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  5. The influence of temporal scaling factor signals such as fractal gaussian noise on its energy, statistical and correlation properties

The influence of temporal scaling factor signals such as fractal gaussian noise on its energy, statistical and correlation properties

Y.J. Bobalo, R.L. Politanskiy, M.M. Klymash, A.D. Veriga
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The paper studies the properties of signals such as fractal Gaussian noise (hereinafter - FGSH). The authors investigated the power spectral density, number and characteristics of the autocorrelation function of the signal-type FGSH. Found their dependence on the time scale factor. In particular, we show that an increase in the time scaling factor increases the effect of the parameter Hurst on the power spectral density, which is consistent with the results obtained by Mandelbrot.
Keywords: FGSH, parameter Hurst, time scaling factor