On estimating the hurst parameter from least-squares residuals. Case study: Correlated terrestrial laser scanner range noise

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Kermarrec, G.: On estimating the hurst parameter from least-squares residuals. Case study: Correlated terrestrial laser scanner range noise. In: Mathematics 8 (2020), Nr. 5, 674. DOI: https://doi.org/10.3390/MATH8050674

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Abstract: 
Many signals appear fractal and have self-similarity over a large range of their power spectral densities. They can be described by so-called Hermite processes, among which the first order one is called fractional Brownian motion (fBm), and has a wide range of applications. The fractional Gaussian noise (fGn) series is the successive differences between elements of a fBm series; they are stationary and completely characterized by two parameters: the variance, and the Hurst coefficient (H). From physical considerations, the fGn could be used to model the noise of observations coming from sensors working with, e.g., phase differences: due to the high recording rate, temporal correlations are expected to have long range dependency (LRD), decaying hyperbolically rather than exponentially. For the rigorous testing of deformations detected with terrestrial laser scanners (TLS), the correct determination of the correlation structure of the observations is mandatory. In this study, we show that the residuals from surface approximations with regression B-splines from simulated TLS data allow the estimation of the Hurst parameter of a known correlated input noise. We derive a simple procedure to filter the residuals in the presence of additional white noise or low frequencies. Our methodology can be applied to any kind of residuals, where the presence of additional noise and/or biases due to short samples or inaccurate functional modeling make the estimation of the Hurst coefficient with usual methods, such as maximum likelihood estimators, imprecise. We demonstrate the feasibility of our proposal with real observations from a white plate scanned by a TLS.
License of this version: CC BY 4.0 Unported
Document Type: Article
Issue Date: 2020
Appears in Collections:Fakultät für Bauingenieurwesen und Geodäsie

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pos. country downloads
total perc.
1 image of flag of Germany Germany 31 45.59%
2 image of flag of United States United States 20 29.41%
3 image of flag of China China 5 7.35%
4 image of flag of No geo information available No geo information available 2 2.94%
5 image of flag of Taiwan Taiwan 2 2.94%
6 image of flag of Peru Peru 1 1.47%
7 image of flag of Korea, Republic of Korea, Republic of 1 1.47%
8 image of flag of France France 1 1.47%
9 image of flag of Canada Canada 1 1.47%
10 image of flag of Bermuda Bermuda 1 1.47%
    other countries 3 4.41%

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