A KARHUNEN-LOEVE-LIKE EXPANSION FOR 1/F PROCESSES VIA WAVELETS

被引:160
作者
WORNELL, GW
机构
[1] Research Laboratory of Electronics, Room 36–615, Massachusetts Institute of Technology
基金
美国国家科学基金会; 加拿大自然科学与工程研究理事会;
关键词
D O I
10.1109/18.53745
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
While so-called 1 /f or scaling processes emerge regularly in modeling a wide range of natural phenomena, as yet no entirely satisfactory framework has been described for the analysis of such processes. Orthonormal wavelet bases are used to provide a new construction for nearly 1 /f processes from a set of uncorrelated random variables. © 1990 IEEE
引用
收藏
页码:859 / 861
页数:3
相关论文
共 6 条
[1]   ORTHONORMAL BASES OF COMPACTLY SUPPORTED WAVELETS [J].
DAUBECHIES, I .
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1988, 41 (07) :909-996
[2]   1/F NOISE [J].
KESHNER, MS .
PROCEEDINGS OF THE IEEE, 1982, 70 (03) :212-218
[3]  
Mallat S.G., 1988, THESIS U PENNSYLVANI
[4]  
Mandelbrot B. B., 1967, IEEE T INFORM THEORY, V13, P289, DOI DOI 10.1109/TIT.1967.1053992
[5]   FRACTIONAL BROWNIAN MOTIONS FRACTIONAL NOISES AND APPLICATIONS [J].
MANDELBROT, BB ;
VANNESS, JW .
SIAM REVIEW, 1968, 10 (04) :422-+
[6]  
Papoulis A., 1984, PROBABILITY RANDOM V