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Detecting abrupt changes in a noisy van der Pol type oscillator. (English) Zbl 1379.94023

Summary: 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.

MSC:

94A13 Detection theory in information and communication theory
94A12 Signal theory (characterization, reconstruction, filtering, etc.)
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