• DocumentCode
    1472604
  • Title

    Comments on "PCA Based Hurst Exponent Estimator for fBm Signals Under Disturbances

  • Author

    Van Zanten, Harry

  • Author_Institution
    Dept. of Math., Eindhoven Univ. of Technol., Eindhoven, Netherlands
  • Volume
    58
  • Issue
    8
  • fYear
    2010
  • Firstpage
    4466
  • Lastpage
    4467
  • Abstract
    In this note we indicate a mistake in the paper mentioned in the title (Li et al. (2009)). It is observed that the cited paper uses an expansion of the fractional Brownian motion which is not the Karhunen-Loève expansion, and hence the asymptotic behaviour of the constants appearing in the expansion is not related to the asymptotic behaviour of the Karhunen-Loève eigenvalues.
  • Keywords
    Brownian motion; Karhunen-Loeve transforms; principal component analysis; signal processing; Karhunen-Loève eigenvalues; Karhunen-Loève expansion; PCA; asymptotic behaviour; fBm signals; fractional Brownian motion; hurst exponent estimator; Brownian motion; Concrete; Eigenvalues and eigenfunctions; Gaussian processes; Mathematics; Motion estimation;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/TSP.2010.2048318
  • Filename
    5447734
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1472604