A Karhunen-Loeve-like Expansion for 1/f Processes via Wavelets

IEEE Transactions on Information Theory

Volumn 36, Issue 4, 1990, Pages 859-861

  Wornell, Gregory W ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

PROBABILITY--RANDOM PROCESSES;

ORTHONORMAL WAVELET BASES; SCALING PROCESSES; WAVELETS;

SPECTRUM ANALYSIS;

EID: 0025462413     PISSN: 00189448     EISSN: 15579654     Source Type: Journal    
DOI: 10.1109/18.53745     Document Type: Article

References (7)

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3. M. S. Keshner, “1// noise,” Proc. IEEE, vol. 70, Mar. 1982, pp. 212–218.
4. S. Mallat, “Multiresolution representations and wavelets,” Ph.D. thesis, Univ. of Pennsylvania, Phila., PA, Aug. 1988.
5. B. Mandelbrot, “Some noises with 1/f spectrum, a bridge between direct current and white noise,” IEEE Trans. Inform. Theory, vol. IT-13, pp. 289–298, Apr. 1967.
6. B. B. Mandelbrot and H. W. Van Ness, “Fractional Brownian motions, fractional noises and applications,” SIAM Review, vol. 10, pp. 422–436, Oct. 1968.
7. A. Papoulis, Probability, Random Variables, and Stochastic Processes. New York: McGraw-Hill, 1984.