A Karhunen-Loeve-like expansion for 1/f processes via wavelets
Gregory W. Wornell · IEEE Transactions on Information Theory · 1990
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.>