Title :
Modulated fractional Gaussian noise: a process with non-Gaussian wavelet details
Author :
Coron, Alain ; Flandrin, Patrick ; Gache, Nicole
Author_Institution :
Inst. de Phys. Theor., Univ. Catholique de Louvain, Belgium
Abstract :
The aim of this article is to propose a very simple model that is able to reproduce both scaling laws and scale dependent non-Gaussian wavelet details. It is based on the modulated version of a fractional Gaussian noise. Its power spectrum and the probability density functions of its discrete wavelet details are investigated and illustrated. Some examples based on simulated and real data are also given
Keywords :
Gaussian noise; discrete wavelet transforms; fractals; modulation; probability; signal processing; astronomic data analysis; climatic data analysis; discrete wavelet details; fractal modeling; modulated fractional Gaussian noise; nonGaussian wavelet details; orthogonal wavelet transform; power spectrum; probability density functions; real data; scale dependent non-Gaussian wavelet; scaling laws; signal reconstruction; simulated data; Astronomy; Brownian motion; Cyclotrons; Discrete wavelet transforms; Electronic mail; Fractals; Gaussian noise; Gaussian processes; Probability density function; Wavelet transforms;
Conference_Titel :
Time-Frequency and Time-Scale Analysis, 1998. Proceedings of the IEEE-SP International Symposium on
Conference_Location :
Pittsburgh, PA
Print_ISBN :
0-7803-5073-1
DOI :
10.1109/TFSA.1998.721436
