Stochastic Resonance in Discrete Time Nonlinear AR(1) Models

Steeve Zozor (1) , Pierre-Olivier Amblard (1)

1 LIS - Laboratoire des images et des signaux

This paper deals with stochastic resonance. This nonlinear physical phenomenon generally occurs in bistable systems excited by random input noise plus a sinusoid. Through its internal dynamics, such a system forces cooperation between the input noise and the input sine: provided the existence of fine tuning between the power noise and the dynamics, the system reacts periodically at the frequency of the sine. Of particular interest is the fact that the local output signal-to-noise ratio presents a maximum when plotted against the input noise power: the system resounds stochastically. Continuous-time systems have already been studied. In this paper we study the ability of intrinsically discrete-time systems (general nonlinear AR(1) models) to produce stochastic resonance. It is then suggested that such discrete systems can be used in signal processing.

Steeve Zozor, Pierre-Olivier Amblard. Stochastic Resonance in Discrete Time Nonlinear AR(1) Models. IEEE Transactions on Signal Processing, 1999, 47, no. 1, pp. 108-122. ⟨10.1109/78.738244⟩. ⟨hal-00022649⟩