Autoregressive model of 1/f noise
arXiv:adap-org/9907008 · doi:10.1016/S0375-9601(99)00284-4
Abstract
An analytically solvable model is proposed exhibiting 1/f spectrum in any desirably wide range of frequency (but excluding the point f=0). The model consists of pulses whose recurrence times obey an autoregressive process with very small damping.
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