Iterative autoregressive parameter estimation in presence of additive white noise

1991 ◽  
Vol 27 (20) ◽  
pp. 1800 ◽  
Author(s):  
W.G. Chung ◽  
C.K. Un
Keyword(s):  
Parameter Estimation ◽  
White Noise ◽  
Additive White Noise ◽  
Autoregressive Parameter

Virtual Instrument for Weak Signal Detecting on Monostable Stochastic Resonance

2011 ◽  
Vol 279 ◽  
pp. 361-366
Author(s):  
Quan Yuan ◽  
Yan Shen ◽  
Liang Chen
Keyword(s):  
Power Spectrum ◽  
White Noise ◽  
Stochastic Resonance ◽  
Virtual Instrument ◽  
Stable System ◽  
Periodic Signal ◽  
Nonlinear Phenomenon ◽  
Weak Signal ◽  
Additive White Noise ◽  
Periodic Signals

Stochastic resonance (SR) is a nonlinear phenomenon which can be used to detect weak signal. The theory of SR in a biased mono-stable system driven by multiplicative and additive white noise as well as a weak periodic signal is investigated. The virtual instrument (VI) for weak signal detecting based on this theory is designed with LabVIEW. This instrument can be used to detect weak periodic signals which meets the conditions given and can greatly improved the power spectrum of the weak signal. The results that related to different sets of parameters are given and the features of these results are in accordance with the theory of mono-stable SR. Thus, the application of this theory in the detecting of weak signal is proven to be valid.

scholarly journals Investigation of the Effect of Additive White Noise on the Dynamics of Contact Interaction of the Beam Structure

2019 ◽  
Author(s):  
Ольга Салтыкова ◽  
Olga Saltykova ◽  
Александр Кречин ◽  
Alexander Krechin
Keyword(s):  
Nonlinear Dynamics ◽  
White Noise ◽  
Contact Interaction ◽  
Geometric Nonlinearity ◽  
Chaotic Dynamics ◽  
Kutta Method ◽  
Beam Structure ◽  
Runge Kutta Method ◽  
Additive White Noise ◽  
The Finite Difference Method

The purpose of this work is to study and scientific visualization the effect of additive white noise on the nonlinear dynamics of beam structure contact interaction, where beams obey the kinematic hypotheses of the first and second approximation. When constructing a mathematical model, geometric nonlinearity according to the T. von Karman model and constructive nonlinearity are taken into account. The beam structure is under the influence of an external alternating load, as well as in the field of additive white noise. The chaotic dynamics and synchronization of the contact interaction of two beams is investigated. The resulting system of partial differential equations is reduced to a Cauchy problem by the finite difference method and then solved by the fourth order Runge-Kutta method.

One Class of Sobolev Type Equations of Higher Order with Additive "White Noise"

2015 ◽  
Vol 15 (1) ◽  
pp. 185-196 ◽  
Author(s):  
Alyona A. Zamyshlyaeva ◽  
Georgy A. Sviridyuk ◽  
Angelo Favini
Keyword(s):  
White Noise ◽  
Higher Order ◽  
Sobolev Type ◽  
Additive White Noise
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