Power Spectrum of Generalized Fractional Gaussian Noise | Zendy

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Power Spectrum of Generalized Fractional Gaussian Noise

Author(s) -

Ming Li

Publication year - 2013

Publication title -

advances in mathematical physics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.283

H-Index - 23

eISSN - 1687-9139

pISSN - 1687-9120

DOI - 10.1155/2013/315979

Subject(s) - autocorrelation , spectral density , mathematics , gaussian noise , noise (video) , statistical physics , gaussian , spectrum (functional analysis) , range (aeronautics) , function (biology) , mathematical analysis , statistics , algorithm , computer science , physics , materials science , quantum mechanics , composite material , artificial intelligence , evolutionary biology , image (mathematics) , biology

Recently, we introduced a type of autocorrelation function (ACF) to describe a long-range dependent (LRD) process indexed with two parameters, which takes standard fractional Gaussian noise (fGn for short) as a special case. For simplicity, we call it the generalized fGn (GfGn). This short paper gives the power spectrum density function (PSD) of GfGn

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