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Introduction

Four Filters
Two Multiresolutions
Applications
Biorthogonal Wavelets
Stephen Rowe
April 30, 2012
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Basic Idea
Two Approximation Spaces
In the orthogonal case, we have one hierarchy of approximation
spaces V
j 1
V
j
V
j +1
and an orthogonal decomposition
V
j +1
= V
j
W
j
.
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Basic Idea
Two Approximation Spaces
In the orthogonal case, we have one hierarchy of approximation
spaces V
j 1
V
j
V
j +1
and an orthogonal decomposition
V
j +1
= V
j
W
j
.
This leads to a reconstruction and decomposition scheme relying
on two lters, say sequences h
n
and g
n
.
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Basic Idea
Two Approximation Spaces
In the orthogonal case, we have one hierarchy of approximation
spaces V
j 1
V
j
V
j +1
and an orthogonal decomposition
V
j +1
= V
j
W
j
.
This leads to a reconstruction and decomposition scheme relying
on two lters, say sequences h
n
and g
n
.
We will consider constructing two dierent scaling functions and
two dierent wavelet functions [2] [3] [4].
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Basic Idea
Biorthogonality
Denition
Let f
k
, g
k
H. We say that the sequences f
k
and g
k
are
biorthogonal if f
j
, g
k
=
jk
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Basic Idea
Biorthogonality
Denition
Let f
k
, g
k
H. We say that the sequences f
k
and g
k
are
biorthogonal if f
j
, g
k
=
jk
Our goal is to construct two sets of wavelets
j ,k
= 2
j
2
(2
j
x k)
and

j ,k
= 2
j
2
2
j
x k
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Basic Idea
Biorthogonality
Denition
Let f
k
, g
k
H. We say that the sequences f
k
and g
k
are
biorthogonal if f
j
, g
k
=
jk
Our goal is to construct two sets of wavelets
j ,k
= 2
j
2
(2
j
x k)
and

j ,k
= 2
j
2
2
j
x k
To do so, we need four lters g, h, g,

h
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Filters
We want two sequences, g
n
and h
n
to act as decomposition
sequences and two sequences to act as reconstruction sequences. If
c
1
n
is a data set, we want to decompose it as
c
0
n
=

k
h
2nk
c
1
k
(1)
d
0
n
=

k
g
2nk
c
1
k
(2)
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Filters
We want two sequences, g
n
and h
n
to act as decomposition
sequences and two sequences to act as reconstruction sequences. If
c
1
n
is a data set, we want to decompose it as
c
0
n
=

k
h
2nk
c
1
k
(1)
d
0
n
=

k
g
2nk
c
1
k
(2)
For reconstruction, we want
c
1
l
=

h
2nl
c
0
n
+ g
2nl
d
0
n
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Filter Equations
We want perfect reconstruction, so decomposing and then
reconstructing shouldnt change anything. This imposes some
condtions
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Filter Equations
We want perfect reconstruction, so decomposing and then
reconstructing shouldnt change anything. This imposes some
condtions
g
n
= (1)
n+1

h
n
, g
n
= (1)
n+1
h
n
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Filter Equations
We want perfect reconstruction, so decomposing and then
reconstructing shouldnt change anything. This imposes some
condtions
g
n
= (1)
n+1

h
n
, g
n
= (1)
n+1
h
n

n
h
m

h
n+2k
=
k0
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Spaces and Scaling Functions
The idea here is to start with two scaling functions (x) and

(x),
each with their own hierarchy of approximation spaces
V
j 1
V
j
V
j +1
and

V
j 1


V
j


V
j +1
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Spaces and Scaling Functions
The idea here is to start with two scaling functions (x) and

(x),
each with their own hierarchy of approximation spaces
V
j 1
V
j
V
j +1
and

V
j 1


V
j


V
j +1
We will then generate wavelet functions in a method analogous to
the orthogonal case. The key to all of this are the lter coecients.
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Scaling Functions
We dene
(x) =

n
h
n
(2x n)

(x) =

h
n
(2x n)
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Scaling Functions
We dene
(x) =

n
h
n
(2x n)

(x) =

h
n
(2x n)
Just like in the orthogonal case, we dene
(x) =

n
g
n
(2x n)

(x) =

n
g
n+1

(2x n)
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Dual Basis Theorem
Theorem
If |

(z)|
C
(1+|z|)
1
2
+
and |

(z)|
C
(1+|z|)
1
2
+
, then for all
f L
2
(IR),
f =

j ,kZ
f ,

jk

jk
=

j ,kZ
f ,
jk

jk
Additionally, if

(x k)

(x) = 0, then
jk
,

k
=
jj

kk

which forces the


jk
and

jk
to be linearly independent sets [1].
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Dual Basis Theorem II
We have two approximation space hierachies, given by the V
j
and
the

V
j
, each with their respective scaling functions. We then form
the wavelet functions, just like we would do in the orthogonal case.
We also have V
j +1
= V
j
+ W
j
, and

V
j +1
=

V
j
+

W
j
, but these
need not be orthogonal spaces.
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Dual Basis Theorem II
We have two approximation space hierachies, given by the V
j
and
the

V
j
, each with their respective scaling functions. We then form
the wavelet functions, just like we would do in the orthogonal case.
We also have V
j +1
= V
j
+ W
j
, and

V
j +1
=

V
j
+

W
j
, but these
need not be orthogonal spaces.
With the conditions of the above theorem, we actually have
V
j


W
j
and

V
j
W
j
.
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Dual Basis Theorem II
We have two approximation space hierachies, given by the V
j
and
the

V
j
, each with their respective scaling functions. We then form
the wavelet functions, just like we would do in the orthogonal case.
We also have V
j +1
= V
j
+ W
j
, and

V
j +1
=

V
j
+

W
j
, but these
need not be orthogonal spaces.
With the conditions of the above theorem, we actually have
V
j


W
j
and

V
j
W
j
.
The formulas f =

j ,kZ
f ,

jk

jk
=

j ,kZ
f ,
jk

jk
oer
two seemingly identical ways to calculate the projection of f .
Often, these wavelets are designed such that

is the better
wavelet for the analysis aspect and is the better wavelet for
synthesis.
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Why should we care?
It appears that this is pointlessly complicated. however,
biorthogonality allows us to create symmetric wavelets. It also is
the key to many image processing algorithms, and has shown
advantage over the discrete cosine transfrom method used for
JPEG. JPEG-2000 uses the 5/3 CDF
(Cohen-Daubechies-Feauveau) biorthogonal wavelet and the 9/7
CDF biorthogonal wavelet.
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Example
0 5 10
0.5
0
0.5
1
1.5
Analysis scaling function (phiA)
0 5 10
2
1
0
1
2
Analysis wavelet function (psiA)
0 5 10
0
0.2
0.4
0.6
Synthesis scaling function (phiS)
0 5 10
0.5
0
0.5
Synthesis wavelet function (psiS)
Stephen Rowe Biorthogonal Wavelets
Introduction
Four Filters
Two Multiresolutions
Applications
Bibliography
Ingrid Dabechies A. Cohen and J.-C. Feauveau.
Biorthogonal bases of compactly supported wavelets.
Communications on Pure and Applied Mathematics, VOLUME
= XLV, PAGES = 485-560, 1990.
Francis J. Narcowich Albert Boggess.
A First Course in Wavelets with Fourier Analysis.
Wiley, 2009.
Ole Christensen.
An Introduction to Frames and Riesz Bases.
Birkhauser, 2003.
Gilbert Strang and Truong Nguyen.
Wavelets and Filter Banks.
Wellesley Cambridge, 1996.
Stephen Rowe Biorthogonal Wavelets