Noise reduction in dynamical systems

Statistics – Computation

Scientific paper

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Couette Flow, Dynamical Systems, Noise Reduction, Power Spectra, Transition Flow, Turbulent Flow, Computational Fluid Dynamics, Fluid Flow, Least Squares Method

Scientific paper

A method is described for reducing noise levels in certain experimental time series. An attractor is reconstructed from the data using the time-delay embedding method. The method produces a new, slightly altered time series which is more consistent with the dynamics on the corresponding phase-space attractor. Numerical experiments with the two-dimensional Ikeda laser map and power spectra from weakly turbulent Couette-Taylor flow suggest that the method can reduce noise levels up to a factor of 10.

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