Presentation 2006-12-15
A Design of Orthonormal Wavelet for Analysis of Stationary Long Memory Process
Hiroshi HASEGAWA, Ken-ichi SATO,
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Abstract(in English) In this paper, we propose a design method of analysis niters related to an orthonormal Wavelet transform. The objective of the proposed method is to enhance decorrelation of stationary long-memory processes by the Wavelet transform. Based on the observation that degree of the decorrelation is mainly denned by ripples in stopband and magnitude in overlapping transition band between frequency responses of adjacent analysis filters, we introduce a constraint to supress the ripples and two quadratic cost functions, where one of these function is defined for reduction of so-called boundary effect. By showing the set of solutions of additional constraints are characterized as an intersection of several hyperplanes, we show that these cost functions can be minimized over the set of feasible solutions through the LMI formulation by [Davidson et.al. '03]
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Keyword(in English) Long-memory process / Orthonormal Wavelet / FIR digital filter design / Linear Matrix Inequality
Paper # PN2006-45
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Conference Date 2006/12/7(1days)
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Language ENG
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) A Design of Orthonormal Wavelet for Analysis of Stationary Long Memory Process
Sub Title (in English)
Keyword(1) Long-memory process
Keyword(2) Orthonormal Wavelet
Keyword(3) FIR digital filter design
Keyword(4) Linear Matrix Inequality
1st Author's Name Hiroshi HASEGAWA
1st Author's Affiliation Department of Electrical Engineering and Computer Science, Nagoya University()
2nd Author's Name Ken-ichi SATO
2nd Author's Affiliation Department of Electrical Engineering and Computer Science, Nagoya University
Date 2006-12-15
Paper # PN2006-45
Volume (vol) vol.106
Number (no) 419
Page pp.pp.-
#Pages 4
Date of Issue