Parameter-free resolution of the superposition of stochastic signals

DC FieldValueLanguage
dc.contributor.authorScholz, Teresa
dc.contributor.authorRaischel, Frank
dc.contributor.authorLopes, Vitor V.
dc.contributor.authorLehle, Bernd
dc.contributor.authorWaechter, Matthias
dc.contributor.authorPeinke, Joachim
dc.contributor.authorLind, Pedro G.
dc.date.accessioned2021-12-23T16:21:02Z-
dc.date.available2021-12-23T16:21:02Z-
dc.date.issued2017
dc.identifier.issn03759601
dc.identifier.urihttps://osnascholar.ub.uni-osnabrueck.de/handle/unios/13697-
dc.description.abstractThis paper presents a direct method to obtain the deterministic and stochastic contribution of the sum of two independent stochastic processes, one of Which is an Ornstein-Uhlenbeck process and the other a general (non-linear) Langevin process. The method is able to distinguish between the stochastic processes, retrieving their corresponding stochastic evolution equations. This framework is based on a recent approach for the analysis of multidimensional Langevin-type stochastic processes in the presence of strong measurement (or observational) noise, which is here extended to impose neither constraints nor parameters and extract all coefficients directly from the empirical data sets. Using synthetic data, it is shown that the method yields satisfactory results. (C) 2016 Elsevier B.V. All rights reserved.
dc.description.sponsorshipFundacao para a Ciencia e a Tecnologia (FCT)Portuguese Foundation for Science and TechnologyEuropean Commission [UID/FIS/00618/2013, UID/MAT/04561/2013, FCOMP-01-0124-FEDER-016080, SFRH/BPD/65427/2009, SFRH/BD/86934/2012]; German Environment Ministry [0325577B]; German Foundation for Research (DFG)German Research Foundation (DFG) [MA 1636/9-1]; German Academic Exchange Service (DAAD)Deutscher Akademischer Austausch Dienst (DAAD); Federal Ministry of Education and Research (BMBF)Federal Ministry of Education & Research (BMBF); FCTPortuguese Foundation for Science and TechnologyEuropean Commission [DRI/DAAD/1208/2013]; DAADDeutscher Akademischer Austausch Dienst (DAAD)European Commission [DRI/DAAD/1208/2013]; Prometeo project of SENESCYT (Ecuador); The authors thank Fundacao para a Ciencia e a Tecnologia (FCT) for financial support under UID/FIS/00618/2013, UID/MAT/04561/2013, FCOMP-01-0124-FEDER-016080, SFRH/BPD/65427/2009 (FR) and SFRH/BD/86934/2012 (TS). PGL thanks the German Environment Ministry (0325577B) and the German Foundation for Research (DFG) for financial support (MA 1636/9-1). TS thanks the IPID4all programme supported by the German Academic Exchange Service (DAAD) with funds from the Federal Ministry of Education and Research (BMBF). This work is part of a bilateral cooperation DRI/DAAD/1208/2013 supported by FCT and DAAD. VVL thanks the Prometeo project of SENESCYT (Ecuador) for financial support.
dc.language.isoen
dc.publisherELSEVIER
dc.relation.ispartofPHYSICS LETTERS A
dc.subjectMARKOV PROPERTIES
dc.subjectMeasurement noise
dc.subjectObservational noise
dc.subjectPhysics
dc.subjectPhysics, Multidisciplinary
dc.subjectSignal reconstruction
dc.subjectSignals superposition
dc.subjectStochastic processes
dc.subjectSYSTEMS
dc.titleParameter-free resolution of the superposition of stochastic signals
dc.typejournal article
dc.identifier.doi10.1016/j.physleta.2016.09.057
dc.identifier.isiISI:000392776800004
dc.description.volume381
dc.description.issue4
dc.description.startpage194
dc.description.endpage206
dc.contributor.orcid0000-0002-0775-7423
dc.contributor.orcid0000-0003-2278-8559
dc.contributor.orcid0000-0002-8176-666X
dc.contributor.orcid0000-0001-9212-1122
dc.contributor.researcheridAAB-9194-2021
dc.contributor.researcheridP-4961-2019
dc.contributor.researcheridG-5124-2010
dc.identifier.eissn18732429
dc.publisher.placeRADARWEG 29, 1043 NX AMSTERDAM, NETHERLANDS
dcterms.isPartOf.abbreviationPhys. Lett. A
dcterms.oaStatusGreen Submitted
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