二元小波矩阵扩充的逆问题

本文我们研究了二维小波构造中所需的矩阵扩充问题,结论如下：对次数不超过三的低通滤波器,能扩充为酉矩阵（公式1．9）当且仅当该滤波器具有形式（公式3．1）     

多维平稳过程对线性系统的滤波问题

本文研究多维平稳过程x(t)对线性系统的滤波问题.当x(t)是满秩正则平稳过程时,给出了最优解ξ的谱特征和均方误差,并且找到了ξ存在的充分必要条件.     

多尺度多重向量值双正交小波的构建算法与性质

研究多尺度多重向量值双正交小波的构建算法与性质.运用向量细分格式、矩阵理论和多重向量值多分辨分析,证明了与一对给定的多尺度多重向量值双正交尺度函数对应的多尺度多重向量值双正交小波函数的存在性.提出了紧支撑多尺度多重向量值双正交小波的构造算法.讨论了多尺度多重向量值小波包的性质,得到了多重向量值小波包的双正交公式与向量值小波包基.     

Multivariate Compactly Supported Fundamental Refinable Functions, Duals, and Biorthogonal Wavelets

In areas of geometric modeling and wavelets, one often needs to construct a compactly supported refinable function φ which has sufficient regularity and which is fundamental for interpolation [that means, φ(0)=1 and φ(α)=0 for all α∈ Z ^s ∖{0}].
Low regularity examples of such functions have been obtained numerically by several authors, and a more general numerical scheme was given in [1]. This article presents several schemes to construct compactly supported fundamental refinable functions, which have higher regularity, directly from a given, continuous, compactly supported, refinable fundamental function φ. Asymptotic regularity analyses of the functions generated by the constructions are given.The constructions provide the basis for multivariate interpolatory subdivision algorithms that generate highly smooth surfaces.
A very important consequence of the constructions is a natural formation of pairs of dual refinable functions, a necessary element in constructing biorthogonal wavelets. Combined with the biorthogonal wavelet construction algorithm for a pair of dual refinable functions given in [2], we are able to obtain symmetrical compactly supported multivariate biorthogonal wavelets which have arbitrarily high regularity. Several examples are computed.     

Norms Concerning Subdivision Sequences and Their Applications in Wavelets

Let a:=(a(α))_{α ^s} be a finitely supported sequence of r×r matrices and M be a dilation matrix. The subdivision sequence {(a_n(α))_{α ^s}:n } is defined by a₁=a and

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Let 1≤p≤∞ and f=(f¹,…,f^r)^T be a vector of compactly supported functions in L_p( ^s). The stability is not assumed for f. The purpose of this paper is to give a formula for the asymptotic behavior of the L_p-norms of the combinations of the shifts of f with the subdivision sequence coefficients: Such an asymptotic behavior plays an essential role in the investigation of wavelets and subdivision schemes. In this paper we show some applications in the convergence of cascade algorithms, construction of inhomogeneous multiresolution analyzes, and smoothness analysis of refinable functions. Some examples are provided to illustrate the method.     

Periodic Prolate Spheroidal Wavelets

Prolate spheroidal wavelets (PS wavelets) were recently introduced by the authors. They were based on the first prolate spheroidal wave function (PSWF) and had many desirable properties lacking in other wavelets. In particular, the subspaces belonging to the associated multiresolution analysis (MRA) were shown to be closed under differentiation and translation. In this paper, we introduce periodic prolate spheroidal wavelets. These periodic wavelets are shown to possess properties inherited from PS wavelets such as differentiation and translation. They have the potential for applications in modeling periodic phenomena as an alternative to the usual periodic wavelets as well as the Fourier basis.     

A Characterization of Generalized Frame MRAs Deriving Orthonormal Wavelets

In 2000, Papadakis announced that any orthonormal wavelet must be derived by a generalized frame MRA （GFMRA）. In this paper, we give a characterization of GFMRAs which can derive orthonormal wavelets, and show a general approach to the constructions of non-MRA wavelets. Finally we present two examples to illustrate the theory.     

三元双正交小波滤波器的刻画

研究由三元双正交插值尺度函数构造对应的双正交小波滤波器的矩阵扩充问题.当给定的一对三元双正交尺度函数中有一个为插值函数时,利用提升思想与矩阵多相分解方法,给出一类三元双正交小波滤波器的显示构造公式和一个计算实例.讨论了三元双正交小波包的的性质.     

Tight Frame Wavelets, their Dimension Functions, MRA Tight Frame Wavelets and Connectivity Properties

This is a continuation of our study of generalized low pass filters and MRA frame wavelets. In this first study we concentrated on the construction of such functions. Here we are particularly interested in the role played by the dimension function. In particular we characterize all semi-orthogonal Tight Frame Wavelets (TFW) by showing that they correspond precisely to those for which the dimension function is non-negative integer-valued. We also show that a TFW arises from our MRA construction if and only if the dimension of a particular linear space is either zero or one. We present many examples. In addition we obtain a result concerning the connectivity of TFW's that are MSF tight frame wavelets.     

Wavelets collocation methods for the numerical solution of elliptic BV problems

Based on collocation with Haar and Legendre wavelets, two efficient and new numerical methods are being proposed for the numerical solution of elliptic partial differential equations having oscillatory and non-oscillatory behavior. The present methods are developed in two stages. In the initial stage, they are developed for Haar wavelets. In order to obtain higher accuracy, Haar wavelets are replaced by Legendre wavelets at the second stage. A comparative analysis of the performance of Haar wavelets collocation method and Legendre wavelets collocation method is carried out. In addition to this, comparative studies of performance of Legendre wavelets collocation method and quadratic spline collocation method, and meshless methods and Sinc–Galerkin method are also done. The analysis indicates that there is a higher accuracy obtained by Legendre wavelets decomposition, which is in the form of a multi-resolution analysis of the function. The solution is first found on the coarse grid points, and then it is refined by obtaining higher accuracy with help of increasing the level of wavelets. The accurate implementation of the classical numerical methods on Neumann’s boundary conditions has been found to involve some difficulty. It has been shown here that the present methods can be easily implemented on Neumann’s boundary conditions and the results obtained are accurate; the present methods, thus, have a clear advantage over the classical numerical methods. A distinct feature of the proposed methods is their simple applicability for a variety of boundary conditions. Numerical order of convergence of the proposed methods is calculated. The results of numerical tests show better accuracy of the proposed method based on Legendre wavelets for a variety of benchmark problems.     

Wavelets with differential relation

Divergence-free wavelets are successfully applied to numerical solutions of Navier-Stokes equation and to analysis of incompressible flows. They closely depend on a pair of one-dimensional wavelets with some differential relations. In this paper, we point out some restrictions of those wavelets and study scaling functions with the differential relation; Wavelets and their duals are discussed; In addition to the differential relation, we are particularly interested in a class of examples with the interpolatory property; It turns out there is a connection between our examples and Micchelli’s work.     

Biorthogonal Wavelet Expansions

This paper is concerned with developing conditions on a given finite collection of compactly supported algebraically linearly independent refinable functions that insure the existence of biorthogonal systems of refinable functions with similar properties. In particular, we address the close connection of this issue with stationary subdivision schemes. Date received: May 20, 1995. Date revised: March 2, 1996.     

Optimal Control of Linear Time-Varying Systems via Haar Wavelets

This paper introduces the application of Haar wavelets to the optimal control synthesis for linear time-varying systems. Based upon some useful properties of Haar wavelets, a special product matrix, a related coefficient matrix, and an operational matrix of backward integration are proposed to solve the adjoint equation of optimization. The results obtained by the proposed Haar approach are almost the same as those obtained by the conventional Riccati method.     

一类向量值正交小波的设计与性质

引入整数因子伸缩的向量值正交小波与向量值小波包的概念.运用仿酉向量滤波器理论和矩阵理论,给出具有整数因子伸缩的向量值正交小波存在的充要条件.提供了紧支撑向量值正交的构建算法,给出了相应的构建算例.利用时频分析方法与算子理论,刻画了一类向量值正交小波包的性质,得到了整数伸缩的向量值小波包的正交公式.     

协整回归残量平稳性的小波检验

本文研究基于小波方法的协整回归残量平稳性检验。将文献[6]中的小波方法推广到了协整关系的检验,给出了对线性协整模型OLS回归后得到的残量进行平稳性检验的小波方法,得到了在原假设非协整下检验统计量的渐近分布。模拟实验和实例分析都验证了新方法的有效性。     

Quasi-Biorthogonal Frame Multiresolution Analyses and Wavelets

We introduce the concepts of quasi-biorthogonal frame multiresolution analyses and quasi-biorthogonal frame wavelets which are natural generalizations of biorthogonal multiresolution analyses and biorthogonal wavelets, respectively. Necessary and sufficient conditions for quasi-biorthogonal frame multiresolution analyses to admit quasi-biorthogonal wavelet frames are given, and a non-trivial example of quasi-biorthogonal frame multiresolution analyses admitting quasi-biorthogonal frame wavelets is constructed. Finally, we characterize the pair of quasi-biorthogonal frame wavelets that is associated with quasi-biorthogonal frame multiresolution analyses.     

Wavelets Based on Orthogonal Polynomials

We present a unified approach for the construction of polynomial wavelets. Our main tool is orthogonal polynomials. With the help of their properties we devise schemes for the construction of time localized polynomial bases on bounded and unbounded subsets of the real line. Several examples illustrate the new approach.

     

Construction of Periodic Prolate Spheroidal Wavelets Using Interpolation

Periodic prolate spheroidal wavelets (periodic PS wavelets), based on the periodizaton of the first prolate spheroidal wave function (PSWF), were recently introduced by the authors. Because of localization and other properties, these periodic PS wavelets could serve as an alternative to Fourier series for applications in modeling periodic signals. In this paper, we continue our work with periodic PS wavelets and direct our attention to their construction via interpolation. We show that they have a representation in terms of interpolation with the modified Dirichlet kernel. We then derive a group of formulas of interpolation type based on this representation. These formulas enable one to obtain a simple procedure for the calculation of the periodic PS wavelets and finding expansion coefficients. In particular, they are used to compute filter coefficients for the periodic PS wavelets. This is done for a number of concrete cases.     

BIORTHOGONAL UNCONDITIONAL BASES OF COMPACTLY SUPPORTED MATRIX VALUED WAVELETS

In this paper, we introduce the concept of biorthogonal matrix valued wavelets. We elaborate on perfect reconstruction matrix filter banks which are assembled by matrix FIR fllters and we deduce that the resulting matrix valued wavelet functions have compact support. Moreover, we form biorthogonal unconditional bases for the space of matrix valued signals. To validate the theory, a class of biorthogonal and orthonormal matrix valued wavelets are given. The connection of the present scheme with the theory of multiwavelets are also explored.     

二元正交多项式小波的构造

本文中,给出了一个构造二元张量积正交多项式小波的构造准则,还给出了一个二元张量积正交多项式小波的例子.