Extremely simple nonlinear noise-reduction method

Publisher Website
Google Scholar
Abstract
A very simple method to reduce noise in experimental data with nonlinear time evolution is presented. Locally constant fits are used to obtain a less noisy trajectory consistent with the dynamics as well as with the measured data. Neighborhoods are defined by coordinates both from the past and from the future. The method is applied to the Hénon map and to a discretized form of the Mackey-Glass equation.

This publication has 12 references indexed in Scilit: