Noise covariance properties in dual-tree wavelet decompositions

IEEE Transactions on Information Theory

Volumn 53, Issue 12, 2007, Pages 4680-4700

  Chaux, Caroline ^a   Pesquet, Jean Christophe ^a   Duval, Laurent ^b  

^a UNIVERSITÉ PARIS EST   (France)

^b IFP ENERGIES NOUVELLES   (France)

Author keywords

Covariance; Cross correlation; Dependence; Dual tree; Filter banks; Frames; Hilbert transform; Noise; Random processes; Stationarity; Statistics; Wavelets

Indexed keywords

COVARIANCE; CROSS-CORRELATION; DEPENDENCE; DUAL-TREE; FRAMES; HILBERT TRANSFORM; NOISE; STATIONARITY; WAVELETS;

CLUSTER ANALYSIS; DECOMPOSITION; DISCRIMINANT ANALYSIS; ELECTRIC NETWORK ANALYSIS; FILTER BANKS; IMAGE ANALYSIS; MATHEMATICAL TRANSFORMATIONS; RANDOM PROCESSES; REGRESSION ANALYSIS;

WAVELET DECOMPOSITION;

EID: 42149191326     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIT.2007.909104     Document Type: Article

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