Multiscale signal detection in fractional Brownian motion

Ahmed H. Tewfik; Myoungjin Kim

doi:10.1117/12.23499

1 November 1990 Multiscale signal detection in fractional Brownian motion

Ahmed H. Tewfik, Myoungjin Kim

Proceedings Volume 1348, Advanced Signal Processing Algorithms, Architectures, and Implementations; (1990) https://doi.org/10.1117/12.23499
Event: 34th Annual International Technical Symposium on Optical and Optoelectronic Applied Science and Engineering, 1990, San Diego, CA, United States

Abstract

A multiresolution model of a discrete fractional Brownian motion is developed. The model leads to a multiscale algorithm for constructing the optimal filter that must be used in detection problems involving a fractional Brownian motion and white noise.

Citation Download Citation

Ahmed H. Tewfik and Myoungjin Kim "Multiscale signal detection in fractional Brownian motion", Proc. SPIE 1348, Advanced Signal Processing Algorithms, Architectures, and Implementations, (1 November 1990); https://doi.org/10.1117/12.23499

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