A method for applying Kalman filtering to speechsignals corrupted by colored noise is presented. Both speech and colored noise are modeled as autoregressive (AR) processesusing speechand silence regions determined by an automatic end-point detector. Due to the non-stationary nature of the speech signal, non-stationary Kalman filter is used. Experiments indicate that non-stationary Kalman filter...

We analyze signal detection with nonlinear test statistics in the presence of colored noise. In the limits of small signal and weak noise correlation, the optimal test statistic and its performance are derived under general conditions, especially concerning the type of noise. We also analyze, for a threshold nonlinearity-a key component of a neural model, the conditions for noise-enhanced perfo...

A coupled map lattice of generalized Lotka-Volterra equations in the presence of colored multiplicative noise is used to analyze the spatiotemporal evolution of three interacting species: one predator and two preys symmetrically competing each other. The correlation of the species concentration over the grid as a function of time and of the noise intensity is investigated. The presence of noise...

Based on dynamic features of human speech, the local projection (LP) method has been adapted to the enhancement of speech corrupted by white noise. As an extension of the LP method, a strategy with two rounds of projection is introduced to enhance the speech contaminated with colored noise. Colored noise mainly resides in a low dimensional subspace, and is assumed to be stationary in this commu...

An effective white-noise Langevin equation is derived that describes long-time phase dynamics of a limit-cycle oscillator driven by weak stationary colored noise. Effective drift and diffusion coefficients are given in terms of the phase sensitivity of the oscillator and the correlation function of the noise, and are explicitly calculated for oscillators with sinusoidal phase sensitivity functi...

An energy-constrained signal subspace (ECSS) method is proposed for speech enhancement and recognition under an additive colored noise condition. The key idea is to match the short-time energy of the enhanced speech signal to the unbiased estimate of the short-time energy of the clean speech, which is proven very e ective for improving the estimation of the noise-like, low-energy segments in sp...

We have discussed the dynamics of Langevin model subjected to colored noise, by using the functional-integral method (FIM) combined with equations of motion for mean and variance of the state variable. Two sets of colored noise have been investigated: (a) additive and multiplicative colored noise and (b) one additive and two multiplicative colored noise. The case (b) is examined with the releva...

Fluctuation-induced transport in a correlation ratchet driven by both additive Gaussian white and additive Ornstein-Uhlenbeck (colored) noise is studied numerically and interpreted against theoretical predictions. The current, as well as the current-load curve, exhibits a different behavior depending on the scaling of the colored noise strength. This archetypal correlation ratchet is capable of...

An on-line version of the Steiglitz-McBride algorithm that is consistent in the presence of colored noise is proposed. In addition, a proof of local convergence of the new algorithm is provided. Some computer simulations are included showing that the consistent Steiglitz-McBride algorithm is useful for IIR adaptive filtering when the measurement noise is colored.

We explore the potential impact of colored noise on space-charge-induced halo formation. By coupling particle orbits to parametric resonance, colored noise due to space-charge fluctuations and/or imperfections in the beamline can eject particles to much larger amplitudes than would be inferred from parametric resonance alone.