PHYSICAL REVIEW E 84, 051107 (2011)
Fisher-information condition for enhanced signal detection via stochastic resonance
Fabing Duan
*
Department of Automation Engineering, Qingdao University, Qingdao 266071, PR China
Franc ¸ois Chapeau-Blondeau
†
Laboratoire d’Ing´ enierie des Syst` emes Automatis´ es (LISA), Universit´ e d’Angers, 62 avenue Notre Dame du Lac, 49000 Angers, France
Derek Abbott
‡
Centre for Biomedical Engineering (CBME) and School of Electrical and Electronic Engineering, University of Adelaide, SA 5005, Australia
(Received 7 September 2011; revised manuscript received 26 October 2011; published 11 November 2011)
Various situations where a signal is enhanced by noise through stochastic resonance are now known. This
paper contributes to determining general conditions under which improvement by noise can be a priori decided
as feasible or not. We focus on the detection of a known signal in additive white noise. Under the assumptions
of a weak signal and a sufficiently large sample size, it is proved, with an inequality based on the Fisher
information, that improvement by adding noise is never possible, generically, in these conditions. However,
under less restrictive conditions, an example of signal detection is shown with favorable action of adding noise.
DOI: 10.1103/PhysRevE.84.051107 PACS number(s): 05.40.−a, 02.50.−r
I. INTRODUCTION
Stochastic resonance (SR) is now a well-established cooper-
ative phenomenon wherein the response of a nonlinear system
to a weak signal can be optimized at a nonzero noise level
[1–11]. Briefly, SR emerged from the field of meteorology [1],
and the topic has flourished in physics [2–6] and neuroscience
[5–11]. Meanwhile, the promise of applying SR to nonlinear
signal processing has been studied over several decades. The
improvement of output signal-to-noise ratio of a nonlinear
system first attracted much attention [2–5,12–16], and later,
noise-enhanced detection was observed in dynamic [17–19]
and static nonlinearities [20–29]. An interesting idea explored
in Ref. [29] is that, in order to find an optimal processor in the
context of SR where injection of more noise into a given signal
is an available option, one can continuously update the optimal
processor according to the composite noise. Then, as shown
by examples in Refs. [27–29], optimal processors acting on
the output with added noise can emerge with an improved
performance over that of the original optimal processor on the
output without added noise.
In this context, it is then useful to seek to identify generic
conditions under which it is a priori possible to decide whether
or not addition of noise can be a favorable option for signal
detection.
In this paper we focus on the detection of known weak sig-
nals in additive white noise in the context of SR. This detection
problem can be viewed as a simple binary hypothesis testing.
Under assumptions of a weak signal and a sufficiently large
number of observation values, the performance of a locally
optimum (LO) detector is demonstrated to be asymptotically
optimum that its detection probability is maximized for a
desired false alarm probability [30–32]. In order to evaluate
the performance of the LO detector with respective to the
*
fabing.duan@gmail.com
†
chapeau@univ-angers.fr
‡
dabbott@eleceng.adelaide.edu.au
Neyman-Pearson detector, the asymptotic relative efficiency of
two detectors is introduced [30–32]. With regularity conditions
[32], the asymptotic relative efficiency can be computed simply
as a ratio of their efficacies [see Eq. (7)] of detection procedures
based on the sequence of statistics [30–32]. For a given false
alarm probability, the detection probability of the LO detector
is a monotonically increasing function of its efficacy, which
is simply given by the Fisher information (FI) of the noise
probability density function (PDF) [31,32]. When independent
noise is added to the signal, we update the exact LO detector
for each added-noise condition. Then, it is theoretically
proven, by using the FI convolution inequality [33,34], that
no improvement in detection can be obtained compared to the
initial condition with no added noise. However, beyond these
restrictive conditions, the SR method can be an appropriate
way of improving the detection performance of a detector
[22–29]. Here we present a novel instance of detection of a
known weak signal in uniform noise with favorable action of
the noise through SR. In this case the FI of a uniform noise
PDF is infinite, but the LO detector is physically unrealizable,
since the output of the LO detector tends to infinity when the
input is larger than unity [31]. It is shown that a realizable LO
detector can be constructed by adding a type of noise with a
continuous PDF. Furthermore, we observe that the detection
performance of a fixed dead-zone limiter (DZL) detector can
be infinitely enhanced by adding suitable dichotomous noise
in order to better detect the known weak signal in uniform
noise. This example shows a potential application of SR in
signal detection in the case where a LO detector is physically
unrealizable.
II. THE OBSERVATION MODEL AND FEASIBILITY
OF SR IN SIGNAL DETECTION
Consider the observation vector X = (X
1
,X
2
,...,X
N
) of
real-valued components X
n
by
X
n
= θs
n
+ W
n
, n = 1, 2, ...,N, (1)
051107-1 1539-3755/2011/84(5)/051107(5) ©2011 American Physical Society