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Parametrizations of All Wavelet Filters: Input-Output and State-Space

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Abstract

We here use notions from the theory linear shift-invariant dynamical systems to provide an explicit characterization, both practical and computable, of all rational wavelet filters. For a given N, (N ≥ 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 .

Moreover, beyond the parameters N and m, one confine the spectrum of the filters to lie in an open disk of radius ρ (stable filters mean ρ ∊ [0,1] and for FIR take ρ = 0). Then all filters can be described by a convex set of parameters ([0, π) × [0, 2π)2(N–1) × [0, ρ))m.

Rational wavelet filters bounded at infinity, admit state space realization. The above input-output parametrization 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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Alpay, D., Jorgensen, P. & Lewkowicz, I. Parametrizations of All Wavelet Filters: Input-Output and State-Space. STSIP 12, 159–188 (2013). https://doi.org/10.1007/BF03549566

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