Linear prediction of discrete-time 1/f processes

IEEE Signal Processing Letters

Volumn 17, Issue 11, 2010, Pages 901-904

  Yousefi, Siamak ^a   Jaldén, Joakim ^a   Eriksson, Thomas ^b  

^a ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

^b CHALMERS UNIVERSITY OF TECHNOLOGY   (Sweden)

Author keywords

1 f process; Fractional Brownian motion; fractional Gaussian noise; linear prediction; spectral flatness measure

Indexed keywords

1/F-PROCESS; FRACTIONAL BROWNIAN MOTION; FRACTIONAL GAUSSIAN NOISE; LINEAR PREDICTION; SPECTRAL FLATNESS;

BROWNIAN MOVEMENT; GAUSSIAN DISTRIBUTION; POWER SPECTRAL DENSITY;

FORECASTING;

EID: 77956407180     PISSN: 10709908     EISSN: None     Source Type: Journal    
DOI: 10.1109/LSP.2010.2070064     Document Type: Article

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