Title :
Analysis and synthesis of 1/f processes via Shannon wavelets
Author :
Shusterman, Eli ; Feder, Meir
Author_Institution :
Orckit Commun. Ltd., Tel-Aviv, Israel
fDate :
6/1/1998 12:00:00 AM
Abstract :
1/f processes can be very useful in modeling processes with long-term correlation. We propose analysis and synthesis procedures to express these processes in terms of the Shannon wavelet. Unlike previous techniques, our analysis procedure generates uncorrelated decomposition coefficients for the 1/f process. This is done by taking onto 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 byproduct of the proposed analysis algorithm, is competitive with other techniques
Keywords :
1/f noise; FIR filters; band-pass filters; correlation theory; spectral analysis; wavelet transforms; 1/f processes; Shannon wavelets; analysis procedure; long-term correlation; residual correlation; synthesis procedure; uncorrelated decomposition coefficient; 1f noise; Algorithm design and analysis; Brownian motion; Cutoff frequency; Discrete cosine transforms; Discrete transforms; Fourier transforms; Spectral analysis; Wavelet analysis; Wavelet coefficients;
Journal_Title :
Signal Processing, IEEE Transactions on