Name
Abstract | ||
|---|---|---|
A discrete-time fBm (dfBm) process BH(n) is a Gaussian, zero mean, non-stationary, statistically self similar random process with self-similarity index H (Hurst exponent). Signal modeling via these processes has been used in many engineering applications. In this paper, we have shown that the orthogonal matrix Q that diagonalizes the auto-covariance matrix of 1st order dfBm is close to the columns of DCT matrix. |
Year | DOI | Venue |
|---|---|---|
2016 | 10.1109/DCC.2016.84 | 2016 Data Compression Conference (DCC) |
Keywords | Field | DocType |
discrete-time fractional Brownian motion,discrete-time fBm process,dfBm process,Gaussian zero mean nonstationary statistically self similar random process,signal modeling,orthogonal matrix,auto-covariance matrix,DCT matrix | Mathematical analysis,Discrete cosine transform,Discrete time and continuous time,Brownian motion,Data compression,Discrete cosine transforms,Fractional Brownian motion,Compressed sensing,Mathematics | Conference |
ISSN | ISBN | Citations |
1068-0314 | 978-1-5090-1854-3 | 0 |
PageRank | References | Authors |
0.34 | 1 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Anubha Gupta | 1 | 44 | 19.52 |
| Shiv Dutt Joshi | 2 | 99 | 13.93 |