M-band wavelet decomposition of second order random processes
Jean‐Christophe Pesquet · 2002
We investigate a M-band wavelet decomposition of second order random processes. In particular, we propose an extension of results which are known for the dyadic wavelet transform. The statistical properties of the M-band wavelet coefficients are listed and recursive relations are derived and used to compute their multiscale characteristics. Special attention is also paid to the multiscale analysis of linear parametric models.