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26 April 2024

» arxiv » nlin/0607002

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On the proper reconstruction of complex dynamical systems spoilt by strong measurement noise
Frank Boettcher ; Joachim Peinke ; David Kleinhans ; Rudolf Friedrich ; Pedro G. Lind ; Maria Haase ; PostScript ; PDF ; Other formats ;
Date:	4 Jul 2006
Subject:	Chaotic Dynamics; Data Analysis, Statistics and Probability
Abstract:	This article reports on a new approach to properly analyze time series of dynamical systems which are spoilt by the simultaneous presence of dynamical noise and measurement noise. It is shown that even strong external measurement noise as well as dynamical noise which is an intrinsic part of the dynamical process can be quantified correctly, solely on the basis of measured times series and proper data analysis. Finally real world data sets are presented pointing out the relevance of the new approach.
Source:	arXiv, nlin/0607002
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