Synthesis of multifractional Gaussian noises based on variable-order fractional operators

DOI10.1016/J.SIGPRO.2011.01.010zbMath1213.94049OpenAlexW2067968025MaRDI QIDQ537275

Hu Sheng, Tian-shuang Qiu, Hong-Guang Sun, Yang Quan Chen

Publication date: 19 May 2011

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2011.01.010

zbMATH Keywords

fractional Gaussian noise (fGn)fractional-order signal processing (FOSP)multifractional \(\alpha \)-stable noisemultifractional Brownian motion (mBm)multifractional Gaussian noise (mGn)variable-order fractional operator

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (30)

On the variable-order fractional memristor oscillator: data security applications and synchronization using a type-2 fuzzy disturbance observer-based robust control ⋮ An operational matrix technique based on Chebyshev polynomials for solving mixed Volterra-Fredholm delay integro-differential equations of variable-order ⋮ Fractional order estimation schemes for fractional and integer order systems with constant and variable fractional order colored noise ⋮ Existence result of solutions to differential equations of variable-order with nonlinear boundary value conditions ⋮ Adaptive gain-order fractional control for network-based applications ⋮ An efficient cubic spline approximation for variable-order fractional differential equations with time delay ⋮ A novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noise ⋮ Qualitative analyses of fractional integrodifferential equations with a variable order under the Mittag-Leffler power law ⋮ King algorithm: a novel optimization approach based on variable-order fractional calculus with application in chaotic financial systems ⋮ Solution existence for non-autonomous variable-order fractional differential equations ⋮ Fractional modelling of salinity/temperature-dependent shear rheological behavior including stress overshoot for bentonite clay suspensions ⋮ A new hybrid approach for nonlinear stochastic differential equations driven by multifractional Gaussian noise ⋮ Abstract description of Internet traffic of generalized Cauchy type ⋮ A model to partly but reliably distinguish DDOS flood traffic from aggregated one ⋮ Power-law properties of human view and reply behavior in online society ⋮ Approximation methods for solving fractional equations ⋮ Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion ⋮ On the generalized mass transport equation to the concept of variable fractional derivative ⋮ Using the generalized Adams-Bashforth-Moulton method for obtaining the numerical solution of some variable-order fractional dynamical models ⋮ The uniqueness result of solutions to initial value problems of differential equations of variable-order ⋮ Numerical solutions of a variable-order fractional financial system ⋮ Derivation, interpretation, and analog modelling of fractional variable order derivative definition ⋮ Existence and uniqueness results for Cauchy problem of variable-order fractional differential equations ⋮ Fractional description of time-dependent mechanical property evolution in materials with strain softening behavior ⋮ On the recursive fractional variable-order derivative: equivalent switching strategy, duality, and analog modeling ⋮ Existence and uniqueness of weak solutions to variable-order fractional Laplacian equations with variable exponents ⋮ Unnamed Item ⋮ A review on variable-order fractional differential equations: mathematical foundations, physical models, numerical methods and applications ⋮ SPACE-TIME SPECTRAL COLLOCATION ALGORITHM FOR THE VARIABLE-ORDER GALILEI INVARIANT ADVECTION DIFFUSION EQUATIONS WITH A NONLINEAR SOURCE TERM ⋮ NUMERICAL SOLUTION OF VARIABLE-ORDER TIME FRACTIONAL WEAKLY SINGULAR PARTIAL INTEGRO-DIFFERENTIAL EQUATIONS WITH ERROR ESTIMATION

Uses Software

• Matlab
• longmemo
• fractPC

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the relation between the fractional Brownian motion and the fractional derivatives
• On the selection and meaning of variable order operators for dynamic modeling
• FARIMA with stable innovations model of Great Salt Lake elevation time series
• Invariance principle, multifractional Gaussian processes and long-range dependence
• On mean square displacement behaviors of anomalous diffusions with variable and random orders
• Fractional-order system identification based on continuous order-distributions
• Fractal time series -- A tutorial review
• Fractional Ornstein-Uhlenbeck Lévy processes and the telecom process: Upstairs and downstairs
• Design of variable and adaptive fractional order FIR differentiators
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• Variable order and distributed order fractional operators
• Synthesis of bidimensional \(\alpha\)-stable models with long-range dependence
• Fractional integration and differentiation of variable order
• Fractional integration operator of variable order in the Hölder spaces \(H^{\lambda (x)}\)
• Time-varying long-range dependence in US interest rates
• Fractional Brownian motion and multifractional Brownian motion of Riemann-Liouville type
• Fractional Order Signal Processing of Electrochemical Noises
• Constitutive Dynamic-Order Model for Nonlinear Contact Phenomena
• Robustness of whittle-type estimators for time series with long-range dependence
• Mechanics with variable-order differential operators
• THE LOCAL STRUCTURE OF RANDOM PROCESSES
• The variable viscoelasticity oscillator
• Fractional Brownian Motions, Fractional Noises and Applications

This page was built for publication: Synthesis of multifractional Gaussian noises based on variable-order fractional operators