On the Statistics of Best Bases Criteria

  • H. Krim
  • J.-C. Pesquet
Part of the Lecture Notes in Statistics book series (LNS, volume 103)


Wavelet packets are a useful extension of wavelets providing an adaptive time- scale analysis. In using noisy observations of a signal of interest, the criteria for best bases representation are random variables. The search may thus be very sensitive to noise. In this paper, we characterize the asymptotic statistics of the criteria to gain insight which can in turn, be used to improve on the performance of the analysis. By way of a well-known information-theoretic principle, namely the Minimum Description Length, we provide an alternative approach to Minimax methods for deriving various attributes of nonlinear wavelet packet estimates.


Wavelet Packet Fractional Brownian Motion Code Length Minimum Description Length Wavelet Packet Decomposition 
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Copyright information

© Springer-Verlag New York 1995

Authors and Affiliations

  • H. Krim
    • 1
  • J.-C. Pesquet
    • 2
  1. 1.Stochastic Systems Group, LIDSMassachusetts Institute of TechnologyCambridgeUSA
  2. 2.Laboratoire des Signaux et SystèmesCNRS/UPS, GDR TdSI, ESEGif sur Yvette CédexFrance

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