PCA based hurst exponent estimator for fBm signals under disturbances

IEEE Transactions on Signal Processing

Volumn 57, Issue 7, 2009, Pages 2840-2846

  Li, Li ^a   Hu, Jianming ^a   Chen, Yudong ^b   Zhang, Yi ^a  

^a TSINGHUA UNIVERSITY   (China)

^b The University of Texas at Austin   (United States)

Author keywords

Fractal Brownian motion (fBm); Hurst exponent; Principal component analysis (PCA)

Indexed keywords

ADDITIVE GAUSSIAN WHITE NOISE; EIGENSPECTRUM; FRACTAL BROWNIAN MOTION (FBM); HURST EXPONENT; HURST EXPONENTS; PRINCIPAL COMPONENT ANALYSIS (PCA); SNR VALUES;

ACOUSTIC INTENSITY; BROWNIAN MOVEMENT; ESTIMATION; FRACTALS; SIGNAL TO NOISE RATIO; WHITE NOISE;

PRINCIPAL COMPONENT ANALYSIS;

EID: 67650106028     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2009.2016877     Document Type: Article

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