Estimating unobservable signal by Markovian noise induction
نویسندگان
چکیده
Riassunto: Un segnale non osservabile viene trasmesso attraverso un canale ma può essere rilevato solo quando viene aggiunto ai dati un rumore con struttura nota e proporzionale ad un prestabilito livello. Il livello ottimale di rumore, cui corrisponde la massima informazione di Fisher del modello, viene detto di risonanza stocastica. L’effetto di risonanza stocastica è stato osservato in presenza di differenti strutture del rumore. Qui viene studiato il caso in cui il rumore è rappresentato da un processo markoviano. Vengono proposti stimatori consistenti del segnale non osservabile e viene analizzato un problema di verifica di ipotesi. L’effetto della risonanza stocastica è evidenziato, tramite esempi, sia nel problema di stima che in quello della verifica di ipotesi.
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Estimating unobservable signal by Markovian noise induction When noise helps in Statistics!
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