Surface Texture Characterization of Fibers Using Fractional Brownian Motion Model
نویسندگان
چکیده
The texture of the surface of individual fiber is an important characteristic. The fibers can be classified and recognized using the surface texture by a specific parameter. To describe the texture, the fractal parameter (or Hurst coefficient) is a proper value. In this study, we use the Fractional Brownian Motion (FBM) to model the texture of the fiber surface. And we apply a Fourier-domain Maximum Likelihood Estimator (FDMLE) to calculate the fractal parameter of FBM. According to the experimental results, we can objectively classify different types of fibers.
منابع مشابه
Classification of Texture Images using Multi-scale Statistical Estimators of Fractal Parameters
We present a new method of fractal-based texture analysis, using the multiscale fractional Brownian motion texture model, and a new parameter, intermittency. The intermittency parameter p describes a degree of presence of the textural information: a low value of p implies a very lacunar texture. The multi-scale fractional Brownian motion model allows to construct multiregime textures in the fre...
متن کاملExistence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion
متن کامل
On time-dependent neutral stochastic evolution equations with a fractional Brownian motion and infinite delays
In this paper, we consider a class of time-dependent neutral stochastic evolution equations with the infinite delay and a fractional Brownian motion in a Hilbert space. We establish the existence and uniqueness of mild solutions for these equations under non-Lipschitz conditions with Lipschitz conditions being considered as a special case. An example is provided to illustrate the theory
متن کاملConvergence to Weighted Fractional Brownian Sheets*
We define weighted fractional Brownian sheets, which are a class of Gaussian random fields with four parameters that include fractional Brownian sheets as special cases, and we give some of their properties. We show that for certain values of the parameters the weighted fractional Brownian sheets are obtained as limits in law of occupation time fluctuations of a stochastic particle model. In co...
متن کاملFractional Term Structure Models: No-arbitrage and Consistency
In this work we introduce Heath-Jarrow-Morton (HJM) interest rate models driven by fractional Brownian motions. By using support arguments we prove that the resulting model is arbitrage-free under proportional transaction costs in the same spirit of Guasoni et al [14, 15]. In particular, we obtain a drift condition which is similar in nature to the classical HJM no-arbitrage drift restriction. ...
متن کامل