Multiscale signal detection in fractional Brownian motion
- 1 November 1990
- proceedings article
- Published by SPIE-Intl Soc Optical Eng
- Vol. 1348, 462-470
- https://doi.org/10.1117/12.23499
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.Keywords
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