Discriminating dynamical from additive noise in the Van der Pol oscillator

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 indica...

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Autores principales: Degli Esposti Boschi, C., Ortega, G.J., Louis, E.
Formato: JOUR
Materias:
Intrinsic noise
Measurement noise
Statistical continuity
Time series analysis
Van der Pol oscillator
Dynamics
Harmonic analysis
Oscillations
Spurious signal noise
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_01672789_v171_n1-2_p8_DegliEspostiBoschi
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
id todo:paper_01672789_v171_n1-2_p8_DegliEspostiBoschi
record_format dspace
spelling todo:paper_01672789_v171_n1-2_p8_DegliEspostiBoschi2023-10-03T15:04:36Z Discriminating dynamical from additive noise in the Van der Pol oscillator Degli Esposti Boschi, C. Ortega, G.J. Louis, E. 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 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. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_01672789_v171_n1-2_p8_DegliEspostiBoschi
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
topic 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
spellingShingle 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
Degli Esposti Boschi, C.
Ortega, G.J.
Louis, E.
Discriminating dynamical from additive noise in the Van der Pol oscillator
topic_facet 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
description 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.
format JOUR
author Degli Esposti Boschi, C.
Ortega, G.J.
Louis, E.
author_facet Degli Esposti Boschi, C.
Ortega, G.J.
Louis, E.
author_sort Degli Esposti Boschi, C.
title Discriminating dynamical from additive noise in the Van der Pol oscillator
title_short Discriminating dynamical from additive noise in the Van der Pol oscillator
title_full Discriminating dynamical from additive noise in the Van der Pol oscillator
title_fullStr Discriminating dynamical from additive noise in the Van der Pol oscillator
title_full_unstemmed Discriminating dynamical from additive noise in the Van der Pol oscillator
title_sort discriminating dynamical from additive noise in the van der pol oscillator
url http://hdl.handle.net/20.500.12110/paper_01672789_v171_n1-2_p8_DegliEspostiBoschi
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AT ortegagj discriminatingdynamicalfromadditivenoiseinthevanderpoloscillator
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