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

fYear

1998

Firstpage

361

Lastpage

364

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;

fLanguage

English

Publisher

ieee

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

Type

conf

DOI

10.1109/TFSA.1998.721436

Filename

721436