Linear transmitter with correlated noises

P.F. Góra

Physica A: Statistical Mechanics and its Applications, 2005, vol. 354, issue C, 153-170

Abstract: A linear transmitter with correlated Gaussian white additive and multiplicative noises and a periodic signal coupled either additively or multiplicatively is considered. The correlations have a weak destructive effect in case of the additive signal and a strong constructive effect in case of the multiplicative one. Analytical results for the linear transmitter with the additive signal agree with those obtained previously by a different approach. We also show how to analytically calculate certain expectation values involving exponentials of Gaussian processes.

Keywords: Correlated Gaussian noises; Stochastic resonance; Signal-to-noise ratio (search for similar items in EconPapers)
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:354:y:2005:i:c:p:153-170

DOI: 10.1016/j.physa.2005.01.032

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