Fast-convergent iterative scheme for filtering velocity signals and finding Kolmogorov scales

The present fundamental knowledge of fluid turbulence has been established primarily from hot- and cold-wire measurements. Unfortunately, however, these measurements necessarily suffer from contamination by noise since no certain method has previously been available to optimally filter noise from the measured signals. This limitation has impeded our progress of understanding turbulence profoundly. We address this limitation by presenting a simple, fast-convergent iterative scheme to digitally filter signals optimally and find Kolmogorov scales definitely. The great efficacy of the scheme is demonstrated by its application to the instantaneous velocity measured in a turbulent jet.