A comparison of estimators for 1f noise

✍ Scribed by Berndt Pilgram; Daniel T. Kaplan

• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 925 KB
• Volume: 114
• Category: Article
• ISSN: 0167-2789
• DOI: 10.1016/s0167-2789(97)00188-7

✦ Synopsis

We use a Monte-Carlo approach to investigate the performance of five different time-series estimators of the exponent in 1/f~' noise. We find that a maximum-likelihood estimator is markedly superior to Fourier regression methods and Hurst exponent methods. The results indicate that useful estimates of ~ can be made from time series that are nmch shorter than generally presumed.