Mera Rivas, María EugeniaMorán Cabré, Manuel2023-06-202023-06-2020130022-4715https://hdl.handle.net/20.500.14352/42972We estimate the covariance matrix of the errors in several dynamically coupled time series corrupted by measurement errors. We say that several scalar time series are dynamically coupled if they record the values of measurements of the state variables of the same smooth dynamical system. The estimation of the covariance matrix of the errors is made using a noise reduction algorithm that efficiently exploits the information contained jointly in the dynamically coupled noisy time series. The method is particularly powerful for short length time series with high uncertainties.engjournal articlehttps://doi.org/10.1007/s10955-012-0683-7open accessMeasurement error modelsNoise reductionError covariance matrix estimationDynamical couplingLocal projection methods.Matemáticas (Matemáticas)12 Matemáticas