Schreiber noise reduction
Nonlinear noise reduction according to Schreiber
This function applies a simple nonlinear noise reduction to the signal by locally averaging phase vectors in the phase space of delay coordinates (see Create 2D delay).
- Delay tau for the phase space reconstruction (given in no. of samples),
- Embedding dimension m,
- Relative radius r (ranging from 0 to 1) for averaging phase vectors.
Note that since this function operates on a 'pure' time series, the scale and the shift of the given signal do not affect the result.
y = SchreiberNR(x,tau,m,r);
Median filter, SVD noise reduction (SVDNR), Create 2D delay.