By Topic

Multiscale autoregressive models and wavelets

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Daoudi, K. ; Lab. for Inf. & Decision Syst., MIT, Cambridge, MA, USA ; Frakt, A.B. ; Willsky, A.S.

The multiscale autoregressive (MAR) framework was introduced to support the development of optimal multiscale statistical signal processing. Its power resides in the fast and flexible algorithms to which it leads. While the MAR framework was originally motivated by wavelets, the link between these two worlds has been previously established only in the simple case of the Haar wavelet. The first contribution of this paper is to provide a unification of the MAR framework and all compactly supported wavelets as well as a new view of the multiscale stochastic realization problem. The second contribution of this paper is to develop wavelet-based approximate internal MAR models for stochastic processes. This will be done by incorporating a powerful synthesis algorithm for the detail coefficients which complements the usual wavelet reconstruction algorithm for the scaling coefficients. Taking advantage of the statistical machinery provided by the MAR framework, we will illustrate the application of our models to sample-path generation and estimation from noisy, irregular, and sparse measurements

Published in:

Information Theory, IEEE Transactions on  (Volume:45 ,  Issue: 3 )