Ortigueira, MD and Batista, AG (2004) A Fractional Linear System View of the Fractional Brownian Motion. Nonlinear Dynamics, 38 (1-4), pp. 295-303. ISSN 0924-090X. (ISI Web of Science, Citations: 12).
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Abstract
A definition of the fractional Brownian motion based on the fractional differintegrator characteristics is proposed and studied. It is shown that the model enjoys the usually required properties. A discrete-time version based in the backward difference and in the bilinear transformation is considered. Some results are presented.
| Item Type: | Article |
|---|---|
| Divisions: | Departamento de Engenharia Electrotécnica > Controlo e Decisão Centre of Technology and Systems 2003-2006 > CTS0306-A Microelectronics > CTS0306-A1 Microelectronics, Design and Fractional Signal Processing |
| ID Code: | 309 |
| Deposited By: | Administrator |
| Deposited On: | 01 Feb 2007 18:51 |
| Last Modified: | 25 Mar 2011 13:53 |
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