Additive and multiplicative abrupt jump detection using the continuous wavelet transform

Author

Chabert, Marie ; URNERET, Jean Yves TO ; Castanie, Francis

Author_Institution

ENSEEIHT, Toulouse, France

Volume

5

fYear

1996

fDate

7-10 May 1996

Firstpage

3002

Abstract

This paper addresses the problem of additive and multiplicative abrupt jump detection. Two detection algorithms based on the continuous wavelet transform are studied. Additive and multiplicative jumps are compared in the time-scale plane. Considering non-zero mean signals, we show that the same wavelet based algorithms can be used for the detection of additive and multiplicative jumps. However, an analysis of the variance in the time-scale plane allows us to distinguish these two kinds of jump

Keywords

Gaussian processes; signal detection; wavelet transforms; Gaussian process; additive abrupt jump detection; continuous wavelet transform; detection algorithm; multiplicative abrupt jump detection; nonzero mean signals; time-scale plane; variance analysis; wavelet based algorithms; Additive noise; Continuous wavelet transforms; Detection algorithms; Gaussian noise; Gaussian processes; Image edge detection; Radar detection; Random processes; Signal processing; Wavelet transforms;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1996. ICASSP-96. Conference Proceedings., 1996 IEEE International Conference on

Conference_Location

Atlanta, GA

ISSN

1520-6149

Print_ISBN

0-7803-3192-3

Type

conf

DOI

10.1109/ICASSP.1996.550186

Filename

550186