FRACTIONAL DIFFERENCE ESTIMATION FOR THE PARAMETERS OF RANDOM FRACTAL SIGNAL
随机分形信号参数的分数差分估计

The definition, property and time-domain expression of random fractal signal are introduced in brief. The fractional difference equation of random fractal series is induced by substituting difference operator for differential operator, and the fractional differenced whiten-ing filter, through which random fractal signal is converted to white noise, is analyzed and constructed. The method for parameters estimation based on fractional differenced whitening filter is proposed, the essentiality of which is to find out a factor by calculating the extremum of the statistic test expression for the output. Experimental results demonstrate its effectiveness.