Detecting Abrupt Changes in a Noisy van der Pol Type Oscillator

Nema, S and Kowalczyk, P (2016) Detecting Abrupt Changes in a Noisy van der Pol Type Oscillator. Differential Equations and Dynamical Systems, 24 (4). pp. 445-457. ISSN 0971-3514

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Official URL: https://doi.org/10.1007/s12591-015-0252-z

Abstract

Many signals produced by dynamical systems may undergo abrupt changes such as a jump or a sharp change. Detecting such change points is of primary importance in many applications ranging from exploratory data analysis to diagnosis. This paper addresses the detection of abrupt changes in a noisy van der Pol oscillator as a model of an electrical circuit with nonlinear resistance. The proposed approach combines wavelet analysis with information entropy in order to extract signal frequencies corresponding to any abrupt changes that occur. We also investigate the influence of noise intensity on detecting change points in the model system. Performance is evaluated on simulated data generated by using different model parameters.

Item Type:	Article
Peer-reviewed:	Yes
Date Deposited:	09 May 2016 11:58
Publisher:	Springer Verlag
Additional Information:	This is an Author's Accepted Manuscript provided by Springer of a paper accepted for publication in Differential Equations and Dynamical Systems, copyright Foundation for Scientific Research and Technological Innovation.
Divisions:
Subject terms:	0101 Pure Mathematics
URI:	https://e-space.mmu.ac.uk/id/eprint/608684
DOI:	https://doi.org/10.1007/s12591-015-0252-z
ISSN	0971-3514
e-ISSN	0974-6870

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