No. 529: Orthogonality Conditions for Non-Dyadic Wavelet Analysis
Stephen Pollock Queen Mary, University of London Iolanda Lo Cascio Queen Mary, University of London
May 1, 2005
Abstract
The conventional dyadic multiresolution analysis constructs a succession of frequency intervals in the form of (π / 2 j, π / 2 j - 1); j = 1, 2, . . . , n of which the bandwidths are halved repeatedly in the descent from high frequencies to low frequencies. Whereas this scheme provides an excellent framework for encoding and transmitting signals with a high degree of data compression, it is less appropriate to the purposes of statistical data analysis. A non-dyadic mixed-radix wavelet analysis is described that allows the wave bands to be defined more flexibly than in the case of a conventional dyadic analysis. The wavelets that form the basis vectors for the wave bands are derived from the Fourier transforms of a variety of functions that specify the frequency responses of the filters corresponding to the sequences of wavelet coefficients.
J.E.L classification codes: C22
Keywords: Wavelets, Non-dyadic analysis, Fourier analysis