# Diffusive representation of N-th order fractional brownian motion

Jaka Sembiring, Kudrat Soemintapoera, Tetsunori Kobayashi, Kageo Akizuki

2 被引用数 (Scopus)

## 抄録

This paper describes an effort to give a different representation of a newly Introduced n-th order fractional Brownian motion (n-fBm). The new representation is called diffusive representation which has been successfully applied to the 1/fα fractional noise. Thus this paper generalizes such representation to cover also n-fBm which is an extension to the ordinary fBm, due to the fact that the spectral properties of n-fBm cover larger range of parameter α. Different from 1/fα case, the solution involves finite part concept of theory of distribution. The advantage of the proposed method on synthesizing sample of n-fBm is presented.

本文言語 English 181-185 5 IFAC Proceedings Volumes (IFAC-PapersOnline) 36 16 https://doi.org/10.1016/S1474-6670(17)34759-6 Published - 2003 13th IFAC Symposium on System Identification, SYSID 2003 - Rotterdam, Netherlands継続期間: 2003 8月 27 → 2003 8月 29

• 制御およびシステム工学

## フィンガープリント

「Diffusive representation of N-th order fractional brownian motion」の研究トピックを掘り下げます。これらがまとまってユニークなフィンガープリントを構成します。