Wavelet Transform Method of Waveform Estimation for Hilbert Transform of Fractional Stochastic Signals with Noise
نویسندگان
چکیده
In this paper, those splendid characters of the Hilbert transform let the processes that taking wavelet transform after taking Hilbert transform for the statistic self-similarity processes FBM [ ) (t BH ] become another processes, that firstly taking Hilbert transform for the wavelet function ) (t φ and forming a new wavelet function ) (t ψ , secondly taking the wavelet transform for ) (t BH . Then, we use the optimum threshold to estimate the ) ( t BH embedded in additive white noise. Typical computer simulation results to demonstrate the viability and the effectiveness of the Hilbert transform in the signals estimation of the statistic self-similarity process.
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