902 resultados para Additive Gaussian noise


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A method to reduce the noise power in far-field pattern without modifying the desired signal is proposed. Therefore, an important signal-to-noise ratio improvement may be achieved. The method is used when the antenna measurement is performed in planar near-field, where the recorded data are assumed to be corrupted with white Gaussian and space-stationary noise, because of the receiver additive noise. Back-propagating the measured field from the scan plane to the antenna under test (AUT) plane, the noise remains white Gaussian and space-stationary, whereas the desired field is theoretically concentrated in the aperture antenna. Thanks to this fact, a spatial filtering may be applied, cancelling the field which is located out of the AUT dimensions and which is only composed by noise. Next, a planar field to far-field transformation is carried out, achieving a great improvement compared to the pattern obtained directly from the measurement. To verify the effectiveness of the method, two examples will be presented using both simulated and measured near-field data.

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Gaussian processes provide natural non-parametric prior distributions over regression functions. In this paper we consider regression problems where there is noise on the output, and the variance of the noise depends on the inputs. If we assume that the noise is a smooth function of the inputs, then it is natural to model the noise variance using a second Gaussian process, in addition to the Gaussian process governing the noise-free output value. We show that prior uncertainty about the parameters controlling both processes can be handled and that the posterior distribution of the noise rate can be sampled from using Markov chain Monte Carlo methods. Our results on a synthetic data set give a posterior noise variance that well-approximates the true variance.

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We studied the visual mechanisms that serve to encode spatial contrast at threshold and supra-threshold levels. In a 2AFC contrast-discrimination task, observers had to detect the presence of a vertical 1 cycle deg-1 test grating (of contrast dc) that was superimposed on a similar vertical 1 cycle deg-1 pedestal grating, whereas in pattern masking the test grating was accompanied by a very different masking grating (horizontal 1 cycle deg-1, or oblique 3 cycles deg-1). When expressed as threshold contrast (dc at 75% correct) versus mask contrast (c) our results confirm previous ones in showing a characteristic 'dipper function' for contrast discrimination but a smoothly increasing threshold for pattern masking. However, fresh insight is gained by analysing and modelling performance (p; percent correct) as a joint function of (c, dc) - the performance surface. In contrast discrimination, psychometric functions (p versus logdc) are markedly less steep when c is above threshold, but in pattern masking this reduction of slope did not occur. We explored a standard gain-control model with six free parameters. Three parameters control the contrast response of the detection mechanism and one parameter weights the mask contrast in the cross-channel suppression effect. We assume that signal-detection performance (d') is limited by additive noise of constant variance. Noise level and lapse rate are also fitted parameters of the model. We show that this model accounts very accurately for the whole performance surface in both types of masking, and thus explains the threshold functions and the pattern of variation in psychometric slopes. The cross-channel weight is about 0.20. The model shows that the mechanism response to contrast increment (dc) is linearised by the presence of pedestal contrasts but remains nonlinear in pattern masking.

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We find the probability distribution of the fluctuating parameters of a soliton propagating through a medium with additive noise. Our method is a modification of the instanton formalism (method of optimal fluctuation) based on a saddle-point approximation in the path integral. We first solve consistently a fundamental problem of soliton propagation within the framework of noisy nonlinear Schrödinger equation. We then consider model modifications due to in-line (filtering, amplitude and phase modulation) control. It is examined how control elements change the error probability in optical soliton transmission. Even though a weak noise is considered, we are interested here in probabilities of error-causing large fluctuations which are beyond perturbation theory. We describe in detail a new phenomenon of soliton collapse that occurs under the combined action of noise, filtering and amplitude modulation. © 2004 Elsevier B.V. All rights reserved.

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A study was performed on non-Gaussian statistics of an optical soliton in the presence of amplified spontaneous emission. An approach based on the Fokker-Planck equation was applied to study the optical soliton parameters in the presence of additive noise. The rigorous method not only allowed to reproduce and justify the classical Gordon-Haus formula but also led to new exact results.

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The method for the computation of the conditional probability density function for the nonlinear Schrödinger equation with additive noise is developed. We present in a constructive form the conditional probability density function in the limit of small noise and analytically derive it in a weakly nonlinear case. The general theory results are illustrated using fiber-optic communications as a particular, albeit practically very important, example.

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Heterogeneous datasets arise naturally in most applications due to the use of a variety of sensors and measuring platforms. Such datasets can be heterogeneous in terms of the error characteristics and sensor models. Treating such data is most naturally accomplished using a Bayesian or model-based geostatistical approach; however, such methods generally scale rather badly with the size of dataset, and require computationally expensive Monte Carlo based inference. Recently within the machine learning and spatial statistics communities many papers have explored the potential of reduced rank representations of the covariance matrix, often referred to as projected or fixed rank approaches. In such methods the covariance function of the posterior process is represented by a reduced rank approximation which is chosen such that there is minimal information loss. In this paper a sequential Bayesian framework for inference in such projected processes is presented. The observations are considered one at a time which avoids the need for high dimensional integrals typically required in a Bayesian approach. A C++ library, gptk, which is part of the INTAMAP web service, is introduced which implements projected, sequential estimation and adds several novel features. In particular the library includes the ability to use a generic observation operator, or sensor model, to permit data fusion. It is also possible to cope with a range of observation error characteristics, including non-Gaussian observation errors. Inference for the covariance parameters is explored, including the impact of the projected process approximation on likelihood profiles. We illustrate the projected sequential method in application to synthetic and real datasets. Limitations and extensions are discussed. © 2010 Elsevier Ltd.

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The effect of unitary noise on the discrete one-dimensional quantum walk is studied using computer simulations. For the noiseless quantum walk, starting at the origin (n=0) at time t=0, the position distribution P-t(n) at time t is very different from the Gaussian distribution obtained for the classical random walk. Furthermore, its standard deviation, sigma(t) scales as sigma(t)similar tot, unlike the classical random walk for which sigma(t)similar toroott. It is shown that when the quantum walk is exposed to unitary noise, it exhibits a crossover from quantum behavior for short times to classical-like behavior for long times. The crossover time is found to be Tsimilar toalpha(-2), where alpha is the standard deviation of the noise.

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Sensitivity of output of a linear operator to its input can be quantified in various ways. In Control Theory, the input is usually interpreted as disturbance and the output is to be minimized in some sense. In stochastic worst-case design settings, the disturbance is considered random with imprecisely known probability distribution. The prior set of probability measures can be chosen so as to quantify how far the disturbance deviates from the white-noise hypothesis of Linear Quadratic Gaussian control. Such deviation can be measured by the minimal Kullback-Leibler informational divergence from the Gaussian distributions with zero mean and scalar covariance matrices. The resulting anisotropy functional is defined for finite power random vectors. Originally, anisotropy was introduced for directionally generic random vectors as the relative entropy of the normalized vector with respect to the uniform distribution on the unit sphere. The associated a-anisotropic norm of a matrix is then its maximum root mean square or average energy gain with respect to finite power or directionally generic inputs whose anisotropy is bounded above by a≥0. We give a systematic comparison of the anisotropy functionals and the associated norms. These are considered for unboundedly growing fragments of homogeneous Gaussian random fields on multidimensional integer lattice to yield mean anisotropy. Correspondingly, the anisotropic norms of finite matrices are extended to bounded linear translation invariant operators over such fields.

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The phenomenon of anomalous fluctuations associated with the decay of an unstable state is analyzed in the presence of multiplicative noise. A theory is presented and compared with a numerical simulation. Our results allow us to distinguish the roles of additive and multiplicative noise in the nonlinear relaxation process. We suggest the use of experiments on transient dynamics to understand the effect of these two sources of noise in problems in which parametric noise is thought to be important, such as dye lasers.

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A retarded backward equation for a non-Markovian process induced by dichotomous noise (the random telegraphic signal) is deduced. The mean-first-passage time of this process is exactly obtained. The Gaussian white noise and the white shot noise limits are studied. Explicit physical results in first approximation are evaluated.

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We develop a singular perturbation approach to the problem of the calculation of a characteristic time (the nonlinear relaxation time) for non-Markovian processes driven by Gaussian colored noise with small correlation time. Transient and initial preparation effects are discussed and explicit results for prototype situations are obtained. New effects on the relaxation of unstable states are predicted. The approach is compared with previous techniques.

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The general theory of nonlinear relaxation times is developed for the case of Gaussian colored noise. General expressions are obtained and applied to the study of the characteristic decay time of unstable states in different situations, including white and colored noise, with emphasis on the distributed initial conditions. Universal effects of the coupling between colored noise and random initial conditions are predicted.

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The Swift-Hohenberg equation is studied in the presence of a multiplicative noise. This stochastic equation could describe a situation in which a noise has been superimposed on the temperature gradient between the two plates of a Rayleigh-Bnard cell. A linear stability analysis and numerical simulations show that, in constrast to the additive-noise case, convective structures appear in a regime in which a deterministic analysis predicts a homogeneous solution.