吉林大学学报(工学版) ›› 2003, Vol. ›› Issue (4): 100-104.

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Parameter estimation of 1/ƒ-type fractal signal via wavelet transformation

CAO Kun-yong, YU Sheng-lin, HUANG Xiao-qing   

  1. College of Automation Engineering, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, China
  • Received:2003-01-08

Abstract: In order to estimate the Hurst parameters of the 1/ƒ-type fractal signal, the wavelet transformation is used to deal with the discrete fractal Gaussian noise.Using the least square algorithm,a method for estimating the Hurst parameters is developed.A numerical example is given to illustrate the effect of the data length on the computing accuracy of the present approach.

Key words: 1/ƒ-type fractal signal, fractal Brownian motion, orthogonal wavelet transform, least square algorithm

CLC Number: 

  • O211
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