E. Shusterman et M. Feder, ANALYSIS AND SYNTHESIS OF 1 F PROCESSES VIA SHANNON WAVELETS/, IEEE transactions on signal processing, 46(6), 1998, pp. 1698-1702
1/f processes can he very useful in modeling processes with long-term
correlation. We propose analysis and synthesis procedures to express t
hese processes in terms of the Shannon wavelet. Unlike previous techni
ques, our analysis procedure generates uncorrelated decomposition coef
ficients for the 1/f process. This is done hy taking onto account, and
then removing, the residual correlation between the wavelet component
s. The analysis procedure is the major contribution of this work. The
proposed synthesis algorithm, which is a byproduct of the proposed ana
lysis algorithm, is competitive with other techniques.