Estimation of 1/f signals on the basis of curve fitting

An algorithm is proposed for the identification of fractal signals with wavelet-based models from corrupted data. This algorithm is based on curve fitting and wavelet transformation. It is proved that whenever γ is greater than 0, the algorithm provides an almost consistent estimation. Moreover,the estimated parameters are asymptotically Gaussian distributed. A mean square asymptotic convergence rate of the estimated parameters has also been established. Simulation results verify the efficiency of the proposed algorithm