PCA Based Hurst Exponent Estimator for fBm Signals Under Disturbances

DOI10.1109/TSP.2009.2016877zbMATH Open1391.94293DBLPjournals/tsp/LiHCZ09arXiv0805.3002OpenAlexW2143768661WikidataQ57964960 ScholiaQ57964960MaRDI QIDQ4569772FDOQ4569772

Authors: Li Li, Jianming Hu, Yudong Chen, Yi Zhang

Publication date: 9 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Abstract: In this response, we try to give a repair to our previous proof for PCA Based Hurst Exponent Estimator for fBm Signals by using orthogonal projection. Moreover, we answer the question raised recently: If a centered Gaussian process

G_{t}

admits two series expansions on different Riesz bases, we may possibly study the asymptotic behavior of one eigenvalue sequence from the knowledge on the asymptotic behaviors of another.

Full work available at URL: https://arxiv.org/abs/0805.3002

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (2)

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