We study the asymptotic behavior of stochastic plate equations with homogeneous Neumann boundary conditions. We show the existence of an attractor for the random dynamical system associated with the equation.

— The minimum mean-square error of the estimation of a non-Gaussian signal where observed from an additive white Gaussian noise (WGN) channel's output, is analyzed. First, a quite general time-continuous channel model is assumed for which the behavior of the non-Gaussianess of the channel's output for small signal to noise ratio q, is proved. Then, It is assumed that the channel input's signal ...

Reverse-correlation is the most widely used method for mapping receptive fields of early visual neurons. Wiener kernels of the neurons are calculated by cross-correlating the neuronal responses with a Gaussian white noise stimulus. However, Gaussian white noise is an inefficient stimulus for driving higher-level visual neurons. We show that if the stimulus is synthesized by a linear generative ...

Parametric estimation of signals, based on quantized data, is often carried out by means of least squares (LS) or averaging techniques. Such an approach often leads to optimal performance, resulting in almost unbiased estimators when the quantization error can approximately be modeled as an additive white Gaussian noise, or when other additive white Gaussian noise sources are larger than the qu...

In the continuous-time domain, Maximum-Likelihood (ML) detection of a chirp signal in white Gaussian noise can be done via the line-integral transform of the classical Wigner distribution. The line-integral transform is known variously as the Hough transform and the Radon transform. For discrete-time signals, the Wigner-type distribution defined by Claasen and Mecklenbrauker has become popular ...

The non-linear dissipation corresponding to a non-Gaussian thermal bath is introduced together with a multiplicative white noise source in the phenomenological Langevin description for the velocity of a particle moving in some potential landscape. Deriving the closed Kolmogorov’s equation for the joint probability distribution of the particle displacement and its velocity by use of functional m...

In most previously reported studies on pseudonoise (PN) code acquisition, independent additive noises have been assumed in various noise environments. The use of an independent observation model may cause considerable performance degradation in modern high datarate communication systems. In these studies, only additive noise model is considered. In this paper, a new detector for PN code acquisi...

Motivated by multichannel radar detection applications in the presence of both white Gaussian noise and Gaussian clutter with unknown power, we develop maximum likelihood parameter estimates for the disturbance process. Both cases with known and unknown white noise variance are treated. As the estimators do not admit closed-form solutions, numerical iterative procedures are developed that are g...