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Titolo:
Wavelet-based estimations in fractional Brownian motion
Autore:
DAttellis, CE; Hirchoren, GA;
Indirizzi:
Univ Buenos Aires, Fac Ingn, Dept Matemat, RA-1053 Buenos Aires, DF, Argentina Univ Buenos Aires Buenos Aires DF Argentina RA-1053 Aires, DF, Argentina
Titolo Testata:
LATIN AMERICAN APPLIED RESEARCH
fascicolo: 3-4, volume: 29, anno: 1999,
pagine: 221 - 225
SICI:
0327-0793(199909)29:3-4<221:WEIFBM>2.0.ZU;2-X
Fonte:
ISI
Lingua:
ENG
Soggetto:
FILTER BANK APPROACH; FRACTAL SIGNALS;
Keywords:
fractal signals; wavelet analysis; fractional Brownian motion; Hurst parameter;
Tipo documento:
Article
Natura:
Periodico
Settore Disciplinare:
Engineering, Computing & Technology
Citazioni:
18
Recensione:
Indirizzi per estratti:
Indirizzo: D'Attellis, CE Univ Buenos Aires, Fac Ingn, Dept Matemat, RA-1053 Buenos Aires, DF, Argentina Univ Buenos Aires Buenos Aires DF Argentina RA-1053 entina
Citazione:
C.E. D'Attellis e G.A. Hirchoren, "Wavelet-based estimations in fractional Brownian motion", LATIN AM A, 29(3-4), 1999, pp. 221-225

Abstract

Fractional Brownian motion (fBm) is used as a model of 1/f-type stochasticprocesses, an important class of processes that characterize a large number of physical phenomena. Since the Hurst parameter H characterizes these processes, its estimation from a signal is an important issue in many applications. This paper points out some applications of recent results on estimations of fBm, and shows a new method for estimating the Hurst parameter. Since variation in H indicates changes in the physical system that produces the measured signal, the determination of these variations is relevant for failure detection. In this paper an algorithm that allows the estimation of changes in the Hurst parameter is introduced. The method is based on multiresolution analysis. The results obtained processing an acoustic emission signal from a coating breakdown are presented.

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Documento generato il 01/10/20 alle ore 01:30:53