Dynamic Hurst Parameter Estimation of Multi-fractional Processes in Impulse Noise Environment. Issue 1 (February 2020)
- Record Type:
- Journal Article
- Title:
- Dynamic Hurst Parameter Estimation of Multi-fractional Processes in Impulse Noise Environment. Issue 1 (February 2020)
- Main Title:
- Dynamic Hurst Parameter Estimation of Multi-fractional Processes in Impulse Noise Environment
- Authors:
- Zhao, Shuyuan
Sheng, Hu
Qiu, Tianshuang - Abstract:
- Abstract: Hurst parameter estimation is the key issue for long range dependent system modeling and data prediction. Dynamic Hurst parameter estimation of data with impulse noise is difficult. In this research, the Dynamic Hurst parameter of multi-fractional signal is estimated using sliding windowed R/S method and generalized Hurst exponent. Simulation results show that sliding windowed R/S method and generalized Hurst exponent can effectively analyze the Hurst parameter of impulse noise contaminated signals.
- Is Part Of:
- IOP conference series. Volume 750:Issue 1(2020)
- Journal:
- IOP conference series
- Issue:
- Volume 750:Issue 1(2020)
- Issue Display:
- Volume 750, Issue 1 (2020)
- Year:
- 2020
- Volume:
- 750
- Issue:
- 1
- Issue Sort Value:
- 2020-0750-0001-0000
- Page Start:
- Page End:
- Publication Date:
- 2020-02
- Subjects:
- Hurst parameter estimation -- generalized Hurst method -- dynamic Hurst parameter
Materials science -- Periodicals
620.1105 - Journal URLs:
- http://iopscience.iop.org/1757-899X ↗
http://ioppublishing.org/ ↗ - DOI:
- 10.1088/1757-899X/750/1/012005 ↗
- Languages:
- English
- ISSNs:
- 1757-8981
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 26340.xml