We propose a novel algorithm for computing the Walsh Hadamard Transform (WHT) which consists entirely of Haar wavelet transforms. We prove that the algorithm, which we call the Cascading Haar Wavelet (CHW) algorithm, shares precisely the same serial complexity as the popular divideand-conquer algorithm for the WHT. We also propose a natural way of parallelizing the algorithm which has a number ...

ABSTRACT: This paper begins by using the Haar wavelet to analyze the cumulative distribution function of a stream of two-valued Bernoulli trials. We find that this function maps binary numbers in [0,1] into non-uniform binary numbers in [0,1]. More generally, for r-valued Bernoulli trials, the distribution function likewise maps usual base-r numbers into non-uniform base-r numbers. We also find...

Abstract: In this paper, identification of a continuous-time linear time-varying (LTV) system is proposed, where Haar wavelet with unit energy is employed. For that purpose, an algebraic equation is derived by expanding the input-output data and the time-varying impulse response using normalized Haar wavelets. Unknown wavelet coefficients for the a LTV system’s impulse response can be effective...

Comparing with the linear Black–Scholes model, fractional option pricing models are constructed by taking account some more parameters like, for example, transaction cost, so that it becomes difficult to find exact analytical solution. In this paper, we analyze a nonlinear Black and Scholes solution using novel numerical method, based on mixture of efficient techniques. particular, combine (1) ...

The theory of periodic wavelet transforms presented here was originally developed to deal with the problem of epileptic seizure prediction. A central theorem in the theory is the characterization of wavelets having time and scale periodic wavelet transforms. In fact, we prove that such wavelets are precisely generalized Haar wavelets plus a logarithmic term. It became apparent that the aforemen...

Three novel and significant contributions are made in this paper Firstly, non-recursive formulation of Haar connection coefficients, pioneered by the present authors is presented, which can be computed very efficiently and avoid stack and memory overflows. Secondly, the generalized approach for state analysis of singular bilinear time-invariant (TI) and time-varying (TV) systems is presented; v...