RANDOM-FIELD REPRESENTATION AND SYNTHESIS USING WAVELET BASES

The paper addresses the representation and simulation of random fields using wavelet bases. The probabilistic description of the of the wave let coefficients involved in the representation of the random field is discussed. It is shown that a broad class of random fields is amenabl e to a simplified representation. Further, it is shown that a judiciou s use of the local and multiscale structure of Daubechies wavelets lea ds to an efficient simulation algorithm. The synthesis of random field samples is based on a wavelet reconstruction algorithm which can be a ssociated with a dynamic system in the scale domain. Implementation as pects are considered and simulation errors are estimated. Examples of simulating random fields encountered in engineering applications are d iscussed.