Maximum likelihood estimator for fractal dimension of fractalsignal plus noise

A maximum likelihood estimator (MLE) is developed for estimating the fractal dimension of single variable fraction Brownian motion (fBm) that was corrupted by additive noise. The procedure involve the construction of signal plus noise model and from the model we derive the likelihood function of the...

Full description

Saved in:
Bibliographic Details
Main Author: Balghonaim, A.S. (author)
Other Authors: Keller, J.M. (author), unknown (author)
Format: article
Published: 1997
Subjects:
Online Access:https://eprints.kfupm.edu.sa/id/eprint/14589/1/14589_1.pdf
https://eprints.kfupm.edu.sa/id/eprint/14589/2/14589_2.doc
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1864513394214699008
author Balghonaim, A.S.
author2 Keller, J.M.
unknown
author2_role author
author
author_facet Balghonaim, A.S.
Keller, J.M.
unknown
author_role author
dc.creator.none.fl_str_mv Balghonaim, A.S.
Keller, J.M.
unknown
dc.date.none.fl_str_mv 1997-05
2020
dc.format.none.fl_str_mv application/pdf
application/msword
dc.identifier.none.fl_str_mv https://eprints.kfupm.edu.sa/id/eprint/14589/1/14589_1.pdf
https://eprints.kfupm.edu.sa/id/eprint/14589/2/14589_2.doc
(1997) Maximum likelihood estimator for fractal dimension of fractalsignal plus noise. Electrical and Computer Engineering, 1997. IEEE 1997 Canadian conference, 1.
dc.language.none.fl_str_mv en
en
dc.publisher.none.fl_str_mv IEEE
dc.relation.none.fl_str_mv https://eprints.kfupm.edu.sa/id/eprint/14589/
dc.rights.*.fl_str_mv info:eu-repo/semantics/openAccess
dc.subject.none.fl_str_mv Computer
dc.title.none.fl_str_mv Maximum likelihood estimator for fractal dimension of fractalsignal plus noise
dc.type.none.fl_str_mv Article
PeerReviewed
info:eu-repo/semantics/publishedVersion
info:eu-repo/semantics/article
description A maximum likelihood estimator (MLE) is developed for estimating the fractal dimension of single variable fraction Brownian motion (fBm) that was corrupted by additive noise. The procedure involve the construction of signal plus noise model and from the model we derive the likelihood function of the signal plus noise. We then estimate the fractal dimension by maximizing the likelihood function. The MLE was tested on fractal signal plus noise and the result was compared with other fractal dimension estimators such as the Box method which does not handle additive noise. The results shows that the MLE gives better results than the Box method
eu_rights_str_mv openAccess
format article
id KFUPM_bd8162622fd5dd7f3ba9ba2aebceb3b0
identifier_str_mv (1997) Maximum likelihood estimator for fractal dimension of fractalsignal plus noise. Electrical and Computer Engineering, 1997. IEEE 1997 Canadian conference, 1.
language_invalid_str_mv en
network_acronym_str KFUPM
network_name_str King Fahd University of Petroleum and Minerals
oai_identifier_str oai::14589
publishDate 1997
publisher.none.fl_str_mv IEEE
repository.mail.fl_str_mv
repository.name.fl_str_mv
repository_id_str
spelling Maximum likelihood estimator for fractal dimension of fractalsignal plus noiseBalghonaim, A.S.Keller, J.M.unknownComputerA maximum likelihood estimator (MLE) is developed for estimating the fractal dimension of single variable fraction Brownian motion (fBm) that was corrupted by additive noise. The procedure involve the construction of signal plus noise model and from the model we derive the likelihood function of the signal plus noise. We then estimate the fractal dimension by maximizing the likelihood function. The MLE was tested on fractal signal plus noise and the result was compared with other fractal dimension estimators such as the Box method which does not handle additive noise. The results shows that the MLE gives better results than the Box methodIEEE1997-052020ArticlePeerReviewedinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfapplication/mswordhttps://eprints.kfupm.edu.sa/id/eprint/14589/1/14589_1.pdfhttps://eprints.kfupm.edu.sa/id/eprint/14589/2/14589_2.doc (1997) Maximum likelihood estimator for fractal dimension of fractalsignal plus noise. Electrical and Computer Engineering, 1997. IEEE 1997 Canadian conference, 1. enenhttps://eprints.kfupm.edu.sa/id/eprint/14589/info:eu-repo/semantics/openAccessoai::145892019-11-01T14:06:31Z
spellingShingle Maximum likelihood estimator for fractal dimension of fractalsignal plus noise
Balghonaim, A.S.
Computer
status_str publishedVersion
title Maximum likelihood estimator for fractal dimension of fractalsignal plus noise
title_full Maximum likelihood estimator for fractal dimension of fractalsignal plus noise
title_fullStr Maximum likelihood estimator for fractal dimension of fractalsignal plus noise
title_full_unstemmed Maximum likelihood estimator for fractal dimension of fractalsignal plus noise
title_short Maximum likelihood estimator for fractal dimension of fractalsignal plus noise
title_sort Maximum likelihood estimator for fractal dimension of fractalsignal plus noise
topic Computer
url https://eprints.kfupm.edu.sa/id/eprint/14589/1/14589_1.pdf
https://eprints.kfupm.edu.sa/id/eprint/14589/2/14589_2.doc