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