Multiscale statistical signal processing: identification of a multiscale AR process from a sample of an ordinary signal

摘要

The theory of stochastic processes on homogeneous trees aims at contributing to the theory of multiresolution stochastic modeling and associated techniques of multiscale statistical signal processing. The author solves the problem of identifying such a multiscale process indexed by the nodes of a tree from the observation of this process on one single level of resolution. In particular he considers multiscale autoregressive processes, which are evolving by descending on a "hanging" homogeneous tree.