A subthreshold signal is transmitted through a channel and may be detected when some noise--with known structure and proportional to some level--is added to the data. There is an optimal noise level, called stochastic resonance that corresponds to the highest Fisher information in the problem of estimation of the signal. As noise we consider an ergodic diffusion process and the asymptotic is considered as time goes to infinity. We propose consistent estimators of the subthreshold signal and we solve further a problem of hypotheses testing. We also discuss evidence of stochastic resonance for both estimation and hypotheses testing problems via examples.
Statistical analysis of stochastic resonance with ergodic diffusion noise
Reprints and Corporate Permissions
Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?
To request a reprint or corporate permissions for this article, please click on the relevant link below:
Academic Permissions
Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?
Obtain permissions instantly via Rightslink by clicking on the button below:
If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.
Related research
People also read lists articles that other readers of this article have read.
Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.
Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.