Noise suppression and spectral decomposition for state-dependent noise in the presence of a stationary fluctuating input

D. Brian Walton, Koen Visscher

Research output: Contribution to journalArticle

7 Scopus citations

Abstract

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.

Original languageEnglish (US)
Number of pages1
JournalPhysical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics
Volume69
Issue number5
DOIs
Publication statusPublished - Jan 1 2004

    Fingerprint

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Statistics and Probability
  • Condensed Matter Physics

Cite this