Modeling and estimation of multiresolution stochastic processes
- 1 March 1992
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 38 (2) , 766-784
- https://doi.org/10.1109/18.119735
Abstract
An overview is provided of the several components of a research effort aimed at the development of a theory of multiresolution stochastic modeling and associated techniques for optimal multiscale statistical signal and image processing. A natural framework for developing such a theory is the study of stochastic processes indexed by nodes on lattices or trees in which different depths in the tree or lattice correspond to different spatial scales in representing a signal or image. In particular, it is shown how the wavelet transform directly suggests such a modeling paradigm. This perspective then leads directly to the investigation of several classes of dynamic models and related notions of multiscale stationarity in which scale plays the role of a time-like variable. The investigation of models on homogeneous trees is emphasized. The framework examined here allows for consideration, in a very natural way, of the fusion of data from sensors with differing resolutions. Also, thanks to the fact that wavelet transforms do an excellent job of 'compressing' large classes of covariance kernels, it is seen that these modeling paradigms appear to have promise in a far broader context than one might expect.<>Keywords
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