• Title, Summary, Keyword: Gaussian white noise

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Stochastic analysis of external and parametric dynamical systems under sub-Gaussian Levy white-noise

  • Di Paola, Mario;Pirrotta, Antonina;Zingales, Massimiliano
    • Structural Engineering and Mechanics
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    • v.28 no.4
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    • pp.373-386
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    • 2008
  • In this study stochastic analysis of non-linear dynamical systems under ${\alpha}$-stable, multiplicative white noise has been conducted. The analysis has dealt with a special class of ${\alpha}$-stable stochastic processes namely sub-Gaussian white noises. In this setting the governing equation either of the probability density function or of the characteristic function of the dynamical response may be obtained considering the dynamical system forced by a Gaussian white noise with an uncertain factor with ${\alpha}/2$- stable distribution. This consideration yields the probability density function or the characteristic function of the response by means of a simple integral involving the probability density function of the system under Gaussian white noise and the probability density function of the ${\alpha}/2$-stable random parameter. Some numerical applications have been reported assessing the reliability of the proposed formulation. Moreover a proper way to perform digital simulation of the sub-Gaussian ${\alpha}$-stable random process preventing dynamical systems from numerical overflows has been reported and discussed in detail.

COHERENT SATE REPRESENTATION AND UNITARITY CONDITION IN WHITE NOISE CALCULUS

  • Obata, Nobuaki
    • Journal of the Korean Mathematical Society
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    • v.38 no.2
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    • pp.297-309
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    • 2001
  • White noise distribution theory over the complex Gaussian space is established on the basis of the recently developed white noise operator theory. Unitarity condition for a white noise operator is discussed by means of the operator symbol and complex Gaussian integration. Concerning the overcompleteness of the exponential vectors, a coherent sate representation of a white noise function is uniquely specified from the diagonal coherent state representation of the associated multiplication operator.

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THE RANDOM SIGNALS SATISFYING THE PROPERTIES OF THE GAUSSIAN WHITE NOISE

  • Moon, Byung-Soo;Beasley, Leroy B.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.9 no.1
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    • pp.9-16
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    • 2005
  • The random signals defined as sums of the single frequency sinusoidal signals with random amplitudes and random phases or equivalently sums of functions obtained by adding a Sine and a Cosine function with random amplitudes, are used in the double randomization method for the Monte Carlo solution of the turbulent systems. We show that these random signals can be used for studying the properties of the Johnson noise by proving that constant multiples of these signals with uniformly distributed frequencies in a fixed frequency band satisfy the properties of the Gaussian white noise.

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WICK DERIVATIONS ON WHITE NOISE FUNCTIONALS

  • Chung, Dong-Myung;Chung, Tae-Su
    • Journal of the Korean Mathematical Society
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    • v.33 no.4
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    • pp.993-1008
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    • 1996
  • The white noise analysis, initiated by Hida [3] in 1975, has been developed to an infinite dimensional distribution theory on Gaussian space $(E^*, \mu)$ as an infinite dimensional analogue of Schwartz distribution theory on Euclidean space with Legesgue measure. The mathematical framework of white noise analysis is the Gel'fand triple $(E) \subset (L^2) \subset (E)^*$ over $(E^*, \mu)$ where $\mu$ is the standard Gaussian measure associated with a Gel'fand triple $E \subset H \subset E^*$.

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Optical dielectric function of impurity doped Quantum dots in presence of noise

  • Ghosh, Anuja;Bera, Aindrila;Ghosh, Manas
    • Advances in nano research
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    • v.5 no.1
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    • pp.13-25
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    • 2017
  • We examine the total optical dielectric function (TODF) of impurity doped GaAs quantum dot (QD) from the viewpoint of anisotropy, position-dependent effective mass (PDEM) and position dependent dielectric screening function (PDDSF), both in presence and absence of noise. The dopant impurity potential is Gaussian in nature and noise employed is Gaussian white noise that has been applied to the doped system via two different modes; additive and multiplicative. A change from fixed effective mass and fixed dielectric constant to those which depend on the dopant coordinate manifestly affects TODF. Presence of noise and also its mode of application bring about more rich subtlety in the observed TODF profiles. The findings indicate promising scope of harnessing the TODF of doped QD systems through expedient control of site of dopant incorporation and application of noise in desired mode.

Direction Information Concerned Algorithm for Removing Gaussian Noise in Images

  • Gao, Yinyu;Kim, Nam-Ho
    • Journal of information and communication convergence engineering
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    • v.9 no.6
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    • pp.758-762
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    • 2011
  • In this paper an efficient algorithm is proposed to remove additive white Gaussian noise(AWGN) with edge preservation. A function is used to separate the filtering mask to two sets according to the direction information. Then, we calculate the mean and standard deviation of the pixels in each set. In order to preserve the details, we also compare standard deviations between the two sets to find out smaller one. Corrupted pixel is replaced by the mean of the filtering window's median value and the smaller set's mean value that the rate of change is faster than the other one. Experiment results show that the proposed algorithm outperforms with significant improvement in image quality than the conventional algorithms. The proposed method removes the Gaussian noise very effectively.

Generalized outage probability analysis for a cellular mobile radio systems in rayleigh fading environment (레일리 페이딩을 겪은 셀룰라 이동통신시스팀의 일반화된 outage probability 해석)

  • 김성민;윤동원;한영열
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.32A no.7
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    • pp.1-7
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    • 1995
  • In this paper, we generalize the method to calculate the outage probability in the presence of multiple rayleigh faded cochannel interferences and additive white Gaussian noise. Our result is a computational formula that can be applied with or without Gaussian noise in Rayleigh faded cochannel interferences. Without Gaussian noise, the situation degenerates to usual case of the cochannel interferences. The result can be appiled also in the presence of Gaussian noise with or without cochannel interferences.

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Linear Prediction Approach for Accurate Dual-Channel Sine-Wave Parameter Estimation in White Gaussian Noise

  • So, Hing-Cheung;Zhou, Zhenhua
    • ETRI Journal
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    • v.34 no.4
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    • pp.641-644
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    • 2012
  • The problem of sinusoidal parameter estimation at two channels with common frequency in white Gaussian noise is addressed. By making use of the linear prediction property, an iterative linear least squares (LLS) algorithm for accurate frequency estimation is devised. The remaining parameters are then determined according to the LLS fit with the use of the frequency estimate. It is proven that the variance of the frequency estimate achieves Cram$\acute{e}$r-Rao lower bound at sufficiently small noise conditions.

Implementation of Digital Filter for Additive White Gaussian Noise Removal (부가 백색 가우스 잡음 제거를 위한 디지털 필터 구현)

  • Cheon, Bong-Won;Kwon, Se-Ik;Kim, Nam-Ho
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • pp.473-476
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    • 2017
  • As the society has developed into a digital information age society, a lot of electronic communication equipments are popularized. However, there are various causes of noise during signal transmission between communication devices. The noise generated in the communication system is a white noise that is distributed evenly in all frequency bands. This white noise causes system errors and lowers reliability. Therefore, in this paper, the existing Gaussian filter, Median filter, Alpha trimmed mean filter, and min/max filter for removing white noise are described and the characteristics and performance of each filter are compared with each other.

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Limit of the maximum Signal Levels from other Radio Noise and interference of the Reciving Signal (외부잡음의 수신신호에 미치는 영향과 최악조건의 한계)

  • 김원후
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.5 no.1
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    • pp.34-39
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    • 1980
  • This paper discribes a effect of Radio signals in Noise and Interference for the Communication systems and Generation of diffusion Noise from the Solid state Devices, and in Jection it to the Radio Reciving systems for probability of Signal Detection. The error performance depends on level of the Noise spectral density by Random processes between average signal energy. This experimental result are given by the performance of the correlation receiver for detecting Completely known signals in additive white Gaussian Noise.

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