Estimation of fractional Brownian motion with multiresolution Kalman filter banks

IEEE Transactions on Signal Processing

Volumn 47, Issue 5, 1999, Pages 1431-1434

  Hirchoren, G A ^a   D'Attellis, C E ^a  

^a UNIVERSIDAD DE BUENOS AIRES   (Argentina)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; CORRELATION THEORY; DIGITAL FILTERS; RANDOM PROCESSES; WAVELET TRANSFORMS; WHITE NOISE;

FRACTAL SIGNALS; FRACTIONAL BROWNIAN MOTION; MULTIRESOLUTION KALMAN FILTER BANKS; WAVELET COEFFICIENTS;

KALMAN FILTERING;

EID: 0032669488     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.757238     Document Type: Article

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