Discrete-time multi-scale systems
Daniel Alpay, Mamadou Mboup (CRESTIC, INRIA Saclay - Ile de France)

TL;DR
This paper introduces a novel multi-scale filtering framework using double convolution systems, establishes stability results, links to poly-disc function theory, and compares with existing white noise space models.
Contribution
It presents a new multi-scale filtering approach with stability proofs and theoretical connections, expanding the understanding of double convolution systems.
Findings
Proved stability theorems for multi-scale filtering systems
Connected the framework to poly-disc function theory
Compared with white noise space framework
Abstract
We introduce multi-scale filtering by the way of certain double convolution systems. We prove stability theorems for these systems and make connections with function theory in the poly-disc. Finally, we compare the framework developed here with the white noise space framework, within which a similar class of double convolution systems has been defined earlier.
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Taxonomy
TopicsMathematical Analysis and Transform Methods · Stochastic processes and financial applications · advanced mathematical theories
