Noise reduction in dynamical systems

Eric J. Kostelich, James A. Yorke

Research output: Contribution to journalArticlepeer-review

154 Scopus citations


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.

Original languageEnglish (US)
Pages (from-to)1649-1652
Number of pages4
JournalPhysical Review A
Issue number3
StatePublished - 1988
Externally publishedYes

ASJC Scopus subject areas

  • Atomic and Molecular Physics, and Optics


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