DocumentCode
2619306
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
fYear
1994
fDate
27 Jun-1 Jul 1994
Firstpage
302
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory, 1994. Proceedings., 1994 IEEE International Symposium on
Conference_Location
Trondheim
Print_ISBN
0-7803-2015-8
Type
conf
DOI
10.1109/ISIT.1994.394716
Filename
394716
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