Wavelet Fisher’s Information Measure of 1=f α Signals

Wavelet Fisher’s Information Measure of 1=f α Signals

This article defines the concept of wavelet-based Fisher’s information measure (wavelet FIM) and develops a closed-form expression of this measure for 1=f α signals. Wavelet Fisher’s information measure characterizes the complexities associated to 1=f α signals and provides a powerful tool for their...

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Bibliographic Details
Main Authors: Julio Ramírez-Pacheco, Deni Torres-Román, Luis Rizo-Dominguez, Joel Trejo-Sanchez, Francisco Manzano-Pinzón
Format: Article
Language:English
Published: MDPI AG 2011-09-01
Series:Entropy
Subjects:
1=f α processes
structural breaks
Fisher information
fractal index estimation
fractional Gaussian noise
Online Access:http://www.mdpi.com/1099-4300/13/9/1648/

Internet

http://www.mdpi.com/1099-4300/13/9/1648/

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