Fast, Exact Synthesis of Gaussian and nonGaussian Long-Range-Dependent Processes
| dc.citation.bibtexName | article | en_US |
| dc.citation.journalTitle | IEEE Transactions on Information Theory | en_US |
| dc.contributor.author | Crouse, Matthew | en_US |
| dc.contributor.author | Baraniuk, Richard G. | en_US |
| dc.contributor.org | Digital Signal Processing (http://dsp.rice.edu/) | en_US |
| dc.date.accessioned | 2007-10-31T00:41:02Z | |
| dc.date.available | 2007-10-31T00:41:02Z | |
| dc.date.issued | 1999-01-15 | en |
| dc.date.modified | 2006-07-31 | en_US |
| dc.date.submitted | 2004-01-13 | en_US |
| dc.description | Journal Paper | en_US |
| dc.description.abstract | 1/<i>f</i> noise and statistically self-similar processes such as fractional Brownian motion (fBm) are vital for modeling numerous real-world phenomena, from network traffic to DNA to the stock market. Although several algorithms exist for synthesizing discrete-time samples of a 1/<i>f</i> process, these algorithms are <i>inexact</i>, meaning that the covariance of the synthesized processes can deviate significantly from that of a true 1/<i>f</i> process. However, the Fast Fourier Transform (FFT) can be used to exactly and efficiently synthesize such processes in O(<i>N</i> log<i>N</i>) operations for a length-N signal. Strangely enough, the key is to apply the FFT to match the target process's covariance structure, not its frequency spectrum. In this paper, we prove that this FFT-based synthesis is exact not only for 1/<i>f</i> processes such as fBm, but also for a wide class of <i>long-range dependent</i> processes. Leveraging the flexibility of the FFT approach, we develop new models for processes that exhibit one type of fBm scaling behavior over fine resolutions and a distinct scaling behavior over coarse resolutions. We also generalize the method in order to exactly synthesize various <i>nonGaussian</i> 1/<i>f</i> processes. Our nonGaussian 1/<i>f</i> synthesis is fast and simple. Used in simulations, our synthesis techniques could lead to new insights into areas such as computer networking, where the traffic processes exhibit nonGaussianity and a richer covariance than that of a strict fBm process. | en_US |
| dc.description.sponsorship | Office of Naval Research | en_US |
| dc.description.sponsorship | National Science Foundation | en_US |
| dc.description.sponsorship | Air Force Office of Scientific Research | en_US |
| dc.identifier.citation | M. Crouse and R. G. Baraniuk, "Fast, Exact Synthesis of Gaussian and nonGaussian Long-Range-Dependent Processes," <i>IEEE Transactions on Information Theory,</i> 1999. | |
| dc.identifier.uri | https://hdl.handle.net/1911/19819 | |
| dc.language.iso | eng | |
| dc.subject | Temporary | * |
| dc.subject.keyword | Temporary | en_US |
| dc.subject.other | Signal Processing for Networking | en_US |
| dc.title | Fast, Exact Synthesis of Gaussian and nonGaussian Long-Range-Dependent Processes | en_US |
| dc.type | Journal article | |
| dc.type.dcmi | Text |