Stochastic discrete scale invariance

被引：23

作者：

Borgnat, P ^{[1
]}

Flandrin, P

Amblard, PO

机构：

[1] Ecole Normale Super Lyon, Phys Lab, CNRS, UMR 5672, F-69364 Lyon 07, France

[2] ENSIEG, Lab Images & Signaux, CNRS, UMR 5083, F-38402 St Martin Dheres, France

来源：

IEEE SIGNAL PROCESSING LETTERS | 2002年 / 9卷 / 06期

关键词：

cyclostationary processes; discrete scale invariance; Lamperti's theorem; Mellin transformation;

D O I：

10.1109/LSP.2002.800504

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

A definition of stochastic discrete scale invariance (DSI) is proposed and its properties studied. It is shown how the Lamperti transformation, which transforms stationarity in self-similarity, is also a means to connect processes deviating from stationarity and processes which are not exactly scale invariant: in particular we interpret DSI as the image of cyclostationarity. This theoretical result is employed to introduce a multiplicative spectral representation of DSI processes based on the Mellin transform, and preliminary remarks are given about estimation issues.

引用

页码：181 / 184

页数：4

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