Multiresolution Decomposition

DESCRIPTION:
Performs a multiresolution decomposition of a signal.

USAGE:
mrd(x, ...)

REQUIRED ARGUMENTS:
x:
a vector or a time series.

OPTIONAL ARGUMENTS:
...:
additional arguments for dwt. See dwt for details.

VALUE:
an object of class "mrd", inheriting from class "decompose". See decompose.object for details.

DETAILS:
A multiresolution decomposition separates a signal into orthogonal components based on wavelets at different resolution levels (scales). For details, refer to Chapter 5 of Daubechies (1992) and to the section "Multiresolution Analysis" in the S+WAVELETS User's Manual.


REFERENCES:
Daubechies, I. (1992). Ten Lectures on Wavelets. SIAM, Philadelphia.

Mallat, S. (1989). A Theory of Multiresolution Signal Decomposition: the Wavelet Representation. IEEE Transactions on Pattern Analysis and Machine Intellingence, 11 (7), 674-693.


SEE ALSO:
decompose , decompose.object , dwt , mra .

EXAMPLES:
par(mfrow=c(1, 2))
x1 <- make.signal("doppler", n=256)          # noiseless doppler
x2 <- make.signal("doppler", n=256, snr=7)   # noisy doppler
m1 <- mrd(x1, wavelet="s8")
m2 <- mrd(x2, wavelet="s8")
plot(m1)
plot(m2)