Propagation of Random Errors by the Discrete Wavelet Transform Algorithm

The paper presents considerations concerning the transfer of random errors from the input to the output of the Discrete Wavelet Transform (DWT) algorithm. The concept of determining an uncertainty of its output data based on the probabilistic error description has been presented. The DWT is discussed as the product of the vector of input quantities and the matrix of algorithm coefficients. Calculations of the uncertainty of a single output result of the algorithm are described with assumption that the input quantities are burdened by random errors of known distributions. Theoretical considerations have been verified by simulation experiments using the Monte Carlo method. Determining the uncertainty at the DWT output is possible due to the specific properties of transferring random errors by linear and additive algorithms.