Time-scale analysis of abrupt changes corrupted by multiplicative noise

Multiplicative Abrupt Changes (ACs) have been considered in many applications. These applications include image processing (speckle) and random communication models (fading). Previous authors have shown that the Continuous Wavelet Transform (CWT) has good detection properties for ACs in additive noise. This work applies the CWT to AC detection in multiplicative noise. CWT translation invariance allows to define an AC signature. The problem then becomes signature detection in the time-scale domain. A second-order contrast criterion is defined as a measure of detection performance. This criterion depends upon the first- and second-order moments of the multiplicative process's CWT. An optimal wavelet (maximizing the contrast) is derived for an ideal step in white multiplicative noise. This wavelet is asymptotically optimal for smooth changes and can be approximated for small AC amplitudes by the Haar wavelet. Linear and quadratic suboptimal signature-based detectors are also studied. Closed-form threshold expressions are given as functions of the false alarm probability for three of the detectors. Detection performance is characterized using Receiver Operating Characteristic (ROC) curves computed from Monte-Carlo simulations

Lacunarity of Fractal Superlattices: a Remote Estimation using Wavelets

The lacunarity provides a useful parameter for describing the distribution of gap sizes in discrete self-similar (fractal) superlattices and is used in addition to the similarity dimension to describe fractals. We show here that lacunarity, as well as the similarity dimension, can be remotely estimated from the wavelet analysis of superlattices impulse response. As a matter of fact, the skeleton—the set of wavelet-transform modulus-maxima—of the reflected signal overlaps two hierarchical structures in the time-scale domain: such that one allows the direct remote extraction of the similarity dimension, while the other may provide an accurate estimation of the lacunarity of the interrogated superlattice. Criteria for the choice of the mother wavelet are established for impulse response corrupted by additive Gaussian white noise