2004/11/12 by Krzysztof Urbanowicz, Urbanowicz, Krzysztof, Janusz A. Holyst +1
Physics and Astronomy · #FOS: Physical sciences #Statistical Mechanics (cond-mat.stat-mech) #cond-mat.stat-mech
paper · pdf · doi:10.48550/arxiv.cond-mat/0411324
7 pages, 9 figures. See http://www.chaosandnoise.org
arxiv created 2005/05/11 · arxiv updated 2009/12/01
On the basis of a local-projective with nonlinear constraints (LPNC) approach (see K. Urbanowicz, J.A. Holyst, T. Stemler and H. Benner, Acta Phys. Pol B 35 (9), 2175, 2004) we develop a method of noise reduction in time series that makes use of constraints appearing due to the continuous character of flows. As opposed to local-projective methods in our method we do not need to determine the Jacobi matrix. The approach has been successfully applied for separating a signal from noise in the Lorenz model and in noisy experimental data obtained from an electronic Chua circuit. The method was then applied for filtering noise in human voice.