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
Link To Document :
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