| Autor: |
Seungsin Lee, Rajesh Narasimha, Wei Zhao, Raghuveer M. Rao |
| Rok vydání: |
2003 |
| Předmět: |
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| Zdroj: |
IEEE Transactions on Signal Processing. 51:1221-1230 |
| ISSN: |
1053-587X |
| DOI: |
10.1109/tsp.2003.810281 |
| Popis: |
Wide-sense statistical self-similarity in continuous-time random processes is defined through invariance of its first-order and second-order statistics to scaling in time. Since scaling has an unambiguous definition in continuous-time but not in discrete-time, researchers have provided various definitions of discrete-time self-similarity without reference to scaling. This paper proposes a discrete-time continuous-dilation scaling operator and develops a framework based on it for formulating statistical self-similarity from first principles in a manner analogous to the continuous-time development. Relationship between the resulting model and fractional order transfer function systems is presented. The potential for using this model in applications involving long-range dependent phenomena is explored. |
| Databáze: |
OpenAIRE |
| Externí odkaz: |
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