Title :
Multiscale representation and estimation of fractal point processes
Author :
Lam, Warren M. ; Wornell, Gregory W.
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., MIT, Cambridge, MA, USA
fDate :
11/1/1995 12:00:00 AM
Abstract :
Fractal point processes have a potentially important role to play in the modeling of a wide range of natural and man-made phenomena. However, the lack of a suitable framework for their representation has frequently made their application in many problems difficult. We introduce natural multiscale representations for an important class of these processes based on mixtures of Poisson processes. In turn, this framework leads to efficient new algorithms for both the synthesis and the analysis of such processes. These include algorithms for optimal fractal dimension and interarrival time estimation that are of interest in a range of applications. Several aspects of the performance of these algorithms are also addressed
Keywords :
estimation theory; fractals; signal representation; signal synthesis; stochastic processes; Poisson processes; algorithm performance; algorithms; analysis; fractal point processes; interarrival time estimation; modeling; multiscale estimation; multiscale representation; optimal fractal dimension estimation; synthesis; Algorithm design and analysis; Brownian motion; Fractals; Geometry; Mathematical model; Mathematics; Random processes; Signal processing; Signal processing algorithms; Solid modeling;
Journal_Title :
Signal Processing, IEEE Transactions on