Artículo
Degli Esposti Boschi, C.; Ortega, G.J.; Louis, E. "Discriminating dynamical from additive noise in the Van der Pol oscillator" (2002) Physica D: Nonlinear Phenomena. 171(1-2):8-18
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Abstract:
We address the distinction between dynamical and additive noise (AN) in time series analysis by making a joint evaluation of both the statistical continuity of the series and the statistical differentiability of the reconstructed measure. Low levels of the latter and high levels of the former indicate the presence of dynamical noise (DN) only, while low values of the two are observed as soon as AN contaminates the signal. The method is presented through numerical tests on the well-known Van der Pol oscillator, including the chaotic case driven with a harmonic force. However, we give arguments according to which we expect a general validity for continuous-time systems. © 2002 Elsevier Science B.V. All rights reserved.
Registro:
| Documento: | Artículo |
| Título: | Discriminating dynamical from additive noise in the Van der Pol oscillator |
| Autor: | Degli Esposti Boschi, C.; Ortega, G.J.; Louis, E. |
| Filiación: | Departamento De Fisica Aplicada, Unidad Asociada of the Consejo Superior de Investigaciones Científicas, Universidad De Alicante, Apartado 99, E-03080 Alicante, Spain Departamento De Física, FCAN, Universidad De Buenos Aires, 1428 Capital Federal, Argentina Dipartimento Di Fisica, Universitá Di Bologna (Settore Di Fisica Della Materia), Viale Berti-Pichat 6/2, 40127 Bologna, Italy |
| Palabras clave: | Intrinsic noise; Measurement noise; Statistical continuity; Time series analysis; Van der Pol oscillator; Dynamics; Harmonic analysis; Oscillations; Time series analysis; Intrinsic noise; Spurious signal noise |
| Año: | 2002 |
| Volumen: | 171 |
| Número: | 1-2 |
| Página de inicio: | 8 |
| Página de fin: | 18 |
| DOI: | http://dx.doi.org/10.1016/S0167-2789(02)00548-1 |
| Título revista: | Physica D: Nonlinear Phenomena |
| Título revista abreviado: | Phys D Nonlinear Phenom |
| ISSN: | 01672789 |
| CODEN: | PDNPD |
| Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01672789_v171_n1-2_p8_DegliEspostiBoschi |
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Citas:
---------- APA ----------
Degli Esposti Boschi, C., Ortega, G.J. & Louis, E. (2002) . Discriminating dynamical from additive noise in the Van der Pol oscillator. Physica D: Nonlinear Phenomena, 171(1-2), 8-18.http://dx.doi.org/10.1016/S0167-2789(02)00548-1
---------- CHICAGO ----------
Degli Esposti Boschi, C., Ortega, G.J., Louis, E. "Discriminating dynamical from additive noise in the Van der Pol oscillator" . Physica D: Nonlinear Phenomena 171, no. 1-2 (2002) : 8-18.http://dx.doi.org/10.1016/S0167-2789(02)00548-1
---------- MLA ----------
Degli Esposti Boschi, C., Ortega, G.J., Louis, E. "Discriminating dynamical from additive noise in the Van der Pol oscillator" . Physica D: Nonlinear Phenomena, vol. 171, no. 1-2, 2002, pp. 8-18.http://dx.doi.org/10.1016/S0167-2789(02)00548-1
---------- VANCOUVER ----------
Degli Esposti Boschi, C., Ortega, G.J., Louis, E. Discriminating dynamical from additive noise in the Van der Pol oscillator. Phys D Nonlinear Phenom. 2002;171(1-2):8-18.http://dx.doi.org/10.1016/S0167-2789(02)00548-1
