Bell-shaped nonstationary refinable ripplets

We study the approximation properties of the class of nonstationary refinable ripplets introduced in \cite{GP08}. These functions are solution of an infinite set of nonstationary refinable equations and are defined through sequences of scaling masks that have an explicit expression. Moreover, they are variation-diminishing and highly localized in the scale-time plane, properties that make them particularly attractive in applications. Here, we prove that they enjoy Strang-Fix conditions and convolution and differentiation rules and that they are bell-shaped. Then, we construct the corresponding minimally supported nonstationary prewavelets and give an iterative algorithm to evaluate the prewavelet masks. Finally, we give a procedure to construct the associated nonstationary biorthogonal bases and filters to be used in efficient decomposition and reconstruction algorithms. As an example, we calculate the prewavelet masks and the nonstationary biorthogonal filter pairs corresponding to the $C^2$ nonstationary scaling functions in the class and construct the corresponding prewavelets and biorthogonal bases. A simple test showing their good performances in the analysis of a spike-like signal is also presented. Keywords: total positivity, variation-dimishing, refinable ripplet, bell-shaped function, nonstationary prewavelet, nonstationary biorthogonal basisComment: 30 pages, 10 figure

Simulation of Gegenbauer Processes using Wavelet Packets

In this paper, we study the synthesis of Gegenbauer processes using the wavelet packets transform. In order to simulate a 1-factor Gegenbauer process, we introduce an original algorithm, inspired by the one proposed by Coifman and Wickerhauser [1], to adaptively search for the best-ortho-basis in the wavelet packet library where the covariance matrix of the transformed process is nearly diagonal. Our method clearly outperforms the one recently proposed by [2], is very fast, does not depend on the wavelet choice, and is not very sensitive to the length of the time series. From these first results we propose an algorithm to build bases to simulate k-factor Gegenbauer processes. Given its practical simplicity, we feel the general practitioner will be attracted to our simulator. Finally we evaluate the approximation due to the fact that we consider the wavelet packet coefficients as uncorrelated. An empirical study is carried out which supports our results

Resolution of the 1D regularized Burgers equation using a spatial wavelet approximation

The Burgers equation with a small viscosity term, initial and periodic boundary conditions is resolved using a spatial approximation constructed from an orthonormal basis of wavelets. The algorithm is directly derived from the notions of multiresolution analysis and tree algorithms. Before the numerical algorithm is described these notions are first recalled. The method uses extensively the localization properties of the wavelets in the physical and Fourier spaces. Moreover, the authors take advantage of the fact that the involved linear operators have constant coefficients. Finally, the algorithm can be considered as a time marching version of the tree algorithm. The most important point is that an adaptive version of the algorithm exists: it allows one to reduce in a significant way the number of degrees of freedom required for a good computation of the solution. Numerical results and description of the different elements of the algorithm are provided in combination with different mathematical comments on the method and some comparison with more classical numerical algorithms

Fast algorithms for wavelet-based analysis of hyperspectral signatures

Hyperspectral sensors promise great improvements in the quality of information gathered for remote sensing applications. However, they also present a huge challenge to data storage and computing systems. Thus there is a great need for reliable compression schemes, as well as analysis tools that can exploit the hyperspectral data in a computationally efficient manner. It has been proposed that wavelet-based methods may be superior to currently used methods for the analysis of hyperspectral signatures. In this thesis, a wavelet-based method, as well as traditional analytical methods, was implemented and applied to hyperspectral images. The computational expense of the various methods are determined analytically and experimentally to show advantages of the wavelet-based methods. Various measures, including cross correlation, signal-to-noise ratios and Euclidean distance, are designed and implemented for comparing the differences that might exist between the outputs of the algorithms