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Eliminate Signal Noise With Discrete Wavelet

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.

The process of obtaining the approximation and detail coefficients is called

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
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.

As stated earlier, perfect reconstruction is an important property of wavelet filter banks.

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

a data-flow environment. While this theoretical exploration is an important part of the

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
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
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

compression needs to be such that it's still possible to achieve a reasonable

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
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
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:


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.


Department of Applied Science Wavelet Group, Lawrence Livermore National



G. Cherubini; J. Cioffi; E. Eleftheriou; S. Olcer; "Filter Bank Modulation Techniques for

Very High-Speed Digital Subscriber Lines," IEEE Communications Magazine, vol. 38, no. 5, May
2000, p. 98-104.


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.