Diffusive representation of N-th order fractional brownian motion

Jaka Sembiring, Kudrat Soemintapoera, Tetsunori Kobayashi, Kageo Akizuki

研究成果: Conference article

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
ページ(範囲)181-185
ページ数5
ジャーナルIFAC Proceedings Volumes (IFAC-PapersOnline)
36
16
DOI
出版ステータスPublished - 2003 1 1
イベント13th IFAC Symposium on System Identification, SYSID 2003 - Rotterdam, Netherlands
継続期間: 2003 8 272003 8 29

ASJC Scopus subject areas

  • Control and Systems Engineering

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