Wavelet Analysis of a Sort of Multidimension Stochastic System

2004, Volume 6, Issue 11

Abstract

Keywords

Figures

References

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Strategic Study of CAE >> 2004, Volume 6, Issue 11

Wavelet Analysis of a Sort of Multidimension Stochastic System

Hunan Institute of Engineering,Xiangtan, hunan 411104, China

Funding project：国家自然科学基金资助项目（10171009）；湖南省教育厅科研基金资助项目 Received: 2003-11-03 Revised: 2004-01-08 Available online: 2004-11-20

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Abstract

In this paper, a linear stochastic systeme is studied, using wavelet analysis and its average power, density degree and wavelet expansion and corelation of expansion coefficient are obtained.

Keywords

stochastic system ; density degree ; wavelet expansion ; average power ; corelation

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References

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[ 3 ] Krim H. Multiresolution analysis of a class of nonstationary processes [J]. IEEE, Tran on Information Theory, 1995, 41 (4) : 1010～1019

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[ 5 ] ZhangJ , WalterGG .AwaveletbasedK L Likeexpansionforwide sensestationaryprocesses[J].IEEETransSig, Proc, 1994, 38 (2) :814～823

[ 6 ] Haobo R. Wavelet estimation for jumps in a heteroscedastic regressian model [J]. Acta Mathematica Scientia, SerB, 2002, 22 (2) : 269～276

[ 7 ] Arnold L. Stochastic Differential Epuation [M]. John Wiley & Sons Inc New York, 1974

[ 8 ] WongE , HajekB .StochasticProcessesinEngineeringSysteme[M].NewYork:SpringsVerlay, 1985

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