In this paper, we present a noise parameter estimation method using a simplified signaldependent noise model. The generic Poisson–Gaussian noise model is simplified to a Gaussian–Gaussian noise model. From the simplified noise model, we experimentally verify that the value obtained by the robust median estimator is almost the same as the mean of the noise standard deviation. Based on this prope...

We use the theory of large deviations to investigate the large time behavior and the small noise asymptotics of random economic processes whose evolutions are governed by mean-reverting stochastic differential equations with (i) constant and (ii) state dependent noise terms. We explicitly show that the probability is exponentially small that the time averages of these process will occupy region...

h a digital fiber optic transmission system, during photodetection process, a shot noise is produced that is neither stationary nor independent of the digital message. The evaluation of the average error probability in the presence of such a message-dependent shot noise, of additive Gaussian noise, and of intersymbol interference is considered. Two methods of calculation are outlined: an exhaus...

We propose the design of an original scalable image coder/decoder that is inspired from the mammalians retina. Our coder accounts for the time-dependent and also nondeterministic behavior of the actual retina. The present work brings two main contributions: As a first step, (i) we design a deterministic image coder mimicking most of the retinal processing stages and then (ii) we introduce a ret...

Abstract We provide a survey of so-called shot-noise queues: queueing models with the special feature that server speed is proportional to amount work it faces. Several results are derived for workload in an M / G /1 queue and some its variants. Furthermore, we give attention queues general workload-dependent service speed. also discuss linear stochastic fluid networks, which input process proc...

According to the great importance of safety in aerospace industries, identification of dynamic parameters of related equipment by experimental tests in operating conditions has been in focus. Due to the existence of noise sources in these conditions the probability of fault occurrence may increases. This study investigates the effects of noise in the process of modal parameters identification b...

Time scale dependence on the working nature of wavelet analysis makes it a valuable tool for Hurst parameter estimation. Similar to other wavelet-based signal processing applications, the selection of a particular wavelet type and vanishing moment in wavelet based Hurst estimation is a challenging problem. In this paper, we investigate the best Daubechies wavelet in wavelet based Hurst estimati...