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Dynamic Hurst Parameter Estimation of Multi-fractional Processes in Impulse Noise Environment

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Published under licence by IOP Publishing Ltd
, , Citation Shuyuan Zhao et al 2020 IOP Conf. Ser.: Mater. Sci. Eng. 750 012005 DOI 10.1088/1757-899X/750/1/012005

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hu.sheng@djtu.edu.cn

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1 School of Electronic and Information Engineering, Dalian University of Technology, Dalian, China

2 School of Electrical Engineering, Dalian University of Science and Technology, Dalian, China

3 School of Electrical and Information Engineering, Dalian Jiaotong University, Dalian, China

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1757-899X/750/1/012005

Abstract

Hurst parameter estimation is the key issue for long range dependent system modeling and data prediction. Dynamic Hurst parameter estimation of data with impulse noise is difficult. In this research, the Dynamic Hurst parameter of multi-fractional signal is estimated using sliding windowed R/S method and generalized Hurst exponent. Simulation results show that sliding windowed R/S method and generalized Hurst exponent can effectively analyze the Hurst parameter of impulse noise contaminated signals.

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10.1088/1757-899X/750/1/012005