C. Rustom et J. Belair, NUMERICAL ESTIMATION OF THE FALL-OFF RATE S OF SPECTRAL DENSITIES, Journal of physics. A, mathematical and general, 30(6), 1997, pp. 2197-2209
Signals with l/f(alpha) spectral densities have traditionally had the
exponent cc estimated by linear regression on a log-log plot. This is
problematic when the spectrum of the signal crosses zero because this
introduces poles in the log plot of the spectrum. We present a method
which avoids these extreme values, namely doing a regression on a subs
et of local maxima on the same log-log plot. Self-affine functions wit
h Holder exponent ct are well known to have the fractal dimension (5-a
lpha)/2, and we thus estimate the fractal dimension of the function in
troduced by Kieswetter. On smooth functions, the new method is tested
on log-log representation of power spectra, but no relation can be est
ablished with the fractal dimension of the signal (due to lack of self
-affinity). The limitations of spectral analysis methods for estimatio
n of algebraic fall-off rates are discussed.