Title
Self-Similarity: Part II-Optimal Estimation of Fractal Processes
Abstract
In a companion paper (see Self-Similarity: Part I-Splines and Operators), we characterized the class of scale-invariant convolution operators: the generalized fractional derivatives of order gamma. We used these operators to specify regularization functionals for a series of Tikhonov-like least-squares data fitting problems and proved that the general solution is a fractional spline of twice the o...
Year
DOI
Venue
2007
10.1109/TSP.2006.890845
IEEE Transactions on Signal Processing
Keywords
Field
DocType
Fractals,Spline,Smoothing methods,Convolution,Fast Fourier transforms,Stochastic processes,Brownian motion,Technological innovation,Probability density function,1f noise
Spline (mathematics),Mathematical optimization,Conditional probability distribution,Smoothing spline,Hurst exponent,Conditional expectation,Fractional calculus,Fractional Brownian motion,Mathematics,Estimator
Journal
Volume
Issue
ISSN
55
4
1053-587X
Citations 
PageRank 
References 
16
1.18
13
Authors
2
Name
Order
Citations
PageRank
T Blu12574259.70
M Unser24335499.89