeling and simulation of the transient response of smart structures incorporating piezoelectric layers. In particular the time histories of nonlinear vibrations and sensor voltage output of a thin beam with a piezoelectric patch bonded to the surface due to an applied step force are studied.
Keywords: Nonlinear vibrations, piezoelectric patches, sensor voltage output, smart structures.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19543008 A Self Adaptive Genetic Based Algorithm for the Identification and Elimination of Bad Data
Authors: A. A. Hossam-Eldin, E. N. Abdallah, M. S. El-Nozahy
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The identification and elimination of bad measurements is one of the basic functions of a robust state estimator as bad data have the effect of corrupting the results of state estimation according to the popular weighted least squares method. However this is a difficult problem to handle especially when dealing with multiple errors from the interactive conforming type. In this paper, a self adaptive genetic based algorithm is proposed. The algorithm utilizes the results of the classical linearized normal residuals approach to tune the genetic operators thus instead of making a randomized search throughout the whole search space it is more likely to be a directed search thus the optimum solution is obtained at very early stages(maximum of 5 generations). The algorithm utilizes the accumulating databases of already computed cases to reduce the computational burden to minimum. Tests are conducted with reference to the standard IEEE test systems. Test results are very promising.Keywords: Bad Data, Genetic Algorithms, Linearized Normal residuals, Observability, Power System State Estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13083007 Quasilinearization–Barycentric Approach for Numerical Investigation of the Boundary Value Fin Problem
Authors: Alireza Rezaei, Fatemeh Baharifard, Kourosh Parand
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In this paper we improve the quasilinearization method by barycentric Lagrange interpolation because of its numerical stability and computation speed to achieve a stable semi analytical solution. Then we applied the improved method for solving the Fin problem which is a nonlinear equation that occurs in the heat transferring. In the quasilinearization approach the nonlinear differential equation is treated by approximating the nonlinear terms by a sequence of linear expressions. The modified QLM is iterative but not perturbative and gives stable semi analytical solutions to nonlinear problems without depending on the existence of a smallness parameter. Comparison with some numerical solutions shows that the present solution is applicable.
Keywords: Quasilinearization method, Barycentric lagrange interpolation, nonlinear ODE, fin problem, heat transfer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18283006 Internal Surface Measurement of Nanoparticle with Polarization-interferometric Nonlinear Confocal Microscope
Authors: Chikara Egami, Kazuhiro Kuwahara
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Polarization-interferometric nonlinear confocal microscopy is proposed for measuring a nano-sized particle with optical anisotropy. The anisotropy in the particle was spectroscopically imaged through a three-dimensional distribution of third-order nonlinear dielectric polarization photoinduced.Keywords: nanoparticle, optical storage, microscope
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13153005 Parameter Estimation using Maximum Likelihood Method from Flight Data at High Angles of Attack
Authors: Rakesh Kumar, A. K. Ghosh
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The paper presents the modeling of nonlinear longitudinal aerodynamics using flight data of Hansa-3 aircraft at high angles of attack near stall. The Kirchhoff-s quasi-steady stall model has been used to incorporate nonlinear aerodynamic effects in the aerodynamic model used to estimate the parameters, thereby, making the aerodynamic model nonlinear. The Maximum Likelihood method has been applied to the flight data (at high angles of attack) for the estimation of parameters (aerodynamic and stall characteristics) using the nonlinear aerodynamic model. To improve the accuracy level of the estimates, an approach of fixing the strong parameters has also been presented.Keywords: Maximum Likelihood, nonlinear, parameters, stall.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21703004 Adaptive Sliding Mode Observer for a Class of Systems
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In this paper, the performance of two adaptive observers applied to interconnected systems is studied. The nonlinearity of systems can be written in a fractional form. The first adaptive observer is an adaptive sliding mode observer for a Lipchitz nonlinear system and the second one is an adaptive sliding mode observer having a filtered error as a sliding surface. After comparing their performances throughout the inverted pendulum mounted on a car system, it was shown that the second one is more robust to estimate the state.Keywords: Adaptive observer, Lipchitz system, Interconnected fractional nonlinear system, sliding mode.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16123003 Iterative Learning Control of Two Coupled Nonlinear Spherical Tanks
Authors: A. R. Tavakolpour-Saleh, A. R. Setoodeh, E. Ansari
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This paper presents modeling and control of a highly nonlinear system including, non-interacting two spherical tanks using iterative learning control (ILC). Consequently, the objective of the paper is to control the liquid levels in the nonlinear tanks. First, a proportional-integral-derivative (PID) controller is applied to the plant model as a suitable benchmark for comparison. Then, dynamic responses of the control system corresponding to different step inputs are investigated. It is found that the conventional PID control is not able to fulfill the design criteria such as desired time constant. Consequently, an iterative learning controller is proposed to accurately control the coupled nonlinear tanks system. The simulation results clearly demonstrate the superiority of the presented ILC approach over the conventional PID controller to cope with the nonlinearities presented in the dynamic system.Keywords: Iterative learning control, spherical tanks, nonlinear system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11893002 Nonlinear Acoustic Echo Cancellation Using Volterra Filtering with a Variable Step-Size GS-PAP Algorithm
Authors: J. B. Seo, K. J. Kim, S. W. Nam
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In this paper, a nonlinear acoustic echo cancellation (AEC) system is proposed, whereby 3rd order Volterra filtering is utilized along with a variable step-size Gauss-Seidel pseudo affine projection (VSSGS-PAP) algorithm. In particular, the proposed nonlinear AEC system is developed by considering a double-talk situation with near-end signal variation. Simulation results demonstrate that the proposed approach yields better nonlinear AEC performance than conventional approaches.Keywords: Acoustic echo cancellation (AEC), Volterra filtering, variable step-size, GS-PAP.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17703001 Geometric and Material Nonlinear Analysis of Reinforced Concrete Structure Considering Soil-Structure Interaction
Authors: Mohamed M. El-Gendy, Ibrahim A. El-Arabi, Rafik W. Abdel-Missih, Omar A. Kandil
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In the present research, a finite element model is presented to study the geometrical and material nonlinear behavior of reinforced concrete plane frames considering soil-structure interaction. The nonlinear behaviors of concrete and reinforcing steel are considered both in compression and tension up to failure. The model takes account also for the number, diameter, and distribution of rebar along every cross section. Soil behavior is taken into consideration using four different models; namely: linear-, nonlinear Winkler's model, and linear-, nonlinear continuum model. A computer program (NARC) is specially developed in order to perform the analysis. The results achieved by the present model show good agreement with both theoretical and experimental published literature. The nonlinear behavior of a rectangular frame resting on soft soil up to failure using the proposed model is introduced for demonstration.Keywords: Nonlinear analysis, Geometric nonlinearity, Material nonlinearity, Reinforced concrete, Finite element method, Soilstructure interaction, Winkler's soil model, Continuum soil model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26223000 Efficient Frontier - Comparing Different Volatility Estimators
Authors: Tea Poklepović, Zdravka Aljinović, Mario Matković
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Modern Portfolio Theory (MPT) according to Markowitz states that investors form mean-variance efficient portfolios which maximizes their utility. Markowitz proposed the standard deviation as a simple measure for portfolio risk and the lower semi-variance as the only risk measure of interest to rational investors. This paper uses a third volatility estimator based on intraday data and compares three efficient frontiers on the Croatian Stock Market. The results show that range-based volatility estimator outperforms both mean-variance and lower semi-variance model.
Keywords: Variance, lower semi-variance, range-based volatility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25362999 Output Regulation of Perturbed Nonlinear Systems by Nested Sliding Mode Control
Authors: Aras Adhami Mirhoseini, Mohammad J. Yazdanpanah
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In this paper, we consider nested sliding mode control of SISO nonlinear systems, perturbed by bounded matched and unmatched uncertainties. The systems are assumed to be in strict-feedback form. A step wise procedure is introduced to obtain the controller. In each step, a continuous sliding mode controller is designed as virtual control law. Then the next step sliding surface is defined by using this virtual controller. These sliding surfaces are selected as nonlinear static functions of the system states. Finally in the last step, smooth static state feedback control law is determined such that the output reaches the desired set-point while the system is forced arbitrary close to the intersection of sliding surfaces and the states remain bounded.
Keywords: Sliding mode control, Strict-feedback form, Unmatched uncertainty, output regulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21112998 Nonlinear Analysis of Shear Wall Using Finite Element Model
Authors: M. A. Ghorbani, M. Pasbani Khiavi, F. Rezaie Moghaddam
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In the analysis of structures, the nonlinear effects due to large displacement, large rotation and materially-nonlinear are very important and must be considered for the reliable analysis. The non-linear fmite element analysis has potential as usable and reliable means for analyzing of civil structures with the availability of computer technology. In this research the large displacements and materially nonlinear behavior of shear wall is presented with developing of fmite element code using the standard Galerkin weighted residual formulation. Two-dimensional plane stress model was carried out to present the shear wall response. Total Lagangian formulation, which is computationally more effective, is used in the formulation of stiffness matrices and the Newton-Raphson method is applied for the solution of nonlinear transient equations. The details of the program formulation are highlighted and the results of the analyses are presented, along with a comparison of the response of the structure with Ansys software results. The presented model in this paper can be developed for nonlinear analysis of civil engineering structures with different material behavior and complicated geometry.
Keywords: Finite element, large displacements, materially nonlinear, shear wall.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17002997 Speeding up Nonlinear Time History Analysis of Base-Isolated Structures Using a Nonlinear Exponential Model
Authors: Nicolò Vaiana, Giorgio Serino
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The nonlinear time history analysis of seismically base-isolated structures can require a significant computational effort when the behavior of each seismic isolator is predicted by adopting the widely used differential equation Bouc-Wen model. In this paper, a nonlinear exponential model, able to simulate the response of seismic isolation bearings within a relatively large displacements range, is described and adopted in order to reduce the numerical computations and speed up the nonlinear dynamic analysis. Compared to the Bouc-Wen model, the proposed one does not require the numerical solution of a nonlinear differential equation for each time step of the analysis. The seismic response of a 3d base-isolated structure with a lead rubber bearing system subjected to harmonic earthquake excitation is simulated by modeling each isolator using the proposed analytical model. The comparison of the numerical results and computational time with those obtained by modeling the lead rubber bearings using the Bouc-Wen model demonstrates the good accuracy of the proposed model and its capability to reduce significantly the computational effort of the analysis.
Keywords: Base isolation, computational efficiency, nonlinear exponential model, nonlinear time history analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9312996 Dynamics and Control of a Chaotic Electromagnetic System
Authors: Shun-Chang Chang
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In this paper, different nonlinear dynamics analysis techniques are employed to unveil the rich nonlinear phenomena of the electromagnetic system. In particular, bifurcation diagrams, time responses, phase portraits, Poincare maps, power spectrum analysis, and the construction of basins of attraction are all powerful and effective tools for nonlinear dynamics problems. We also employ the method of Lyapunov exponents to show the occurrence of chaotic motion and to verify those numerical simulation results. Finally, two cases of a chaotic electromagnetic system being effectively controlled by a reference signal or being synchronized to another nonlinear electromagnetic system are presented.
Keywords: bifurcation, Poincare map, Lyapunov exponent, chaotic motion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15562995 Revealing Nonlinear Couplings between Oscillators from Time Series
Authors: B.P. Bezruchko, D.A. Smirnov
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Quantitative characterization of nonlinear directional couplings between stochastic oscillators from data is considered. We suggest coupling characteristics readily interpreted from a physical viewpoint and their estimators. An expression for a statistical significance level is derived analytically that allows reliable coupling detection from a relatively short time series. Performance of the technique is demonstrated in numerical experiments.Keywords: Nonlinear time series analysis, directional couplings, coupled oscillators.
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