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- Andrew T. Walden, Donald B. Percival, Emma J. McCoy
- IEEE Trans. Signal Processing
- 1998

Current methods for power spectrum estimation by wavelet thresholding use the empirical wavelet coefficients derived from the log periodogram. Unfortunately, the periodogram is a very poor estimate when the true spectrum has a high dynamic range and/or is rapidly varying. Also, because the distribution of the log periodogram is markedly non-Gaussian,… (More)

- Sofia C. Olhede, Andrew T. Walden
- IEEE Trans. Signal Processing
- 2002

This paper examines the class of generalized Morse wavelets, which are eigenfunction wavelets suitable for use in time-varying spectrum estimation via averaging of time-scale eigenscalograms. Generalized Morse wavelets of order (the corresponding eigenvalue order) depend on a doublet of parameters ( , ); we extend results derived for the special case = = 1… (More)

- Andrew T. Walden, Patrick Rubin-Delanchy
- IEEE Transactions on Signal Processing
- 2009

We consider the problem of testing whether a complex-valued random vector is proper, i.e., is uncorrelated with its complex conjugate. We formulate the testing problem in terms of real-valued Gaussian random vectors, so we can make use of some useful existing results which enable us to study the null distributions of two test statistics. The tests depend… (More)

This paper presents new vector filter banks, in particular biorthogonal Hermite cubic multiwavelets with short, smooth duals. We study different preprocessing techniques and the covariance structure of corresponding transforms. Results of numerical experiments in signal denoising and image compression using multi-filters are discussed. We compare the… (More)

- Tarek Medkour, Andrew T. Walden, Adrian P. Burgess, Valeria B Strelets
- Neuroscience
- 2010

If, as is widely believed, schizophrenia is characterized by abnormalities of brain functional connectivity, then it seems reasonable to expect that different subtypes of schizophrenia could be discriminated in the same way. However, evidence for differences in functional connectivity between the subtypes of schizophrenia is largely lacking and, where it… (More)

- Andrew T. Walden, Emma J. McCoy, Donald B. Percival
- IEEE Trans. Signal Processing
- 1994

- Tarek Medkour, Andrew T. Walden, Adrian P. Burgess
- Journal of neuroscience methods
- 2009

Spectral and coherence methodologies are ubiquitous for the analysis of multiple time series. Partial coherence analysis may be used to try to determine graphical models for brain functional connectivity. The outcome of such an analysis may be considerably influenced by factors such as the degree of spectral smoothing, line and interference removal, matrix… (More)

- A. Serroukh, Andrew T. Walden
- 1999

Scaling characteristics of stochastic processes can be examined using wavelet cross-covariances. For jointly stationary but generally non-Gaussian linear processes, the asymptotic properties of the resulting wavelet cross-covariance estimator are derived. The linear processes are assumed to have only a square-summable weight sequence, so that the class of… (More)

- BY S. OLHEDE, Andrew T. Walden, Andrew T. Walden
- 2008

In this paper, we introduce a flexible approach for the time-frequency analysis of multicomponent signals involving the use of analytic vectors and demodulation. The demodulated analytic signal is projected onto the time-frequency plane so that, as closely as possible, each component contributes exclusively to a different ‘tile’ in a wavelet packet tiling… (More)

- Emma J. McCoy, Andrew T. Walden, Donald B. Percival
- IEEE Trans. Signal Processing
- 1998