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The multiresolution character of collocation
Authors:C Kotsakis
Institution:(1) Department of Geomatics Engineering, University of Calgary, 2500 University Drive N.W., Calgary, Alberta, Canada T2N 1N4 e-mail: ckotsaki@ucalgary.ca; Tel.: +1-403-2204113; Fax: +1-403-2841980, CA
Abstract: An interesting theoretical connection between the statistical (non-stochastic) collocation principle and the multiresolution/wavelet framework of signal approximation is presented. The rapid developments in multiresolution analysis theory over the past few years have provided very useful (theoretical and practical) tools for approximation and spectral studies of irregularly varying signals, thus opening new possibilities for `non-stationary' gravity field modeling. It is demonstrated that the classic multiresolution formalism according to Mallat's pioneering work lies at the very core of some of the general approximation principles traditionally used in physical geodesy problems. In particular, it is shown that the use of a spatio-statistical (non-probabilistic) minimum mean-square-error criterion for optimal linear estimation of deterministic signals, in conjunction with regularly gridded data, always gives rise to a generalized multiresolution analysis in the Hilbert space L 2(R), under some mild constraints on the spatial covariance function and the power spectrum of the unknown field under consideration. Using the theory and the actual approximation algorithms associated with statistical collocation, a new constructive framework for building generalized multiresolution analyses in L 2(R) is presented, without the need for the usual dyadic restriction that exists in classic wavelet theory. The multiresolution and `non-stationary' aspects of the statistical collocation approximation procedure are also discussed, and finally some conclusions and recommendations for future work are given. Received: 26 January 1999 / Accepted: 16 August 1999
Keywords::   Multiresolution approximation –  Spatio-statistical approximation –  Wavelets –  Collocation
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