In the above process, we do not use the information between the wavelet
coefficients at different scales. We modify the previous
algorithm by introducing a prediction of the wavelet coefficient from
the upper scale. This prediction could be determined from the regression
[2] between the two scales but better results are obtained
when we only set
to
. Between the expectation
coefficient
and the prediction, a dispersion exists where we
assume that it is a Gaussian distribution:
The relation which gives the coefficient knowing
and
is:
with:
and:
This follows a Gaussian distribution with a mathematical expectation:
with:
is the barycentre of the three values
,
, 0 with the
weights
,
,
. The particular cases are:
At each scale, by changing all the wavelet coefficients of the
plane by the estimate value
, we get a Hierarchical Wiener
Filter. The algorithm is: