Markovian diffusive representation of 1/fα noises and application to fractional stochastic differential models

IEEE Transactions on Signal Processing

Volumn 49, Issue 2, 2001, Pages 414-423

  Levernhe, Francis ^a   Montseny, Gérard ^a,b   Audounet, Jacques ^a,b  

^a UNIVERSITÉ DE TOULOUSE   (France)

^b LAAS CNRS   (France)

Author keywords

[No Author keywords available]

Indexed keywords

BROWNIAN MOVEMENT; COMPUTER SIMULATION; DIFFERENTIAL EQUATIONS; LYAPUNOV METHODS; MATHEMATICAL MODELS; MATRIX ALGEBRA; WHITE NOISE;

FRACTIONAL BROWNIAN MOTION; FRACTIONAL STOCHASTIC DIFFERENTIAL MODELS;

SPURIOUS SIGNAL NOISE;

EID: 0035249822     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.902124     Document Type: Article

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