Autoregressive Model of 1/f Noise

B.Kaulakys

Physics Letters A , 257(1/2):37-42 (1999)


Abstract

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.

math model of 1/f section