Part I Overview of Fractional Processes and Fractional-Order Signal Processing Techniques |
|
|
|
3 | (28) |
|
1.1 An Introduction to Fractional Processes and Analysis Methods |
|
|
3 | (3) |
|
1.2 Basis of Stochastic Processes |
|
|
6 | (4) |
|
1.2.1 Statistics of Stochastic Processes |
|
|
6 | (1) |
|
1.2.2 Properties of Stochastic Processes |
|
|
7 | (2) |
|
1.2.3 Gaussian Distribution and Gaussian Processes |
|
|
9 | (1) |
|
1.2.4 Stationary Processes |
|
|
10 | (1) |
|
1.3 Analysis of Random Signals |
|
|
10 | (9) |
|
1.3.1 Estimation of Properties for Stochastic Signals |
|
|
10 | (2) |
|
1.3.2 Simulation of Random Signals |
|
|
12 | (1) |
|
|
13 | (2) |
|
1.3.4 Modeling Random Processes |
|
|
15 | (1) |
|
1.3.5 Transform Domain Analysis |
|
|
16 | (3) |
|
1.3.6 Other Analysis Methods |
|
|
19 | (1) |
|
|
19 | (4) |
|
1.4.1 Heavy Tailed Distributions |
|
|
19 | (1) |
|
1.4.2 Long Range Dependence |
|
|
20 | (2) |
|
|
22 | (1) |
|
1.5 Basics of Fractional-Order Signal Processing |
|
|
23 | (5) |
|
1.5.1 Fractional Calculus |
|
|
23 | (2) |
|
1.5.2 α-Stable Distribution |
|
|
25 | (1) |
|
1.5.3 Fractional Fourier Transform |
|
|
26 | (2) |
|
1.6 Brief Summary of Contributions of the Monograph |
|
|
28 | (1) |
|
1.7 Structure of the Monograph |
|
|
28 | (3) |
|
2 An Overview of Fractional Processes and Fractional-Order Signal Processing Techniques |
|
|
31 | (18) |
|
|
31 | (8) |
|
2.1.1 Fractional Processes and Fractional-Order Systems |
|
|
32 | (3) |
|
|
35 | (1) |
|
2.1.3 Fractional Brownian Motion |
|
|
36 | (1) |
|
2.1.4 Fractional Gaussian Noise |
|
|
37 | (1) |
|
2.1.5 Fractional Stable Motion |
|
|
37 | (1) |
|
2.1.6 Fractional Stable Noise |
|
|
38 | (1) |
|
2.1.7 Multifractional Brownian Motion |
|
|
38 | (1) |
|
2.1.8 Multifractional Gaussian Noise |
|
|
38 | (1) |
|
2.1.9 Multifractional Stable Motion |
|
|
39 | (1) |
|
2.1.10 Multifractional Stable Noise |
|
|
39 | (1) |
|
2.2 Fractional-Order Signal Processing Techniques |
|
|
39 | (7) |
|
2.2.1 Simulation of Fractional Random Processes |
|
|
39 | (1) |
|
|
40 | (1) |
|
2.2.3 Fractional-Order Systems Modeling |
|
|
41 | (1) |
|
2.2.4 Realization of Fractional Systems |
|
|
41 | (2) |
|
2.2.5 Other Fractional Tools |
|
|
43 | (3) |
|
|
46 | (3) |
Part II Fractional Processes |
|
|
3 Constant-Order Fractional Processes |
|
|
49 | (28) |
|
3.1 Introduction of Constant-Order Fractional Processes |
|
|
49 | (7) |
|
3.1.1 Long-Range Dependent Processes |
|
|
49 | (2) |
|
3.1.2 Fractional Brownian Motion and Fractional Gaussian Noise |
|
|
51 | (2) |
|
3.1.3 Linear Fractional Stable Motion and Fractional Stable Noise |
|
|
53 | (3) |
|
3.2 Hurst Estimators: A Brief Summary |
|
|
56 | (4) |
|
|
56 | (1) |
|
3.2.2 Aggregated Variance Method [ 22] |
|
|
56 | (1) |
|
3.2.3 Absolute Value Method [ 297] |
|
|
57 | (1) |
|
3.2.4 Variance of Residuals Method [ 298] |
|
|
57 | (1) |
|
3.2.5 Periodogram Method and the Modified Periodogram Method [ 97, 113] |
|
|
57 | (1) |
|
3.2.6 Whittle Estimator [ 298] |
|
|
58 | (1) |
|
3.2.7 Diffusion Entropy Method [ 105] |
|
|
58 | (1) |
|
3.2.8 Kettani and Gubner's Method [ 138] |
|
|
59 | (1) |
|
3.2.9 Abry and Veitch's Method [ 1] |
|
|
59 | (1) |
|
3.2.10 Koutsoyiannis' Method [ 153] |
|
|
59 | (1) |
|
3.2.11 Higuchi's Method [ 116] |
|
|
60 | (1) |
|
3.3 Robustness of Hurst Estimators |
|
|
60 | (16) |
|
3.3.1 Test Signal Generation and Estimation Procedures |
|
|
61 | (1) |
|
3.3.2 Comparative Results and Robustness Assessment |
|
|
62 | (12) |
|
3.3.3 Quantitative Robustness Comparison and Guideline for Selection Estimator |
|
|
74 | (2) |
|
|
76 | (1) |
|
4 Multifractional Processes |
|
|
77 | (18) |
|
4.1 Multifractional Processes |
|
|
78 | (1) |
|
4.1.1 Multifractional Brownian Motion and Multifractional Gaussian Noise |
|
|
78 | (1) |
|
4.1.2 Linear Multifractional Stable Motion and Multifractional Stable Noise |
|
|
79 | (1) |
|
4.2 Tracking Performance and Robustness of Local Holder Exponent Estimator |
|
|
79 | (13) |
|
4.2.1 Test Signal Generation and Estimation Procedures |
|
|
80 | (2) |
|
|
82 | (9) |
|
4.2.3 Guideline for Estimator Selection |
|
|
91 | (1) |
|
|
92 | (3) |
Part III Fractional-Order Signal Processing |
|
|
5 Constant-Order Fractional Signal Processing |
|
|
95 | (54) |
|
5.1 Fractional-Order Differentiator/Integrator and Fractional Order Filters |
|
|
95 | (34) |
|
5.1.1 Continuous-Time Implementations of Fractional-Order Operators |
|
|
96 | (5) |
|
5.1.2 Discrete-Time Implementation of Fractional-Order Operators |
|
|
101 | (19) |
|
5.1.3 Frequency Response Fitting of Fractional-Order Filters |
|
|
120 | (3) |
|
5.1.4 Transfer Function Approximations to Complicated Fractional-Order Filters |
|
|
123 | (2) |
|
5.1.5 Sub-optimal Approximation of Fractional-Order Transfer Functions |
|
|
125 | (4) |
|
5.2 Synthesis of Constant-Order Fractional Processes |
|
|
129 | (2) |
|
5.2.1 Synthesis of Fractional Gaussian Noise |
|
|
129 | (2) |
|
5.2.2 Synthesis of Fractional Stable Noise |
|
|
131 | (1) |
|
5.3 Constant-Order Fractional System Modeling |
|
|
131 | (5) |
|
5.3.1 Fractional Autoregressive Integrated Moving Average Model |
|
|
132 | (1) |
|
5.3.2 Gegenbauer Autoregressive Moving Average Model |
|
|
133 | (1) |
|
5.3.3 Fractional Autoregressive Conditional Heteroscedastieity Model |
|
|
134 | (1) |
|
5.3.4 Fractional Autoregressive Integrated Moving Average with Stable Innovations Model |
|
|
134 | (2) |
|
5.4 A Fractional Second-Order Filter |
|
|
136 | (9) |
|
5.4.1 Derivation of the Analytical Impulse Response of (s2+as+b)γ |
|
|
136 | (4) |
|
5.4.2 Impulse Response Invariant Discretization of (s2+as+b)γ |
|
|
140 | (5) |
|
5.5 Analogue Realization of Constant-Order Fractional Systems |
|
|
145 | (3) |
|
5.5.1 Introduction of Fractional-Order Component |
|
|
145 | (1) |
|
5.5.2 Analogue Realization of Fractional-Order Integrator and Differentiator |
|
|
146 | (2) |
|
|
148 | (1) |
|
6 Variable-Order Fractional Signal Processing |
|
|
149 | (12) |
|
6.1 Synthesis of Multifractional Processes |
|
|
149 | (3) |
|
|
149 | (2) |
|
6.1.2 Examples of the Synthesized mGns |
|
|
151 | (1) |
|
6.2 Variable-Order Fractional System Modeling |
|
|
152 | (2) |
|
6.2.1 Locally Stationary Long Memory FARIMA(p, dt, q) Model |
|
|
152 | (2) |
|
6.2.2 Locally Stationary Long Memory FARIMA(p, dr, q) with Stable Innovations Model |
|
|
154 | (1) |
|
6.2.3 Variable Parameter FIGARCH Model |
|
|
154 | (1) |
|
6.3 Analogue Realization of Variable-Order Fractional Systems |
|
|
154 | (5) |
|
6.3.1 Physical Experimental Study of Temperature-Dependent Variable-Order Fractional Integrator and Differentiator |
|
|
154 | (4) |
|
6.3.2 Application Examples of Analogue Variable-Order Fractional Systems |
|
|
158 | (1) |
|
|
159 | (2) |
|
7 Distributed-Order Fractional Signal Processing |
|
|
161 | (18) |
|
7.1 Distributed-Order Integrator/Differentiator |
|
|
162 | (5) |
|
7.1.1 Impulse Response of the Distributed-Order Integrator/Differentiator |
|
|
163 | (2) |
|
7.1.2 Impulse Response Invariant Discretization of DOUDOD |
|
|
165 | (2) |
|
7.2 Distributed-Order Low-Pass Filter |
|
|
167 | (4) |
|
7.2.1 Impulse Response of the Distributed-Order Low-Pass Filter |
|
|
168 | (1) |
|
7.2.2 Impulse Response Invariant Discretization of DO-LPF |
|
|
169 | (2) |
|
7.3 Distributed Parameter Low-Pass Filter |
|
|
171 | (4) |
|
7.3.1 Derivation of the Analytical Impulse Response of the Fractional-Order Distributed Parameter Low-Pass Filter |
|
|
172 | (2) |
|
7.3.2 Impulse Response Invariant Discretization of FO-DP-LPF |
|
|
174 | (1) |
|
|
175 | (4) |
Part IV Applications of Fractional-Order Signal Processing Techniques |
|
|
8 Fractional Autoregressive Integrated Moving Average with Stable Innovations Model of Great Salt Lake Elevation Time Series |
|
|
179 | (10) |
|
|
179 | (1) |
|
8.2 Great Salt Lake Elevation Data Analysis |
|
|
180 | (4) |
|
8.3 FARIMA and FIGARCH Models of Great Salt Lake Elevation Time Series |
|
|
184 | (1) |
|
8.4 FARIMA with Stable Innovations Model of Great Salt Lake Elevation Time Series |
|
|
185 | (2) |
|
|
187 | (2) |
|
9 Analysis of Biocorrosion Electrochemical Noise Using Fractional Order Signal Processing Techniques |
|
|
189 | (14) |
|
|
189 | (1) |
|
9.2 Experimental Approach and Data Acquisition |
|
|
190 | (1) |
|
9.3 Conventional Analysis Techniques |
|
|
190 | (6) |
|
9.3.1 Conventional Time Domain Analysis of ECN Signals |
|
|
190 | (2) |
|
9.3.2 Conventional Frequency Domain Analysis |
|
|
192 | (4) |
|
9.4 Fractional-Orders Signal Processing Techniques |
|
|
196 | (5) |
|
9.4.1 Fractional Fourier Transform Technique |
|
|
196 | (1) |
|
9.4.2 Fractional Power Spectrum Density |
|
|
197 | (2) |
|
9.4.3 Self-similarity Analysis |
|
|
199 | (2) |
|
9.4.4 Local Self-similarity Analysis |
|
|
201 | (1) |
|
|
201 | (2) |
|
10 Optimal Fractional-Order Damping Strategies |
|
|
203 | (14) |
|
|
203 | (1) |
|
10.2 Distributed-Order Fractional Mass-Spring Viscoelastic Damper System |
|
|
204 | (2) |
|
10.3 Frequency-Domain Method Based Optimal Fractional-Order Damping Systems |
|
|
206 | (3) |
|
10.4 Time-Domain Method Based Optimal Fractional-Order Damping Systems |
|
|
209 | (5) |
|
|
214 | (3) |
|
11 Heavy-Tailed Distribution and Local Memory in Time Series of Molecular Motion on the Cell Membrane |
|
|
217 | (16) |
|
|
217 | (1) |
|
11.2 Heavy-Tailed Distribution |
|
|
218 | (1) |
|
11.3 Time Series of Molecular Motion |
|
|
219 | (2) |
|
11.4 Infinite Second-Order and Heavy-Tailed Distribution in Jump Time Series |
|
|
221 | (2) |
|
11.5 Long Memory and Local Memory in Jump Time Series |
|
|
223 | (3) |
|
|
226 | (7) |
|
12 Non-linear Transform Based Robust Adaptive Latency Change Estimation of Evoked Potentials |
|
|
233 | (10) |
|
|
233 | (1) |
|
12.2 DLMS and DLMP Algorithms |
|
|
234 | (2) |
|
12.2.1 Signal and Noise Model |
|
|
234 | (1) |
|
12.2.2 DLMS and Its Degradation |
|
|
234 | (1) |
|
12.2.3 DLMP and Its Improvement |
|
|
235 | (1) |
|
|
236 | (3) |
|
|
236 | (1) |
|
12.3.2 Robustness Analysis of the NLST |
|
|
236 | (3) |
|
12.4 Simulation Results and Discussion |
|
|
239 | (3) |
|
|
242 | (1) |
|
13 Multifractional Property Analysis of Human Sleep Electroencephalogram Signals |
|
|
243 | (8) |
|
|
243 | (1) |
|
13.2 Data Description and Methods |
|
|
244 | (1) |
|
|
244 | (1) |
|
|
245 | (1) |
|
13.3 Fractional Property of Sleep EEG Signals |
|
|
245 | (3) |
|
13.4 Multifractional Property of Sleep EEG Signals |
|
|
248 | (2) |
|
|
250 | (1) |
|
|
251 | (2) |
Appendix A Mittag-Leffler Function |
|
253 | (4) |
Appendix B Application of Numerical Inverse Laplace Transform Algorithms in Fractional-Order Signal Processing |
|
257 | (10) |
|
|
257 | (1) |
|
B.2 Numerical Inverse Laplace Transform Algorithms |
|
|
258 | (1) |
|
B.3 Some Application Examples of Numerical Inverse Laplace Transform Algorithms in Fractional Order Signal Processing |
|
|
259 | (7) |
|
|
259 | (1) |
|
|
260 | (1) |
|
|
261 | (2) |
|
|
263 | (1) |
|
|
263 | (3) |
|
|
266 | (1) |
Appendix C Some Useful Webpages |
|
267 | (2) |
|
|
267 | (1) |
|
|
267 | (2) |
Appendix D MATLAB Codes of Impulse Response Invariant Discretization of Fractional-Order Filters |
|
269 | (10) |
|
D.1 Impulse Response Invariant Discretization of Distributed-Order Integrator |
|
|
269 | (3) |
|
D.2 Impulse Response Invariant Discretization of Fractional Second-Order Filter |
|
|
272 | (3) |
|
D.3 Impulse Response Invariant Discretization of Distributed-Order Low-Pass Filter |
|
|
275 | (4) |
References |
|
279 | (14) |
Index |
|
293 | |