Wavelet Estimation of Fractional Brownian Motion Embedded in a Noisy Environment

DOI10.1109/TIT.2004.833357MaRDI QIDQ3547869zbMATH OpenDBLPWikidataFDO

Authors Lei Zhang, Xiaolin Wu, Paul Bao

Publication date 21 December 2008

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TIT.2004.833357

zbMATH Keywords

fBmFractional Brownian motionintra- and inter-scale dependencysignal estimationwavelet transform

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(11)

• On the optimal number of scales in estimation of fractal signals using wavelets and filter banks
• Statistical signal restoration with \(1/f\) wavelet domain prior models.
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• Tempered fractional Brownian motion: wavelet estimation, modeling and testing
• Estimation of 2-D noisy fractional Brownian motion and its applications using wavelets
• Estimation of fractional Brownian motion with multiresolution Kalman filter banks
• Estimation of fractional Brownian motion embedded in a noisy environment using nonorthogonal wavelets
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