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

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.

The present version is better coordinated with another work of us on the same subject, entitled Extending wavelet filters. Infinite dimensions, the non-rational case and indefinite-inner product spaces, and also available on arxiv at: http://arxiv.org/abs/1106.2303