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受乘性噪声和加性噪声影响的线性系统中的随机共振。

Stochastic resonance in linear systems subject to multiplicative and additive noise.

作者信息

Berdichevsky V, Gitterman M

机构信息

Department of Physics, Bar-Ilan University, Ramat-Gan 52900, Israel.

出版信息

Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics. 1999 Aug;60(2 Pt A):1494-9. doi: 10.1103/physreve.60.1494.

DOI:10.1103/physreve.60.1494
PMID:11969908
Abstract

Exact expressions have been found for the first two moments and the correlation function for an overdamped linear system subject to an external periodic field as well as to multiplicative and additive noise. Stochastic resonance is absent for Gaussian white noise. However, when the multiplicative noise has the form of an asymmetric dichotomous noise, the signal-to-noise ratio (SNR) becomes a nonmonotonic function of the correlation time and the asymmetry of noise. Moreover, the SNR turns out to be a nonmonotonic function of the frequency of the external field as well as strongly depending on the strength of the cross correlation between multiplicative and additive noise.

摘要

对于一个受到外部周期场以及乘性和加性噪声作用的过阻尼线性系统,已经找到了前两个矩和相关函数的精确表达式。对于高斯白噪声不存在随机共振。然而,当乘性噪声具有非对称二分噪声的形式时,信噪比(SNR)成为相关时间和噪声不对称性的非单调函数。此外,信噪比结果也是外部场频率的非单调函数,并且强烈依赖于乘性噪声和加性噪声之间的互相关强度。

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