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   -> Volume 5, Issue 1

Preprint: The Wavelet Detection for the Jump Points of
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LUAN, Yihui and Zhongjie XIE (

PostPosted: Tue Dec 03, 2002 4:15 pm    
Subject: Preprint: The Wavelet Detection for the Jump Points of
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Preprint: The Wavelet Detection for the Jump Points of
Signals with Additive Stationary Noise

The main purpose of this paper is to investigate the detection of the
number and locations of jumping points of a discontinuous signal in the
presence of noise by wavelet analysis. The model of the noise is assumed
to be a correlated stationary process, which is not necessary restrited
as a white noise model. A very simple and clear statement of the detec-
ting method for estimating the number and locations of the changing points
are given in this paper. Several theorems proved that the estimates con-
verge to the true values in a.s. when the resolution level tends to infi-
nity. Many satisfatory simulation results have been obtained for the JNR
(Jumping height to Noise Ratio) which varies from 1 to 2 with very closed
changing points. The resolution levels J are selected as 5,8, and 10 in
the simulations.

Department of Probability & Statistics
Peking University
Beijing 100871
All times are GMT + 1 Hour
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