Generalized Amplitude Truncation of Gaussian 1/f^alpha noise

Details Generalized Amplitude Truncation of Gaussian 1/f^alpha noise Generalized Amplitude Truncation of Gaussian 1/f^alpha noise

2000-07-11

arxiv.org/abs/nlin/0007012v1

Nonlinear Sciences

Chaotic Dynamics

14 pages, 5 figures

Scientific paper

10.1143/JPSJ.70.297

We study a kind of filtering, an amplitude truncation with upper and lower truncation levels x_max and x_min. This is a generalization of the simple transformation y(t)=sgn[x(t)], for which a rigorous result was obtained recently. So far numerical experiments have shown that a power law spectrum 1/f^alpha seems to be transformed again into a power law spectrum 1/f^beta under rather general condition for the truncation levels. We examine the above numerical results analytically. When 1

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