An algorithm for fractal dimension calculation based on Renyi entropy for short time signal analysis

Among the approaches used to analyze biomedical signals, e.g. electroencephalogram, there are methods based on fractal dimension (FD) calculation. One of the main drawbacks of these methods is the requirement for long duration of the analyzed signal. To analyze events of brief duration in real-time mode and to apply the results obtained directly in the time domain, thus providing an easier interpretation of FD behavior; in this work we present a fast algorithm to calculate the FD of the signal. It is derived from the generalized entropy, namely Renyi entropy.