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 Japanese) | (See Japanese page) |
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] |
Keyword(in Japanese) | (See Japanese page) |
Keyword(in English) | Long-memory process / Orthonormal Wavelet / FIR digital filter design / Linear Matrix Inequality |
Paper # | PN2006-45 |
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Committee | PN |
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Conference Date | 2006/12/7(1days) |
Place (in Japanese) | (See Japanese page) |
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Registration To | Photonic Network (PN) |
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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 |
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