1/fα fractal noise generation from Grünwald–Letnikov formula

Eduardo Rodriguez, Juan Carlos Echeverria and Jose Alvarez-Ramirez

Chaos, Solitons & Fractals, 2009, vol. 39, issue 2, 882-888

Abstract: This communication presents a recursive algorithm for generating streams of 1/fα fractal noise, by means of fractional integration/differentiation of a white noise signal. The quality of correlated and anticorrelated noise obtained by this approach is evaluated by applying detrended fluctuation analysis.

Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:39:y:2009:i:2:p:882-888

DOI: 10.1016/j.chaos.2007.04.022

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