Maximum likelihood estimator for fractal dimension of fractalsignal plus noise

(1997) Maximum likelihood estimator for fractal dimension of fractalsignal plus noise. Electrical and Computer Engineering, 1997. IEEE 1997 Canadian conference, 1.

[img]
Preview
PDF
14589_1.pdf

Download (18kB) | Preview
[img] Microsoft Word
14589_2.doc

Download (26kB)

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
Subjects: Computer
Department: College of Engineering and Physics > Electrical Engineering
Depositing User: Mr. Admin Admin
Date Deposited: 24 Jun 2008 13:41
Last Modified: 01 Nov 2019 14:06
URI: http://eprints.kfupm.edu.sa/id/eprint/14589