Title :
Accurate synthesis of fractional Brownian motion using wavelets
fDate :
3/3/1994 12:00:00 AM
Abstract :
The accurate synthesis of fractional Brownian motion using wavelets is investigated by an analysis of its second order statistics. The practical reasons for employing Haar wavelets in preference to other more complicated wavelets are also discussed
Keywords :
Brownian motion; fractals; signal processing; wavelet transforms; Haar wavelets; fractals; fractional Brownian motion; motion synthesis; random processes; second order statistics; signal processing;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19940269
