The state of a collection of phase-locked oscillators is determined by a single phase variable or cyclic coordinate. This paper presents a computational method, Phaser, for estimating the phase of phase-locked oscillators from limited amounts of multivariate data in the presence of noise and measurement errors. Measurements are assumed to be a collection of multidimensional time series. Each series consists of several cycles of the same or similar systems. The oscillators within each system are not assumed to be identical. Using measurements of the noise covariance for the multivariate input, data from the individual oscillators in the system are combined to reduce the variance of phase estimates for the whole system. The efficacy of the algorithm is demonstrated on experimental and model data from biomechanics of cockroach running and on simulated oscillators with varying levels of noise.

• Received 23 June 2008

DOI:https://doi.org/10.1103/PhysRevE.78.051907