Wavelet Packet Transform for Fractional Brownian Motion: Asymptotic Decorrelation and Selection of Best Bases

Our first goal in this paper is to investigate stationarization and asymptotic decorrelation for fractional Brownian motion (fBm) using wavelet packet transform. The wavelet packets are generated by the Nth-order Daubechies scaling function and wavelet. To decorrelate the wavelet packet coefficients...

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Veröffentlicht in:	IEEE transactions on information theory 2017-07, Vol.63 (7), p.4532-4550
1. Verfasser:	Yu, Xiaojiang
Format:	Artikel
Sprache:	eng
Schlagworte:	asymptotic decorrelation Asymptotic properties best wavelet packet basis Brownian motion Decorrelation Discrete wavelet transforms Fractional Brownian motion Indexes Multiresolution analysis Noise reduction wavelet packet transform Wavelet packets Wavelet transforms White noise
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