| 分数布朗运动的功率谱分析 |
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| 引用本文： | 薛东辉,朱耀庭,!朱光喜,熊艳.分数布朗运动的功率谱分析[J].华中科技大学学报(自然科学版),1996(8). |
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| 作者姓名： | 薛东辉 朱耀庭 !朱光喜 熊艳 |
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| 作者单位： | 图像识别与人工智能研究所 |
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| 摘 要： | 讨论了分数布朗运动功率谱的时频分析和时间尺度域分析方法，通过对分数布朗运动非平稳性的分析，证明了非平稳的分数布朗运动通过带通滤波器的输出为一平稳随机过程的结论，从而提出了一种基于线性时不变系统滤波的分数布朗运动功率谱的频域分析方法，并且对频域分析方法进行了讨论
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| 关 键 词： | 分数布朗运动 分形 功率谱分析 时频分析 小波变换 |
Spectrum Analysis for Fractional Brownian Motion |
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| Xue Donghui Dept. of Electronics and Information Eng.,HUST,Wuhan ,China. Zhu Yaoting Zhu Guangxi Xiong Yan.Spectrum Analysis for Fractional Brownian Motion[J].JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE,1996(8). |
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| Authors: | Xue Donghui Dept of Electronics and Information Eng HUST Wuhan China Zhu Yaoting Zhu Guangxi Xiong Yan |
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| Institution: | Xue Donghui Dept. of Electronics and Information Eng.,HUST,Wuhan 430074,China. Zhu Yaoting Zhu Guangxi Xiong Yan |
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| Abstract: | The time frequency analysis and time scale domain analysis for the spectrum of fractional Brownian motion are discussed. With an analysis of the non stationarity of fractional Brownian motion, the conclusion that the output of the non stationary fractional Brownian motion through a bandpass filter will be a stationary stochastic process is proved. The frequency domain analysis method for the spectrum of fractional Brownian motion based on linear time invariant filtering is proposed and discussed. |
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| Keywords: | fractional Brownian motion fractal spectrum analysis time frequency analysis wavelet transform |
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