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基于小波变换的1/f类分形信号的参数估计 被引量：3

Parameter estimation of 1/f-type fractal signal via wavelet transformation
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摘要 为了估计1/f类分形信号模型———分数布朗运动的自相似参数,对离散分数高斯噪声进行了Haar小波变换。根据细节小波系数方差和尺度的关系,在最小二乘法的基础上推导出一种估计算法。在仿真中,和EM算法相比较,以方均根误差为指标说明了本文方法的有效性和优越性,同时讨论了数据长度和小波分解的尺度对本文算法精度的影响。 In order to estimate the Hurst parameters of the 1/ftype fractal signal, the wavelet transformation is used to deal with the discrete fractal Gaussian noise.Using the least square algorithm,a method for estimating the Hurst parameters is developed.A numerical example is given to illustrate the effect of the data length on the computing accuracy of the present approach.
作者 曹坤勇 于盛林 黄晓晴
机构地区 南京航空航天大学自动化学院
出处 《吉林大学学报（工学版）》 EI CAS CSCD 北大核心 2003年第4期100-104,共5页 Journal of Jilin University:Engineering and Technology Edition
关键词 1/f类分形信号 分数布规运动 正交小波变换 最小二乘法 1/f-type fractal signal fractal Brownian motion orthogonal wavelet transform least square algorithm
分类号 O211 [理学—概率论与数理统计]
  • 相关文献

参考文献10

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二级参考文献9

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共引文献4

同被引文献36

  • 1初秀民,李永,严新平,万剑.基于微观形貌特征的沥青路面抗滑性能评价研究进展[J].交通与计算机,2007,25(1):61-65. 被引量：22
  • 2Gendy A E,Shalabby A. Mean profile depth of pavement surface macrotexture using photometric stereo techniques[J]. Journal of Transportation Engineering,2007,133 (7) :433-440.
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  • 4Kokkalis A G, Tsohos G H,Panagouli O K. Consideration of fractals potential in pavement skid resistance evaluation[J]. Journal of Transportation Engineering, 2002,128(6) : 591-595.
  • 5Kokkalis A G, Panagouli pavement skid resistance O K. Fractal evaluation of variations I: Surface wetting[J]. Chaos, Solitons and Fractals, 1998,9 ( 11 ) : 1875-1890.
  • 6Panagouli O K, Kokkalis A G. Skid resistance and fractal structure of pavement surface [J]. Chaos, Solitons and Fractals, 1998,9 (3): 493-505.
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引证文献3

二级引证文献9

吉林大学学报（工学版）
2003年 第4期

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