On the Use of Directed Transfer Function for Nonlinear Systems

B. Veeramani, K. Narayanan, A. Prasad, A. Spanias, L.D. Iasemidis (USA)


Nonlinear systems, AR modeling, Directed transfer function, Mutual information, Mathematical modeling.


In this paper we investigate the relevance of the directed transfer function (DTF) method to the detection of the direction of information flow between coupled chaotic systems. This particular class of nonlinear systems is of interest in many areas of science and engineering. DTF takes a linear multi-channel modeling approach. It is shown that in the case of coupled nonlinear systems the DTF analysis is sensitive to the sampling step size. A scheme is proposed for choosing the sampling step in order to improve the results of the DTF analysis for nonlinear systems.

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