Fast and exact synthesis for 1-D fractional Brownian motion and fractional Gaussian noises

IEEE Signal Processing Letters

Volumn 9, Issue 11, 2002, Pages 382-384

  Perrin, Emmanuel ^a,b   Harba, Rachid ^a   Jennane, Rachid ^a   Iribarren, Ileana ^c  

^a UNIVERSITÉ D'ORLÉANS   (France)

^b UNIVERSITÉ LYON 1   (France)

^c UNIVERSIDAD CENTRAL DE VENEZUELA   (Venezuela)

Author keywords

Fast algorithms; Fractional Brownian motion; Fractional Gaussian noises; Synthesis

Indexed keywords

ALGORITHMS; BROWNIAN MOVEMENT; FAST FOURIER TRANSFORMS; MATRIX ALGEBRA;

FRACTIONAL GAUSSIAN NOISE;

SPURIOUS SIGNAL NOISE;

EID: 0036859273     PISSN: 10709908     EISSN: None     Source Type: Journal    
DOI: 10.1109/LSP.2002.805311     Document Type: Article

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