Identification of fractional order noises

The paper presents method for parametric identification of a fractional order noise. The fractional order colored noise is a generalization of the traditional colored noise (noise with dynamic dependency) in the case when the dynamics of noise is a fractional order dynamics. Proposed identification algorithms are designed for two cases: when order of noise is known and when order of the noise have to be determined. Algorithm for determining the fractional order based on information about noise self correlation. Finally, results of numerical experiments are presented for presenting efficiency of proposed methods.