Title :
Random fields and their wavelet transforms and representation: covariance and spectral properties
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., San Diego, La Jolla, CA
Abstract :
The covariance and spectral properties of the wavelet transform and of the discrete wavelet coefficients, in the orthonormal series representation, of second-order random fields on Rn are determined. Both weakly homogeneous random fields as well as random fields with weakly homogeneous increments are considered. Weakly isotropic fields and fields with weakly isotropic increments are also considered. Applications to fractional Brownian fields on Rn are given
Keywords :
covariance analysis; random processes; series (mathematics); signal representation; spectral analysis; wavelet transforms; covariance properties; discrete wavelet coefficients; fractional Brownian fields; orthonormal series representation; second-order random fields; spectral properties; wavelet representation; wavelet transforms; weakly homogeneous increments; weakly homogeneous random fields; weakly isotropic fields; weakly isotropic increments; Covariance matrix; Discrete wavelet transforms; Fourier transforms; Wavelet coefficients; Wavelet transforms;
Conference_Titel :
Information Theory, 1995. Proceedings., 1995 IEEE International Symposium on
Conference_Location :
Whistler, BC
Print_ISBN :
0-7803-2453-6
DOI :
10.1109/ISIT.1995.550414