1/f Noise from nonlinear stochastic differential equations.
作者： J. Ruseckas , B. Kaulakys
DOI: 10.1103/PHYSREVE.81.031105
关键词: Probability and statistics 、 Mathematical analysis 、 Range (mathematics) 、 Spectral density 、 Spectral line 、 Stochastic differential equation 、 Stochastic partial differential equation 、 Mathematics 、 Spectrum (functional analysis) 、 Noise (electronics)
摘要: We consider a class of nonlinear stochastic differential equations, giving the power-law behavior power spectral density in any desirably wide range frequency. Such equations were obtained starting from point process models 1/fbeta noise. In this article spectrum is derived directly without using models. The analysis reveals that may be represented as sum Lorentzian spectra. derivation provides additional justification expands generating noise, and further insights into origin
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