Power-law shot noise and its relationship to α-stable processes

A. P. Petropulu, Y. Jijun

Research output: Contribution to conferencePaperpeer-review

Abstract

1/fβ-type spectral behavior has received considerable attention in the past few years because it arises from a wide range of nature phenomena. Several methods have been proposed for modeling a 1/fβ process. In this paper we consider a power-law shot noise model, and show that it gives rise to a power-law α-stable process if β < 1, or to a process with power-law α-stable increments if 1 < β < 3. Based on the relationship between α and β we propose a new method for the estimation of the spectral exponent of the sample spectrum, which is particularly robust in the case β < 1.

Original languageEnglish (US)
Pages415-418
Number of pages4
StatePublished - 1998
Externally publishedYes
EventProceedings of the 1998 9th IEEE SP Workshop on Statistical Signal and Array Processing - Portland, OR, USA
Duration: Sep 14 1998Sep 16 1998

Other

OtherProceedings of the 1998 9th IEEE SP Workshop on Statistical Signal and Array Processing
CityPortland, OR, USA
Period9/14/989/16/98

All Science Journal Classification (ASJC) codes

  • General Engineering

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