Title :
Second order stationary models for 1/f processes
Author :
Yazici, Birsen ; Kashyap, Rangasami L.
Author_Institution :
Sch. of Electr. Eng., Purdue Univ., West Lafayette, IN, USA
fDate :
27 Jun-1 Jul 1994
Abstract :
A subclass of statistically self-similar processes with correlation structure of the form E[X(t)X(tλ)]=R(λ) is considered. A spectral decomposition theorem for such processes is stated. Based on linear scale-invariant system theory, scale invariant autoregressive processes are developed. The proposed models are intuitive, mathematically simple and practical candidates for modeling 1/f processes
Keywords :
1/f noise; autoregressive processes; correlation theory; spectral analysis; 1/f process; correlation structure; linear scale-invariant system theory; scale invariant autoregressive processes; second order stationary models; spectral decomposition theorem; statistically self-similar process; Autocorrelation; Autoregressive processes; Brownian motion; Differential equations; Mathematical model; Random processes; Signal processing; Transforms; White noise;
Conference_Titel :
Information Theory, 1994. Proceedings., 1994 IEEE International Symposium on
Conference_Location :
Trondheim
Print_ISBN :
0-7803-2015-8
DOI :
10.1109/ISIT.1994.394716
