Wavelets with applications in signal and image processing Adhemar Bultheel October 25, 2002Contents Table of contents 1. Introduction 2 Signals 21 22 23 Fourier transforms 2.2.1 Digital signals... ... 2.2.2 Analog signals The frequency domain 2.3.1 Digital signals 2.3.2 Analog signals. . . Sampling theorem Subsampling and upsampling of a discrete signal . . The Heisenberg uncertainty principle Time-frequency plane Summary .. . Exercises Inverse filter... Bandpass filters QMF and PCF filters Exercises... . 4 Filter banks 4d 42 43 44 45 46 Analysis and synthesis Perfect reconstruction Lossless filter bank 2... . Polyphase matrix Note on orthogonality Exercises 10 10 13. 13 14 16 16 18 19 22 24 26 28 29 32 32 3d 35 38 38 40 40 43 45 46 49 50CONTENTS ii 5 Multiresolution 5.1 Introduction . . 5.2. Bases and frames 5.3 Discrete versus continuous wavelet transform . . . . 5.4 Definition of a multiresolution analysis 5 The scaling function or father function... . 2.0... ..2.-0-05 5.6 Solution of the dilation equation 5.6.1 Solution by iteration . 5.6.2 Solution by Fourier analysis 5.63 Solution by recursion... 2... 2 eee eee 5.6.4 Solution by the cascade algorithm... .........2.-0005 5.7 Properties of the scaling function 5.7.1 General properti 5.7.2. Orthogonality ..... . .8 The wavelet or mother function . . . 70 5.9 Existence of the wavelet 2 5.10 A more informal approach»... 2.2.2.0... ee eee nc) 5.11 Summary 76 5.12 Exercises... . 77 6 Wavelet transform and filter banks 80 6.1 Wavelet expansion and filtering... 0... 02... eevee eee - 80 6.2. Filter bank interpretation 84 613) 4 Fast | Wavelet Transform) 0) eee eee eyes pe a5 6.4 Wavelets by linear algebra 89 6.5 The wavelet crime... ..... 90 6.6 Biorthogonal wavelets... . . . : aol 6.7 Semi-orthogonal wavelets 94 6.8 Multiwavelets ee ee we . 95 6.9 Exercises 96 7 Approximating properties and wavelet design 97 7.1 Smoothness 97 7.2. Approximation... . Lecce eee eee wees 9B 7.3. Design properties: overview 99 74 Some well known wavelets 99 7.4.1 Haar wavelet ...... 7 99 74.2 Shannon or sine wavelet ©... 0... ee sees. 100 7.4.3 Mexican hat function 100 74.4 Morlet wavelet... . . 101 5 Meyer wavelets... . . . 101 Daubechies maxflat wavelets 101 s s 103 Coiflets 104