dorsal/arxiv
View SchemaOn a quantitative method to analyse dynamical and measurement noise
| Authors | M. Siefert, J. Peinke, R. Friedrich |
|---|---|
| Categories | |
| ArXiv ID | physics/0108034 |
| URL | https://arxiv.org/abs/physics/0108034 |
| DOI | 10.1209/epl/i2003-00152-9 |
| Journal | Europhys. Lett. 61 (2003) p. 466 |
Abstract
This letter reports on a new method of analysing experimentally gained time series with respect to different types of noise involved, namely, we show that it is possible to differentiate between dynamical and measurement noise. This method does not depend on previous knowledge of model equations. For the complicated case of a chaotic dynamics spoiled at the same time by dynamical and measurement noise, we even show how to extract from data the magnitude of both types of noise. As a further result, we present a new criterion to verify the correct embedding for chaotic dynamics with dynamical noise.
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"abstract": "This letter reports on a new method of analysing experimentally gained time\nseries with respect to different types of noise involved, namely, we show that\nit is possible to differentiate between dynamical and measurement noise. This\nmethod does not depend on previous knowledge of model equations. For the\ncomplicated case of a chaotic dynamics spoiled at the same time by dynamical\nand measurement noise, we even show how to extract from data the magnitude of\nboth types of noise. As a further result, we present a new criterion to verify\nthe correct embedding for chaotic dynamics with dynamical noise.",
"arxiv_id": "physics/0108034",
"authors": [
"M. Siefert",
"J. Peinke",
"R. Friedrich"
],
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"physics.data-an"
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"doi": "10.1209/epl/i2003-00152-9",
"journal_ref": "Europhys. Lett. 61 (2003) p. 466",
"title": "On a quantitative method to analyse dynamical and measurement noise",
"url": "https://arxiv.org/abs/physics/0108034"
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