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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

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

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