Estimation of the fractal dimension of a stochastic fractal from noise-corrupted data

Authors

• Stephan Hoefer, Rheinland-Pfälzische Technische Universität Kaiserslautern-Landau
• Ramdas Kumaresan, Rheinland-Pfälzische Technische Universität Kaiserslautern-Landau
• Madhukar Pandit, Rheinland-Pfälzische Technische Universität Kaiserslautern-Landau
• William J. Ohley, Rheinland-Pfälzische Technische Universität Kaiserslautern-Landau

Document Type

Article

Date of Original Version

1-1-1992

Abstract

In this paper we propose algorithms for estimating the fractal dimension of noise-corrupted fractional Brownian motion. Two different types of estimators are presented, their algorithms derived and their performance compared by simulation. The Cramer-Rao lower bounds on the estimation accuracy of the fractal dimension for this noisy case are derived and calculated.

Publication Title, e.g., Journal

AEU Archiv Fur Elektronik Und Ubertragungstechnik

Volume

46

Issue

1

Citation/Publisher Attribution

Hoefer, Stephan, Ramdas Kumaresan, Madhukar Pandit, and William J. Ohley. "Estimation of the fractal dimension of a stochastic fractal from noise-corrupted data." AEU Archiv Fur Elektronik Und Ubertragungstechnik 46, 1 (1992). https://digitalcommons.uri.edu/ele_facpubs/1817