Title :
Wavelet synthesis of fractional Brownian motion
Author :
Hu, Gang ; Zhu, Shihua ; Xie, Bo
Author_Institution :
Dept. of Inf. & Commun. Eng., Xi´´an Jiaotong Univ., China
Abstract :
Fractional Brownian motion (fBm) offers a convenient modeling for non-stationary stochastic processes with long-term dependencies and 1/f-type spectral behavior over a wide range of frequencies. The orthonormal wavelet transformation coefficients of fBm are analyzed. We introduce the wavelet synthesis algorithm of fBm, and try to improve the algorithm on this basis. A variety of results from simulations are presented to demonstrate the melioration of the algorithm
Keywords :
Brownian motion; signal synthesis; stochastic processes; wavelet transforms; 1/f-type spectral behavior; fractional Brownian motion; long-term dependencies; nonstationary stochastic process modelling; orthonormal wavelet transformation coefficient; simulations; wavelet synthesis; wavelet synthesis algorithm; Brownian motion; Fractals; Frequency; Signal analysis; Signal processing; Signal processing algorithms; Signal representations; Signal synthesis; Stochastic processes; Wavelet analysis;
Conference_Titel :
Signal Processing Proceedings, 2000. WCCC-ICSP 2000. 5th International Conference on
Conference_Location :
Beijing
Print_ISBN :
0-7803-5747-7
DOI :
10.1109/ICOSP.2000.894507
