Estimating the amplitude of measurement noise present in chaotic time series

DOI10.1063/1.166418zbMath0990.37521OpenAlexW2018214637WikidataQ47869725 ScholiaQ47869725MaRDI QIDQ2727230

Hiroshi Okamoto, Naoki Tanaka, Masayoshi Naito

Publication date: 15 August 2001

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.166418

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10)

Related Items

Error covariance matrix estimation of noisy and dynamically coupled time series

Cites Work

• Noise reduction: Finding the simplest dynamical system consistent with the data
• A two-dimensional mapping with a strange attractor
• Nonlinear prediction of chaotic time series
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• Embedology
• NONLINEAR TIME SEQUENCE ANALYSIS
• Ergodic theory of chaos and strange attractors
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• Detecting noise in a time series