On a classification of dynamic systems subject to noise

A classification of alternative mathematical schemes which determine possible impositions of noise on dynamic systems either of a continuous or a discrete formulation in lime is presented. We refer to the results obtained concerning the influence of noise on the correlation dimension and on the largest Lyapunov exponent. A method of constructing models for effecting predictions of lime series with a finite correlation dimension is presented. Numerical results concerning the influence of various level of additive noise to the Henon attractor are also provided. (C) 1999 Elsevier Science Ltd. Ail rights reserved.