Multiscale Kalman filtering of fractal signals using wavelet transform

Juan Zhao; Hong Ma; Zhi Sheng You; Michio Umeda

doi:10.1007/3-540-45333-4_37

Multiscale Kalman filtering of fractal signals using wavelet transform

Juan Zhao, Hong Ma, Zhi Sheng You, Michio Umeda

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

4 Citations (Scopus)

Abstract

A filter bank design based on orthonormal wavelets and equipped with a multiscale Kalman filter was recently proposed for signal restoration of fractal signals corrupted by external noise. In this paper, we give the corresponding parameters of the dynamic system and more accurate estimation. Comparisons between Wiener and Kalman filters are given. Typical computer simulation results demonstrate its feasibility and effectiveness.

Original language	English
Title of host publication	Wavelet Analysis and its Applications - 2nd International Conference,WAA 2001, Proceedings
Editors	Yuan Y. Tang, Pong C. Yuen, Chun-hung Li, Victor Wickerhauser
Publisher	Springer Verlag
Pages	305-313
Number of pages	9
ISBN (Print)	9783540453338
DOIs	https://doi.org/10.1007/3-540-45333-4_37
Publication status	Published - 2001
Externally published	Yes
Event	2nd International Conference on Wavelet Analysis and its Applications, WAA 2001 - Kowloon Tong, Hong Kong Duration: 18 Dec 2001 → 20 Dec 2001

Publication series

Name	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume	2251
ISSN (Print)	0302-9743
ISSN (Electronic)	1611-3349

Conference

Conference	2nd International Conference on Wavelet Analysis and its Applications, WAA 2001
Country/Territory	Hong Kong
City	Kowloon Tong
Period	18/12/01 → 20/12/01

Access to Document

10.1007/3-540-45333-4_37

Cite this

Zhao, J., Ma, H., You, Z. S., & Umeda, M. (2001). Multiscale Kalman filtering of fractal signals using wavelet transform. In Y. Y. Tang, P. C. Yuen, C. Li, & V. Wickerhauser (Eds.), Wavelet Analysis and its Applications - 2nd International Conference,WAA 2001, Proceedings (pp. 305-313). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 2251). Springer Verlag. https://doi.org/10.1007/3-540-45333-4_37

Zhao, Juan ; Ma, Hong ; You, Zhi Sheng et al. / Multiscale Kalman filtering of fractal signals using wavelet transform. Wavelet Analysis and its Applications - 2nd International Conference,WAA 2001, Proceedings. editor / Yuan Y. Tang ; Pong C. Yuen ; Chun-hung Li ; Victor Wickerhauser. Springer Verlag, 2001. pp. 305-313 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

@inproceedings{90fd0d3b9f45473481111de2bd0f494e,

title = "Multiscale Kalman filtering of fractal signals using wavelet transform",

abstract = "A filter bank design based on orthonormal wavelets and equipped with a multiscale Kalman filter was recently proposed for signal restoration of fractal signals corrupted by external noise. In this paper, we give the corresponding parameters of the dynamic system and more accurate estimation. Comparisons between Wiener and Kalman filters are given. Typical computer simulation results demonstrate its feasibility and effectiveness.",

author = "Juan Zhao and Hong Ma and You, {Zhi Sheng} and Michio Umeda",

note = "Publisher Copyright: {\textcopyright} Springer-Verlag Berlin Heidelberg 2001.; 2nd International Conference on Wavelet Analysis and its Applications, WAA 2001 ; Conference date: 18-12-2001 Through 20-12-2001",

year = "2001",

doi = "10.1007/3-540-45333-4_37",

language = "English",

isbn = "9783540453338",

series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",

publisher = "Springer Verlag",

pages = "305--313",

editor = "Tang, {Yuan Y.} and Yuen, {Pong C.} and Chun-hung Li and Victor Wickerhauser",

booktitle = "Wavelet Analysis and its Applications - 2nd International Conference,WAA 2001, Proceedings",

address = "Germany",

}

Zhao, J, Ma, H, You, ZS & Umeda, M 2001, Multiscale Kalman filtering of fractal signals using wavelet transform. in YY Tang, PC Yuen, C Li & V Wickerhauser (eds), Wavelet Analysis and its Applications - 2nd International Conference,WAA 2001, Proceedings. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 2251, Springer Verlag, pp. 305-313, 2nd International Conference on Wavelet Analysis and its Applications, WAA 2001, Kowloon Tong, Hong Kong, 18/12/01. https://doi.org/10.1007/3-540-45333-4_37

Multiscale Kalman filtering of fractal signals using wavelet transform. / Zhao, Juan; Ma, Hong; You, Zhi Sheng et al.
Wavelet Analysis and its Applications - 2nd International Conference,WAA 2001, Proceedings. ed. / Yuan Y. Tang; Pong C. Yuen; Chun-hung Li; Victor Wickerhauser. Springer Verlag, 2001. p. 305-313 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 2251).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AU - Zhao, Juan

AU - Ma, Hong

AU - You, Zhi Sheng

AU - Umeda, Michio

N1 - Publisher Copyright: © Springer-Verlag Berlin Heidelberg 2001.

PY - 2001

Y1 - 2001

N2 - A filter bank design based on orthonormal wavelets and equipped with a multiscale Kalman filter was recently proposed for signal restoration of fractal signals corrupted by external noise. In this paper, we give the corresponding parameters of the dynamic system and more accurate estimation. Comparisons between Wiener and Kalman filters are given. Typical computer simulation results demonstrate its feasibility and effectiveness.

AB - A filter bank design based on orthonormal wavelets and equipped with a multiscale Kalman filter was recently proposed for signal restoration of fractal signals corrupted by external noise. In this paper, we give the corresponding parameters of the dynamic system and more accurate estimation. Comparisons between Wiener and Kalman filters are given. Typical computer simulation results demonstrate its feasibility and effectiveness.

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DO - 10.1007/3-540-45333-4_37

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AN - SCOPUS:84974533951

SN - 9783540453338

T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

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EP - 313

BT - Wavelet Analysis and its Applications - 2nd International Conference,WAA 2001, Proceedings

A2 - Tang, Yuan Y.

A2 - Yuen, Pong C.

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PB - Springer Verlag

T2 - 2nd International Conference on Wavelet Analysis and its Applications, WAA 2001

Y2 - 18 December 2001 through 20 December 2001

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Zhao J, Ma H, You ZS, Umeda M. Multiscale Kalman filtering of fractal signals using wavelet transform. In Tang YY, Yuen PC, Li C, Wickerhauser V, editors, Wavelet Analysis and its Applications - 2nd International Conference,WAA 2001, Proceedings. Springer Verlag. 2001. p. 305-313. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). doi: 10.1007/3-540-45333-4_37

Multiscale Kalman filtering of fractal signals using wavelet transform

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