Invariances, Laplacian-like wavelet bases, and the whitening of fractal processes

In this contribution, we study the notion of affine invariance (specifically, invariance to the shifting, scaling, and rotation of the coordinate system) as a starting point for the development of mathematical tools and approaches useful in the characterization and analysis of multivariate fractiona...

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Veröffentlicht in:IEEE transactions on image processing : a publication of the IEEE Signal Processing Society. - 1992. - 18(2009), 4 vom: 01. Apr., Seite 689-702
1. Verfasser: Tafti, Pouya Dehghani (VerfasserIn)
Weitere Verfasser: Van De Ville, Dimitri, Unser, Michael
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2009
Zugriff auf das übergeordnete Werk:IEEE transactions on image processing : a publication of the IEEE Signal Processing Society
Schlagworte:Journal Article Research Support, Non-U.S. Gov't
Beschreibung
Zusammenfassung:In this contribution, we study the notion of affine invariance (specifically, invariance to the shifting, scaling, and rotation of the coordinate system) as a starting point for the development of mathematical tools and approaches useful in the characterization and analysis of multivariate fractional Brownian motion (fBm) fields. In particular, using a rigorous and powerful distribution theoretic formulation, we extend previous results of Blu and Unser (2006) to the multivariate case, showing that polyharmonic splines and fBm processes can be seen as the (deterministic vs stochastic) solutions to an identical fractional partial differential equation that involves a fractional Laplacian operator. We then show that wavelets derived from polyharmonic splines have a behavior similar to the fractional Laplacian, which also turns out to be the whitening operator for fBm fields. This fact allows us to study the probabilistic properties of the wavelet transform coefficients of fBm-like processes, leading for instance to ways of estimating the Hurst exponent of a multiparameter process from its wavelet transform coefficients. We provide theoretical and experimental verification of these results. To complement the toolbox available for multiresolution processing of stochastic fractals, we also introduce an extended family of multidimensional multiresolution spaces for a large class of (separable and nonseparable) lattices of arbitrary dimensionality
Beschreibung:Date Completed 13.05.2009
Date Revised 12.03.2009
published: Print
Citation Status PubMed-not-MEDLINE
ISSN:1941-0042
DOI:10.1109/TIP.2008.2011451