Multiscale Recursive Estimation , Data Fusion , and Regularization

@inproceedings{Chou2004MultiscaleRE,
title={Multiscale Recursive Estimation , Data Fusion , and Regularization},
author={Kenneth C. Chou and Salih Alan and Willskyl and Albert Benveniste},
year={2004}
}

A current topic of great interest is the multiresolution analysis of signals and the development of multiscale signal processing algorithms. In this paper we describe a framework for modeling stochastic phenomena at multiple scales and for their efficient estimation or reconstruction given partial and/or noisy measurements which may also be at several scales. In particular multiscale signal representations lead naturally to pyramidal or tree-like data structures in which each level in the tree… CONTINUE READING