论文标题

功率法谱密度的随机过程

Random Processes With Power Law Spectral Density

论文作者

Kimberk, Robert, Carter, Keara, Hunter, Todd

论文摘要

提出了一个具有负功率法光谱密度的离散有限长度随机过程的统计模型。术语的定义之后是对光谱密度趋势的描述。随机过程的算法构造,并提供了一小段计算机代码来实施随机过程的构建。开发和证明了随机过程的二阶属性与构造参数之间的关系。本文以演示随机过程符号变化的频率与功率定律指数之间的联系结束。

A statistical model of discrete finite length random processes with negative power law spectral densities is presented. The definition of terms is followed by a description of the spectral density trend. An algorithmic construction of random process, and a short block of computer code is given to implement the construction of the random process. The relationship between the second order properties of the random processes and the parameters of the construction is developed and demonstrated. The paper ends with a demonstration of the connection between the frequency of the random process sign changes and the power law exponent.

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