• DocumentCode
    818342
  • Title

    Wavelet decomposition of harmonizable random processes

  • Author

    Wong, Ping W.

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Clarkson Univ., Potsdam, NY, USA
  • Volume
    39
  • Issue
    1
  • fYear
    1993
  • fDate
    1/1/1993 12:00:00 AM
  • Firstpage
    7
  • Lastpage
    18
  • Abstract
    The discrete wavelet decomposition of second-order harmonizable random processes is considered. The deterministic wavelet decomposition of a complex exponential function is examined, where its pointwise and bounded convergence to the function is proved. This result is then used for establishing the stochastic wavelet decomposition of harmonizable processes. The similarities and differences between the wavelet decompositions of general harmonizable processes and a subclass of processes having no spectral mass at zero frequency, e.g., those that are wide-sense stationary and have continuous power spectral densities, are also investigated. The relationships between the harmonization of a process and that of its wavelet decomposition are examined. Finally, certain linear operations such as addition, differentiation, and linear filtering on stochastic wavelet decompositions are considered. It is shown that certain linear operations can be performed term by term with the decomposition
  • Keywords
    information theory; random processes; signal processing; wavelet transforms; addition; bounded convergence; complex exponential; deterministic wavelet decomposition; differentiation; discrete wavelet decomposition; linear filtering; linear operations; pointwise convergence; second-order harmonizable random processes; signal analysis; stochastic wavelet decomposition; Continuous wavelet transforms; Convergence; Discrete wavelet transforms; Fourier transforms; Frequency; Maximum likelihood detection; Multiresolution analysis; Random processes; Stochastic processes; Wavelet analysis; Wavelet coefficients; Wavelet domain; Wavelet transforms;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/18.179337
  • Filename
    179337