Simple statistical analysis of wavelet-based multifractal spectrum estimation

Paulo Goncalves, Rudolf Riedi, Richard G. Baraniuk

Research output: Chapter in Book/Report/Conference proceedingConference contribution

21 Scopus citations

Abstract

The multifractal spectrum characterizes the scaling and singularity structures of signals and proves useful in numerous applications, from network traffic analysis to turbulence. Of great concern is the estimation of the spectrum from a finite data record. In this paper, we derive asymptotic expressions for the bias and variance of a wavelet-based estimator for a fractional Brownian motion (fBm) process. Numerous numerical simulations demonstrate the accuracy and utility of our results.

Original languageEnglish (US)
Title of host publicationConference Record of the Asilomar Conference on Signals, Systems and Computers
EditorsM.B. Matthews
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages287-291
Number of pages5
Volume1
StatePublished - 1998
EventProceedings of the 1998 32nd Asilomar Conference on Signals, Systems & Computers. Part 1 (of 2) - Pacific Grove, CA, USA
Duration: Nov 1 1998Nov 4 1998

Other

OtherProceedings of the 1998 32nd Asilomar Conference on Signals, Systems & Computers. Part 1 (of 2)
CityPacific Grove, CA, USA
Period11/1/9811/4/98

ASJC Scopus subject areas

  • Hardware and Architecture
  • Signal Processing
  • Electrical and Electronic Engineering

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