scholarly journals Power Spectrum of Generalized Fractional Gaussian Noise

2013 ◽  
Vol 2013 ◽  
pp. 1-3 ◽  
Author(s):  
Ming Li
Keyword(s):  
Power Spectrum ◽  
Density Function ◽  
Long Range ◽  
Gaussian Noise ◽  
Power Spectrum Density ◽  
Short Paper ◽  
Fractional Gaussian Noise ◽  
Spectrum Density ◽  
Two Parameters ◽  
Special Case

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.

A RIGOROUS DERIVATION OF POWER SPECTRUM OF FRACTIONAL GAUSSIAN NOISE

2006 ◽  
Vol 06 (04) ◽  
pp. C33-C36 ◽  
Author(s):  
MING LI ◽  
S. C. LIM
Keyword(s):  
Power Spectrum ◽  
Density Function ◽  
Gaussian Noise ◽  
Power Spectrum Density ◽  
Fractional Gaussian Noise ◽  
Rigorous Derivation ◽  
Spectrum Density

This letter gives a concise and rigorous derivation of the power spectrum density function of fractional Gaussian noise (fGn).

scholarly journals Representing Smoothed Spectrum Estimate with the Cauchy Integral

2012 ◽  
Vol 2012 ◽  
pp. 1-5 ◽  
Author(s):  
Ming Li
Keyword(s):  
Signal Processing ◽  
Power Spectrum ◽  
Power Spectrum Density ◽  
Short Paper ◽  
Cauchy Integral ◽  
Spectrum Density

Estimating power spectrum density (PSD) is essential in signal processing. This short paper gives a theorem to represent a smoothed PSD estimate with the Cauchy integral. It may be used for the approximation of the smoothed PSD estimate.

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