Journal article
Wavelet Estimation of Fractional Brownian Motion Embedded in a Noisy Environment
Abstract
This correspondence proposes a wavelet-based fractional Brownian motion (fBm) signal estimation scheme. Despite the fact that wavelet transform approximately whitens the fBm processes, it is observed that statistical dependencies still exist across adjacent wavelet scales and between neighboring wavelet coefficients. These dependencies can be exploited to improve the estimation of fBm signals embedded into noise. The idea is to reorganize the …
Authors
Zhang L; Bao P; Wu X
Journal
IEEE Transactions on Information Theory, Vol. 50, No. 9, pp. 2194–2200
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Publication Date
9 2004
DOI
10.1109/tit.2004.833357
ISSN
0018-9448