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.
Supported by the NNSF of China(No.60074017 and No.69732010).