منابع مشابه
On hidden fractal model signal processing
Fractal stochastic processes are examples of semi-Markov processes where the signal behaviour is a function of the prefiltering bandwidth. In this paper we develop schemes for estimating such fractal models when they are hidden (imbedded) in noise. We reformulate this hidden fractal model (H FM) problem in the scalar case as a higher order scalar or first order 2-vector homogeneous hidden Marko...
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This is a special issue published in volume 2003 of " EURASIP Journal on Applied Signal Processing. " All articles are open access articles distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Recent years have seen the emergence of a variety of new multimedia (text...
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In this correspondence, we estimate the Hurst parameter H of fractional Brownian motion (or, by extension, the fractal exponent 9 of stochastic processes having 1/ f +‘-like spectra) by applying a recently introduced multiresolution framework. This framework admits an efficient likelihood function evaluation, allowing us to compute the maximum likelihood estimate of this fractal parameter with ...
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Wavelet-based statistical signal processing techniques such as denoising and detection typically model the wavelet coefficients as independent or jointly Gaussian. These models are unrealistic for many real-world signals. In this paper, we develop a new framework for statistical signal processing based on wavelet-domain hidden Markov models (HMM’s) that concisely models the statistical dependen...
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ژورنال
عنوان ژورنال: Signal Processing
سال: 1991
ISSN: 0165-1684
DOI: 10.1016/0165-1684(91)90130-b