Self-similarity: Part II - Optimal estimation of fractal processes

IEEE Transactions on Signal Processing

Volumn 55, Issue 4, 2007, Pages 1364-1378

  Blu, Thierry ^a   Unser, Michael ^a  

^a EPFL   (Switzerland)

Author keywords

Fractional Brownian motion; Fractional splines; Interpolation; Minimum mean square error (MMSE) estimation; Self similar processes; Smoothing splines; Wiener filtering

Indexed keywords

BROWNIAN MOVEMENT; ESTIMATION; FOURIER TRANSFORMS; FRACTALS; INTERPOLATION; LEAST SQUARES APPROXIMATIONS; MEAN SQUARE ERROR; PROBABILITY DENSITY FUNCTION;

FRACTIONAL BROWNIAN MOTION; KRIGING; SMOOTHING SPLINES; WIENER FILTERING;

SIGNAL FILTERING AND PREDICTION;

EID: 34147186355     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2006.890845     Document Type: Article

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