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Transformation

Modern DSP and communications applications are beginning to use wavelet transforms in

critical algorithms.

The wavelet transform is a mathematical tool that's becoming quite useful for analyzing

many types of signals. It has been proven especially useful in data compression, as well

as in adaptive equalizer and transmultiplexer applications.

A wavelet is a small, localized wave of a particular shape and finite duration. Several

families, or collections of similar types of wavelets, are in use today. A few go by the

names of Haar, Daubechies, and Biorthogonal. Wavelets within each of these families

share common properties. For instance, the Biorthogonal wavelet family exhibits linear

phase, which is an important characteristic for signal and image reconstruction.

Wavelet analysis is simply the process of decomposing a signal into shifted and scaled

versions of a particular wavelet. An important property of wavelet analysis is perfect

reconstruction, which is the process of reassembling a decomposed signal or image into

its original form without loss of information. By examining wavelet theory as it applies to

three specific applications, we find that it works so well because these examples rely on

perfect reconstruction for their fundamental operation.

There are no set rules for the choice of the mother wavelet used in wavelet analysis. The

choice depends on the properties of the mother wavelet, the properties of the signal to be

examined, and the requirements of the analysis. For this reason, it's convenient to have

tools that let you easily explore and experiment with many different wavelets and input

signals. The following examples use MATLAB, the Wavelet Toolbox, and Simulink to

make exploration of wavelet concepts convenient.

In this article, the wavelet we use as an example (called the "mother" wavelet) is the

Daubechies wavelet, db4. The 4 in the name represents the order of the filter, which

corresponds to eight coefficients.

The Discrete Wavelet Transform (DWT) is commonly employed using dyadic multirate

filter banks, which are sets of filters that divide a signal frequency band into subbands.

These filter banks are comprised of low-pass, high-pass, or bandpass filters. If the filter

banks are wavelet filter banks that consist of special low-pass and high-pass wavelet

filters, then the outputs of the low-pass filter are the approximation coefficients. Also,

the outputs of the high-pass filter are the detail coefficients.

decomposition. Termed multilevel decomposition, this process can be repeated, with

successive approximations (the output of the low-pass filter in the first bank) being

decomposed in turn, so that one signal is broken down into a number of components.

A two-level decomposition is shown in Figure 1. In this illustration, a2 represents the

approximation coefficients, while d2 and d1 represent the detail coefficients resulting

from the two-level decomposition. After each decomposition, we employ decimation by

two to remove every other sample and, therefore, reduce the amount of data present.

The Inverse Discrete Wavelet Transform (IDWT) reconstructs a signal from the

approximation and detail coefficients derived from decomposition. The IDWT differs

from the DWT in that it requires upsampling and filtering, in that order. Upsampling,

also known as interpolating, means the insertion of zeros between samples in a signal.

The right side of the figure shows an example of reconstruction.

Another way to interpret the figure is that the analysis filter bank on the left reduces the

rate of an input signal and produces multiple output signals with varying rates. The

analysis filter bank performs the DWT represented by the decomposition. The synthesis

filter bank on the right increases the rates of multiple input signals while combining

them into a single output signal. It performs the IDWT represented by the

reconstruction.

The Filters Are The Key

Now one might ask, what's unique about wavelet filter banks? The magic is in the filters

themselves. By choosing filters that are intimately related for both decomposition and

reconstruction processes, the effects of aliasing, which can be introduced by the

decimation, are removed.

When the signal is reconstructed, it doesn't exhibit any aliasing or distortion (right side

of Fig. 1). As a result, the output is said to be a perfect reconstruction.

Wavelet filters have finite length. They aren't truncated versions of infinitely long filter

re-sponses. Because of this property, wavelet filter banks can perform local analysis, or

the examination of a localized area of a larger signal. Local analysis is an important

consideration when dealing with signals that have discontinuities. Wavelet transforms

can be applied to these kinds of signals with excellent results. This is due to their ability

to locate short-time (local) high-frequency features of a signal and resolve low-frequency

behavior at the same time.

When the analysis filter bank output is connected to the synthesis filter bank input and

the proper delays for alignment are used, as in Figure 1, then the output of the entire

system is identical to the input. If a threshold operation is applied to the output of the

DWT and wavelet coefficients that are below a specified value are removed, then the

system will perform a "de-noising" function.

Two different threshold operations can be viewed in Figure 2. In the first, hard

thresholding, coefficients whose absolute values are lower than the threshold are set to

zero. Hard thresholding is extended by the second technique, soft thresholding, by

shrinking the remaining nonzero coefficients toward zero.

The de-noising process consists of decomposing the original signal, thresholding the

detail coefficients, and reconstructing the signal. The decomposition portion of our denoising example is accomplished via the DWT. The Wavelet Toolbox provides various

parameters from which one must pick in order to decompose the signal. These

parameters include loading the original signal, selecting the wavelet family, and

specifying the level of decomposition.

We have picked Daubechies 4 (db4) as our analysis wavelet, a three-level decomposition.

We could have elected to perform more levels of decomposition, as the more levels we

chose to decompose our signal, the more detail coefficients we get. But for de-noising our

signal in this example, a three-level decomposition provides sufficient noise reduction.

By employing the Wavelet 1-D Discrete Wavelet Analysis Tool from the Wavelet Toolbox,

one can calculate the DWT by clicking on the Analyze button. The results of the

decomposition are illustrated by Figure 3. The original noisy block signal is shown in the

s trace. The a3 trace represents the third-level approximation coefficients, which are the

high-scale, low-frequency components. Note how the approximation a 3 is similar to the

original signal s. The other three waveforms (d3, d2, and d1) are the detail coefficients,

which are low-scale, high-frequency components.

After the decomposition was complete, we opened the Wavelet 1-D De-Noising Tool so

that we could define our de-noising parameters (Fig. 4) We chose to implement the

defaults of the Fixed Form Soft Threshold and Unscaled White Noise for our soft

thresholding method. The threshold values were fixed at exactly 4.000 for each

decomposition level, which gave us good noise suppression. Both the de-noised and

original signals are shown in Figure 5.

Simulation Of Real-Time De-Noising

The previous example explored the theory of wavelet decomposition and thresholding in

de-noising implementation process, the implementation of a real-time system has other

aspects that must be considered as well. This is best performed with a simulation tool

like Simulink, which allows the use of individual subsytem components in a multirate

time-flow environment.

The first and most familiar technique for implementing multirate DSP systems is to

propagate scalar data samples with varying rates within a system model. A Simulink

model containing analysis and synthesis filter banks propagating scalar data samples is

shown in Figure 6. This example uses the same input signal s from Figure 3.

For simulation in a data-flow environment, such as MATLAB, processing signals of

differing lengths due to changes in sample rates needs to be addressed. The data

alignment would be carried out using the appropriate indexing schemes. In a multirate

time-flow environment, like Simulink, the data is conceptually infinite in length, and

indexing cannot perform the data alignment. Instead, delay elements are introduced

after the analysis filter bank to achieve data alignment. This is accomplished by the

"Delay Alignment" subsystem (Fig. 6, again).

Furthermore, to compare the output signal with the input, additional delays are

introduced into the input signal path. Data alignment is a significant aspect of a

practical, real-time implementation. The input, output, and residual signals shown in

Figure 6 can be viewed in the scope display in Figure 7.

The wavelet transmultiplexer (WTM) provides an interesting example of the perfect

reconstruction property of the DWT. The transmultiplexer combines two source signals

for transmission over a single link, then separates the two signals at the receiving end of

the channel (Fig. 8). The inputs are assumed to be baseband signals.

The ability of wavelets to provide perfect reconstruction of independent signals,

transmitted over a single communications link, is demonstrated in Figure 9. Channels 1

and 2 are perfectly recreated, as indicated by the combined error plot. The error trace is

plotted with an expanded vertical scale to demonstrate the absence of signal corruption.

The model shown in Figure 8 demonstrates a two-channel transmultiplexer. But the

method can be extended to an arbitrary number of channels. Note that the total data rate

is still limited by the Nyquist rate of the high-speed data link.

Similarities With FDM Operation

The operation of a WTM is analogous to a frequency-domain multiplexer (FDM) in

several respects. In an FDM, baseband input signals are filtered and modulated into

adjacent frequency bands, summed together, and then transmitted over a single link. On

the receiving end, the transmitted signal is filtered to separate the two adjacent

frequency channels. The signals are then demodulated back to baseband.

The filters need to pass the desired signal through the filter passband with as little

distortion as possible. In addition, the filters must strongly attenuate the adjacent signal

to provide a sharp transition from the filter passband to its stopband. This process limits

the amount of crosstalk, or signal leakage, from one frequency band to the next. These

constraints generally require longer and more expensive filters.

Often, FDM employs an unused frequency band, known as a guard band, between the

two modulated frequency bands to relax the requirements on the FDM filters. This

decreases spectral efficiency, thereby reducing the usable bandwidth for each input

signal.

In a WTM, the filtering performed by the synthesis and analysis wavelet filters is

analogous to the filtering steps in the FDM. Plus, the interpolation in the IDWT is

equivalent to frequency modulation. From a frequency-domain perspective, the wavelet

filters are fairly poor spectral filters, exhibiting slow transitions from passband to

stopband, and providing significant distortion in their response.

What makes the WTM special, though, is that the analysis and synthesis filters together

completely cancel the filter distortions and signal aliasing. That produces perfect

reconstruction of the input signals and, thus, perfect extraction of the multiplexed

inputs.

Ideal spectral efficiency can be achieved with the WTM, because no guard band is

required. Practical limitations of implementing the channel filter create out-of-band

leakage and distortion. In the conventional FDM approach, every channel within the

same communications system requires its own filter and is susceptible to crosstalk from

neighboring channels. But the WTM method only requires a single bandpass filter for the

entire communications channel, and the channel-to-channel interference is eliminated.

Keep in mind that a noisy link can cause imperfect reconstruction of the input signals.

Furthermore, the effects of channel noise and other impairments on the recovered

signals can differ in FDM- and WTM-based systems.

Image compression is becoming increasingly important as the efficient use of available

transmission bandwidth becomes more complex. As complexity increases, system

resources must be optimized to use minimal bandwidth and memory. One way to

optimize these resources is to employ image compression. The method and amount of

reconstruction of the image. Wavelet transforms have this capability.

The compression procedure is similar to that of de-noising used in an earlier example.

The only difference lies in the thresholding applied to the detail coefficients. Two approaches are available in the Wavelet Toolbox for thresholding detail coefficients when

compressing two-dimensional data. These are global thresholding and level

thresholding.

With the global-thresholding ap-proach, we define a global-threshold method, a

compression performance factor, and a relative square norm recovery performance

factor. The Wavelet Toolbox derives a global threshold from an equal balance between

the percentages of retained energy and number of zero coefficients. With the levelthresholding approach, one would need to visually determine level-dependent

thresholds.

In this example, we allow the Wavelet Toolbox to derive a global threshold for our

example image. The image shown in Figure 10 was decomposed using the twodimensional discrete wavelet analysis tool (similar to the one-dimensional tool found in

Figure 3). For this example, we decided to perform a two-level decomposition using the

biorthogonal spline wavelet bior3.7, which specifies a third-order reconstruction filter

and a seventh-order decomposition filter.

The compression tools available in the Wavelet Toolbox perform only the thresholding

portion of the compression process. Its performance is measured by the percentage of

remaining nonzero elements in the wavelet decomposition. When implementing a realworld compression scheme, one would need to further consider quantization and bitallocation factors.

The two-dimensional wavelet compression tool automatically generates a threshold

based on the thresholding method selected (Fig. 10, again). We picked "Remove near 0,"

which sets this global threshold to 4. When we click on the Compress button, all

coefficients whose values are less than 4 (in this case, 49.81%) are forced to zero. In spite

of this case, 98.98% of the original image energy is retained. See the Wavelet Toolbox

User's Guide for more information on how these percentages were calculated.

Wavelet analysis is a new and promising tool which complements traditional signal

processing techniques. It can offer significant advantages for real-time systems, and it

opens the door to new and exciting communications applications.

For Further Information:

1.

C. Taswell, "The What, How, and Why of Wavelet Shrinkage Denoising," Computing In

Science And Engineering, vol. 2, no. 3, May/June 2000, p. 12-19.

2.

Laboratory,www.llnl.gov/das/wavelet/wavelet.html.

3.

Very High-Speed Digital Subscriber Lines," IEEE Communications Magazine, vol. 38, no. 5, May

2000, p. 98-104.

4.

5.

G. Strang and T. Nguyen, Wavelets And Filter Banks, Wellesley-Cambridge Press, 1997.

M. Misiti; Y. Misiti; G. Oppenheim; J.M. Poggi, Wavelet Toolbox User's Guide, The

MathWorks Inc., 1996.

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