Noise reduction in dynamical systems

Eric J. Kostelich and James A. Yorke
Phys. Rev. A 38, 1649 – Published 1 August 1988
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Abstract

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.

  • Received 29 October 1987

DOI:https://doi.org/10.1103/PhysRevA.38.1649

©1988 American Physical Society

Authors & Affiliations

Eric J. Kostelich

  • Center for Nonlinear Dynamics and Department of Physics, University of Texas, Austin, Texas 78712

James A. Yorke

  • Institute for Physical Science and Technology and Department of Mathematics, University of Maryland, College Park, Maryland 20742

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Issue

Vol. 38, Iss. 3 — August 1988

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