WAVELET SPECTROGRAM OF NOISY SIGNALS

The wavelet transform is of interest for analysing non-stationary sign als. The squared modulus of the wavelet transform leads to the wavelet spectrogram or scalogram. When signals are embedded in additive noise , it is important to study the estimation accuracy in terms of bias an d variance. The mean and variance statistical properties of the wavele t spectrogram of a signal embedded in additive gaussian white noise ar e derived in this paper. Examples and simulation results are also pres ented.