We consider quadrature mirror filters, and the associated wavelet packet transform. Let be a stationary signal which has a continuous spectral density, . We prove that the \( 2^n \) signals, obtained from by iterations of the transform, "converge" to white noises when . If is holderian, the convergence rate is exponential.
Cite this article
Loïc Hervé, Transformée en paquets d'ondelettes des signaux stationnaires: comportement asymptotique des densités spectrales. Rev. Mat. Iberoam. 12 (1996), no. 3, pp. 653–667DOI 10.4171/RMI/210