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Noise Covariance Properties in Dual-Tree Wavelet Decompositions

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3 Author(s)
Chaux, C. ; Inst. Gaspard Monge, Univ. de Paris-Est Marne-la-Vallee, Marne-la-Vallee ; Pesquet, J. ; Duval, L.

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.

Published in:

Information Theory, IEEE Transactions on  (Volume:53 ,  Issue: 12 )