A Matrix-Valued Wavelet KL-Like Expansion for Wide-Sense Stationary Random Processes

DOI10.1109/TSP.2004.823499zbMath1369.94066MaRDI QIDQ5354055

Chun Zhao, Ping Zhao, Guizhong Liu

Publication date: 8 September 2017

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Application of orthogonal and other special functions (94A11)

Related Items (4)

Properties of Some Random Series ⋮ On approximation properties of matrix-valued multi-resolution analyses ⋮ Simulation of sub-Gaussian processes using wavelets ⋮ Wavelet-based simulation of random processes from certain classes with given accuracy and reliability

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