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Synthesis of multifractional Gaussian noises based on variable-order fractional operators
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Indexed by:Journal Article
Date of Publication:2011-07-01
Journal:SIGNAL PROCESSING
Included Journals:EI、SCIE
Volume:91
Issue:7
Page Number:1645-1650
ISSN:0165-1684
Key Words: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
Abstract: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.
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