TY - JOUR
T1 - Noise suppression and spectral decomposition for state-dependent noise in the presence of a stationary fluctuating input
AU - Walton, D. Brian
AU - Visscher, Koen
PY - 2004
Y1 - 2004
N2 - It recently has been shown that the observed noise amplitude of an intrinsically noisy system may be reduced by causing the underlying state to fluctuate [J. M. G. Vilar and J. M. Rubí, Phys. Rev. Lett. 86, 950 (2001)]. This paper extends the previous theory by considering the full power spectrum of the output signal, interpreting noise reduction in terms of the low-frequency end of the spectrum as well as the integrated spectrum. Our treatment accounts for arbitrarily sized fluctuations and deals with both continuous and discretely sampled observations. We show that noise suppression is possible if and only if the stationary average of the intensity of state-dependent noise decreases. We apply our analysis to an example involving saturable electrical conduction discussed in the original paper by Vilar and Rubí.
AB - It recently has been shown that the observed noise amplitude of an intrinsically noisy system may be reduced by causing the underlying state to fluctuate [J. M. G. Vilar and J. M. Rubí, Phys. Rev. Lett. 86, 950 (2001)]. This paper extends the previous theory by considering the full power spectrum of the output signal, interpreting noise reduction in terms of the low-frequency end of the spectrum as well as the integrated spectrum. Our treatment accounts for arbitrarily sized fluctuations and deals with both continuous and discretely sampled observations. We show that noise suppression is possible if and only if the stationary average of the intensity of state-dependent noise decreases. We apply our analysis to an example involving saturable electrical conduction discussed in the original paper by Vilar and Rubí.
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U2 - 10.1103/PhysRevE.69.051110
DO - 10.1103/PhysRevE.69.051110
M3 - Article
C2 - 15244811
AN - SCOPUS:84890667938
SN - 1063-651X
VL - 69
SP - 8
JO - Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics
JF - Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics
IS - 5
ER -