Uncertainty propagation in the discrete-time wavelet transform

Signal analysis based on the wavelet transform is applied in many fields. Detection and classification of electromagnetic transients in power systems is a significant application. The use of the wavelet transform for measurement purposes involves issues of uncertainty evaluation. In this paper, an analytical model for the evaluation of the uncertainty affecting the details and the approximation coefficients determined means of the discrete-time wavelet transform is proposed. The results of some experimental work showing the performance of the method are also presented and discussed.