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Parameter Estimation of 1/f-Type Fractal Signal Using Least Square Method |
Gao Feng-li;Guo Shu-xu; Zhang Zhen-guo;Yu Si-yao; Li Xue-yan |
College of Electronic Science and Engineering, Jilin University, Changchun 130012, China |
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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 γ and σ2 etc.to extract them from additive white noise.
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Received: 01 July 2008
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