Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/23130
Title: Wavelet estimation of fractional Brownian motion embedded in a noisy environment
Authors: Zhang, L 
Bao, P
Wu, X
Issue Date: 2004
Publisher: Institute of Electrical and Electronics Engineers
Source: IEEE transactions on information theory, 2004, v. 50, no. 9, p. 2194-2200 How to cite?
Journal: IEEE transactions on information theory 
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 wavelet coefficients into a scale-time mixture model and then carry out the minimum mean-square-error estimation (MMSE) using the model. Experiments show that the proposed scheme obtains better estimates than Wornell and Oppenheim's algorithm, in which the wavelet dependencies are not utilized.
URI: http://hdl.handle.net/10397/23130
ISSN: 0018-9448 (print)
1557-9654 (online)
DOI: 10.1109/TIT.2004.833357
Appears in Collections:Journal/Magazine Article

Access
View full-text via PolyU eLinks SFX Query
Show full item record

SCOPUSTM   
Citations

8
Last Week
0
Last month
0
Citations as of Sep 17, 2017

WEB OF SCIENCETM
Citations

6
Last Week
0
Last month
0
Citations as of Sep 23, 2017

Page view(s)

57
Last Week
4
Last month
Checked on Sep 24, 2017

Google ScholarTM

Check

Altmetric



Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.