Linear systems with many degrees of freedom containing multiplicative and additive noise are considered. The steady state probability distribution for equations of this kind is examined. With multiplicative white noise it is shown that under some symmetry conditions, the probability distribution of a single component has power law tails, with the exponent independent of the strength of additive...

We generalize the noisy expectation-maximization (NEM) algorithm to allow arbitrary modes of noise injection besides just adding noise to the data. The noise must still satisfy a NEM positivity condition. This generalization includes the important special case of multiplicative noise injection. A generalized NEM theorem shows that all measurable modes of injecting noise will speed the average c...

The effect of multiplicative noise on a signal when compared with that of additive noise is very large. In this paper, we address the problem of suppressing multiplicative noise in one-dimensional signals. To deal with signals that are corrupted with multiplicative noise, we propose a denoising algorithm based on minimization of an unbiased estimator (MURE) of meansquare error (MSE). We derive ...