Divisia monetary aggregates index

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The scale space representation of a signal obtained by Gaussian smoothing satisfies a number of special properties, scale-space axioms, which make it into a special form of multi-scale representation. There are, however, also other types of 'multi-scale approaches' in the areas of computer vision, image processing and signal processing, in particular the notion of wavelets. The purpose of this article is to describe a few of these approaches:

Scale-space theory for one-dimensional signals

For one-dimensional signals, there exists quite a well-developed theory for continuous and discrete kernels that guarantee that new local extrema or zero-crossings cannot be created by a convolution operation.[1] For continuous signals, it holds that all scale-space kernels can be decomposed into the following sets of primitive smoothing kernels:

For discrete signals, we can, up to trivial translations and rescalings, decompose any discrete scale-space kernel into the following primitive operations:

  • the discrete Gaussian kernel
    T(n,t)=In(αt) where α,t>0 where In are the modified Bessel functions of integer order,
  • generalized binomial kernels corresponding to linear smoothing of the form
    fout(x)=pfin(x)+qfin(x1) where p,q>0
    fout(x)=pfin(x)+qfin(x+1) where p,q>0,
  • first-order recursive filters corresponding to linear smoothing of the form
    fout(x)=fin(x)+αfout(x1) where α>0
    fout(x)=fin(x)+βfout(x+1) where β>0,
  • the one-sided Poisson kernel
    p(n,t)=ettnn! for n0 where t0
    p(n,t)=ettn(n)! for n0 where t0.

    From this classification, it is apparent that it we require a continuous semi-group structure, there are only three classes of scale-space kernels with a continuous scale parameter; the Gaussian kernel which forms the scale-space of continuous signals, the discrete Gaussian kernel which forms the scale-space of discrete signals and the time-causal Poisson kernel that forms a temporal scale-space over discrete time. If we on the other hand sacrifice the continuous semi-group structure, there are more options:

    For discrete signals, the use of generalized binomial kernels provides a formal basis for defining the smoothing operation in a pyramid. For temporal data, the one-sided truncated exponential kernels and the first-order recursive filters provide a way to define time-causal scale-spaces [2][3] that allow for efficient numerical implementation and respect causality over time without access to the future. The first-order recursive filters also provide a framework for defining recursive approximations to the Gaussian kernel that in a weaker sense preserve some of the scale-space properties.[4][5]

    See also

    References