Affiliation:
1. Institute of Physics, Carl-von-Ossietzky University of Oldenburg, D-26111 Oldenburg, Germany
Abstract
We show that based on the mathematics of Markov processes and particularly 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.
Publisher
World Scientific Pub Co Pte Lt
Subject
Applied Mathematics,Modeling and Simulation,Engineering (miscellaneous)
Cited by
17 articles.
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