Autoregressive model of 1/f noise

Authors
Kaulakys, B
Citation
B. Kaulakys, Autoregressive model of 1/f noise, PHYS LETT A, 257(1-2), 1999, pp. 37-42
Citations number
34
Categorie Soggetti
Physics
Journal title
PHYSICS LETTERS A
ISSN journal
03759601 → ACNP
Volume
257
Issue
1-2
Year of publication
1999
Pages
37 - 42
Database
ISI
SICI code
0375-9601(19990621)257:1-2<37:AMO1N>2.0.ZU;2-#
Abstract
An analytically solvable model is proposed exhibiting 1/f spectrum in any d esirably wide range of frequency (but excluding the point f = 0). The model consists of pulses whose recurrence times obey an autoregressive process w ith very small damping. (C) 1999 Elsevier Science B.V. All rights reserved.