Journal
IEEE TRANSACTIONS ON INFORMATION THEORY
Volume 56, Issue 9, Pages 4741-4753Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TIT.2010.2053865
Keywords
Wavelet packet transforms; fractional Brownian motion; gray code; spectral analysis
Ask authors/readers for more resources
This paper provides asymptotic properties of the autocorrelation functions of the wavelet packet coefficients of a fractional Brownian motion. It also discusses the convergence speed to the limit autocorrelation function, when the input random process is either a fractional Brownian motion or a wide-sense stationary second-order random process. The analysis concerns some families of wavelet paraunitary filters that converge almost everywhere to the Shannon paraunitary filters. From this analysis, we derive wavelet packet based spectrum estimation for fractional Brownian motions and wide-sense stationary random processes. Experimental tests show good results for estimating the spectrum of 1/f processes.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available