Estimation of fractional Brownian motion embedded in a noisy environment using nonorthogonal wavelets

DOI10.1109/78.774764zbMath0973.60041OpenAlexW2115038343MaRDI QIDQ2723648

Wen-Liang Hwang

Publication date: 8 July 2001

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/50a0cf84b1cad266cd4067e2147b108957e91d91

zbMATH Keywords

Wiener filteringfractional Brownian motionnumerical simulationsnonlinear optimization problemnonorthogonal wavelets

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35)

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