A generalized method to distinguish between dynamical and measurement noise in
Frank Boettcher, Malte Siefert, Joachim Peinke · 2005
This article reports on a new method of analyzing measurement noise which is superimposed to a dynamical system. It is shown that external measurement noise and dynamical noise which is an intrinsic part of the process can be reconstructed from measured times series and can be distinguished well from each other. The distinction is based on the evaluation of the conditional moments that exhibit an increased o set with increasing measurement noise.