Statistical analysis of stochastic resonance with ergodic diffusion noise
Abstract
A subthreshold signal is transmitted through a channel and may be detected when some noise  with known structure and proportional to some level  is added to the data. There is an optimal noise level, called stochastic resonance, that corresponds to the highest Fisher information in the problem of estimation of the signal. As noise we consider an ergodic diffusion process and the asymptotic is considered as time goes to infinity. We propose consistent estimators of the subthreshold signal and we solve further a problem of hypotheses testing. We also discuss evidence of stochastic resonance for both estimation and hypotheses testing problems via examples.
 Publication:

arXiv Mathematics eprints
 Pub Date:
 November 2001
 arXiv:
 arXiv:math/0111153
 Bibcode:
 2001math.....11153I
 Keywords:

 Mathematics  Statistics;
 93E10;
 62M99