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:
) and even if the correlation
between the two scales is good (
is low), we get
.
then
.
then
.
then
.
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:
.
of the first plane
from the histogram of
.
from
.
where
is the variance of
to
and compute the standard deviation
of
.