Discriminating Dynamical from Additive Noise in the Van der Pol Oscillator

C. DEGLI ESPOSTI BOSCHI, E. LOUIS Y G. ORTEGA

PHYSICA D - NONLINEAR PHENOMENA

Año: 2002 vol. 171 p. 8 - 18

0167-2789

We address the distinction between dynamical and additive noise (AN) in time series analysis by making a joint evaluationof both the statistical continuity of the series and the statistical differentiability of the reconstructed measure. Low levels ofthe latter and high levels of the former indicate the presence of dynamical noise (DN) only, while low values of the two areobserved as soon as AN contaminates the signal. The method is presented through numerical tests on the well-known Van derPol oscillator, including the chaotic case driven with a harmonic force. However, we give arguments according to which weexpect a general validity for continuous-time systems.