Fractal estimation from noisy data via discrete fractional Gaussian noise (DFGN) and the Haar basis

DOI10.1109/78.258096zbMath0841.94012OpenAlexW2136021618MaRDI QIDQ4878201

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Publication date: 29 May 1996

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

Full work available at URL: https://semanticscholar.org/paper/7a2c5ea01e6e72439283341f661ffafb9ba8eade

zbMATH Keywords

discrete wavelet transformfractional Brownian motionnumerical simulationHaar basisdiscrete fractional Gaussian noisefractal estimation algorithm

Mathematics Subject Classification ID

Brownian motion (60J65) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) General harmonic expansions, frames (42C15)

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