On the statistical decorrelation of the 2D discrete wavelet transform coefficients of a wide sense stationary bivariate random process

We present a second order statistical analysis of the 2D Discrete Wavelet Transform (2D DWT) coefficients. The input images are considered as wide sense bivariate random processes. We derive closed form expressions for the wavelet coefficientsʼ correlation functions in all possible scenarios: inter-scale and inter-band, inter-scale and intra-band, intra-scale and inter-band and intra-scale and intra-band. The particularization of the input process to the White Gaussian Noise (WGN) case is considered as well. A special attention is paid to the asymptotical analysis obtained by considering an infinite number of decomposition levels. Simulation results are also reported, confirming the theoretical results obtained. The equations derived, and especially the inter-scale and intra-band dependency of the 2D DWT coefficients, are useful for the design of different signal processing systems as for example image denoising algorithms. We show how to apply our theoretical results for designing state of the art denoising systems which exploit the 2D DWT.