The effects of colored noise on stochastic resonance (SR) in a bistable system driven by multiplicative colored noise and additive white noise and a periodic signal are studied by using the unified colored noise approximation and the theory of signal-to-noise ratio (SNR) in the adiabatic limit. In the case of no correlations between noises, there is an optimal noise intensities ratio R at which...

R-dimensional (R-D) harmonic retrieval (HR) in colored noise, where RZ2, is required in numerous applications including radar, sonar, mobile communications, multiple-input multiple-output channel estimation and nuclear magnetic resonance spectroscopy. Tensor-based subspace approaches to R-D HR such as R-D unitary ESPRIT and R-D MUSIC provide super-resolution performance. However, they require t...

The relationship of the Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the ItoStratonovich calculus for white noise. It also provides an approach to steady stat...

We consider the Kuramoto model of globally coupled phase oscillators with time-delayed interactions, that is subject to Ornstein–Uhlenbeck (Gaussian) colored or non-Gaussian colored noise. We investigate numerically the interplay between the influences of the finite correlation time of noise τ and the time delay τd on the onset of the synchronization process. The cases for identical and noniden...

Effects of colored noise near supercritical Hopf bifurcation, especially noise induced oscillation (NIO) and coherence resonance (CR), have been studied analytically in the Brusselator model, using the stochastic normal form method. Two types of colored noise are considered: one is the standard Gaussian colored noise generated by the Ornstein-Uhlenbeck (OU) process and the other is the so-calle...

The singular value decomposition (SVD) analysis is used at different stages in this paper in order to extract useful information concerning the underlying dynamics of the magnetospheric AE index. As a frame of reference we use the dynamics of the Lorenz system perturbed by external noise, white or colored. One of the critical results is that the colored noise can be differentiated from the whit...

Autoregressive (AR) modeling has played an important role in many signal processing applications. This paper is concerned with identification of AR model parameters using observations corrupted with colored noise. A novel formulation of an auxiliary least-squares estimator is introduced so that the autocovariance functions of the colored observation noise can be estimated in a straightforward m...

We report frequency-locked resonant patterns induced by additive noise in periodically forced reaction-diffusion Brusselator model. In the regime of 2:1 frequency-locking and homogeneous oscillation, the introduction of additive noise, which is colored in time and white in space, generates and sustains resonant patterns of hexagons, stripes, and labyrinths which oscillate at half of the forcing...