Based on multiscale optimal filtering fusion, an optimal state fixed-interval smoothing algorithm is developed for systems with multiplicative noise.
The multiplicative noise and saturation effect in a single-mode laser are investigated and the mean and normalized variance of the steady state laser intensity are calculated.
Abstract: We apply a Langevin model by imposing additive and multiplicative noises to study thermally activated diffusion over a fluctuating barrier in underdamped dynamics.
