On a quantitative method to analyse dynamical and measurement noise

Details On a quantitative method to analyse dynamical and measurement noise On a quantitative method to analyse dynamical and measurement noise

2001-08-17

arxiv.org/abs/physics/0108034v2

Europhys. Lett. 61 (2003) p. 466

Physics

Data Analysis, Statistics and Probability

7 pages, 5 figures

Scientific paper

10.1209/epl/i2003-00152-9

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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