一种用小波求信号突变点的三个参数的方法

A Procedure for Computing Three Parameters of Signal Catastrophe Point with Wavelets

信号的奇异性和不规则的结构经常带有大量重要的信息.采用db2小波求突变点的位置和3个参数κ,σ,α,对F(T)=1-|0.5-T|1.1进行了数值计算.

Singularity and irregular structures often carry the most important information in signals. We detect the position of catastrophe point and compute the three parameters κ,σ,αof signal catastrophe point with db2. We measure the particular function f(t) =1-|0. 5-t|1.1;this procedure yields good estimation of the Lipschitz exponent.