Noise color influence on escape times in nonlinear oscillators-experimental and numerical results

The interplay between noise and nonlinearites can lead to escape dynamics.Associated nonlinear phe-nomena have been observed in various applications ranging from climatology to biology and engineering.For reasons of computational ease,in most studies,Gaussian white noise is used.However,this noise model is not physical due to the associated infinite energy content.Here,the authors present extensive experimental investigations and numerical simulations conducted to examine the impact of noise color on escape times in nonlinear oscillators.With a careful parameterization of the numerical simulations,the authors are able to make quantitative comparisons with experimental results.Through the experi-ments and simulations,it is illustrated that the noise color can drastically influence escape times and escape probability.

Stochastic bifurcations of generalized Duffing–van der Pol system with fractional derivative under colored noise

The stochastic bifurcation of a generalized Duffing–van der Pol system with fractional derivative under color noise excitation is studied. Firstly, fractional derivative in a form of generalized integral with time-delay is approximated by a set of periodic functions. Based on this work, the stochastic averaging method is applied to obtain the FPK equation and the stationary probability density of the amplitude. After that, the critical parameter conditions of stochastic P-bifurcation are obtained based on the singularity theory. Different types of stationary probability densities of the amplitude are also obtained. The study finds that the change of noise intensity, fractional order, and correlation time will lead to the stochastic bifurcation.

New targets number estimation method under colored noise background

A multiple targets detection method based on spatial smoothing （MTDSS） is proposed to solve the problem of the source number estimation under the colored noise background. The forward and backward smoothing based on auxiliary vectors which are received data on some specific elements is computed. By the spatial smoothing with auxiliary vectors, the correlated signals are decorrelated, and the colored noise is partially alleviated. The correlation matrix formed from the cross correlations between subarray data and auxiliary vectors is computed. By exploring the second-order statistics property of the covariance matrix, a threshold based on Gerschgorin radii of the smoothing correlation matrix is set to estimate the number of sources. Simulations and experimental results validate that MTDSS has an effective performance under the condition of the colored noise background and coherent sources, and MTDSS is robust with the correlated factor of signals and noise.

Stochastic responses of Duffing–Van der Pol vibro-impact system under additive colored noise excitation

A response analysis procedure is developed for a vibro-impact system excited by colored noise. The non-smooth transformation is used to convert the vibro-impact system into a new system without impact term. With the help of the modified quasi-conservative averaging, the total energy of the new system can be approximated as a Markov process, and the stationary probability density function （PDF） of the total energy is derived. The response PDFs of the original system are obtained using the analytical solution of the stationary PDF of the total energy. The validity of the theoretical results is tested through comparison with the corresponding simulation results. Moreover, stochastic bifurcations are also explored.

Stochastic resonance for a metapopulation system driven by multiplicative and additive colored noises

We investigate the stochastic resonance （SR） phenomenon induced by the periodic signal in a metapopulation system with colored noises. The analytical expression of signal-to-noise is derived in the adiabatic limit. By numerical calculation, the effects of the addictive noise intensity, the multiplicative noise intensity and two noise self-correlation times on SNR are respectively discussed. It shows that： （i） in the case that the addictive noise intensity M takes a small value, a SR phenomenon for the curve of SNR appears; however, when M takes a large value, SNR turns into a monotonic function on the multiplicative noise intensity Q. （ii） The resonance peaks in the plots of the multiplicative noise intensity Q versus its self-correlation time Vl and the addictive noise intensity M versus its self-correlation time ~2 translate in parallel. Mean- while, a parallel translation also appears in the plots of vl versus Q and v2 versus M. （iii） The interactive effects between self-correlation times Vl and v2 are opposite.

Asymmetric stochastic resonance under non-Gaussian colored noise and time-delayed feedback

Based on adiabatic approximation theory,in this paper we study the asymmetric stochastic resonance system with time-delayed feedback driven by non-Gaussian colored noise.The analytical expressions of the mean first-passage time(MFPT)and output signal-to-noise ratio(SNR)are derived by using a path integral approach,unified colored-noise approximation(UCNA),and small delay approximation.The effects of time-delayed feedback and non-Gaussian colored noise on the output SNR are analyzed.Moreover,three types of asymmetric potential function characteristics are thoroughly discussed.And they are well-depth asymmetry(DASR),well-width asymmetry(WASR),and synchronous action of welldepth and well-width asymmetry(DWASR),respectively.The conclusion of this paper is that the time-delayed feedback can suppress SR,however,the non-Gaussian noise deviation parameter has the opposite effect.Moreover,the correlation time plays a significant role in improving SNR,and the SNR of asymmetric stochastic resonance is higher than that of symmetric stochastic resonance.Our experiments demonstrate that the appropriate parameters can make the asymmetric stochastic resonance perform better to detect weak signals than the symmetric stochastic resonance,in which no matter whether these signals have low frequency or high frequency,accompanied by strong or weak noise.

Effects of colored noise on the dynamics of quantum entanglement of a one-parameter qubit-qutrit system

We analyzed the effect of colored noise on the negativity dynamics of a hybrid system consisting of a qubit-qutrit and not interacting,prepared from the start in an entangled one-parameter state and acting with noise in local and non-local environments.In this pink and brown noise we investigated two different situations:in the first situation,the noise is produced by a bistable oscillator with an unknown exchange rate;however,in the second situation,the noise is generated by a set of bistable oscillators.We found that entanglement decreases with time to zero,and undergoes the phenomenon of sudden death and rebirth.The pink noise is more prone to entanglement than the brown noise and the non-local environment is more prone to entanglement than the local one.When the number of fluctuators is increased,entanglement decays faster and finally,for certain parameters of the initial state,the subsystems are not affected by the noise.

Influence of the colored noise on determining the period of a torsion pendulum

Based on statistical properties, two typical models are considered to calculate the uncertainties for some random noise sequences on the period extraction of a torsion pendulum, which is important and instructive in the measurement of gravitational constant G with the time-of-swing method. An expression of the uncertainty for the period measurement is obtained, which is dependent on the ratio ？t/（1/λ） where ？t is the interval of the sample time and 1/λ is the length of the correlation time. The result of processing experimental data shows that as the interval of the sample time ？t gradually shortens, the uncertainty of the period becomes smaller, and further when the ratio ？t/（1/λ） is less than 1, the uncertainty remains substantially unchanged.

Nano-friction phenomenon of Frenkel-Kontorova model under Gaussian colored noise

The nano-friction phenomenon in a one-dimensional Frenkel-Kontorova(FK)model under Gaussian colored noise is investigated by using the molecular dynamic simulation method.The role of colored noise is analyzed through the inclusion of a stochastic force via a Langevin molecular dynamics method.Via the stochastic Runge-Kutta algorithm,the relationship between different parameter values of the Gaussian colored noise(the noise intensity and the correlation time)and the nano-friction phenomena such as hysteresis,the maximum static friction force is separately studied here.Similar results are obtained from the two geometrically opposed ideal cases:incommensurate and commensurate interfaces.It was found that the noise strongly influences the hysteresis and maximum static friction force and with an appropriate external driving force,the introduction of noise can accelerate the motion of the system,making the atoms escape from the substrate potential well more easily.Interestingly,suitable correlation time and noise intensity give rise to super-lubricity.It is noteworthy that the difference between the two circumstances lies in the fact that the effect of the noise is much stronger on triggering the motion of the FK model for the commensurate interface than that for the incommensurate interface.

Enhancement of density divergence in an insect outbreak model driven by colored noise

The steady states and the transient properties of an insect outbreak model driven by Gaussian colored noise are studied in this paper. According to the Fokker-Planck equation in the unified colored-noise approximation, we analyse the stationary probability distribution and the mean first-passage time of this model. By numerical analysis, the effects of the self-correlation time of insect birth rate and predation rate respectively reveal a manifest population divergence on the insect density. The decrease of the mean first-passage time indicates an enhancement dynamic on the density divergency with colored noise of a large self-correlation time based on the insect outbreak model.

Method for determining number of coherent signals in the presence of colored noise

The approach of estimating the number of signals based on information theoretic criteria has good performance in the assumption of white noise, but it always leads to false estimation of the coherent sources in colored noise. An approach combining the combined information theoretic criteria and eigen- value correction, is presented to determine number of signals. The method uses maximum likelihood （ML） and information theoretic criteria to estimate coherent signals alternately, then eliminate the inequality of the eigenvalues caused by colored noise by correcting the noise eigenvalues. The computer simulation results prove the effective performance of the method.

Bifurcation in most probable phase portraits for a bistable kinetic model with coupling Gaussian and non-Gaussian noises

The phenomenon of stochastic bifurcation driven by the correlated non-Gaussian colored noise and the Gaussian white noise is investigated by the qualitative changes of steady states with the most probable phase portraits.To arrive at the Markovian approximation of the original non-Markovian stochastic process and derive the general approximate Fokker-Planck equation(FPE),we deal with the non-Gaussian colored noise and then adopt the unified colored noise approximation(UCNA).Subsequently,the theoretical equation concerning the most probable steady states is obtained by the maximum of the stationary probability density function(SPDF).The parameter of the uncorrelated additive noise intensity does enter the governing equation as a non-Markovian effect,which is in contrast to that of the uncorrelated Gaussian white noise case,where the parameter is absent from the governing equation,i.e.,the most probable steady states are mainly controlled by the uncorrelated multiplicative noise.Additionally,in comparison with the deterministic counterpart,some peculiar bifurcation behaviors with regard to the most probable steady states induced by the correlation time of non-Gaussian colored noise,the noise intensity,and the non-Gaussian noise deviation parameter are discussed.Moreover,the symmetry of the stochastic bifurcation diagrams is destroyed when the correlation between noises is concerned.Furthermore,the feasibility and accuracy of the analytical predictions are verified compared with those of the Monte Carlo(MC)simulations of the original system.

Multi-Source Underwater DOA Estimation Using PSO-BP Neural Network Based on High-Order Cumulant Optimization

Due to the complex and changeable environment under water,the performance of traditional DOA estimation algorithms based on mathematical model,such as MUSIC,ESPRIT,etc.,degrades greatly or even some mistakes can be made because of the mismatch between algorithm model and actual environment model.In addition,the neural network has the ability of generalization and mapping,it can consider the noise,transmission channel inconsistency and other factors of the objective environment.Therefore,this paper utilizes Back Propagation(BP)neural network as the basic framework of underwater DOA estimation.Furthermore,in order to improve the performance of DOA estimation of BP neural network,the following three improvements are proposed.(1)Aiming at the problem that the weight and threshold of traditional BP neural network converge slowly and easily fall into the local optimal value in the iterative process,PSO-BP-NN based on optimized particle swarm optimization(PSO)algorithm is proposed.(2)The Higher-order cumulant of the received signal is utilized to establish the training model.(3)A BP neural network training method for arbitrary number of sources is proposed.Finally,the effectiveness of the proposed algorithm is proved by comparing with the state-of-the-art algorithms and MUSIC algorithm.

Lattice structure adaptive IIR notch filter based on least square kurtosis

A new variable step-size algorithm for a second-order lattice form structure adaptive infinite impulse response （IIR） notch filter to detection and estimation frequency of sinusoids in Gaussian noises is proposed. Utilizing least square kurtosis of output signals as a cost function, the new gradient-based algorithm to update frequency of the adaptive IIR notch filter and the new variable step-size algorithm are given. The computer simulation results show that the proposed algorithm has better ability in suppressing colored Gaussian noises and better accuracy in estimating parameters at low SNR than previous algorithms.

Stochastic averaging method for estimating first-passage statistics of stochastically excited Duffing-Rayleigh-Mathieu system

The first-passage statistics of Duffing-Rayleigh- Mathieu system under wide-band colored noise excitations is studied by using stochastic averaging method. The motion equation of the original system is transformed into two time homogeneous diffusion Markovian processes of amplitude and phase after stochastic averaging. The diffusion process method for first-passage problem is used and the corresponding backward Kolmogorov equation and Pontryagin equation are constructed and solved to yield the conditional reliability function and mean first-passage time with suitable initial and boundary conditions. The analytical results are confirmed by Monte Carlo simulation.

Fast multi-parameter estimation and localization for MIMO radar

This paper addresses the problem of four-dimensional angle and Doppler frequency estimation for bistatic multiple-input multiple-output （MIMO） radar with arbitrary arrays in spatial co- lored noise. A novel method for joint estimation of Doppler fre- quency, two-dimensional （2D） direction of departure and 2D direc- tion of arrival based on the propagator method （PM） for arbitrary arrays is discussed. A special matrix is constructed to eliminate the influence of spatial colored noise. The four-dimensional （4D） angle and Doppler frequency are extracted from the matrix and the three- dimensional （3D） coordinates of the targets are then calculated on the basis of these angles. The proposed algorithm provides a lower computational complexity and has a parameter estimation very close to that of the ESPRIT algorithm and the DOA-matrix al- gorithm in the high signal to noise ratio and the Cramer-Rao bound （CRB） is given. Furthermore, multi-dimensional parameters can be automatically paired by this algorithm to avoid performance degra- dation resulting from wrong pairing. Simulation results demonstrate the effectiveness of the proposed method.

Effect of different inter-satellite range on measurement precision of Earth’s gravitational field from GRACE

The precision of Earth＇s gravitational field from GRACE up to degree and order 120 was studied for different inter-satellite ranges using the improved energy conservation principle. Our simulated result shows that： For long wavelength （L≤20） at degree 20, the cumulative geoid-height error gradually decreased with increasing range, from 0. 052 cm for 110 km to 1. 156 times and 1. 209 times as large for 220 km and 330 kin, respectively. For medium-wavelength （ 100 ≤ L ≤ 120） at degree 120, the cumulative geoid-height error de- creased from 13. 052 cm for 110 km, to 1. 327 times and 1. 970 times as large for the ranges of 220 km and 330 km, respectively; By adopting an optimal range of 220 ± 50 km, we can suppress considerably the loss of precision in the measurement of the Earth＇ s long-wavelength and medium-wavelength gravitational field.

Operational modal parameter identification with colored noise excitation

Operational Modal Analysis(OMA) refers to the modal analysis of a structure in its operating state. The advantage of OMA is that only the output vibration signal of a system is used in the analysis process. Classic OMA is based on the white noise excitation assumption and many identification methods have been developed in both time domain and frequency domain. But in reality, many environmental excitations are not compliance with the white noise assumption. In this paper, a method of half power bandwidth analysis is applied to power spectrum analysis to deal with the colored noise and trapezoidal spectral excitation. The modal frequencies and modal damping ratios are derived and the error caused by trapezoidal spectral and colored noise excitation are analyzed. It is proved that the OMA algorithm based on the white noise assumption can be extended to the colored noise environments under certain conditions. Finally, a simulation example with a cantilever beam and a vibration test with four kinds of colored noise and trapezoidal spectrum base excitation are carried out and the results support the proposed method.

Orthogonal projection based subspace identification against colored noise

In this paper, a bias-eliminated subspace identification method is proposed for industrial applications subject to colored noise. Based on double orthogonal projections, an identification algorithm is developed to eliminate the influence of colored noise for consistent estimation of the extended observability matrix of the plant state-space model. A shift-invariant approach is then given to retrieve the system matrices from the estimated extended observability matrix. The persistent excitation condition for consistent estimation of the extended observability matrix is analyzed. Moreover, a numerical algorithm is given to compute the estimation error of the estimated extended observability matrix. Two illustrative examples are given to demonstrate the effectiveness and merit of the proposed method.

Influence of the Gaussian colored noise and electromagnetic radiation on the propagation of subthreshold signals in feedforward neural networks

Iterative methods are used to simulate the in vitro feedforward neural networks in physiological experiments.Emissivity can be propagated to a minimum of ten groups.However,the discharge activity of each group will be more synchronized.The feedforward neural networks have a wide range of applications in machine learning,and the weight of synapses considerably influences the propagation of weak signals.Herein,we investigated the effect of Gaussian colored noise and electromagnetic radiation on the propagation of the subthreshold excitatory postsynaptic current signals in the input layer of the multilayer Izhikevich neural feedforward networks.In the absence of electromagnetic radiation,the excitatory postsynaptic current signal is stably propagated and amplified in multilayer feedforward neural networks under the optimal Gaussian colored noise strength or correlation time in the output layer of the network.Compared with the case in which there is no electromagnetic radiation,the presence of electromagnetic radiation slightly reduces the propagation of weak signals.Further,the time required to propagate the excitatory postsynaptic current signal to the output layer increases with the increasing feedback gain.The feedforward neural network considered in this study is a considerably simple model.More complex structures,such as backward connection and delayed feedback,can be observed in real biological systems.Hence,the next step will be to study more complex neural models with neuron models based on the physiological experimental data and compare them with real biological systems.Furthermore,the study of neural networks can be combined with an experimental study about the auditory nervous system of bats to understand the biological mechanism associated with the auditory system function of bats from two perspectives.