Easy-to-compute parameterizations of all wavelet filters: input-output and state-space

preprint2013arXivOpen access

Abstract

We here use notions from the theory linear shift-invariant dynamical systems to provide an easy-to-compute characterization of all rational wavelet filters. For a given N bigger or equql to 2, the number of inputs, the construction is based on a factorization to an elementary wavelet filter along with of m elementary unitary matrices. We shall call this m the index of the filter. It turns out that the resulting wavelet filter is of McMillan degree $N((N-1)/2+m). Rational wavelet filters bounded at infinity, admit state space realization. The above input-output parameterization is exploited for a step-by-step construction (where in each the index m is increased by one) of state space model of wavelet filters.

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