On Wavelet Multiresolution Approximations of Random Processes
Coca, D. and Billings, S.A.
(2000)
On Wavelet Multiresolution Approximations of Random Processes.
Research Report.
ACSE Research Report 766
.
Department of Automatic Control and Systems Engineering
Abstract
Some convergence issues concerning wavelet multiresolution approximation of random processes are investigated together with the properties of the stochastic coefficients associated with the multiresolution decomposition of second order processes. Existing convergence results derived for orthogonal wavelet multiresolution approximations. The mean and cnvariance functions of the stochastic expansion coefficients of second order processes are derived explicitly and it is shown that for white noise processes the variance of the coefficients is invariant across the scale. Simulation results illustrate the theoretical findings.
Metadata
Item Type:
Monograph
Authors/Creators:
Coca, D.
Billings, S.A.
Copyright, Publisher and Additional Information:
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