Numerical Issues When Using Wavelets

Wavelets and related multiscale representations pervade all areas of signal processing. The recent inclusion of wavelet algorithms in JPEG 2000 – the new still-picture compression standard– testifies to this lasting and significant impact. The reason of the success of the wavelets is due to the fact that wavelet basis represents well a large class of signals, and therefore allows us to detect roughly isotropic elements occurring at all spatial scales and locations. As the noise in the physical sciences is often not Gaussian, the modeling, in the wavelet space, of many kind of noise (Poisson noise, combination of Gaussian and Poisson noise, long-memory 1/f noise, non-stationary noise, ...) has also been a key step for the use of wavelets in scientific, medical, or industrial applications [1]. Extensive wavelet packages exist now, commercial (see for example [2]) or non commercial (see for example [3, 4]), which allows any researcher, doctor, or engineer to analyze his data using wavelets.

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