An alternative 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 of the underlying Langevin equation.
No takes yet. Share an insight, caveat, or question.
Bernd Lehle (2011) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: