In this paper, we study the Besov regularity of a general d-dimensional Lévy white noise. More precisely, we describe new sample paths properties of a given noise in terms of weighted Besov spaces. In particular, we characterize the smoothness and integrability properties of the noise using the indices introduced by Blumenthal, Getoor, and Pruitt. Our techniques rely on wavelet methods and gene...

Aiming to improve survey accuracy of Measurement While Drilling (MWD) based on Fiber Optic Gyroscopes (FOGs) in the long period, the external aiding sources are fused into the inertial navigation by the Kalman filter (KF) method. The KF method needs to model the inertial sensors' noise as the system noise model. The system noise is modeled as white Gaussian noise conventionally. However, becaus...

Weconsider a classic competing-speciesmodelwith the rates changed to includeGaussian white noise. We show that if the noise is not too large, then the stochastic version is ergodic. An explicit relation between the noise and the original competing-species parameters gives a sufficient condition for ergodicity.

In the existing “direct” white noise theory of nonlinear filtering, the state process is still modelled as a Markov process satisfying an It6 stochastic differential equation, while a “finitely additive” white noise is used to model the observation noise. We remove this asymmetry by modelling the state process as the solution of a (stochastic) differential equation with a “finitely additive” wh...

To test the performance of an algorithm for an inverse problem for cases similar to those under which experimental data is used, random noise can be added to given simulated data. The most common way to do this is to use white noise generated by a uniformly or normally distributed random sequence. Another possibility is to use noise given by the so-called Rice Representation of random noise. We...

The efficacy of a specially constructed Gallager-type errorcorrecting code to communication in a Gaussian channel is being examined. The construction is based on the introduction of complex matrices, used in both encoding and decoding, which comprise sub-matrices of cascading connection values. The finite size effects are estimated for comparing the results to the bounds set by Shannon. The cri...

Abstract Previous works have shown that time asymmetric forcing on one hand, as well as non-Gaussian noises on the other, can separately enhance the efficiency and current of a Brownian motor. Here, we study the result of subjecting a Brownian motor to both effects simultaneously. Our results have been compared with those obtained for the Gaussian white noise regime in the adiabatic limit. We f...

We propose a novel approach to the characterization of geometric regions by use of wavelet coefficients. We show that in the absence of noise, geometric regions with edges behave differently from other regions as far as the evolution of their wavelet coefficients through scales is concerned. We use this particularity to identify piecewise smooth subimages in a noisy context on which we perform ...

This paper deals with a noisy speech enhancement technique based on the fusion of auditory and visual information. We first present the global structure of the system, and then we focus on the tool we used to melt both sources of information. The whole noise reduction system is implemented in the context of vowel transitions corrupted with white noise. A complete evaluation of the system in thi...