On the asymptotic decorrelation of the wavelet packet coefficients of a wide-sense stationary random process [articol]

Abstract

Consider the wavelet packet coefficients issued from the decomposition of a random process stationary in the widesense. We address the asymptotic behaviour of the autocorrelation of these wavelet packet coefficients. In a first step, we explain why this analysis is more intricate than that already achieved by several authors in the case of the standard discrete orthonormal wavelet decomposition. In a second step,it is shown that the autocorrelation of the wavelet packet coefficients can be rendered arbitrarily small provided that both the decomposition level and the regularity of the quadrature mirror filters arel arge enough.