Analysis of data from periodically forced stochastic processes

  • Authors:

  • Janez Gradišek;Rudolf Friedrich;Edvard Govekar;Igor Grabec

  • Affiliations:

  • Faculty of Mechanical Engineering, University of Ljubljana, SI-1000 Ljubljana, Slovenia;Institute for Theoretical Physics, Westfälische Wilhelms University, D-48149 Münster, Germany;Faculty of Mechanical Engineering, University of Ljubljana, SI-1000 Ljubljana, Slovenia;Faculty of Mechanical Engineering, University of Ljubljana, SI-1000 Ljubljana, Slovenia

  • Venue:
  • Physics Letters A
  • Year:
  • 2002

Quantified Score

Hi-index 0.00

Visualization

Abstract

A method for analysis of periodically-forced stochastic processes is presented. The method enables extraction of the deterministic and random components of process dynamics from measured data, provided the forcing frequency is known and the data is sampled stroboscopically. The method is illustrated by three examples employing synthetic and experimental data.