Title :
A Karhunen-Loeve-like expansion for 1/f processes via wavelets
Author :
Wornell, Gregory W.
Author_Institution :
Res. Lab. of Electron., MIT, Cambridge, MA
fDate :
7/1/1990 12:00:00 AM
Abstract :
While so-called 1/f or scaling processes emerge regularly in modeling a wide range of natural phenomena, as yet no entirely satisfactory framework has been described for the analysis of such processes. Orthonormal wavelet bases are used to provide a new construction for nearly 1/f processes from a set of uncorrelated random variables
Keywords :
random processes; 1/f processes; Karhunen-Loeve-like expansion; orthonormal wavelet bases; scaling processes; uncorrelated random variables; Band pass filters; Councils; Fourier transforms; Frequency measurement; Information filtering; Information filters; Monitoring; Multiresolution analysis; Random variables; Signal resolution;
Journal_Title :
Information Theory, IEEE Transactions on
