Applications of Wavelets to the Analysis of Cosmic Microwave Background Maps

We consider wavelets as a tool to perform a variety of tasks in the context of analyzing cosmic microwave background (CMB) maps. Using Spherical Haar Wavelets we define a position and angular-scale-dependent measure of power that can be used to assess the existence of spatial structure. We apply planar Daubechies wavelets for the identification and removal of points sources from small sections of sky maps. Our technique can successfully identify virtually all point sources which are above 3 sigma and more than 80% of those above 1 sigma. We discuss the trade-offs between the levels of correct and false detections. We denoise and compress a 100,000 pixel CMB map by a factor of about 10 in 5 seconds achieving a noise reduction of about 35%. In contrast to Wiener filtering the compression process is model independent and very fast. We discuss the usefulness of wavelets for power spectrum and cosmological parameter estimation. We conclude that at present wavelet functions are most suitable for identifying localized sources.Comment: 10 pages, 6 figures. Submitted to MNRA

Exact reconstruction with directional wavelets on the sphere

A new formalism is derived for the analysis and exact reconstruction of band-limited signals on the sphere with directional wavelets. It represents an evolution of the wavelet formalism developed by Antoine & Vandergheynst (1999) and Wiaux et al. (2005). The translations of the wavelets at any point on the sphere and their proper rotations are still defined through the continuous three-dimensional rotations. The dilations of the wavelets are directly defined in harmonic space through a new kernel dilation, which is a modification of an existing harmonic dilation. A family of factorized steerable functions with compact harmonic support which are suitable for this kernel dilation is firstly identified. A scale discretized wavelet formalism is then derived, relying on this dilation. The discrete nature of the analysis scales allows the exact reconstruction of band-limited signals. A corresponding exact multi-resolution algorithm is finally described and an implementation is tested. The formalism is of interest notably for the denoising or the deconvolution of signals on the sphere with a sparse expansion in wavelets. In astrophysics, it finds a particular application for the identification of localized directional features in the cosmic microwave background (CMB) data, such as the imprint of topological defects, in particular cosmic strings, and for their reconstruction after separation from the other signal components.Comment: 22 pages, 2 figures. Version 2 matches version accepted for publication in MNRAS. Version 3 (identical to version 2) posted for code release announcement - "Steerable scale discretised wavelets on the sphere" - S2DW code available for download at http://www.mrao.cam.ac.uk/~jdm57/software.htm

A new class of wavelet networks for nonlinear system identification

A new class of wavelet networks (WNs) is proposed for nonlinear system identification. In the new networks, the model structure for a high-dimensional system is chosen to be a superimposition of a number of functions with fewer variables. By expanding each function using truncated wavelet decompositions, the multivariate nonlinear networks can be converted into linear-in-the-parameter regressions, which can be solved using least-squares type methods. An efficient model term selection approach based upon a forward orthogonal least squares (OLS) algorithm and the error reduction ratio (ERR) is applied to solve the linear-in-the-parameters problem in the present study. The main advantage of the new WN is that it exploits the attractive features of multiscale wavelet decompositions and the capability of traditional neural networks. By adopting the analysis of variance (ANOVA) expansion, WNs can now handle nonlinear identification problems in high dimensions

A unified wavelet-based modelling framework for non-linear system identification: the WANARX model structure

A new unified modelling framework based on the superposition of additive submodels, functional components, and wavelet decompositions is proposed for non-linear system identification. A non-linear model, which is often represented using a multivariate non-linear function, is initially decomposed into a number of functional components via the wellknown analysis of variance (ANOVA) expression, which can be viewed as a special form of the NARX (non-linear autoregressive with exogenous inputs) model for representing dynamic input–output systems. By expanding each functional component using wavelet decompositions including the regular lattice frame decomposition, wavelet series and multiresolution wavelet decompositions, the multivariate non-linear model can then be converted into a linear-in-theparameters problem, which can be solved using least-squares type methods. An efficient model structure determination approach based upon a forward orthogonal least squares (OLS) algorithm, which involves a stepwise orthogonalization of the regressors and a forward selection of the relevant model terms based on the error reduction ratio (ERR), is employed to solve the linear-in-the-parameters problem in the present study. The new modelling structure is referred to as a wavelet-based ANOVA decomposition of the NARX model or simply WANARX model, and can be applied to represent high-order and high dimensional non-linear systems

Generalised additive multiscale wavelet models constructed using particle swarm optimisation and mutual information for spatio-temporal evolutionary system representation

A new class of generalised additive multiscale wavelet models (GAMWMs) is introduced for high dimensional spatio-temporal evolutionary (STE) system identification. A novel two-stage hybrid learning scheme is developed for constructing such an additive wavelet model. In the first stage, a new orthogonal projection pursuit (OPP) method, implemented using a particle swarm optimisation(PSO) algorithm, is proposed for successively augmenting an initial coarse wavelet model, where relevant parameters of the associated wavelets are optimised using a particle swarm optimiser. The resultant network model, obtained in the first stage, may however be a redundant model. In the second stage, a forward orthogonal regression (FOR) algorithm, implemented using a mutual information method, is then applied to refine and improve the initially constructed wavelet model. The proposed two-stage hybrid method can generally produce a parsimonious wavelet model, where a ranked list of wavelet functions, according to the capability of each wavelet to represent the total variance in the desired system output signal is produced. The proposed new modelling framework is applied to real observed images, relative to a chemical reaction exhibiting a spatio-temporal evolutionary behaviour, and the associated identification results show that the new modelling framework is applicable and effective for handling high dimensional identification problems of spatio-temporal evolution sytems

Identification of time-varying systems using multiresolution wavelet models

Identification of linear and nonlinear time-varying systems is investigated and a new wavelet model identification algorithm is introduced. By expanding each time-varying coefficient using a multiresolution wavelet expansion, the time-varying problem is reduced to a time invariant problem and the identification reduces to regressor selection and parameter estimation. Several examples are included to illustrate the application of the new algorithm

A comparison of polynomial and wavelet expansions for the identification of chaotic coupled map lattices

A comparison between polynomial and wavelet expansions for the identification of coupled map lattice (CML) models for deterministic spatio-temporal dynamical systems is presented in this paper. The pattern dynamics generated by smooth and non-smooth nonlinear maps in a well-known 2-dimensional CML structure are analysed. By using an orthogonal feedforward regression algorithm (OFR), polynomial and wavelet models are identified for the CML’s in chaotic regimes. The quantitative dynamical invariants such as the largest Lyapunov exponents and correlation dimensions are estimated and used to evaluate the performance of the identified models