Variable-Order Fractional Signal Processing
Chapter 6 introduces variable-order fractional signal processing techniques. The simulation of multifractional processes was realized by replacing the constant-order fractional integrator with a variable-order integrator. So, the generated multifractional processes exhibit the local memory property. Similarly, variable-order fractional system models were built by replacing the constant-order long memory parameter d with a variable-order local memory parameter d t . The variable-order fractional system models can characterize the local memory of the fractional processes. A physical experimental study of the temperature-dependent variable-order fractional integrator and differentiator was introduced at the end of this chapter. Some potential applications of the variable-order fractional integrator and differentiator are briefly discussed.
KeywordsHurst Exponent Memory Parameter Multifractional Process FIGARCH Model FARIMA Model
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