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A Karhunen-Loeve-like expansion for 1/f processes via wavelets

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1 Author(s)
Wornell, G.W. ; Res. Lab. of Electron., MIT, Cambridge, MA

While so-called 1/f or scaling processes emerge regularly in modeling a wide range of natural phenomena, as yet no entirely satisfactory framework has been described for the analysis of such processes. Orthonormal wavelet bases are used to provide a new construction for nearly 1/f processes from a set of uncorrelated random variables

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Information Theory, IEEE Transactions on  (Volume:36 ,  Issue: 4 )