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1 November 1990 Multiscale signal detection in fractional Brownian motion
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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.
© (1990) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
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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