Reconstruction of the Deterministic Dynamics of Stochastic Systems
نویسندگان
چکیده
We show that based on the mathematics of Markow processes and in particular based on the definition of Kramers-Moyal coefficients it is possible to estimate the deterministic part of the dynamics for a broad class of nonlinear noisy systems. In particular we show that for different kinds of noise perturbations, including non Langevin force with finite correlation time and independent measurement noise, the deterministic part can be reconstructed.
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ورودعنوان ژورنال:
- I. J. Bifurcation and Chaos
دوره 14 شماره
صفحات -
تاریخ انتشار 2004