Title
A matrix-valued wavelet KL-like expansion for wide-sense stationary random processes
Abstract
Matrix-valued wavelet series expansions for wide-sense stationary processes are studied in this paper. The expansion coefficients a are uncorrelated matrix random process, which is a property similar to that of a matrix Karhunen-Loe`ve (MKL) expansion. Unlike the MKL expansion, however, the matrix wavelet expansion does not require the solution of the eigen equation. This expansion also has advantages over the Fourier series, which is often used as an approximation to the MKL expansion in that it completely eliminates correlation. The basis functions of this expansion can be obtained easily from wavelets of the Matrix-valued Lemarie´-Meyer type and the power-spectral density of the process.
Year
DOI
Venue
2004
10.1109/TSP.2004.823499
IEEE Transactions on Signal Processing
Keywords
Field
DocType
wide-sense stationary process,wide-sense stationary random process,matrix-valued lemarie,meyer type,matrix-valued wavelet series expansion,basis function,matrix random process,mkl expansion,matrix karhunen-loe,matrix wavelet expansion,matrix-valued wavelet kl-like expansion,fourier series,power spectral density,fourier transforms,multiresolution analysis,wavelet transforms,multispectral imaging,indexing terms,signal processing,series expansion,random processes,random variables,random process,color,wide sense stationary
Matrix (mathematics),Mathematical analysis,Stationary process,Stochastic process,Multiresolution analysis,Fourier series,Basis function,Mathematics,Wavelet,Wavelet transform
Journal
Volume
Issue
ISSN
52
4
1053-587X
Citations 
PageRank 
References 
4
0.71
7
Authors
3
Name
Order
Citations
PageRank
Ping Zhao1488.60
Guizhong Liu263474.47
Chun Zhao3183.06