ABSTRACT

The pth order statistical moment of the wavelet coefficients Tm,n at scale index m is defined as

T T

=

( ) =

2 (4.1)

where only the coefficients at scale m are used in the summation. The brackets ... m denote the average taken over the number of coefficients at scale m, hence the 2M−m term in the denominator. For example, the commonly used coefficient variance at scale index m is

T T

2 =

( ) =

∑ (4.2)

The wavelet coefficient variance is simply the average energy wrapped up per coefficient at each scale m. Do not confuse Equation 4.2 with Pm, the mean energy per unit time in the signal at scale m (given in Equation 4.7), also known as the ‘scale-dependent power’.