{"title":"Quality of synthesis and analysis methods for fractional Brownian motion","authors":"R. Jennane, R. Harba, G. Jacquet","doi":"10.1109/DSPWS.1996.555522","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":131323,"journal":{"name":"1996 IEEE Digital Signal Processing Workshop Proceedings","volume":"13 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1996-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"13","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"1996 IEEE Digital Signal Processing Workshop Proceedings","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/DSPWS.1996.555522","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 13
Abstract
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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