Title :
Scaling exponents estimation from time-scale energy distributions
Author :
Gonçalves, Paulo ; Flandrin, Patrick
Author_Institution :
CNRS, Ecole Normale Superieure de Lyon, Lyon, France
Abstract :
It is shown using some examples that the problem of estimating the evolution of scaling exponents characterizing locally a self-similar process can be efficiently handled within the general framework of time-scale energy distributions related to the wavelength transform. As is implicit from the structure of the estimators considered, the proposed methodology is dependent on the degree of nonstationarity of such evolutions, with fast changes leading to bias-variance tradeoffs
Keywords :
estimation theory; signal processing; wavelet transforms; fractals; scaling exponents estimation; time-scale energy distributions; wavelength transform; Brownian motion; Design methodology; Fourier transforms; Fractals; Frequency estimation; Motion estimation; Noise reduction; Random variables; Spectrogram; Wavelet transforms;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1992. ICASSP-92., 1992 IEEE International Conference on
Conference_Location :
San Francisco, CA
Print_ISBN :
0-7803-0532-9
DOI :
10.1109/ICASSP.1992.226634