Estimation of fractional Brownian motion embedded in a noisy environment using nonorthogonal wavelets

IEEE Transactions on Signal Processing

Volumn 47, Issue 8, 1999, Pages 2211-2219

  Hwang, Wen Liang ^a  

^a INSTITUTE OF INFORMATION SCIENCE   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; BROWNIAN MOVEMENT; COMPUTER SIMULATION; FRACTALS; OPTIMIZATION; PARAMETER ESTIMATION; WAVELET TRANSFORMS; WHITE NOISE;

DIRAC SINGULARITY; FRACTIONAL BROWNIAN MOTION; NONORTHOGONAL WAVELETS; WIENER FILTERING;

SIGNAL PROCESSING;

EID: 0033171350     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.774764     Document Type: Article

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