Modelling and analysis of fractional Brownian motions

Chaos, Solitons and Fractals

Volumn 8, Issue 3, 1997, Pages 377-388

  Magre O ^a   Guglielmi, M ^a  

^a ECOLE CENTRALE DE NANTES   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000921979     PISSN: 09600779     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0960-0779(96)00103-8     Document Type: Article

References (19)

1. T. Lo, H. Leung, J. Litva and S. Haykw, Fractal characterization of sea scattered signals and detection of sea surface targets. Proc. IEE 140, 243-250 (1993).
2. R. F. Voss, Random fractals characterization and measurement. Scaling Phenomena in Disordered Systems, pp. 1-11. Plenum Press, New York (1995).
3. H. E. Hurst, R. P. Black and Y. M. Sinaika, Long term storage in reservoirs. An experimental study. Proc. IEEE, 3557-3560 (1991).
4. J. Kaalda, Fractal model of blood vessel system. Fractals 1(2), 191-197 (1993).
5. M. F. Bransley, R. L. Devaney, B. B. Mandelbrot, H. O. Peitgen, D. Saupe and R. F. Voss, The Science of Fractal Images. Springer-Verlag (1988).
6. M. Pancorbo, E. Anguiano and M. Aguilar, Profiles fractal characterization by frequency analysis. Fractals 2(1), 127-136 (1994).
7. G. W. Wornell, Synthesis, analysis and processing of fractal signals. RLE Tech., Rep 566, MIT, Cambridge MA (1991).
8. P. Abry, P. Gonclaves and P. Flandrin, Wavelet-based spectral analysis of 1/f processes. Proc. IEEE 3, 237-240 (1993).
9. P. Maragos and F. K. Sun, Measuring the fractal dimension of signals: morphological overs and iterative optimization. IEEE Trans Signal Processing 41(1), 108-121 (1993).
10. F. Harris and D. S. King, Adaptative Filters Using Fractal Dimension of Data. Mapple Press (1990).
11. A. H. Tewfik and M. Deriche, Maximum likelihood estimation of the fractal dimension of stochastic fractals and Cramer-Rao bounds. Proc. IEEE, 3381-3384 (1991).
12. M. S. Keshner, 1/f noises. Proc. IEEE 70(3), 212-218 (1982).
13. J. Koyama and H. Hara, Fractional Brownian motion described by scaled Langevin equations. Chaos, Solitons & Fractals 3(4), 467-480 (1993).
14. J. A. Barnes and D. W. Allan, A statistical model of flicker noise. Proc. IEEE 54, 176-178 (1966).
15. B. B. Mandelbrot and J. W. Van Ness, Fractional Brownian motions, fractional noises and applications. The Siam Review 10(4), 422-437 (1968).
16. Olivier Magré, Mouvement Brownien fractionnaire: contribution à la modélisation, à l'analyse et à la synthèse. Thèse de doctorat (1996).
17. K. B. Oldham and J. Spanier, The Fractional Calculus. Academic Press, New York (1974).
18. L. Ljung and T. Soderstrom, Theory and Practice of Recursive Identification. MIT Press, Cambridge (1983).
19. C. Tricot, Courbes et Dimensions Fractales. Springer Verlag, Montreal (1993).