Volume 61, Number 4, February 2003
|Page(s)||466 - 472|
|Published online||01 February 2003|
On a quantitative method to analyze dynamical and measurement noise
Carl von Ossietzky University, Physics Department -
D-26111 Oldenburg, Germany
2 Institut für Theoretische Physik, University of Münster - D-48149 Münster, Germany
Corresponding author: email@example.com
Accepted: 5 December 2002
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.
PACS: 05.45.-a – Nonlinear dynamics and nonlinear dynamical systems / 02.50.Ga – Markov processes / 05.40.Ca – Noise
© EDP Sciences, 2003
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