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Maximum likelihood estimator for fractal dimension of fractalsignal plus noise

Balghonaim, A.S. and Keller, J.M. (1997) Maximum likelihood estimator for fractal dimension of fractalsignal plus noise. Electrical and Computer Engineering, 1997. IEEE 1997 Canadian conference, 1.

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Abstract

A maximum likelihood estimator (MLE) is developed for estimating the fractal dimension of single variable fraction Brownian motion (fBm) that was corrupted by additive noise. The procedure involve the construction of signal plus noise model and from the model we derive the likelihood function of the signal plus noise. We then estimate the fractal dimension by maximizing the likelihood function. The MLE was tested on fractal signal plus noise and the result was compared with other fractal dimension estimators such as the Box method which does not handle additive noise. The results shows that the MLE gives better results than the Box method



Item Type:Article
Date:May 1997
Date Type:Publication
Subjects:Computer
Divisions:College Of Engineering Sciences > Electrical Engineering Dept
Creators:Balghonaim, A.S. and Keller, J.M.
ID Code:14589
Deposited By:KFUPM ePrints Admin
Deposited On:24 Jun 2008 16:41
Last Modified:12 Apr 2011 13:17

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