The phenomenon of stochastic resonance in a bistable nonlinear system is investigated when both the multiplicative noise and the coupling between additive and multiplicative noise are colored with different values of noise correlation time tau(1) and tau(2). Combining the functional analysis and unified colored noise approximation, the two different kinds of colored noise in the nonlinear system can be simplified. The signal-to-noise ratio is calculated when a weakly periodic signal is added to the system. It is found that there appears a transition between one peak and two peaks in the curve of the signal-to-noise ratio when either the noise correlation time tau(1) and tau(2) or the coupling strength lambda between additive and multiplicative noise is increased. The transition between one and two peaks depending on tau(1) and lambda is more complex than that depending on tau(2).
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