Title :
M-band wavelet decomposition of second order random processes
Author_Institution :
Lab. des Signaux et Syst., CNRS, Gif-sur-Yvette, France
Abstract :
We investigate a M-band wavelet decomposition of second order random processes. In particular, we propose an extension of results which are known for the dyadic wavelet transform. The statistical properties of the M-band wavelet coefficients are listed and recursive relations are derived and used to compute their multiscale characteristics. Special attention is also paid to the multiscale analysis of linear parametric models
Keywords :
random processes; recursive estimation; signal processing; wavelet transforms; M-band wavelet decomposition; dyadic wavelet transform; linear parametric models; multiscale analysis; multiscale characteristics; recursive relations; second order random processes; statistical properties; wavelet coefficients; Autocorrelation; Computational complexity; Feature extraction; Filter bank; Parametric statistics; Random processes; Uninterruptible power systems; Wavelet analysis; Wavelet coefficients; Wavelet transforms;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1995. ICASSP-95., 1995 International Conference on
Conference_Location :
Detroit, MI
Print_ISBN :
0-7803-2431-5
DOI :
10.1109/ICASSP.1995.479856
