Synthesis of multifractional Gaussian noises based on variable-order fractional operators

被引：81

作者：

Sheng, Hu ^{[1
,2
]}

Sun, Hongguang ^{[1
,3
]}

Chen, YangQuan ^{[1
]}

Qiu, TianShuang ^{[2
]}

机构：

[1] Utah State Univ, Dept Elect & Comp Engn, CSOIS, Logan, UT 84322 USA

[2] Dalian Univ Technol, Dept Elect Engn, Dalian 116024, Peoples R China

[3] Hohai Univ, Dept Engn Mech, Inst Soft Matter Mech, Nanjing 210098, Peoples R China

来源：

SIGNAL PROCESSING | 2011年 / 91卷 / 07期

基金：

美国国家科学基金会;

关键词：

Fractional Gaussian noise (fGn); Multifractional Gaussian noise (mGn); Multifractional Brownian motion (mBm); Fractional-order signal processing (FOSP); Variable-order fractional operator; Multifractional alpha-stable noise; BROWNIAN-MOTION; MODEL;

D O I：

10.1016/j.sigpro.2011.01.010

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

In this paper, a synthesis method, which is based on variable-order fractional operators, for multifractional Gaussian noises (mGn) is proposed by studying the relationship of white Gaussian noise (wGn), mGn, and multifractional Brownian motion (mBm). Furthermore, a synthesis method for multifractional alpha-stable processes, the generalization of mGn, is proposed in order to more accurately characterize the processes with local scaling characteristics and heavy tailed distributions. Synthetic examples of mGn and multifractional alpha-stable noises are provided for illustration. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：1645 / 1650

页数：6

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