Title :
Multiscale autoregressive processes. II. Lattice structures for whitening and modeling
Author :
Basseville, Michèle ; Benveniste, Albert ; Willsky, Alan S.
Author_Institution :
IRISA, Rennes, France
fDate :
8/1/1992 12:00:00 AM
Abstract :
For pt.I see ibid., vol.40, no.8, p.1915-34 (1992). Lattice structures for the whitening and modeling of isotropic processes on trees are developed, and a result relating the stability properties of these models to the reflection coefficient sequence introduced in pt.I is presented. This framework allows one to obtain a detailed analysis of the Wold decomposition of processes on trees. One interesting aspect of this is that there is a significantly larger class of singular processes on dyadic trees than on the integers
Keywords :
signal processing; statistical analysis; trees (mathematics); Wold decomposition; dyadic trees; integers; isotropic process modelling; isotropic process whitening; lattice structures; multiscale autoregressive processes; reflection coefficient sequence; singular processes; stability properties; statistical analysis; Autoregressive processes; Filters; Geometry; Lattices; Reflection; Signal processing; Signal resolution; Stability analysis; Stochastic processes; Wavelet transforms;
Journal_Title :
Signal Processing, IEEE Transactions on