Operator-Like Wavelets
John Paul Ward, EPFL STI LIB

Seminar • 23 January 2012

Abstract
In this talk, we propose an innovation model based on a stochastic differential equation. The two defining components of the model are a sparse white noise and a shift-invariant pseudo-differential operator. Within this framework, we construct wavelets that act like the operator so that the sparsity of the noise is transferred to the wavelet coefficients. A description of the construction as well as approximation properties of the wavelets will be discussed. Importantly, each of these properties is determined by conditions on the underlying operator.