强测量噪声下的随机时间序列分析
Analysis of stochastic time series in the presence of strong measurement noise
摘要：
提出了一种分析强测量噪声下Langevin型随机过程的新方法。对于高斯分布的、指数相关的测量噪声的情况，可以从潜在的朗之万方程中提取噪声的强度和相关时间以及漂移和扩散函数的多项式近似。
英文摘要：
A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the strength and the correlation time of the noise as well as polynomial approximations of the drift and diffusion functions from the underlying Langevin equation.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
