Answers are grounded in this paper and cite their sources.
We present a direct and dynamical method to distinguish low-dimensional deterministic chaos from noise. We define a series of time-dependent curves which are closely related to the largest Lyapunov exponent. For a chaotic time series, there exists an envelope to the time-dependent curves, while for a white noise or a noise with the same power spectrum as that of a chaotic time series, the envelope cannot be defined. When a noise is added to a chaotic time series, the envelope is eventually destroyed with the increasing of the amplitude of the noise.
No takes yet. Share an insight, caveat, or question.
Gao et al. (1994) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: