1/f noise

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1 / f noise, or more accurately 1 / fα noise, is a signal or process with a power spectral density proportional to 1 / fα,

S(f) = \frac{\textrm{constant}}{f^\alpha}

where f is the frequency. Typically use of the term focuses on noises with exponents in the range 0 < α < 2, that is, fluctuations whose structure falls in-between white (α = 0) and brown (α = 2) noise. Such "1 / f-like" noises are widespread in nature and a source of great interest to diverse scientific communities.

The "strict 1 / f" case of α = 1 is also referred to as pink noise, although the precise definition of the latter term[1] is not a 1 / f spectrum per se but that it contains equal energy per octave, which is only satisfied by a 1 / f spectrum. The name stems from the fact that it lies in the middle between white (1 / f0) and red (1 / f2, more commonly known as Brown or Brownian) noise[2].

The term flicker noise is sometimes used to refer to 1 / f noise, although this is more properly applied only to its occurrence in electronic devices due to a direct current. Mandelbrot and Van Ness proposed the name fractional noise (sometimes since called fractal noise) to emphasise that the exponent of the spectrum could take non-integer values and be closely related to fractional Brownian motion, but the term is very rarely used.

Contents

[edit] Description

In the most general sense, noises with a 1 / fα spectrum include white noise, where the power spectrum is proportional to 1 / f0 = constant, and Brownian noise, where it is proportional to 1 / f2. The term black noise is sometimes used to refer to 1 / fα noise with an exponent α > 2.

[edit] Pink noise

[1]

[edit] Relationship to fractional Brownian motion

The power spectrum of a fractional Brownian motion of Hurst exponent H is proportionnal to: 1 / f2H + 1

[edit] References

[edit] Notes

  1. ^ a b Federal Standard 1037C and its successor, American National Standard T1.523-2001.
  2. ^ Confusingly, the term "red noise" is sometimes used instead to refer to pink noise. In both cases the name springs from analogy to light with a 1 / fα spectrum: as α increases, the light becomes darker and darker red.

[edit] Bibliography

  • Keshner, M. S. (1982). "1 / f noise". Proceedings of the IEEE 70 (3): 212–218. 
  • Mandelbrot, B. B. and Van Ness, J. W. (1968). "Fractional Brownian motions, fractional noises and applications". SIAM Review 10 (4): 422–437.