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.
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CITATION STYLE
Zhao, J., Ma, H., You, Z. S., & Umeda, M. (2001). Multiscale Kalman filtering of fractal signals using wavelet transform. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 2251, pp. 305–313). Springer Verlag. https://doi.org/10.1007/3-540-45333-4_37
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