{"title":"分数阶布朗运动的综合质量与分析方法","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":"{\"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}","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}
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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