State Space Models Employment and Principle Components Approach to Estimate the Delay Time

This research deals with a state space models and principle components analysis approach to estimate the delay time in linear stochastic dynamical systems. The delay time has a statistical importance to describe the suitable identification. 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 with state space where there isnt any failure state compared with original data.