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Shannon and Renyi Entropy of Wavelets (1502.01871v2)

Published 6 Feb 2015 in cs.IT, math.CA, and math.IT

Abstract: This paper reports a new reading for wavelets, which is based on the classical 'De Broglie' principle. The wave-particle duality principle is adapted to wavelets. Every continuous basic wavelet is associated with a proper probability density, allowing defining the Shannon entropy of a wavelet. Further entropy definitions are considered, such as Jumarie or Renyi entropy of wavelets. We proved that any wavelet of the same family has the same Shannon entropy of its mother wavelet. Finally, the Shannon entropy for a few standard wavelet families is determined.

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