Related papers: Easy-to-compute parameterizations of all wavelet f…
In this note we show that the locally stationary wavelet process can be decomposed into a sum of signals, each of which following a moving average process with time-varying parameters. We then show that such moving average processes are…
Quaternion wavelets are redundant wavelet transforms generalizing complex-valued non-decimated wavelet transforms. In this paper we propose a matrix-formulation for non-decimated quaternion wavelet transforms and define spectral tools for…
This paper presents a wavelet representation using baseband signals, by exploiting Kotel'nikov results. Details of how to obtain the processes of envelope and phase at low frequency are shown. The archetypal interpretation of wavelets as an…
State minimization of combinatorial filters is a fundamental problem that arises, for example, in building cheap, resource-efficient robots. But exact minimization is known to be NP-hard. This paper conducts a more nuanced analysis of this…
The state variable filter configuration is a classic analogue design which has been employed in many electronic music applications. A digital implementation of this filter was put forward by Chamberlin, which has been deployed in both…
In recent work it is shown that importance sampling can be avoided in the particle filter through an innovation structure inspired by traditional nonlinear filtering combined with Mean-Field Game formalisms. The resulting feedback particle…
We define an asymptotically normal wavelet-based strongly consistent estimator for the Hurst parameter of any Hermite processes. This estimator is obtained by considering a modified wavelet variation in which coefficients are wisely chosen…
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…
Orthogonal wavelets, or wavelet frames, for L^2(R) are associated with quadrature mirror filters (QMF). The latter constitute a set of complex numbers which relate the dyadic scaling of functions on R to the Z-translates, and which satisfy…
The low-temperature driven or thermally activated motion of several condensed matter systems is often modeled by the dynamics of interfaces (co-dimension-1 elastic manifolds) subject to a random potential. Two characteristic quantitative…
We present an efficient particle filtering algorithm for multiscale systems, that is adapted for simple atmospheric dynamics models which are inherently chaotic. Particle filters represent the posterior conditional distribution of the state…
We introduce Wave Arithmetic, a smooth analytical framework in which natural, integer, and rational numbers are represented not as discrete entities, but as integrals of smooth, compactly supported or periodic kernel functions. In this…
Accurate estimation of the states of a nonlinear dynamical system is crucial for their design, synthesis, and analysis. Particle filters are estimators constructed by simulating trajectories from a sampling distribution and averaging them…
In this paper we present a general approach to multivariate periodic wavelets generated by scaling functions of de la Vall\'ee Poussin type. These scaling functions and their corresponding wavelets are determined by their Fourier…
In analogy with steerable wavelets, we present a general construction of adaptable tight wavelet frames, with an emphasis on scaling operations. In particular, the derived wavelets can be "dilated" by a procedure comparable to the operation…
In this paper, we study nonhomogeneous wavelet systems which have close relations to the fast wavelet transform and homogeneous wavelet systems. We introduce and characterize a pair of frequency-based nonhomogeneous dual wavelet frames in…
Particle filtering is a numerical Bayesian technique that has great potential for solving sequential estimation problems involving non-linear and non-Gaussian models. Since the estimation accuracy achieved by particle filters improves as…
We introduce a fast algorithm for generating long self-affine profiles. The algorithm, which is based on the fast wavelet transform, is faster than the conventional Fourier filtering algorithm. In addition to increased performance for large…
We propose a novel neural architecture for computer vision -- WaveMix -- that is resource-efficient and yet generalizable and scalable. While using fewer trainable parameters, GPU RAM, and computations, WaveMix networks achieve comparable…
This article is about the architecture of a lossless wavelet filter bank with reprogrammable logic. It is based on second generation of wavelets with a reduced of number of operations. A new basic structure for parallel architecture and…