Principle Components Approach Employment to Estimate the Delay Time in Dynamical Systems

This research deals with a mathematical approach of principle components analysis to estimate the delay time in linear stochastic dynamical systems. The delay time has a statistical importance to describe the suitable identification. So classical methods are used and the results are compared with the proposed approach from the simulation experiments where the Principle Component approach gives a high degree of success to estimate the delay time especially with crosscorrelation and impulse response function.