Fractal Signal Denoising Based on Multiscale Adaptive Kalman Filtering
Wenjin Wu · Journal of Projectiles.Rockets.Missiles and Guidance · 2009
A multi-scale adaptive Kalman deconvolution filtering algorithm based on wavelet transform was proposed for fractal signal restoration.After the wavelet coefficient model of 1/f fractal signal whitened with wavelet was given,the coefficients in the model were computed by the least square method,then the adaptive Kalman deconvolution filter was used to estimate 1/f fractal signal.The simulation results show that the method has excellent ability to restore fractal signal with different input SNR and fractal exponent.