Power Spectrum of Generalized Fractional Gaussian Noise

被引：4

作者：

Li, Ming ^{[1
]}

机构：

[1] E China Normal Univ, Sch Informat Sci & Technol, Shanghai 200241, Peoples R China

来源：

ADVANCES IN MATHEMATICAL PHYSICS | 2013年 / 2013卷

基金：

中国国家自然科学基金;

关键词：

D O I：

10.1155/2013/315979

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

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.

引用

页数：3

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