• DocumentCode
    985223
  • Title

    Noise Covariance Properties in Dual-Tree Wavelet Decompositions

  • Author

    Chaux, Caroline ; Pesquet, Jean-Christophe ; Duval, Laurent

  • Author_Institution
    Inst. Gaspard Monge, Univ. de Paris-Est Marne-la-Vallee, Marne-la-Vallee
  • Volume
    53
  • Issue
    12
  • fYear
    2007
  • Firstpage
    4680
  • Lastpage
    4700
  • Abstract
    Dual-tree wavelet decompositions have recently gained much popularity, mainly due to their ability to provide an accurate directional analysis of images combined with a reduced redundancy. When the decomposition of a random process is performed-which occurs in particular when an additive noise is corrupting the signal to be analyzed-it is useful to characterize the statistical properties of the dual-tree wavelet coefficients of this process. As dual-tree decompositions constitute over-complete frame expansions, correlation structures are introduced among the coefficients, even when a white noise is analyzed. In this paper, we show that it is possible to provide an accurate description of the covariance properties of the dual-tree coefficients of a wide-sense-stationary process. The expressions of the (cross-) covariance sequences of the coefficients are derived in the one- and two-dimensional cases. Asymptotic results are also provided, allowing to predict the behavior of the second-order moments for large lag values or at coarse resolution. In addition, the cross-correlations between the primal and dual wavelets, which play a primary role in our theoretical analysis, are calculated for a number of classical wavelet families. Simulation results are finally provided to validate these results.
  • Keywords
    channel bank filters; covariance analysis; filtering theory; matrix decomposition; sequences; trees (mathematics); wavelet transforms; white noise; additive noise; covariance sequences; dual-tree wavelet decompositions; images directional analysis; noise covariance properties; random process; white noise; Additive noise; Continuous wavelet transforms; Discrete wavelet transforms; Random processes; Signal analysis; Signal processing; Signal representations; Wavelet analysis; Wavelet transforms; White noise; Covariance; Hilbert transform; cross-correlation; dependence; dual-tree; filter banks; frames; noise; random processes; stationarity; statistics; wavelets;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.2007.909104
  • Filename
    4385767