Estimation of 1/f signals on the basis of curve fitting

Author

Zhou, Tong

Author_Institution

Dept. of Autom., Tsinghua Univ., Beijing, China

Volume

48

Issue

3

fYear

2000

fDate

3/1/2000 12:00:00 AM

Firstpage

617

Lastpage

628

Abstract

An algorithm is proposed for the identification of fractal signals with wavelet-based models from corrupted data. This algorithm is based on curve fitting and wavelet transformation. It is proved that whenever γ is greater than 0, the algorithm provides an almost consistent estimation. Moreover,the estimated parameters are asymptotically Gaussian distributed. A mean square asymptotic convergence rate of the estimated parameters has also been established. Simulation results verify the efficiency of the proposed algorithm

Keywords

Gaussian distribution; curve fitting; digital simulation; fractals; parameter estimation; signal processing; wavelet transforms; 1/f signals estimation; algorithm efficiency; asymptotically Gaussian distributed parameters; corrupted data; curve fitting; estimated parameters; fractal signals identification; mean square asymptotic convergence rate; simulation results; wavelet transformation; wavelet-based models; Computational modeling; Convergence; Curve fitting; Fractals; Maximum likelihood estimation; Parameter estimation; Signal analysis; Signal processing; Signal processing algorithms; Wavelet analysis;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.824658

Filename

824658