Title :
Estimating the Local Singularity Strengths of Fractal Function with Wavelet Spectrum
Author :
Wang, Zhaorui ; Lü, Shanwei ; Nakamura, Taketsune
Author_Institution :
Sch. of Electron. & Inf. Eng., Beihang Univ., Beijing
Abstract :
Fractal functions usually have variable singularity strengths characterized by time-varying local Holder exponents. To determine these strengths is thus attractive and challenging. We present a novel algorithm for estimating these singularity strengths in terms of local wavelet spectrum based on maximal overlap discrete wavelet transform. The validity and stability are verified by Monte-Carlo experiments and real-world applications
Keywords :
Monte Carlo methods; discrete wavelet transforms; signal processing; Monte-Carlo experiments; discrete wavelet transform; fractal function; local singularity strength estimation; local wavelet spectrum; real-world applications; time-varying local Holder exponents; Computational efficiency; Discrete wavelet transforms; Filters; Fractals; Sampling methods; Signal analysis; Stability; Time series analysis; Time varying systems; Wavelet analysis;
Conference_Titel :
Signal Processing, 2006 8th International Conference on
Conference_Location :
Beijing
Print_ISBN :
0-7803-9736-3
Electronic_ISBN :
0-7803-9736-3
DOI :
10.1109/ICOSP.2006.344502
