随机分形信号参数的分数差分估计
FRACTIONAL DIFFERENCE ESTIMATION FOR THE PARAMETERS OF RANDOM FRACTAL SIGNAL
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摘要: 本文首先简要介绍随机分形信号的定义、性质和时域表达式。接着采用差分算子替代微分算子,导出随机分形序列的分数差分方程,构造和分析了使随机分形信号通过后变为白噪声的分数差分白化滤波器。最后提出基于该滤波器的参数估计方法,其实质是通过计算输出信号的统计测试表达式的极值获得分形参数。实验结果表明该方法有效。Abstract: The definition, property and time-domain expression of random fractal signal are introduced in brief. The fractional difference equation of random fractal series is induced by substituting difference operator for differential operator, and the fractional differenced whiten-ing filter, through which random fractal signal is converted to white noise, is analyzed and constructed. The method for parameters estimation based on fractional differenced whitening filter is proposed, the essentiality of which is to find out a factor by calculating the extremum of the statistic test expression for the output. Experimental results demonstrate its effectiveness.
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