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1/f过程的小波合成
引用本文:林敏.1/f过程的小波合成[J].电子测量与仪器学报,2001,15(2):6-10.
作者姓名:林敏
作者单位:中国计量学院,
基金项目:浙江省自然科学基金会资助课题 (NO 1 990 4 6)
摘    要:本文提出了1/f过程的小波合成方法。利用小波基函数的自相似特性和正交小波变换的去相关能力,分析了具有自相似性的1/f过程的小波变换系数的特点,并结合AR模型的相关函结构给出了1/f过程的小波模型。仿真结果表明,该模型有较好的逼近效果。

关 键 词:1/f过程  分形结构  小波变换  AR模型  小波基函数  功率谱  自相似随机过程

Wavelet Synthesis of 1/f Processes
LIN Min.Wavelet Synthesis of 1/f Processes[J].Journal of Electronic Measurement and Instrument,2001,15(2):6-10.
Authors:LIN Min
Abstract:A method of wavelet synthesis of 1/f processes is proposed in this paper. Based on the self-similarity characteristics of the wavelet bases and the decorrelative capacity of the wavelet transformation, the discrete wavelet coefficients of 1/f processes with self-similar properties are analyzed and the wavelet model of 1/f processes is given in combination with the correlative structure of AR model. The experiments show that this model significantly improves the approximation in comparison with the often used assumption that the wavelet coefficients are completely uncorrelated.
Keywords:f  processes  fractal structure  wavelet transformation  AR model  
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