Lecture Notes in Computer Science, 2001, Volume 2251/2001, 305-313, DOI: 10.1007/3-540-45333-4_37

Multiscale Kalman Filtering of Fractal Signals Using Wavelet Transform

Juan Zhao, Hong Ma, Zhi-sheng You and Michio Umeda

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

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