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Applied Mathematics

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Wavelet

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Full-Text Articles in Physical Sciences and Mathematics

Wavelet Reconstruction Of Nonuniformly Sampled Signals, Leming Qu, Partha S. Routh, Phil D. Anno Sep 2011

Wavelet Reconstruction Of Nonuniformly Sampled Signals, Leming Qu, Partha S. Routh, Phil D. Anno

Leming Qu

For the reconstruction of a nonuniformly sampled signal based on its noisy observations, we propose a level dependent l1 penalized wavelet reconstruction method. The LARS/Lasso algorithm is applied to solve the Lasso problem. The data adaptive choice of the regularization parameters is based on the AIC and the degrees of freedom is estimated by the number of nonzero elements in the Lasso solution. Simulation results conducted on some commonly used 1_D test signals illustrate that the proposed method possesses good empirical properties.


Rectification Of The Bias In The Wavelet Power Spectrum, Yonggang Liu, X. San Liang, Robert H. Weisberg Jan 2007

Rectification Of The Bias In The Wavelet Power Spectrum, Yonggang Liu, X. San Liang, Robert H. Weisberg

Yonggang Liu

This paper addresses a bias problem in the estimate of wavelet power spectra for atmospheric and oceanic datasets. For a time series comprised of sine waves with the same amplitude at different frequencies the conventionally adopted wavelet method does not produce a spectrum with identical peaks, in contrast to a Fourier analysis. The wavelet power spectrum in this definition, that is, the transform coefficient squared (to within a constant factor), is equivalent to the integration of energy (in physical space) over the influence period (time scale) the series spans. Thus, a physically consistent definition of energy for the wavelet power …