Quantization optimized with respect to the Haar basis

Abstract

We propose a method of data quantization of finite discrete-time signals which optimizes the error estimate of low frequency Haar coefficients. We also discuss the error/noise bounds of this quantization in the Fourier space. Our result shows one can quantize any discrete-time analog signal with high precision at low frequencies. Our method is deterministic, and it employs no statistical arguments, nor any probabilistic assumptions.