1/f类分形信号的最小二乘法参数估计

郜峰利; 郭树旭; 张振国; 于思瑶; 李雪妍

doi:10.3724/SP.J.1146.2008.00833

1/f类分形信号的最小二乘法参数估计

doi: 10.3724/SP.J.1146.2008.00833

基金项目:

国家自然科学基金(60471009)和吉林省重大科技发展计划(200403001-4)资助课题

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出版历程
- 收稿日期: 2008-07-01
- 修回日期: 2008-10-16
- 刊出日期: 2009-07-19

Parameter Estimation of 1/f-Type Fractal Signal Using Least Square Method

摘要

摘要: 根据含噪1/f类分形信号的小波变换系数方差随尺度变化的特点，该文提出了一种估计1/f类分形信号参数的新方法，即对其小波系数方差进行简单的变换，使1/f类分形信号参数估计满足最小二乘法参数估计的条件。仿真实验结果表明，该方法可以有效地从加性白噪声背景下估计出1/f类分形信号的，2等参数，从而使1/f类分形信号与加性白噪声分离。
- 信号处理；1/f类分形信号；参数估计；小波变换；高斯白噪声
Abstract: A novel method to estimate the parameters of 1/f-type fractal signal is proposed according to characteristics of the wavelet coefficient variance versus scale of 1/f-type fractal signal in white noise, and namely, after the wavelet coefficient variance is simply transformed, the parameter estimation of 1/f-type fractal signal is according with parameter estimation conditions of least square method. The simulation experiment results demonstrate that, this method can effectively estimate parameters of 1/f-type fractal signal such as and 2 etc.to extract them from additive white noise.

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