Qualitative and Quantitative Analysis of Stochastic Processes Based on Measured Data, II: Applications to Experimental Data

Analysis of stochastic processes governed by the Langevin equation is discussed. The analysis is based on a general method for non-parametric estimation of deterministic and random terms of the Langevin equation directly from given data. Separate estimation of the terms corresponds to the decomposition of process dynamics into deterministic and random components. Part I of the paper presented several possibilities for qualitative and quantitative analysis of process dynamics based on such decomposition. In Part II, some of these analysis possibilities are applied to experimental datasets from metal cutting and laser-beam welding.

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