分数阶布朗运动的综合质量与分析方法

1996 IEEE Digital Signal Processing Workshop Proceedings Pub Date : 1996-09-01 DOI:10.1109/DSPWS.1996.555522

R. Jennane, R. Harba, G. Jacquet

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引用次数: 13

摘要

本文比较了分数阶布朗运动的综合方法和分析方法的质量。要使一个过程成为fBm，有三个必要和充分的条件。这允许人们检查给定的合成方法和fBm模型之间的对应关系。6种合成方法中，有2种方法的合成效果较好。用这两种方法得到的参考信号对8种分析方法进行评价。三个估计量具有低偏差和接近Cramer-Rao下界的方差。

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Quality of synthesis and analysis methods for fractional Brownian motion

The article compares the quality of synthesis and analysis methods for fractional Brownian motion (fBm). Three conditions are necessary and sufficient for a process to be fBm. This allows one to check the correspondence between a given synthesis method and the fBm model. Two synthesis methods among 6 tested give good results. Reference signals obtained by these 2 methods are used to evaluate 8 analysis methods. Three estimators have a low bias and a variance close to the Cramer-Rao lower bound.

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1996 IEEE Digital Signal Processing Workshop Proceedings

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