S. Boccaletti et al., ADAPTIVE RECOGNITION AND FILTERING OF NOISE USING WAVELETS, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 55(5), 1997, pp. 5393-5397
We combine wavelet transform and adaptive recognition techniques to in
troduce a filtering process able to analyze, categorize, and remove ad
ditive noise from experimental time series, without previous informati
on either on the correlation properties of noise or on the dimension o
f the deterministic signal. The method is applied to a high dimensiona
l delayed chaotic time series affected by additive white and colored n
oises. The obtained results show that the reconstruction of the signal
both in real and in Fourier space is effective through the discrimina
tion of noise from the deterministic part.