Kalman filtering for self-similar processes
Signal Processing
1/fα signal synthesis with precision control
Signal Processing - Fractional calculus applications in signals and systems
Affine group linear operator-based channel characterization for mobile radio systems
WSEAS TRANSACTIONS on SYSTEMS
On the fractional linear scale invariant systems
IEEE Transactions on Signal Processing
On the self-similarity of 1/fβ sequences synthesized by recursive filtering
Computers and Electrical Engineering
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We propose a class of statistically self-similar processes and outline an alternative mathematical framework for the modeling and analysis of 1/f phenomena. The foundation of the proposed class is based on the extensions of the basic concepts of classical time series analysis, in particular, on the notion of stationarity. We consider a class of stochastic processes whose second-order structure is invariant with respect to time scales, i.e., E[X(t)X(λt)]=t2HλHR(λ), t>0 for some -x