DocumentCode :
1641319
Title :
Multi-scale representation of stochastic processes using compactly supported wavelets
Author :
Dijkerman, R. ; Badrinath, Vivek ; Mazumdar, Ravi R.
Author_Institution :
INRS-Telecommun., Quebec Univ., Verdun, Que., Canada
fYear :
1992
Firstpage :
185
Lastpage :
188
Abstract :
Compactly supported wavelets are used to obtain multiscale representations of second-order stochastic processes. In the case of second-order orthogonal increment processes, decorrelation of the wavelet coefficients can be achieved if the time localizations are sufficiently far apart, and precise conditions are given in relation to the support of the wavelets. An expression for the correlation structure of the coefficients is also given. It is shown that for certain classes of second-order processes the correlation along scales decays exponentially for all pairs of coefficients. The relation of such representations to multiresolution models on trees proposed by M. Basseville et al. (1992) is studied
Keywords :
correlation theory; signal processing; stochastic processes; trees (mathematics); wavelet transforms; compactly supported wavelets; correlation structure; decorrelation; multiresolution models; multiscale representations; second-order orthogonal increment processes; second-order processes; stochastic processes; time localizations; trees; Acoustic signal processing; Brownian motion; Decorrelation; Geophysical signal processing; Image processing; Signal processing; Signal representations; Signal resolution; Stochastic processes; Wavelet coefficients;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Time-Frequency and Time-Scale Analysis, 1992., Proceedings of the IEEE-SP International Symposium
Conference_Location :
Victoria, BC
Print_ISBN :
0-7803-0805-0
Type :
conf
DOI :
10.1109/TFTSA.1992.274206
Filename :
274206
Link To Document :
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