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arxiv: adap-org/9907008 · v1 · submitted 1999-07-23 · adap-org · nlin.AO· nlin.SI· solv-int

Autoregressive model of 1/f noise

classification adap-org nlin.AOnlin.SIsolv-int
keywords modelautoregressiveanalyticallyconsistsdampingdesirablyexcludingexhibiting
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An analytically solvable model is proposed exhibiting 1/f spectrum in any desirably wide range of frequency (but excluding the point f=0). The model consists of pulses whose recurrence times obey an autoregressive process with very small damping.

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