ON OPTIMAL WAVELET BASES FOR THE REALIZATION OF MICROCANONICAL CASCADE PROCESSES

DOI10.1142/S0219691311003943MaRDI QIDQ3084698zbMATH OpenOpenAlexFDO

Authors Oriol Pont, Antonio Turiel, Conrad J. Pérez-Vicente

Publication date 25 March 2011

Published in International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0805.4810

zbMATH Keywords

multifractalsmultiplicative cascadesmultiscale signal processingoptimal wavelets

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Fractals (28A80) Self-similar stochastic processes (60G18) Applications of functional analysis in statistical physics (46N55)

Abstract: Multiplicative cascades are often used to represent the structure of multiscaling variables in many physical systems, specially turbulent flows. In processes of this kind, these variables can be understood as the result of a successive tranfer in cascade from large to small scales. For a given signal, only its optimal wavelet basis can represent it in such a way that the cascade relation between scales becomes explicit, i.e., it is geometrically achieved at each point of the system. Finding such a basis is a data-demanding, highly-complex task. In this paper we propose a formalism that allows to find the optimal wavelet in an efficient, less data-demanding way. We confirm the appropriateness of this approach by analyzing the results on synthetic signals constructed with prescribed optimal bases. Although we show the validity of our approach constrainted to given families of wavelets, it can be generalized for a continuous unconstrainted search scheme.

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Cited in

(1)

• Singularity analysis of digital signals through the evaluation of their unpredictable point manifold

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