Power Spectrum of Generalized Fractional Gaussian Noise

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 giv...

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Bibliographic Details
Published in:Advances in mathematical physics 2013-01, Vol.2013 (2013), p.1-3
Main Author: Li, Ming
Format: Article
Language:English
Subjects:
Autocorrelation functions
Density
Functions (mathematics)
Gaussian
Mathematical analysis
Noise
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Summary: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.
ISSN:1687-9120
1687-9139
DOI:10.1155/2013/315979