Current Development in Theory and Applications of Wavelets
Volume 3, Issue 1, Pages 31 - 38
(April 2009)
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ON SOME PROPERTIES OF AUTOREGRESSIVE WAVELET COEFFICIENTS
Orietta Nicolis (Italy) and Brani Vidakovic (USA)
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Abstract:
In this article, we discuss several properties of filters corresponding to orthogonal wavelets. In particular, we are interested in the behavior of odd-lagged autocorrelations of some standard wavelet families as well as the design of wavelets conforming to autocorrelation constraints. Two interesting empirical properties of wavelet filter autocorrelations are illustrated. |
| Keywords and phrases: wavelet filter, wavelet autocorrelations. |
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