| 噪声背景下fBm的小波分析及H参数的估计 |
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| 引用本文： | 王晓晖,朱光喜,朱耀庭.噪声背景下fBm的小波分析及H参数的估计[J].华中科技大学学报(自然科学版),1996(12). |
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| 作者姓名： | 王晓晖 朱光喜 朱耀庭 |
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| 基金项目： | 国家教委博士点专项基金 |
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| 摘 要： | 分析了在加性白噪声背景下ｆＢｍ的小波系数的二阶统计特性，得出了同一尺度上小波系数序列的平稳性结论，同时分析了噪声对Ｈ值的影响，并提出了一种根据小波系数估计Ｈ值的改进算法．实验表明，该算法能有效地抑制噪声的影响，估计出原信号的Ｈ值来
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| 关 键 词： | 分形 分数布朗运动 小波分析 |
The Estimation of Parameter H from the Wavelet Analysis of fBm in a Noise Background |
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| Abstract: | The second order statistical property of the wavelet coefficients of fBm in a Gaussian white noise background is analyzed and the conclusion about the stationariness of wavelet coefficient sequence in the same scale is drawn. Between different scales, the variance of coefficients exhibits a power law relation, from which the parameter H of fBm can be estimated. An improved algorithm by which the affect of noise will be eliminated is presented. A simple experiment for verifying the effectiveness of the algorithm is given. |
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| Keywords: | fractal fractional Brownian motion wavelet analysis |
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