THIERRY BLUUnser, MichaelMichaelUnser2024-03-082024-03-082006-12-01142440469X15206149https://scholars.lib.ntu.edu.tw/handle/123456789/640614We consider the problem of estimating a fractional Brownian motion known only from its noisy samples at the integers. We show that the optimal estimator can be expressed using a digital Wiener-like filter followed by a simple time-variant correction accounting for nonstationarity. Moreover, we prove that this estimate lives in a symmetric fractional spline space and give a practical implementation for optimal upsampling of noisy fBm samples by integer factors. © 2006 IEEE.conference paper2-s2.0-33947625014https://api.elsevier.com/content/abstract/scopus_id/33947625014