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Stochastic perturbation approach to the wavelet-based analysis

✍ Scribed by M. Kamiński

Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
225 KB
Volume
11
Category
Article
ISSN
1070-5325

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✦ Synopsis

Abstract

The wavelet‐based decomposition of random variables and fields is proposed here in the context of application of the stochastic second order perturbation technique. A general methodology is employed for the first two probabilistic moments of a linear algebraic equations system solution, which are obtained instead of a single solution projection in the deterministic case. The perturbation approach application allows determination of the closed formulas for a wavelet decomposition of random fields. Next, these formulas are tested by symbolic projection of some elementary random field. Copyright © 2004 John Wiley & Sons, Ltd.

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