Noise reduction in dynamical systems

Abstract

A method is described for reducing noise levels in certain experimental time series. An attractor is reconstructed from the data using the time-delay embedding method. The method produces a new, slightly altered time series which is more consistent with the dynamics on the corresponding phase-space attractor. Numerical experiments with the two-dimensional Ikeda laser map and power spectra from weakly turbulent Couette-Taylor flow suggest that the method can reduce noise levels up to a factor of 10.