Title :
Analysis of 1/f processes
Author :
Shusterman, E. ; Feder, M.
Author_Institution :
Dept. of Electr. Eng. Syst., Tel Aviv Univ., Israel
Abstract :
1/f processes can be very useful in modeling processes with long term correlation. We propose a simple yet efficient algorithm for analysis and synthesis of these processes. Unlike previous techniques, our analysis procedure generates uncorrelated decomposition coefficients for the 1/f process. This is done by taking into account, and then removing, the residual correlation between the wavelet components. The analysis procedure is the major contribution of this work. The proposed synthesis algorithm, which is a by-product of the proposed analysis algorithm, is competitive with other techniques. These procedures can be very useful in different fractal signal processing applications
Keywords :
correlation methods; fractals; signal processing; signal synthesis; stochastic processes; wavelet transforms; 1/f processes; analysis algorithm; analysis procedure; fractal signal processing applications; long term correlation; residual correlation; stochastic self similar process; synthesis algorithm; uncorrelated decomposition coefficients; wavelet components; Equations; Filters; Frequency; Signal analysis; Signal synthesis; Wavelet analysis; Wavelet coefficients; Wavelet transforms; White noise;
Conference_Titel :
Time-Frequency and Time-Scale Analysis, 1996., Proceedings of the IEEE-SP International Symposium on
Conference_Location :
Paris
Print_ISBN :
0-7803-3512-0
DOI :
10.1109/TFSA.1996.547216