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題名 | Fractal Extraction from a Mixed FBM Signal Using Discrete Wavelet Transforms=以離散小波轉換從混合訊號萃取碎形布朗運動 |
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作者 | 吳炳飛; 蘇玉玲; | 書刊名 | 中國工程學刊 |
卷期 | 22:2 1999.03[民88.03] |
頁次 | 頁171-178 |
分類號 | 319.16 |
關鍵詞 | 碎形布朗運動; 小波轉換; Fractional brownian motion; Wavelet transform; |
語文 | 英文(English) |
中文摘要 | 本文利用碎形布朗運動訊號經過離散小波轉換之後具有定態、恆均與自我相似的 特性,將其運用於從混合訊號中分離出兩種不同的碎形布朗運動,且不需預先知曉此二碎形 布朗運動的任何資訊,便可估測其參數。其應用方式為計算混合訊號的碎形維度,即為碎形 布朗運動具有比較小參數之碎形維度估測值;另外,具有比較大參數碎形布朗運動則從混合 訊號的小波係數處理估測得之。模擬的結果顯示,當被估測的碎形布朗運動參數差距越大, 此方法越可行。 |
英文摘要 | Since stationarity, ergodicity and self-similarity for the discrete wavelet transform of fractional Brownian motion (fBm) processes have been shown in previous works, these characteristics could be applied to extract the parameters of two fBm signals from a mixed fBm signal using time-average correlation functions. The goal of this paper is to distinguish the two identical power fBm signals from the mixed signal. In this case, we suppose that the mixed signal is available, but information on the parameters of the two fBm signals is not provided. A method is proposed to find the parameters of these two fBm signals. The smaller parameter can be detected from the fractal dimension of the mixed fBm signal. The parameter of the other fBm is estimated by processing the wavelet coefficients of the mixed fBm signal. Finally, the simulation results showed that this approach works well in increasing the difference between the parameters of the two fBms. |
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