PCA Based Hurst Exponent Estimator for fBm Signals Under Disturbances

DOI10.1109/TSP.2009.2016877zbMath1391.94293arXiv0805.3002OpenAlexW2143768661WikidataQ57964960 ScholiaQ57964960MaRDI QIDQ4569772

Jianming Hu, Li Li, Yi Zhang, Yudong Chen

Publication date: 9 July 2018

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

Full work available at URL: https://arxiv.org/abs/0805.3002

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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