Characterization of discrete-time fractional brownian motion

2006 Annual India Conference, INDICON

Volumn , Issue , 2006, Pages

  Gupta, Anubha ^a   Joshi, Shiv Dutt ^b  

^a NETAJI SUBHAS INSTITUTE OF TECHNOLOGY   (India)

^b INDIAN INSTITUTE OF TECHNOLOGY DELHI   (India)

Author keywords

Adaptive signal processing; Discrete time fractional Brownian motion; Fractals; Modeling

Indexed keywords

BROWNIAN MOVEMENT; CONTINUOUS TIME SYSTEMS; EIGENVALUES AND EIGENFUNCTIONS; MATRIX ALGEBRA;

ADAPTIVE SIGNAL PROCESSING; AUTO COVARIANCES; DIFFERENT FREQUENCIES; DISCRETE-TIME; DISCRETE-TIME FRACTIONAL BROWNIAN MOTION; EIGEN VECTORS; EIGENVALUES; FRACTALS; FRACTIONAL BROWNIAN MOTION; FUNCTION OF TIME; HURST EXPONENTS; LOW-PASS FILTERING; MODELING; NON-STATIONARY; ON TIME; TIME INDEXING;

COVARIANCE MATRIX;

EID: 50049096257     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/INDCON.2006.302748     Document Type: Conference Paper

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