A recursive scheme for computing autocorrelation functions of decimated complex wavelet subbands

Abstract

This paper deals with the problem of the exact computation of the autocorrelation function of a real or complex discrete wavelet subband of a signal, when the autocorrelation function (or Power Spectral Density, PSD) of the signal in the time domain (or spatial domain) is either known or estimated using a separate technique. The solution to this problem allows us to couple time domain noise estimation techniques to wavelet domain denoising algorithms, which is crucial for the development of blind wavelet-based denoising techniques. Specifically, we investigate the Dual-Tree complex wavelet transform (DT-CWT), which has a good directional selectivity in 2-D and 3-D, is approximately shift-invariant, and yields better denoising results than a discrete wavelet transform (DWT). The proposed scheme gives an analytical relationship between the PSD of the input signal/image and the PSD of each individual real/complex wavelet subband which is very useful for future developments. We also show that a more general technique, that relies on Monte-Carlo simulations, requires a large number of input samples for a reliable estimate, while the proposed technique does not suffer from this problem