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Complex Wavelet Based Image Analysis and Synthesis

This dissertation is submitted for the degree of Doctor of Philosophy Peter de Rivaz Trinity College October 2000 University of Cambridge Department of Engineering

de Rivaz, Peter F. C. PhD thesis, University of Cambridge, October 2000. Complex Wavelet Based Image Analysis and Synthesis Key Words Complex wavelets, multi-scale, texture segmentation, texture synthesis, interpolation, deconvolution.

Copyright c P.F.C. de Rivaz, 2000. All rights reserved. No part of this work may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without prior permission.

All statements in this work are believed to be true and accurate at the time of its production but neither the author nor the University of Cambridge offer any warranties or representations, nor can they accept any legal liability for errors or omissions.

P.F.C. de Rivaz Signal Processing and Communications Laboratory Department of Engineering Trumpington Street Cambridge, CB2 1PZ, U.K.

To Jenny

This dissertation investigates the use of complex wavelets in image processing. The limitations of standard real wavelet methods are explained with emphasis on the problem of shift dependence. Complex wavelets can be used for both Bayesian and non-Bayesian processing. The complex wavelets are first used to perform some non-Bayesian processing. We describe how to extract features to characterise textured images and test this characterisation by resynthesizing textures with matching features. We use these features for image segmentation and show how it is possible to extend the feature set to model longerrange correlations in images for better texture synthesis. Second we describe a number of image models from within a common Bayesian framework. This framework reveals the theoretical relations between wavelet and alternative methods. We place complex wavelets into this framework and use the model to address the problems of interpolation and approximation. Finally we show how the model can be extended to cover blurred images and thus perform Bayesian wavelet based image deconvolution. Theoretical results are developed that justify the methods used and show the connections between these methods and alternative techniques. Numerical experiments on the test problems demonstrate the usefulness of the proposed methods, and give examples of the superiority of complex wavelets over the standard forms of both decimated and non-decimated real wavelets.

Except where indicated in the text. Thanks to my parents for encouraging my curiosity and to my wife for keeping me calm.Declaration The research described in this dissertation was carried out between October 1997 and September 2000. Acknowledgements I would like to thank my supervisor. Nick Kingsbury. The dissertation does not exceed 65000 words and does not contain more than 150 figures. Dr. This work was made possible by an EPSRC grant. . No part of this dissertation has been submitted to any other university. for suggesting this topic and for his guidance during the research. this dissertation is the result of my own work and includes nothing which is the outcome of work done in collaboration.


. . . . . . . . . . . . .6 2. . . . . . . . . . .3. . . . . . . . . . . Terminology . . . . . 2. . . . . . . . . . . . . . . Non-redundant. . Medium importance contributions . .3. . . . . . . . . . 3 3 4 5 7 7 7 8 9 9 13 13 13 14 17 18 21 23 24 27 28 29 31 33 Organisation of the dissertation . . Introduction . . . . . Least important contributions . . .4. . . . . . . . . . . . . . .1 2. . . . . . . . . . . . . . . . . . . . . .1 2.4 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5 2. . . The Wavelet Transform . . . .4 2. . . . . . . . . . . . . .1 1. . . . . . . . . 7 Redundant complex wavelets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Original contributions . .1 2. . . . .3 Summary . . . . . . . .3. . . . . . . . . directionally selective. . . . . . . . . . . . .3. . .2 2. .4. . . . . . . . . . . . . . . . . . . . . . . .4 1. . . . . . . . . . . . . . . . . . . . . . Contributions based largely on previous work . . . . . . . . . . . . . .3. . . . . . .3. . . . . . .2 1. . . . . . . . . Bayesian and Non-Bayesian Approaches . . . . . . . . . . . . . . Justification for the research .4 2. . Dual tree complex wavelet transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1. . . . . .Contents 1 Introduction 1. . . .2 1. . . . . . . . . .4. . . . . .4. . .3 2. . . . . . . . . .1 1. . . . .3 1. . . . . . . . .5 Most important contributions . . . . . Directionality and Ridgelets . . . . . . . . . .3 1.4. . Single tree complex wavelets . complex wavelets . . . . . .2 Filter design and the product filter . . . . . . . . . . . .2 2.7 2. . . . . . . . . . . . . . . . . . . .3. . . . Shift invariance and the Harmonic wavelet . . . . . . . . . . Prolate spheroidal sequences . . . 2 Wavelet transforms 2. . . . . .4. . . . . . . . Q-shift Dual tree complex wavelets . .

. . . . . . . . . . . . 35 36 37 37 40 41 42 43 45 45 45 46 47 51 53 53 53 54 54 55 56 56 57 57 59 60 60 60 62 65 Noise amplification theory . . . . . . .1 4. . . . .5 2. . . . . . . .2. . . .2 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Method . Introduction . . . . .4. . . Denoising . . . . . Discussion . . . . . . . . . . . . . . . . . . . . . . .3 3. . . .7 4. 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Motion Estimation . 4 Complex wavelet texture features 4. . . . . . . . . .5. . . . . . . . . . . . .5. . . . . . . . .4 2. . . . Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 2. . . Preliminaries . . . . . . . . . . . . . . . . .4 4. . . . . . . . . .4 2. . . . . . . . . . . . . . . . . . .9 Method . . . . . . . . .4. . . . . . .3. Discussion . . . . . . . . . . . . .6 Steerable transforms . . . . . . . . . . . . . . . . . .1 4. . . . . . . . . . . . . . . . . . . . .3 Summary . . .4 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 2. . . . . . . Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Results . . . . . . . Multiwavelets . . . .3 2. Theoretical results . . .5 4. . . . . . . . . . . . . . . . . . . . . . . Results and applications . . . . . .8 4. . . . . . . .5 Summary . . . . Pyramid-based texture analysis/synthesis . . . . . . . . . . . . . Numerical results . . . . . . . . . Conclusions . . . . . . . . Algorithm . . . . . . . . . . . . . . . . . . . . . . .1 4. . . . . . . . . . . . . . . . . . . . .4. . . 3 Previous applications 3. . . . . . . . . . . .4. . . . . . . . . . . . . . . . . . Conclusions . . . . . . . . . . . .2 4. . . . . . . . .5. . . . . . . . . . . . . . . . . . . . .2 2. . . . . Classification . . . . . . . . . .4 3. . . . . . . . . . . . .3 4. . . . . Texture features . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4. . . Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6 4. . . . . . . . . . . . . . . . .3. . . . . . Gabor based texture synthesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Extracted features . . .2 3. . . . . . . . . . . . . . . .1 3. . . . .4. . . . . . . . . . . . . . . . . . .2 4. . . . .

. . . . . . . . . . . . . . . . . . . .3 5. . . . . . . . . . .3. Original Classification Method . . . . . . . Discussion . . . . . . . . . . . . . Cross-correlation results and discussion . .2 7. . . 109 7. . . . . . . . . . . . . . . . . . 100 Large feature set segmentation . . . . .7 5. . . . . . . 6 Correlation modelling 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9. . . .5 5. . . . . . . . . . . . . . . . . . . . . . . .4 Filter model . . . . .1 5. . . . . . . . . . . . . . . . . . . . . .4 5. . . . Choice of parameter values . . . . . .7 6. .1 5. Discussion of DT-CWT performance . . . . . . . . . . . . . . . . . Cross-correlation method .3 5. . . .6 6. .3 7. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Auto-correlation Results . . . . . . . . . . . . . . . . . . Discussion of relative performance . . . . . . . . . . . . . . . . . .1 7. . . . . . . .3. . . . . . . . .8 5. . . . . . . . 111 Fourier model . . . . . . . . . .9 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111 Wavelet direct specification . . . . . . . 105 107 7 Bayesian modelling in the wavelet domain 7. . . . . . . . Multiscale results . . . . . . . . . Introduction . . . . . . . . . . . . . . . . . 114 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107 Introduction to Bayesian inference . . . . . . . . . . . . . . . . . . .3 6. . . 102 Conclusions .9. 108 Bayesian image modelling . . .1 6. . . . . . . . . . Experiments . . . . . Multiscale classification . .9. . . . . . . . . . . .6 5. . . . . . . . . . . . . . . . 5. . . . .4 6. . . . . . . .9. . . . . . . . .1 7. . . . . . . . . . . . . . . . . . . . .2 7.2 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Introduction . . . . . . . . . . . . . . . Multiscale Segmentation . . . . . . . . . . . . .10 Conclusions . . . .3. . . . . . . . . . . . Detailed description of method . . Training simplification . .4 Texture features for multiscale segmentation . . . . . . . . . . . . . . .2 6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3. . . . . . . . . .2 5. . . . . . . . 67 67 68 69 70 71 73 77 83 86 86 87 88 88 89 93 93 93 96 98 99 5. . . . . . .5 Texture segmentation 5. . . . . .5 6. . . . . Auto-correlation Method . . . . . . . . . . . . .8 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113 Wavelet generative specification . . . . . . . . . . . . . . . . . . .

. .6 Possible Basis functions . . . . . . . . . . . . . . . . . . . . . . .1 7. . . . . . . . . . 146 Impulse responses . 119 Two-dimensional shift dependence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4.4 7. . . . . . 152 Discussion of the significance of shift dependence . . . . . . . . . . . . . . . . .2 8.8 Extensions . . . . . . . . . . . . . 145 8.4 Summary .2 8. . . . . . . . 131 Approximation techniques . . . . .4 8. . . .5 8. . . . . . . 153 8. . . . 136 Large spatial prediction for nonstationary random fields . . . . . . . . . . . . . . .4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 7. . . . .4. . . . . . . . . 147 Shift Invariance . . . . 132 Radial Basis Functions . . . . . 140 Comparison with Spline methods . . . . . . . . . . . . . . . . . . . . . .4.7 Choice of wavelet . . . . . . . . . . . . . . . . . . . . . . . . 129 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4. . . . .7. . . . . . 140 8. . . . . . . . . . . . . 147 Solving for wavelet coefficients . . . . . . . . . . . . 127 129 8 Interpolation and Approximation 8. . . . . . . . . .7. . . . . . . . . . . . . . . . . . . . .5 Estimating scale energies . . . . .6. . . . . . . . . . . . . . . . . . . .5 8. .1 8. . . . . . . . . . . . .4.3 8. . . . . . . . . . . . . . . . . . . . . . . 127 7. . 123 Summary of results . .3 8. . . . . . . . . . . . 116 Shift Invariance .4. . . . . . . . . . . . . .6. . .1 8. . . 115 7. . . 118 One dimensional approximation . . . . . . . . . . .4 Choice of wavelet . . . . . . . . . . . . . . . . . . . . . . . . . .6. . .7. . . . . . .5 Conclusions . . . . . . 146 Important wavelet coefficients . . . . . . . . .4. . . . . . . 132 8. . . . . . . . . . . . . . .4. . . . . 134 Bandlimited interpolation . . . . . . . . . . . . . . . . . . .1 8. . . . . . . . . . . . . . .4 8. 148 Experiments on shift dependence . 147 Reconstruct image estimate .7.4. . .4. . . . .6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 8. . . . . . . 130 Posterior distribution . . . . 147 8. . . . . . . . . . . . . . . . . . . . . . 147 Speed .6 Kriging . . . . . . . . . . . . . . . .7. . 144 Method for wavelet approximation/interpolation . . . .1 8. . . . . . . . . . . . . . . . . . . . . . .2 8. . . . . . . . . . . . . . . . . . . . . . . 135 Minimum smoothness norm interpolation . . . . . . . . . . . . . .6. . . .2 8. . . . . . . . . . . . .6 Wavelet posterior distribution . . .4. . . . . 156 . . .5 7. . .4 8. . . . . . . . . 120 Flexibility . . . . .2 7. .3 8. . . . . . . . . . . . .

. . . . . .. . . . . . . 161 8. . . . . . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 8. . . . . . . . . 203 11 Future work 205 11. . . . . . . 169 Discussion . . . . . . . . . . . . . . . .3 9. . . . . . . .2 8. . . . . . .3.1 Discussion . . . . . . . .8. . . . . . . . 182 Comparison experiments . . . . 174 Choice of search direction . . . . . . . . . . . 189 9. . 167 Introduction . . . .4 9. . . . .3 Deconvolution . . . . . . . . . . . . . . .3 8. . . . . . . . 162 9 Deconvolution 9.9 Background . . . . . . . . . . . . . . . . . . . . . . . . . 199 201 10 Discussion and Conclusions 10. . . . . . . . . .3. . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202 10. . . . . . . . .1 9. . . . .6 Convergence experiments and discussion . . . . . . . . . . .1 Discussion . . . . . . . . . . . . . . . . . . . . . . . . .8. . . . . .10 Conclusions . . 209 A. . . . .5. 170 Image model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5 9. . . . . . . . . . . . . .3 Bayesian framework 165 . . . . . . . . . . . .4 Other possibilities . . . . . . . . . . . . . . . . . .2 Texture synthesis . . . . .dN . . . . . . . . . .3 Variance estimation . . . . . . . .8. . . 206 11. . . . . . . . 157 Trading accuracy for speed . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 9. . . . . . . . . . . . . . . . . . . . 197 Conclusions . . . . . . . . . . . 210 . . . . . . . 159 Discussion of model . . . . . . . . . . . 205 11. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171 Iterative Solution . .1 Amplification of white noise by a transform .1 Segmentation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 9. . . . . . . . . . . . . . . .1. .2 9. . . . . . . . . . . . . . . . . . . . . . 178 One dimensional search . . . . . . 206 11. . . . . . . . . . .1. . . . . . . . . . . . . . . . . . 172 9. . . . . . . . . . . . . . . . . . . .8. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165 Summary of review . . . . . 156 Proposal . . . . . . .3. . . . . . . . . . . . . . . . . .2 Definition of d1 . . . . . . .2 Implications of the research . . . . . .2 9.1 9. . . . . . . . 182 9. 207 A Balance and noise gain 209 A. . . . . . . . . . . . . . . . . . . . . . . . .

. . . . .1 CLEAN . . . . . . . . . . . . . . . . . . . . . . 239 C. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228 C. 214 A. .8 Minimax wavelet deconvolution . . . . . . . . . . . . . . . . . . .6 Constrained Least Squares . . . . . . . . . . . . . . . . . . . .2 Maximum Entropy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241 . . . . . . . . . . . . . . . .9. . . . . . .7 Total variation and Markov Random Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226 C. . . . . . . . . . . . . . . . . . .7 Relation between noise gain and unbalance . . . . . . . . . . . . . 220 C Review of deconvolution techniques 223 C. . . . . . . . . . . . . . . . . . . . . . . .5 Reconstruction noise gain bound . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Determining frame bounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Deconvolution Algorithm . .1 Summary . . . 225 C. . . . . . . . . . . . . . . . .1 Mirror Wavelet Transform . . . .3 Projection methods . . 223 C. . . . . . . . 238 C. . . . . .5 Iterative methods . . . . . . . . . . 217 B. .6 Consequences of a tight frame . . 214 B Useful results 217 B. 235 C. . .4 Signal energy gain . . 212 A. . . . . . .4 Wiener filtering . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .10 Wavelet-based smoothness priors . . . 211 A. . . . . . . . .9 Mirror wavelet deconvolution .2 Bayesian point inference . 237 C. 213 A. . . . . .9. 234 C. . . . . 234 C. .A. . . . . 227 C. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

This figure was provided by Dr N. . . . . . . Results of using energy synthesis . . . . . .3 4. . . . . Subband decomposition tree for a 4 level wavelet transform . . . .2 Top left: Original image. . . . . . . . . .4 2. . The complex wavelet dual tree structure. . . 4. .2 2. . . Contours of half-peak magnitude of filters at scales 3 and 4 . . . . . .10 Comparison of noise gain for different transforms . Building block for inverting the wavelet transform . 3. . . . . . . . . . . .7 2. . . . . . . . . Alternative structure for a subband decomposition tree . Kingsbury. . . . . . . . . . . . . . . . 32 38 42 The Q-shift dual tree structure. .3 2. .5 2. . . . Model of wavelet domain processing. . . . Bottom right: NDWT results. . Contours of 70% peak magnitude of filters at scales 3 and 4 . . . . . . . . . 13 49 50 62 63 64 65 66 . .4 4. .9 Guide to the dissertation . . Bottom middle: DT-CWT results. . . . . Results of using histogram/energy synthesis on a wood grain texture. . . . This figure was provided by Dr N. . . .List of Figures 1. . . Kingsbury. . . . . . . . . .1 4. .1 2. . . . . . . .2 4. . . . . . . . . .5 Results of using histogram/energy synthesis . . . Building block for wavelet transform . . . . Top right: Noisy image. . . . . The results in normal type are published in the literature [24] while the results in bold come from our replication of the same experiment. . . . . . . Energy before rescaling for different subbands during the histogram/energy synthesis algorithm. . . . . . . . . . . . 34 10 14 15 15 17 30 31 2. PSNRs in dB of images denoised with the HMT acting on different wavelet transforms. . . . . . . . . . . . . . .1 2. . . . . . .8 2. . . . . Results of using different methods on a strongly diagonal texture . Bottom left: DWT results. . . . . . . .6 2. . . . . . . . . Horizontal lines represent the target energy values. . . . . . . .1 3. . . . . . . . .

. . .NDWT. . . . . . . . . .4 6. . . . . . . . . . . . . . . . . 120 Shift dependence for different scales/dB. . . . . . . . . . . . . . Percentage errors for (DWT. . . . . . .12 Comparison of segmentation results for multiscale methods . . . .13 Percentage errors for single scale DT-CWT. . . . .2 7. . . . 124 Covariance structure for a nondecimated real wavelet. . . .9 Mosaics tested . . . . . . . . . . . . . . . . . . . . . . . 103 6.10 Percentage errors for (HalfCWT. . . . . . . . . . . . . . A dashed contour at the 25% peak level for the original 45◦ scale 2 Comparison of different synthesis methods. . . . . . . . . . . . . . . . . . . . . . . . . .2 6. . . 105 Sequence of operations to reconstruct using a Gaussian Pyramid . . . . . .8 7. . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . .5 5. . .6 5. . . . 2-D frequency responses for the four subbands derived from the level 2 45◦ subband. .5 6. . . . . . . . . . . Comparison of segmentation results for altered DT-CWT . 74 75 76 78 79 80 80 82 83 84 85 89 90 91 96 97 97 98 99 5.4 7. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117 One dimensional approximation results for different origin positions. . . . . . . Comparison of segmentation results for different transforms . . .14 Segmentation results for mosaic “f” using the multiscale DT-CWT . . . . 5. .8 5. Contours are plotted at 90%. . . . . . . 5. .7 Results of original energy matching synthesis . . . . 125 . .3 7. . . . . . . .1 5. . . 101 subband is also shown in each plot. . . . . . . Crosses show location and values of measured data points. . . . . . .6 6. . . . . . . . . . . . . Results of matching 5 by 5 magnitude autocorrelation values . . 122 Covariance structure for an orthogonal real wavelet. . Rectified decimated scale 4 wavelet coefficients . . .5 Comparison of segmentation results for different transforms . . . . . . . . 25% of the peak amplitude. . . . . .1 7. .5. Results of matching 3 by 3 raw auto-correlation values . . . . . . . . . . . . . . . . . . .4 5. . . . . . . . Performance measure for different methods . . . . Results of matching 5 by 5 raw auto-correlation values . . . . . . . Rectified nondecimated scale 4 wavelet coefficients . . multiscale DWT. . . . 75%. . . . . . . . . . . .7 5. . . .3 6. .2 5. .3 5. . . . . . . . . . . . . . . . . . . . . . Results of matching 5 by 5 raw autocorrelation values . . . . . Sine wave input . Nondecimated scale 4 wavelet coefficients . .11 Segmentation results for mosaic “f” using the DT-CWT . .DT-CWT) . . .1 6. . . . . . . .RealCWT. . . . . . . . . . . . . . . . . . . . . multiscale DT-CWT. . . . . .DT-CWT) 5. 50%. . . . . . . . . 5.

.7 7. . . . . . . . 196 . . . . . . .10 Summary of properties for different transforms . . . . . . . . . . . .4 8. . . . . . . . . 186 Performance of different search directions over 100 iterations . .12 Deconvolution results for a 9 by 9 uniform blur applied to the Cameraman image with 40dB BSNR using the PRECGDT-CWT method with WaRD initialisation. 160 Computation time versus SNR (256 measurements). . . .9 Covariance structure for the Gaussian pyramid. . . . . .6 9. . . .9 Count of important coefficients for different transforms . . . . . .3 9. . . . . .14 Deconvolution results for a Gaussian blur applied to the Mandrill image with 30dB BSNR using the PRECGDT-CWT method with WaRD initialisation. . . . . . . . . . . . . . . . . . . . . 191 9. . 189 Alternative PSF used in experiments. . . . 125 Covariance structure for the W transform. . .13 Comparison of different published ISNR results for a Gaussian blur applied to the Mandrill image with 30dB BSNR. . . . . . . .7. . . . . . . . . . . . . . . . . . . . . . 148 Shift dependence for different scales. . . . . . . . . . .2 8. . . . . .4 9. . 128 8. . . . .10 Comparison of ISNR for different algorithms and images /dB . . . . . . . . . . . . . . . . . . . .5 8. . . . . .8 7. . . . . . . . . 154 Computation time versus SNR (128 measurements). . . . . . . . . . . . . . 151 Aesthetic quality for DWT(o) and DT-CWT(x) /dB .1 9. .1 8. . .11 Comparison of different published ISNR results for a 9 by 9 uniform blur applied to the Cameraman image with 40dB BSNR. . . . . . . . . . . 126 Covariance structure for the DT-CWT . .5 9. . . . . . . . . . . . . . 195 9. . . . . . . . . . . . . 187 Test images used in the experiments. . . . . . . . . . . . .2 9. . . . . . . . 190 9. . . . . . 193 9. .3 8. . . . . . . . . . . . . 154 Relative statistical quality for DWT(o) and DT-CWT(x) /dB .6 7. . . . . . . . . . . . . . . 127 7. . 194 9. 173 Block diagram of deconvolution estimation process. . . . . . . . . . . . . . . . . . . . . . . .7 9. . . 187 Value of the energy function over 100 iterations . 126 Covariance structure for a translated orthogonal real wavelet. . . . . . . .6 9. . . . . . . . . . . . 169 Flow diagram for the proposed wavelet deconvolution method. . . . . . . . 184 Performance of different search directions using the steepest descent (x) or the conjugate gradient algorithm (o) starting from a WaRD intialisation. . . . 160 Prior cost function f (x) expressions for standard deconvolution techniques. 175 Performance of different search directions using the steepest descent (x) or the conjugate gradient algorithm (o). .8 9. . . . . . . . .

. . . . . . . . . . . . . . . . . . . . .3 The mirror wavelet tree structure . . . . . . . . . . . . . . . . .2 Effective assumption about SNR levels for Landweber restoration (K = 3. . . . . . . . . .α = 1). . . . . . . . . . 240 . . 232 C. 231 C. . . . . . . . . . . . . . . . . . 203 C. . .1 Effective assumption about SNR levels for Van Cittert restoration (K = 3. . .4 2D frequency responses of the mirror wavelet subbands shown as contours at 75% peak energy amplitude. .α = 1). . . . . . . . . . .9. . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Summary of useful properties for different applications . . . . . . . . . . . . . .15 Comparison of the PRECGDT-CWT and Wiener filtering with published results of Modified Hopfield Neural Network algorithms for a 3 × 3 uniform blur applied to the Lenna image with 40dB BSNR. . 238 C. . . . . . . . . . . . . . 197 10. .

Perfect Reconstruction. Fast Fourier Transform. Gaussian Pyramid Transform. decibels. Non-decimated Discrete Wavelet Transform. probability density function. W-(Wavelet)Transform. Signal to Noise Ratio. Discrete Wavelet Transform. Bandwidth. Power Spectral Density. Infinite Impulse Response. Finite Impulse Response. Improved Signal to Noise Ratio. DT-CWT Q-shift Dual Tree Complex Wavelet Transform. . Discrete Time Fourier Transform.Abbreviations and notation BSNR BW dB DTFT DWT FFT FIR GPT IIR ISNR NDWT pdf PR PSD SNR WWT Blurred Signal to Noise Ratio.

k-dimensional identity matrix. √ −1. a vector containing zeros everywhere except for a 1 in position i. the value for a within set S that minimises f (a). downsampling by a factor of k. the expected value of X. Z-transform of a wavelet lowpass synthesis filter. the value for a within set S that maximises f (a). A AH A−1 |a| |A| a diag {a} D ei E {X} G0 (z) G1 (z) H0 (z) H1 (z) {a} Ik j M N N (µ. absolute value of a scalar a. the ith element of vector a.∀ ↓k ↑k a∈S a a [a]i argmaxa∈S f (a) argmina∈S f (a) A A T ∗ for all. number of wavelet and scaling coefficients produced by a transform. the smallest integer not less than a. determinant of a matrix A. transpose of A. number of input samples in a data set. Z-transform of a wavelet highpass synthesis filter. upsampling by a factor of k. the largest integer not greater than a. Hermitian transpose of A. diagonal matrix containing elements of a along the diagonal. Z-transform of a wavelet lowpass analysis filter. the imaginary part of a. a belongs to a set S. C) . matrix. Z-transform of a wavelet highpass analysis filter. Frobenius norm of a. inverse of A. multivariate Gaussian distribution with mean µ and covariance C. conjugate of A. a diagonal matrix normally containing weights for wavelet coefficients.

P P (z) p(θ) {a} N × M matrix representing an inverse wavelet transform. joint pdf for the elements of θ. the real part of a. product filter. vector space of N × 1 real vectors. the supremum of set S. a vector of random variables. the trace of matrix A. conditioned on φ. M × 1 vector containing wavelet coefficients. N × 1 vector containing all the input samples. RN sup S tr(A) W w x Z . M × N matrix representing a wavelet transform. p(θ|φ) pdf for θ.

2 .

The aim of this dissertation is to discover when the DT-CWT is a useful tool by developing complex wavelet methods to address a number of image processing problems and performing experiments comparing methods based on the DT-CWT to alternative methods. We also consider images for which the simple model is inadequate. In particular. Traditional formulations of complex wavelets are seldom used because they generally suffer from either lack of speed or poor inversion properties. The features are then experimentally tested by addressing the problem of image segmentation to show the performance relative to many other feature sets. two Bayesian and two non-Bayesian. A recently developed dual-tree complex wavelet transform (DT-CWT) has solved these two fundamental problems while retaining the properties of shift invariance and additional directionality that complex wavelets provide.1 Overview This dissertation investigates the use of complex wavelets in image processing.Chapter 1 Introduction 1. In this dissertation we restrict our attention to four main examples of particular interest. A qualitative feel for the power of the description is given by texture synthesis experiments. We first consider non-Bayesian applications and explain how to use the DT-CWT to generate texture features. Complex wavelets can be used for both Bayesian and non-Bayesian image processing and we have applied complex wavelet methods to a wide range of problems including image database retrieval [33]. fast adaptive contour segmentation [34]. and edge detection. We show how 3 . we aim to compare complex wavelets with standard decimated and non-decimated real wavelet transforms.

This is of interest for a number of different reasons. and the kind that are too complicated. it provides information about the kind of images that are too simple for the complex wavelet model – in the sense that although complex wavelets provide a good answer there is a more basic technique that is significantly faster. Third. We use this Bayesian model to deal with irregularly sampled data points.2 Justification for the research The wavelet transform has become a widely used technique but the fastest and most popular formulation (the fully decimated wavelet transform) suffers from aliasing problems. INTRODUCTION the simple model can be enhanced to handle longer-range correlations in images for better texture synthesis. give an introduction to the difference between Bayesian and non-Bayesian approaches. and explain the organisation of the work. It has also been claimed that the new . it demonstrates how a wavelet method can be much more efficient than standard methods. This is of interest as it provides information about the kind of images that are well modelled by complex wavelets. The wavelets are used to define a prior probability distribution for images and solution methods are developed based on these models. In this case we develop an enhanced non-stationary wavelet model. and radial basis functions.4 CHAPTER 1. The usual solution to the aliasing is to eliminate all subsampling from the transform (to give the non-decimated wavelet transform) but this greatly increases the computation and amount of storage required (especially in multiple dimensions). First. splines. In this case we assume that the data is a realisation of a stationary Gaussian process. Previous complex wavelet transforms have generally suffered from problems with efficiency and reconstruction. we can develop theory that relates the wavelet methods to a variety of alternative techniques such as Kriging. describe the original contribution of the dissertation. The final extension is concerned with image deconvolution. Second. 1. The following sections explain the justification for the research. This is of interest because it demonstrates how wavelet methods give better results than standard approaches such as Wiener filtering and how a Bayesian approach to inference can further increase the accuracy. It has been claimed that a recently developed complex wavelet transform gives a useful compromise solution that removes almost all of the aliasing problems for only a slight increase in computational cost. Second we demonstrate how complex wavelets can be used for Bayesian image processing.

In this context best is defined in terms of a cost function that measures the penalty for errors in the estimate. If the model correctly describes the data then the best possible answers can be calculated from the posterior distribution. Instead numerical techniques such as MCMC (Markov Chain Monte Carlo) must be used. 1. . Armed with this model an estimate for the original image can be calculated from an inferred posterior distribution. This is a very powerful way for performing inference even for complicated models. However. The model consists of specifying firstly the prior probability distributions for the model parameters and secondly the conditional probability distribution for the data given the parameters (also called the likelihood). A typical non-Bayesian approach might be to apply a median filter1 . or simply because the new transform is relatively unknown. It is usually easy to find a slow technique that will solve the problem but much more difficult to find a fast technique.3. The Bayesian approach is to try and construct an accurate prior probability distribution for images that are likely to occur plus a model for the type of image degradation that is believed to have occurred.3 Bayesian and Non-Bayesian Approaches The Bayesian approach to a problem involves constructing a model and then performing inference using the model. The second problem is that the inference is usually impossible to perform analytically. BAYESIAN AND NON-BAYESIAN APPROACHES 5 transform solves both these problems. concerns about the complexity of methods based on complex wavelets. To sharpen the discussion consider restoring an image that has been corrupted in some way.) Inference is performed by the application of Bayes’ theorem in order to find the posterior distribution for the parameters of the model conditional on the observed data. the best answer is the one that minimises the expected value of the cost function. The first problem is that it is often hard to construct an appropriate model for the data. (Chapter 7 explains the terminology used in Bayesian signal processing. currently the new transform is not generally used: this may be due to doubts about the importance of the differences. By testing these claims on a range of practical tasks we discover the significance of the differences and demonstrate the simplicity of designing and implementing methods based on complex wavelets. We now list a number of features of the median filter that are often 1 A median filter replaces every pixel by the median of a set of pixels from the local neighbourhood. There are two main problems with this approach. In a trivial sense non-Bayesian approaches are all other approaches.1.

INTRODUCTION characteristic of non-Bayesian approaches: 1. 5. This requires simplifying assumptions to be made about the problem but the benefits of the Bayesian approach can be seen. 4. In practice it is often effective. for interpolation and image deconvolution we attempt a Bayesian approach. the degradation might be that the image is upside down).6 CHAPTER 1. it performs very badly (if the size of the median filter is large compared to the width of the line then every pixel will be set to the background colour). we select a non-Bayesian approach for segmentation (chapter 5). This is a large research topic by itself and there are encouraging results based on complex wavelets in the literature [59]. For these reasons. such as line drawings. It is not obvious what assumptions are implicitly made about the expected structure of images or the degradation. The fact that the approach works without needing the problem to be accurately specified is the source of both strength and weakness. A Bayesian approach to segmentation is made difficult by the need to specify a prior for the shapes of segments. For images with certain structures. and to facilitate comparison with alternative transforms. The strength is that the method can work reasonably even for the very complicated images that are seen in the real world. It is therefore crucial that the effectiveness of the method is experimentally determined. The benefits consist not only of improved experimental results but additionally the mathematical framework permits a theoretical comparison of many Bayesian and non-Bayesian techniques. The weakness is that it is also possible that the method will be totally inappropriate (for instance. It requires no knowledge about the type of degradation. However. . It is very fast. 3. 2. Currently Bayesian methods are not often used in real-world applications of image processing because of their lack of speed and the problem of modelling images.

7. . We calculate theoretical predictions of aesthetic and statistical quality of solutions to interpolation problems (8. Most important contributions These are the results of the most general interest.2) and measure the accuracy of these predictions (8. We describe shift invariant wavelet models in terms of a Gaussian random process (7.5). 4. We describe how Bayesian interpolation can be implemented with wavelet methods (8. 3. We develop theoretical links between a number of interpolation and approximation techniques for irregularly sampled data (8.4. We derive an expression for the noise gain of a transform in terms of the unbalance between analysis and reconstruction (2. This classification is.2). Medium importance contributions These are the results of interest principally to researchers in a specific area of image pro- 1.9.4).4) and identify the auto-correlation of the associated process. 1. 2. ORIGINAL CONTRIBUTIONS 7 1.7. The references are to the corresponding sections in the dissertation. subjective and merely represents the author’s current opinion. 1.4 Original contributions This section describes the contributions to learning made by this dissertation from most to least important.3. We experimentally compare feature sets for segmentation (5. 3.3).5). We describe how the DT-CWT can be used for image deconvolution(9) and provide experimental comparisons with other techniques (9.3. of course. 5. 2.5).4.2 cessing.5.3.4). We explain why it is impossible to have a useful single-tree complex wavelet or a shift-invariant non-redundant wavelet transform based on short support filters (2.

the frame bounds for the transform.2). We experimentally compare the shift dependence of interpolation methods based on the DT-CWT and alternative wavelet transforms (8. 8.4). We propose and compare a number of methods for calculating search directions within the deconvolution method (9.8 CHAPTER 1.8. and the noise gain in reconstruction (2. 6. 4. We show how the speed of wavelet interpolation can be significantly increased by allowing a small amount of error (8. We perform segmentation experiments to measure the effect of some additional autocorrelation based features (6.5.5. INTRODUCTION 6. 1.2).3). 1. We characterise minimum smoothness norm interpolations and prove that shift dependence is always expected to decrease the quality (8. 7. 5.3.3).4. We perform experiments to compare the noise gain performance for certain complex Daubechies wavelets and the DT-CWT (2.3).7. 7.3 Least important contributions These are specific experimental or theoretical results of less general interest but which give supporting evidence for the thesis. We explain a method for fast conditional simulation for problems of interpolation and approximation (8.4.7).2). We derive connections between the singular values of a wavelet transform matrix. . 2.8.5). We review the main deconvolution techniques from a Bayesian perspective (appendix C). 3. We use Fourier transforms to explain why Van Cittert and Landweber methods (without a positivity constraint) will always perform worse than oracle Wiener filtering (C.

9) based on complex wavelets. Chapter 3 reviews some relevant work done in motion estimation.8).5.4. 1.1 illustrates the organisation. Chapter 4 proposes texture features based on complex wavelets . ORGANISATION OF THE DISSERTATION 9 1. 1. The author has chosen to use the pronoun “we” to represent himself in order to avoid both the jarring effect of “I” and the awkwardness of the passive tense. 2. We explain how the autocorrelation of DT-CWT subbands can be used to improve the quality of texture synthesis (6. We perform some experiments using the Hidden Markov Tree for image denoising (3.4 Contributions based largely on previous work These are straightforward extensions of existing work to use the complex wavelet transform. The purpose of the first two chapters is mainly to provide background information that will be useful in the subsequent chapters. image classification. The next three chapters propose and test a number of non-Bayesian complex wavelet image processing methods.1.4). During the collaboration we applied the results of chapter 8 to the problem of using seismic measurements to determine subsurface structure. 4.4. A technical report [35] has been published containing the results of a collaboration with an expert in seismic surveying.5 Organisation of the dissertation Figure 1. Nevertheless.2) and display some experimental results (6. Chapter 2 reviews the principles of standard wavelet transforms from a filter design viewpoint and describes the properties of complex wavelet transforms. and image denoising that uses complex wavelets. The report itself contains contributions from the expert but all the material and results of chapter 8 are the work of the sole author. 3. We develop pixel by pixel (5. all the original research presented here is the work of the sole author.3) and display some experimental results (4.3). We show how the DT-CWT can be used for texture synthesis (4.5) and multiscale segmentation methods (5.

INTRODUCTION Background 2: Wavelet transforms 3: Previous applications Non-Bayesian processing 4: DT-CWT texture features Example applications 5: Segmentation 6: Correlation modelling Bayesian processing 7: Bayesian modelling Example applications 8: Interpolation and approximation 9: Image deconvolution Final remarks 10: Conclusions 11: Further possibilities Figure 1.1: Guide to the dissertation .10 CHAPTER 1.

The following three chapters propose and test Bayesian approaches to image processing. Chapter 9 uses a similar Bayesian method to address the problem of deconvolution.5. Chapter 5 compares a DT-CWT segmentation method with the results from alternative schemes for a variety of image mosaics. Chapter 8 describes the application of Bayesian methods to approximation and interpolation. Chapter 10 discusses the impact of the research and summarises the main conclusions of the dissertation. The final two chapters summarise the findings and discuss future possibilities. ORGANISATION OF THE DISSERTATION 11 and examines their properties by means of texture synthesis experiments.1. Chapter 11 suggests directions for future research. Chapter 7 introduces a Bayesian framework for image modelling. Chapter 6 extends the texture set to include longer-range correlations. At the end of the dissertation are the references and appendices. .


This importance of this result is demonstrated by an experiment comparing a single-tree complex wavelet with a dual-tree complex wavelet.2 Introduction The concepts behind wavelets have been independently discovered in many fields including engineering. The principal sources for this chapter are books by Daubechies [30]. The main original contribution of the chapter is an equation relating the balance of a transform to the amount of noise amplification during reconstruction which shows why a balanced complex wavelet transform is preferred. and mathematics. 2. but the equation 2. We explain why useful single-tree complex wavelets will suffer from poor balance (we define balance as a measure of similarity between the filters in the forward and inverse transforms) and why most non-redundant transforms will suffer from aliasing.1 Summary The purpose of this chapter is to introduce and motivate the use of a complex wavelet transform.Chapter 2 Wavelet transforms 2. The chapter first gives a short introduction to the terminology and construction of real wavelet transforms and then a review of a number of complex wavelet transforms.15 mentioned above is original. This dissertation is concerned with the application of wavelets to image processing problems making the engineering perspective the most useful. physics. The description of wavelets and complex wavelet systems is based on the material referenced. 13 . Mallat [75].

(2. b(1). This operation converts a sequence of kM coefficients a(0).y1 Figure 2. 3.↓ 2 . This block is crucial for both understanding and implementing the wavelet transform. . Filter the input signal x(n) with the filter whose Z-transform is H1 (z). .↓ 2 . 2. the outputs of the wavelet transform are localised in both time and frequency. Downsample the filter output by 2 to give output coefficients y0 (n). 2. In contrast. WAVELET TRANSFORMS Strang and Nguyen [113].14 CHAPTER 2.3 The Wavelet Transform We will first describe the one dimensional dyadic discrete time wavelet transform. . We assume familiarity with c c the Z-transform. a(kM −1) to a sequence of M coefficients b(0). and Vetterli and Kova˘evi´ [122].1) . Downsample the filter output by 2 to give output coefficients y1 (n). Filter an input signal (whose value at time n is x(n)) with the filter whose Z-transform is H0 (z).1: Building block for wavelet transform This diagram is to be understood as representing the following sequence of operations: 1. a(1). It is represented by the notation ↓k . Downsampling by k is a common operation in subband filtering. The wavelet transform is based upon the building block shown in figure 2.y0 x . . .H1(z) .H0(z) . This is a transform similar to the discrete Fourier transform in that the input is a signal containing N numbers. b(M − 1) by retaining only one of every k coefficients b(n) = a(kn). . averaged over all time. 4. The Fourier transform uses each output number to describe the content of the signal at one particular frequency. and the output is a series of M numbers that describe the time-frequency content of the signal. . . . say. We follow the notation of Vetterli [121].1.

.↑2 . 3. Upsample the lowpass coefficients y0 by 2.3.2 shows an example of a 4-level subband decomposition tree. The idea is to split the original signal into two parts. THE WAVELET TRANSFORM 15 For wavelet transforms H0 (z) will be a lowpass filter and H1 (z) will be a highpass filter.↓2 - H0 H1 . Level 3 Level 2 Level 1 y0 y00 Level 4 y000 H0 x H0 H1 .↓2 - H0 H1 .y1 . and the fine details given by y1 . 2.y0000 . Each time the basic splitting operation is applied to the scaling coefficients just generated. y0 y1 This block represents the .↓ 2 . and the lowpass filtered coefficients in y0 are known as scaling coefficients.y0001 - . This represents the forward wavelet transform.y01 . Figure 2. Filter the upsampled signal with G0 .↓ 2 .y001 H1 Figure 2. Figure 2.2.3 shows the building block for the reconstruction.↓ 2 . The detail coefficients (highpass filtered) in y1 are known as wavelet coefficients. the general trends given by y0 .↓ 2 .↑2 - G0 G1 + ?z 6 Figure 2. The downsampling is a way of preventing redundancy in the outputs. A full wavelet transform is constructed by repeating this operation a few times.↓ 2 . Upsample the highpass coefficients y1 by 2.3: Building block for inverting the wavelet transform following operations: 1.2: Subband decomposition tree for a 4 level wavelet transform The filters are carefully designed in order that the wavelet transform can be inverted.↓2 - .

More precisely: if n is a multiple of k then a(n) = b(n/k). 4. Upsampling by k is represented by the notation ↑k . . . This is known as perfect reconstruction (PR). WAVELET TRANSFORMS 4. Reconstruct y00 from y000 and y001 .2 past the filters to produce the equivalent structure shown in 2. the output sequence z(n) is identical to the input sequence x(n). The impulse responses of these combined filters are called analysis wavelets (for any combination including a high-pass filter) or scaling functions (for a combination of only lowpass filters). Use the block to reconstruct y000 from y0000 and y0001 . the y001 coefficients are produced by filtering with W001 (z) = H0 (z)H0 (z 2 )H1 (z 4 ) followed by downsampling by 8. Downsample by k then filter by H(z). Reconstruct y0 from y00 and y01 . Add the two filtered signals together. Filter the upsampled signal with G1 . .16 CHAPTER 2. 2. This operation converts a sequence of M coefficients b(0). This equivalence allows us to move the downsampling steps in figure 2. . 3. a(kM − 1) by inserting k − 1 zeros after every coefficient. The structure described above is an efficient way of implementing a wavelet transform. Filter by H(z k ) then downsample by k. b(M −1) to a sequence of kM coefficients a(0). For example. The alternative relies on the equivalence of the following two transforms: 1. a(1). 2. We can use this block repeatedly in order to recover the original sequence from the wavelet transform coefficients: 1. . b(1). otherwise a(n) = 0. . . Each subband is now produced by a sequence of filters followed by a single downsampling step. The filters are usually designed to ensure that when this reconstruction block is applied to the outputs of the analysis block. We now describe an alternative structure that is less efficient but often more convenient for theoretical results.4 in which all the downsampling operations have been moved to the right. 5. . Reconstruct x from y0 and y1 . .

or simply the scale 3 wavelet.↓ 16 .3.2.y1 -H1(z2) .) It can be shown that solutions are given by any FIR filters that satisfy the following equations H1 (z) = z −1 G0 (−z) (2.y0000 -H1(z8) .↓ 4 .↓ 2 . 2.↓ 8 . In a similar way the reconstruction can be represented as an upsampling step followed by a single filtering step.2) (2.↓ 16 .4: Alternative structure for a subband decomposition tree The impulse response of W001 (z) is called the analysis wavelet for scale 3 . It can be shown [121] that a necessary and sufficient condition for perfect reconstruction is that 2 = H0 (z)G0 (z) + H1 (z)G1 (z) 0 = H0 (−z)G0 (z) + H1 (−z)G1 (z) (2.y001 Figure 2.3) (Sometimes the perfect reconstruction condition is relaxed to mean that the reconstructed signal is identical to a shifted version of the original.y0001 . The impulse response in this case is called the reconstruction or synthesis wavelet. In this case the LHS of the first equation is of the form 2z −k for some integer k.H1(z) .y01 -H1(z4) .3.4) .H0(z) x(n) -H0(z2) -H0(z4) -H0(z8) . THE WAVELET TRANSFORM 17 Level 4 Level 3 Level 2 Level 1 .1 Filter design and the product filter Vetterli showed that only FIR (Finite Impulse Response) analysis and synthesis filters lead to perfect reconstruction without implicit pole/zero cancellation [121]. Suppose that we want to design analysis and reconstruction FIR filters that can perfectly reconstruct the original sequence.

A similar argument shows that any non-trivial zeros of G1 (z) belong to H0 (−z) and hence G1 (z) = rz k H0 (−z) where k is an integer delay and r is a scaling factor.6) 1. If equation 2. .3 shows that H1 (z) = −(1/r)(−z)−k G0 (−z).3.5) (2. Analysis filters The filters used in the forward wavelet transform (H0 (z) and H1 (z)). Finally. Reconstruction filters The filters used in the reverse wavelet transform (G0 (z) and G1 (z)). These simple changes do not change the wavelet transform in any significant way. Balanced For real filters we define the system to be balanced if G0 (z) = H0 (z −1 ) and G1 (z) = H1 (z −1 ). or adding a time delay to the analysis filters and a time advance to the reconstruction filters (or the other way around). Perfect reconstruction (PR) A system has the perfect reconstruction property if the combination of a forward and reverse wavelet transform leaves any signal unchanged. For convenience the important definitions from the previous sections are repeated here.18 CHAPTER 2. (For complex filters balance requires equivalence of the reconstruction filters with the conjugate time reverse of the analysis filters. either multiplying all the coefficients in an analysis filter by r and all the coefficients in the corresponding reconstruction filter by 1/r. 1 If the equation 2.2 is true then it is clear that H0 (z) and H1 (z) cannot share any non-trivial zeros (we call zeros at the origin trivial).2 Terminology This section defines a number of terms that will be used in the following discussion. 2. If we have a solution then we can produce additional solutions by (2.3 is true then any non-trivial zeros of H0 (−z) must therefore belong to G1 (z). substituting this into equation 2. If we ignore such trivial changes then it can also be shown that any FIR filters that achieve perfect reconstruction must also satisfy the design equations given above1 . WAVELET TRANSFORMS G1 (z) = zH0 (−z) P (z) + P (−z) = 2 where P (z) is known as the product filter and is defined as P (z) = H0 (z)G0 (z).) Balanced filters will therefore have equal magnitude frequency responses |Ga (ejθ )| = |Ha (ejθ )|. 2.

Orthogonal A PR system is orthogonal if the transform is non-redundant and balanced. Note that these definitions are for both real and complex signals. odd symmetry means H(z) = −z −1 H(z −1 ). and in particular that there is no conjugation. In other words. In fact. Non-redundant A transform is non-redundant if the redundancy is 1. We will use antisymmetric as another way of saying symmetric with odd symmetry. Near balanced The system is near balanced if the analysis filters are close to the conjugate time-reverse of the reconstruction filters. Bi-Orthogonal A PR system is bi-orthogonal if the transform is non-redundant but not balanced. a method . For even length filters we also allow a time delay. even symmetry means H(z) = z −1 H(z −1 ). A complex coefficient is counted as two outputs. Redundancy The redundancy of the transform is the ratio of the number of outputs to the number of inputs. or symmetric with odd symmetry if H(z) = −H(z −1 ). Symmetric We say that an odd length filter with Z-transform H(z) is symmetric with even symmetry if H(z) = H(z −1 ). THE WAVELET TRANSFORM 19 This definition is not normally used in wavelet analysis because for critically sampled systems it is equivalent to orthogonality. Nevertheless. Shift invariant We call a method shift invariant if the results of the method are not affected by the absolute location of data within an image. Ideal filter We say a filter is ideal if its frequency response H(f ) takes the value 1 on a set of frequencies. and 0 on all other frequencies. the term balance has been used for other purposes within the wavelet literature (Lebrun and Vetterli use it to measure the preservation of a polynomial signal in the scaling coefficients during reconstruction [70]) and the reader should be aware that our usage is not standard.2.3. Product filter The product filter P (z) is defined as the product of the lowpass analysis and reconstruction filters P (z) = H0 (z)G0 (z). the concept is crucial and within this dissertation we will exclusively use the definition given here.

For example. We will call a transform shift invariant if it produces subbands such that the total energy of the coefficients in any subband is unaffected by translations applied to the original image. Shift dependent We call a method shift dependent if the results of the method are affected by the absolute location of data within an image. When confusion is possible we will use the subscripts R and C to denote the separate and complex forms. It is often useful in developing theoretical results to use vector and matrix notation to describe the transform. As it is often convenient to express algorithms using this matrix notation we adopt the convention that whenever such a multiplication has to be numerically evaluated it is tacitly assumed that a fast filterbank implementation is used.20 CHAPTER 2. We call a transform shift dependent if it produces a subband such that translations of an image can alter the total energy in the subband. We will use x to be a N × 1 column vector containing all the input signal values. We also define a N × M matrix P to represent the inverse wavelet transform such that (for perfect reconstruction wavelet systems) x = P w. Let w denote a M × 1 column vector containing the wavelet coefficients and let W denote a M × N matrix representing the wavelet transform such that w = W x. WAVELET TRANSFORMS that gives the answer b when applied to data a is called shift invariant if it gives a translated version of b when applied to a translated version of a. For complex wavelet transforms we will sometimes use complex coefficients but other times it is more useful to consider the real and imaginary parts separately. Matrix multiplication is a very inefficient way of calculating wavelet coefficients and such an operation should always be implemented using the filter bank form described earlier. Let N be the number of input samples and M the number of output coefficients. treating the output as complex coefficients we can write wC = WC x .

A sample from just before the beginning is assumed to have the same value as a sample just after the beginning. if we want to construct an orthogonal wavelet . 2. The problems occur when a filter requires samples outside the defined range. It is this complete transform (including edge effects) that is represented by the matrices W and P . In other words. THE WAVELET TRANSFORM 21 and then use these complex coefficients to define the separated form wR = {wC } {wC } or equivalently we can calculate the separated form directly by wR = WR x. With a careful design symmetric extension can also result in a perfect reconstruction system. This has the drawback that discontinuities are normally created at the edges of the dataset. Methods differ in whether the edge samples are doubled up. The easiest way to treat the edges and preserve the PR property is to assume that the signal is periodic (known as periodic extension). Any of these edge treatments still results in an overall linear transform. A third method (known as symmetric extension) that avoids discontinuities at the edge is based on reflections of the original data. it is convenient to retain the same matrix and vector notation so that a N ×1 vector x represents an image containing N pixels and W x represents computing the two dimensional wavelet transform of x.3 Single tree complex wavelets Complex wavelets can be produced by using filters with complex coefficients. a sample from just before the beginning of the data set is assumed to have the same value as a sample just before the end. The efficient implementation of such a two dimensional wavelet transform requires the alternation of row and column filtering steps [113]. A natural approach is to assume that such values are zero (known as zero extension) but this will not produce a perfect reconstruction system (except for filters with very short support such as the Haar filters). This allows greater freedom in the design. The explanation has so far been restricted to the wavelet transform of one dimensional signals but we will use the same definitions and notation for two dimensional wavelet transforms of images.3.2. In actual wavelet implementations the data sets are finite and care must be taken when processing coefficients near the edges of the data set. For example.3. In particular.

Now consider the asymmetric case. Real filters have both negative and positive frequency passbands and usually an aliased version of the positive passband will have a significant overlap with the negative passband. 2. We define the passband as the frequencies for which the magnitude of the frequency response is above 1. Section 2. but the second reason is always important. The first reason only applies to multi-dimensional data sets. By removing the negative passband the aliasing can be greatly reduced [63. There are two main reasons for this: 1. However. 64]. Wavelet methods are often shift dependent due to aliasing caused by the downsampling. When images are analysed complex filters can separate the information in the first and second quadrants (of 2D frequency space). This permits methods to distinguish features near 45◦ from those near −45◦ . Any symmetric wavelet (with either even or odd symmetry) will have an equal magnitude response to positive and negative frequencies. For a useful transform we want P (z) to be within the low frequency half of the spectrum (more on this assumption later) and hence the passband of P (z) must cover all of the low frequencies. From the equation P (z) + P (−z) = 2 we see that any frequency must be contained in the passband of either P (z) or P (−z) and that therefore the passband of P (z) must cover at least half the spectrum. We now explain why it is impossible to get a useful single tree complex wavelet transform (with either orthogonal or biorthogonal filters) that will both be able to distinguish positive and negative frequencies and have good reconstruction properties. WAVELET TRANSFORMS transform with symmetric wavelets then the only possible choice with real coefficients is the Haar wavelet (the Haar wavelet has very simple analysis filters H0 (z) = (1/ (2))(1 + z −1 ).5 contains theoretical results linking noise amplification to the balance between analysis and . if complex coefficients are allowed then many possible solutions are allowed. such as certain cases of the complex Daubechies wavelets[73].22 CHAPTER 2. Therefore if H(z) is biased towards positive frequencies then G(z) must be biased towards negative frequencies. H1 (z) = (1/ (2))(1 − z −1 )) . both positive and negative. It is of particular interest to construct a (necessarily complex) wavelet transform that is able to distinguish positive and negative frequencies. Unfortunately this leads to very bad noise amplification: small changes made to the wavelet coefficients result in large changes in the reconstructed signal.

2. 4. Balanced filters leading to low noise amplification during reconstruction. A lowpass product filter.2.3. We conclude that a complex wavelet transform based on a single dyadic tree cannot simultaneously possess the four following properties: 1. THE WAVELET TRANSFORM 23 reconstruction filters. Perfect reconstruction.6) it is not generally useful. 2. the system will still possess the same aliasing problems of the original real wavelet. such an operation will have the scaling coefficients tuned to some non-zero frequency and while this may be appropriate for some specialised application (for example. applying a phase rotation to the filter coefficients of an orthogonal real wavelet transform hk → hk exp {jθk} (where θ is a real number but not a multiple of π) it is certainly possible to construct a complex wavelet transform with balanced filters and perfect reconstruction (this operation corresponds to frequency shifting all the filter frequency responses and hence the product filter is no longer lowpass). the wavelet transform in section 2. but that the product filter passband for a single tree complex wavelet transform must necessarily cover half the spectrum. By. The last property merits a little further discussion. We will show that the frequency responses of H0 (z) and G0 (z) must be close for the wavelet transform to achieve low noise amplification. The fundamental conflict is that we require narrow passbands in order to reduce shift dependence. Real filters must respond equally to positive and negative frequencies and hence transforms based on separable filtering with real filters will not differentiate between adjacent quadrants in the 2D frequency plane. Complex wavelets only reduce shift dependence problems when the overlap between aliased passbands is reduced [63]. The ability to distinguish positive and negative frequencies.3.3. However. More importantly. for example.4 Directionality and Ridgelets The previous section attempted to motivate the use of complex wavelets by their ability to give shift invariance and better directionality properties. 3. Separable filtering means that we can apply a 2D filter by first filtering all the .

The large range of angles used means that the ridgelet transform has good directionality properties and is much better suited than the standard real wavelet for analysing straight lines and edges of arbitrary orientations.3. This has a number of advantages including low storage requirements and fast computation. WAVELET TRANSFORMS rows with one 1D filter. It would be interesting to construct a complex ridgelet transform by replacing the DWT as this might add shift invariance to the other properties of the ridgelet. in this dissertation we have chosen to extensively test a single representative complex wavelet transform rather than exploring the range of construction options.5 Shift invariance and the Harmonic wavelet The tree structure described for the DWT is non-redundant as it produces the same number of output coefficients as input coefficients. Cand`s and Donoho have developed a mathematical framework for a rigorous treate ment of a continuous ridgelet transform[19] and notions of smoothness associated with this transform[20] but we shall only discuss the discrete version.24 CHAPTER 2. rotating. Bamberger and Smith proposed a directional filter bank [7] that generalises the notion of separability by modulating. A Radon transform computes the projection of the image intensity along a radial line oriented at a specific angle. Later in this chapter we discuss examples of useful complex wavelets that do reduce aliasing. and skewing the frequency content of the image. However. as the ridgelet transform is based upon a 1D DWT. This leads to efficient computation of wavelet transforms but it is not the only possibility. and then filtering all the columns with a second 1D filter. 2. The ridgelet transform acting on images can be implemented by a Radon transform followed by the application of a one-dimensional wavelet transform to slices of the Radon output. However. Unfortunately. there is one important disadvantage: any non-redundant wavelet transform based on FIR filters will produce shift dependent . A particular basis function of the ridgelet transform has a constant profile (equal to a 1D wavelet) in some specific direction depending on the associated angle in the Radon transform. Another important alternative is known as a Ridgelet transform [19. the transform naturally inherits the aliasing of the 1D DWT. angles of the form 2πl2−j are used where j and l are integers. This results in a transform that splits the spectrum into a number of fan shaped portions but is shift dependent and does not differentiate between different scales. For the ridgelet transform. 20].

2. The down-sampling introduces aliasing and so the results of processing will depend upon the precise location of the origin.7) and we conclude that repeating the filtering does not change the output. THE WAVELET TRANSFORM 25 methods. PR means that P W = IN . As the transform is non-redundant both W and P are square matrices. However. Essentially the problem is that the subbands are critically sampled and hence there will always be aliasing unless the filters have an ideal band pass response. if wi is an output coefficient in the chosen subband then Tii = 1. If the transform is to be shift invariant then this operation must represent a stationary filtering operation. Therefore P = W −1 and W P = IN . if we repeat the filtering the output is PTWPTWx = PTTWx = PTWx (2. FIR filters always have a non-ideal response. while all the other entries in T are zero. Now consider the elementary processing step that reconstructs from just the coefficients in one subband. We now consider the performance of such a system. Suppose we have some linear PR non-redundant transform represented by the matrices W for the forward transform and P for the inverse transform. Any filter localised in both space and frequency should continue to change a signal when repeated. The filtering can therefore be represented as z = PTWx However.3. This shows that no matter what games are played with sampling structures and filters it is always impossible to avoid shift dependence (for a linear non-redundant PR transform) without constructing ideal band pass filters.8) (2. and we conclude that the transform either possesses ideal bandpass filters or that it results in shift dependent processing. It may be thought that by constructing some new tree system with carefully chosen filters and degrees of downsampling that produce oversampling in some subbands and undersampling in others it may be possible to get round this problem and produce a linear transform with a negligible amount of aliasing while still using short support filters. . Let T be a diagonal matrix whose diagonal entries select out a chosen subband. This is elementary both in the sense that it is simple and in the sense that more complicated operations can often be viewed as a combination of such steps. This means that a inverse transform followed by the forward transform will give identical wavelet coefficients. In other words.

8 holds and proves that no additional errors are introduced by the repeated coding. 2. The first example is a transform consisting of the filter H(z) = 1 that produces a single subband (containing the original data). the second example is the well-known Fourier transform that also results in a shift invariant system. There is no restriction on the number mk of coefficients for each subband except that together each coefficient must be associated with exactly one subband. The easiest way to describe orthogonal harmonic wavelets is to give an account of an efficient algorithm for their construction [86]: 1. this argument suggests the stronger result that the amount of shift dependence is directly related to the amount the filters differ from an ideal bandpass response. WAVELET TRANSFORMS In fact. If the reconstructed (degraded) image is now coded again with the same lossy image coder then the result of equation 2. Subband k is formed from the mk point inverse FFT of mk consecutive Fourier coefficients. For example.7 (where T is now defined to preserve the transmitted coefficients). It is impossible to strengthen the results because of three important counter examples. Thirdly and most interestingly is the example of orthogonal harmonic wavelets. The reconstructed image will be the z of equation 2. Of course. In particular. it is not true that significant aliasing necessarily leads to worse results. orthogonal harmonic wavelets provide a complete set of complex exponential functions whose spectrum is confined to adjacent non-overlapping bands of frequency. Harmonic wavelets were proposed by Newland [85] and are particularly suitable for vibration and acoustic analysis [86]. It is also clear that the filters corresponding to each subband have an ideal bandpass response and hence result in a shift invariant system.26 CHAPTER 2. This results in shift invariant processing in a trivial sense by means of doing nothing. in practice there will be quantisation errors and a more sophisticated choice of which coefficients to keep but it is certainly feasible that the aliasing is beneficial. Compute the N point FFT (Fast Fourier Transform) of the data x. In the discussion above we have always needed to exclude filters with ideal responses. Therefore one of the aims of the dissertation is to experimentally test the importance of aliasing in different applications. Less trivially. suppose we wish to implement a very simple lossy image coder by just transmitting a few of the largest coefficients. The drawback . However. From this construction it is easy to construct a perfect reconstruction inverse by inverting each step.

3. complex wavelets Recently a new complex wavelet transform has been proposed [120] that applies filters differentiating between positive and negative frequencies to the subbands from a standard wavelet transform. The outputs of these filters are again subsampled so that the complete complex transform is non-redundant. Using increased redundancy in this method could reduce this additional shift dependence but will never remove the shift dependence caused by basing the transform on the output of a standard decimated wavelet transform. increased directionality. We have actually selected a different form of complex wavelet transform as a representative for the experiments but we would expect the results to be very similar for the harmonic wavelets. the box-car spectrum of the orthogonal harmonic wavelets is smoothed to improve this localisation and the spectra of adjacent wavelet levels are overlapped to give oversampling to improve the resolution of time frequency maps generated from the wavelets.3.3. In practice. The design freedom of harmonic wavelets makes them well suited for analysis and a careful design would also permit a stable reconstruction transform to be generated. The complexity of the Fourier transform is order N log N while a wavelet transform is order N but for signals of modest length the harmonic wavelet may well be quicker to compute. and reduced shift dependence. Furthermore. These more practical systems are known as harmonic wavelets.) We proposed two main reasons for wanting to use complex wavelets. (Recall that we cannot hope to reconstruct from just a single branch. 2. The multiple subbands produced by this complex filtering can be recombined to give a perfect reconstruction. THE WAVELET TRANSFORM 27 of an ideal bandpass response is that the associated wavelets have a poor localisation in time. directionally selective. but as it is based on the shift dependent DWT subbands it naturally retains the DWT shift dependence. the additional filtering discriminating between the different quadrants of frequency space will cause additional shift dependence errors.2. for the reasons given in section 2.6 Non-redundant. From a computational perspective there is not much difference between this method and a complex wavelet implemented with a tree structure.3. . The resulting transform would be a redundant complex wavelet system. This type of complex wavelet transform has increased directionality. such as the top-right quadrant.

Such functions are called finite prolate spheroidal sequences (FPSSs). For perfect reconstruction we need an overall frequency response that sums to unity for . there is no guarantee that it will be possible to have finite impulse response (FIR) reconstruction filters. The frequency responses of the functions tend to be Gaussian shaped and well separated. Although this is good for reducing aliasing.e. For practical application it is useful for the functions to be defined on finite 2-D lattices [126].348 and 1. It is suggested [126] that truncating the inverse filters results in an almost perfect reconstruction.3. He defines a matrix Q = W H W where W represents the transform (i. The eigenvector corresponding to the largest eigenvalue can then be translated and frequency shifted to construct a set of basis functions that tile the time-frequency plane. A FPSS can be defined as the eigenvectors of a linear transform that first bandlimits a signal and then truncates the signal.5.8 (the square of the condition number).7 Prolate spheroidal sequences Slepian introduced the use of the prolate spheroidal wavefunctions for signal processing [109]. For example. In this case critically sampled means that if we have an input containing N complex numbers. calculating the correlation of the signal with each wavelet) and W H represents the Hermitian transpose of W . We will call these basis wavefunctions the wavelets of this transform. but errors will be magnified by the tree structure or by iterative techniques. These functions are the solutions of a simple energy form of the uncertainty principle. WAVELET TRANSFORMS 2. Wilson found condition numbers ranging between 1. in descending numerical order. As this is greater than 1 the reconstruction filters will not be balanced.406 [126]. The condition number is defined as µ(Q) = σ0 /σN −1 (2. it leads to problems during reconstruction. The significance of the condition number will be seen in section 2. The main problems with the FPSS occur when we need to reconstruct the signal from the transform coefficients. The condition number µ of this matrix is measured.9) where σk is the (k + 1)th eigenvalue. of Q. This means that the ratio of the eigenvalues varies by more than a factor of 1.28 CHAPTER 2. The only design criteria for the wavelets is good time-frequency energy concentration. If the wavelets were orthogonal then Q would be equal to the identity matrix. Wilson has examined the properties of a critically sampled FPSS [126]. There is no direct consideration of the reconstruction filters or of the effect of constructing a wavelet pyramid from the functions. then the output also contains N complex numbers.2.

y) = a−m g(x .11) (2.4. This section describes the choice of Gabor wavelets that Manjunath and Ma found to be best in their texture processing experiments [76]. The low pass filter does not necessarily have a zero at a frequency of π and therefore the coarse level scaling functions can develop oscillations [30].10) where σx and σy are the bandwidths of the filter and W is the central frequency. A two-dimensional Gabor function centred on the horizontal frequency axis can be written as g(x.13) where θ = nπ/K and K is the total number of orientations. Given a certain number of scales and orientations. REDUNDANT COMPLEX WAVELETS 29 all frequencies. Manjunath and .5 shows these half-peak contours. This results in large amplification being necessary for some frequencies and hence bad noise amplification properties due to the unbalance between analysis and reconstruction filters. Another problem occurs if we try and use the FPSS wavefunctions as the low and high pass analysis filters of a wavelet transform. orientations. Figure 2.4 Redundant complex wavelets We first describe the traditional formulation (called Gabor wavelets) and problems of redundant complex wavelets and then explain recently developed solutions. 2. This function can then be dilated and rotated to get a dictionary of filters by using the transformation gmn (x.2. the scaling factor a and the bandwidths of the filters are chosen to ensure that the half-peak magnitude support of the filter responses in the frequency spectrum touch each other. y ) x y = a−m (x cos θ + y sin θ) = a−m (−x sin θ + y cos θ) (2. The term Gabor wavelets is used for several different systems that differ in the choice of positions. They were originally proposed in 1980 by Marcelja [77] for 1D and Daugman [31] for 2D in order to model the receptive field profiles for simple cells in the visual cortex. and scales for the filters. y) = 1 2πσx σy exp − 1 2 x2 y2 + 2 2 σx σy + 2πjW x (2.12) (2.

and the same number of inverse transforms as there are desired subbands in the image. P¨tzsch et al propose an approximate reconstruction that ignores the interaction o between jets at different nodes [95]. Some attempts have been made to reduce the amount of redundancy. They are hard to reconstruct.02 0 −0. The main advantage is that the frequency responses can be chosen to achieve perfect reconstruction. For example Daugman [32] uses a subsampled set of Gabor wavelets on a regular grid. 0. Daugman achieves his reconstruction by a process of gradient descent during analysis that finds weights for the Gabor wavelets to allow simple reconstruction by filtering [32]. The problem is expressed in terms of a neural network that must be trained for each new image to be processed. Such methods have two main problems: 1. They are inefficient. An alternative approach was developed by Magarey [74].05 0 0.1 0. 2.08 0.04 −0. This requires one forward transform.1 Figure 2. while P¨tzsch et al [95] o use sets of Gabor wavelets (that they call jets) centered on a small number of nodes.1 −0.12 vertical frequency (/sample freq) 0. Their exact reconstruction takes 900 times longer than the approximate method.06 0. The Gabor wavelet coefficients are found by calculating the full transform and discarding the unwanted coefficients. WAVELET TRANSFORMS Ma found that a choice of 4 scales (with a scaling factor of a = 2) and 6 orientations at each scale was best.04 0. This process gives a very high redundancy (equal to the number of subbands) and is therefore slow to compute. This is a slow process. He developed a complex wavelet transform based on short 4-tap filters that had responses very close to Gabor .02 −0.5: Contours of half-peak magnitude of filters at scales 3 and 4 They can be implemented using the Fast Fourier Transform (FFT) to perform the filtering.30 CHAPTER 2.05 horizontal frequency (/sample freq) 0.

06 0.02 −0. 63] have similar shapes to Gabor wavelets.05 0 0.7. The complex wavelet transform attains these properties by replacing the tree structure of the conventional wavelet transform with a dual tree shown in figure 2. 0. REDUNDANT COMPLEX WAVELETS 31 wavelets. This efficient system was successfully used for motion estimation (as described in section 3.02 0 −0. At each scale one tree produces the real part of the complex wavelet coefficients.6.1 Dual tree complex wavelet transform Kingsbury’s complex wavelets [62.05 horizontal frequency (/sample freq) 0.08 0. By using even and odd filters alternately in the trees it is possible to achieve overall complex impulse responses with symmetric real parts and antisymmetric imaginary parts. while the other produces the imaginary parts. translations cause large changes to the phase of the wavelet coefficients.04 0. but the number of orientations is built into the method).4. but the magnitude. The extra redundancy allows a significant reduction of aliasing terms and the complex wavelets are approximately shift invariant [63]. is much more stable.1 −0. As for the Gabor wavelets.4.1 0. .12 vertical frequency (/sample freq) 0. Conventional separable real wavelets only have subbands for three different orientations at each level and cannot distinguish lines near 45◦ from those near −45◦ . there are 6 orientations at each of 4 scales (any number of scales can be used.6: Contours of 70% peak magnitude of filters at scales 3 and 4 The main advantages as compared to the DWT are that the complex wavelets are approximately shift invariant and that the complex wavelets have separate subbands for positive and negative orientations.1 Figure 2. and hence the energy. 2.2) but did not possess a simple set of reconstruction filters. Complex coefficients only appear when the two trees are combined. The frequency responses for the 2D transform are shown in figure 2. Note that all the filters in the dual tree are real.04 −0.2.

This figure was provided by Dr N.1 + ?.x1b ..↓ 2 .↓ 2 .H001a ..↓ 2 .↓ 2 .H.H01a ..↑ 2 ..7: The complex wavelet dual tree structure..↓ 2 .H0000b .0 x. WAVELET TRANSFORMS Level 4 Level 3 Level 2 Level 1 x0a x00a x000a Tree a H0a odd H1a .↓ 2 odd -H0000a ..32 CHAPTER 2.H0001b .H00a .x001b .↓ 2 .H00b .H000b .↓ 2 ..↓2 .1 .x001a x000b x Tree b H0b odd H1b .↓ 2 odd .↓ 2 .0 .G.H001b .G.↓ 2 even .H01b ..↓ 2 .x0001a even - .H000a . 2-band reconstruction block .x01b .↓ 2 even ..H. 6 Figure 2.x01a x00b .↓ 2 .x0001b odd - .x0000a -H0001a .x1a x0b .↑ 2 . .↓2 .y .↓ 2 .. Kingsbury.x0000b .↓ 2 ...

3. the filters at level 1. 2. the transform has a computational order of N2d . The PR filters used are chosen to be orthonormal. The results of inverting both trees are averaged as this achieves approximate shift invariance. These drawbacks have been overcome with a more recent form of the dual tree known as a Q-shift dual tree [65].4. a delay difference of 1 2 sample is required between the outputs of the two trees. In d dimensions with N samples. Instead they are designed to have a group delay of approximately 1 . The filters beyond level 1 have even length but are no longer strictly linear phase. More precisely. This tree is shown in figure 2. Note that it is impossible to discriminate positive and negative frequencies when using conventional real wavelets. There are two sets of filters used.2 Q-shift Dual tree complex wavelets In each subband one tree produces the real part and the other the imaginary part of the complex wavelet coefficient and so the filters in the two trees cannot be identical but must be designed to produce responses that are out of phase. so that the reconstruction filters are just the time reverse of the equivalent analysis filters. The filters are near-balanced and permit perfect reconstruction from either tree. For comparison the fully decimated transform has order N and the nondecimated wavelet transform has order N((2d − 1)k + 1) where k is the number of scales. This important property means that in a 2D version of the dual tree separable filters can be used to filter an image and still distinguish the information in the first and second quadrants of the two-dimensional frequency response . The required delay difference of 4 1 2 sample is achieved by using the time reverse of the tree a filters in tree b. The main problems with the odd/even filter approach to achieving this delay are that [65]: 1. and the filters at all higher levels. The filter sets must be biorthogonal because they are linear phase. There are a number of choices of possible filter combinations.8.information that allows us to distinguish features at angles near 45◦ from those near −45◦ . We have . 2. The sub-sampling structure is not very symmetrical.2.4. The two trees have slightly different frequency responses. REDUNDANT COMPLEX WAVELETS 33 The filters are designed to give a number of desired properties including strong discrimination between positive and negative frequencies.

H01a .H01b .↓ 2 . WAVELET TRANSFORMS Level 4 Level 3 Level 2 Level 1 x0a x00a x000a Tree a H0a H1a .↓ 2 .H01a .H00a .↓ 2 . .H00b .H01a .H00a .H00a .↓ 2 .↓2 .x1b .↓2 .↓ 2 .H00b .8: The Q-shift dual tree structure.x0001a - .↓ 2 .↓ 2 .↓ 2 . Kingsbury.H01b .x1a x0b .H01b .x0000b .x0001b - .x01b .34 CHAPTER 2. This figure was provided by Dr N.↓ 2 .x01a x00b .x0000a .H00b .x001a x000b x Tree b H0b H1b .↓ 2 .↓ 2 .↓2 .↓ 2 .↓ 2 .x001b Figure 2.

The decomposition is called “steerable” because the response of a filter tuned to any orientation at a particular level can be obtained through a linear combination of the four computed responses at that level. non-perfect reconstruction and being an over-complete expansion.4. When we talk about the complex wavelet transform we shall always be referring to this Q-shift version unless explicitly stated otherwise. 2. 4 subband images with N*N coefficients 2. 4 images with (N/2)*(N/2) coefficients 3. 4 images with (N/4)*(N/4) coefficients 4.4. and a final low pass image with (N/8)*(N/8) coefficients.2. In addition it divides each frequency band into a set of four orientation bands. Note that there is no sub-sampling in the high-pass channels and so a three level decomposition of an N by N image will produce: 1.25N 2 coefficients.3 Steerable transforms Simoncelli et al [107] highlighted the problem of translation invariance for orthogonal wavelet transforms and developed a theory of shiftability. This decomposition has the disadvantages of non-separable filters. They developed a two-dimensional pyramid transform that was shiftable in both orientation and position which decomposes the image into several spatial frequency bands. At each level four output subband images are produced by using high pass filters tuned to different orientations. . The Q-shift transform retains the good shift invariance and directionality properties of the original while also improving the sampling structure. We will often refer to this transform by the initials DT-CWT. REDUNDANT COMPLEX WAVELETS 35 chosen to use the (13-19)-tap near-orthogonal filters at level 1 together with the 14-tap Q-shift filters at levels ≥ 2 [65]. The steerable pyramid is self-inverting in that the reconstruction filters are the same as the analysis filters. Hence we have gone from N 2 numbers to (4(1+1/4+1/16)+1/64)N 2 ≈ 5. A radially symmetric low-pass filter is also applied and the output is subsampled by a factor of two in each direction to produce the input image for the next level.

4. The equivalent matrices in the multiwavelet filterbank are simply 2 by 2 diagonal matrices whose diagonal entries are given by the corresponding coefficients from the DT-CWT filters. From the filterbank perspective the difference is that the signals are now vector valued and the scalar coefficients in the filter banks are replaced by matrices. Multiwavelets are closely related to the DT-CWT. The DT-CWT processing at scale 1 can be viewed in two ways. WAVELET TRANSFORMS This transform has been used for a number of applications including stereo matching [107]. . texture synthesis [45]. The advantages of this special case are: 1.36 CHAPTER 2. Experimental results in the literature indicate that the redundant systems usually give better results for denoising [114] (but are less appropriate for coding applications). The choice of preprocessing decides the redundancy of the system and it is possible to have both critically sampled and redundant multiwavelet systems. If we combine the signals from tree a and b to produce a single 2 dimensional signal then it is clear that the DT-CWT for scales 2 and above is equivalent to a multiwavelet system of multiplicity 2. The preprocessing and filters are carefully designed to allow an interpretation of the output as complex coefficients produced by filters discriminating between positive and negative frequencies. This leads to the good shift invariance properties. Using quadrature filters makes the steerable transform almost equivalent to the DT-CWT with the main differences being that the steerable transform has increased redundancy and worse reconstruction performance. and image denoising [107]. The conversion of the original data signal to the vectorised stream is known as preprocessing and there are a number of choices. 2. 2. The absence of signal paths between the two trees (reflected in the diagonal structure of the matrices) leads to less computation. The other way is to interpret the first scale as performing the multiwavelet preprocessing while preserving (in the scale 1 subbands) the parts of the signal that are filtered out. In either case it is clear that the DT-CWT is a special case of a multiwavelet transform. 46]. For some of these a quadrature pair of steerable filters was used. One way is to see it as part of a multiwavelet structure that uses repeated row preprocessing (giving the redundancy) and has different filters for the first scale.4 Multiwavelets An alternative way of avoiding the limitations of the standard wavelet transform is known as multiwavelets [3.

2. However.5. v = N w. 2.1 Preliminaries We consider a simple form of wavelet processing in which we have an observed image (or signal) x ∈ R N that is processed by: 1.15 that gives a formula for the noise gain in terms of the redundancy and unbalance of the transform (the noise gain is a measure of the change in error energy caused by the inverse wavelet transform).5.5. 2. NOISE AMPLIFICATION THEORY 37 2.1. Calculate the wavelet transform w ∈ R M of x w = Wx This theory applies to both real and complex wavelet transforms. Invert the wavelet transform to recover a new signal y ∈ R N y = P v.5 Noise amplification theory The use of redundant transforms gives a much greater design freedom but there are also extra complications. If the wavelet transform is associated with an orthogonal matrix then an error in the wavelet coefficients translates directly into an error of the same energy in the signal. The model and notation are described in section 2. σ 2 IM . We give results (proved in appendix A) that describe the noise gain during reconstruction and in particular equation 2. Apply some wavelet domain processing to produce new wavelet coefficients v ∈ R M . This section considers the effect of a very simple model of wavelet domain processing. This will be the case for (appropriately scaled) orthogonal wavelet transforms. for biorthogonal and redundant transforms the energy of the error can change significantly during reconstruction. In the mathematical analysis of this model we will model the wavelet domain processing by adding independent white Gaussian noise of mean zero and variance σ 2 to the wavelet coefficients. 3. For complex transforms we use the separated form in which w is still a real vector and consists of the real parts of the complex coefficients followed by the imaginary parts.

38 CHAPTER 2. if we use the transform to analyse a signal containing independent white Gaussian noise of mean 0 and variance α2 (to give a total expected input energy of Nα2 ) then the total expected energy of the wavelet coefficients will be equal to Nα2 . In order to get meaningful values for the noise gain we adopt a convention that the scaling factor s is chosen such that the transform preserves the energy of a white noise signal during the forward wavelet transform. In this case we will call the reconstruction robust. The total expected energy of the added noise is E { v − w 2 } = Mσ 2 . This model is illustrated in figure 2.1) that this is equivalent to the requirement that tr(W T W ) = N. We shall prove (A. in almost all practical applications a scaling factor of s will mean that the noise standard deviation σ is also increased by the same factor2 . We assume that all transforms mentioned in this section satisfy this convention. Suppose we construct a new wavelet transform W = sW that simply scales the values of all the wavelet coefficients by a factor of s and a new reconstruction matrix P = (1/s)P that still achieves PR. The total expected energy of the error after reconstruction is given by E { y − x 2 }. However. We define a normalised transform to be a transform scaled in this manner. where σ 2 is the variance of the added noise.9: Model of wavelet domain processing. . 2 One exception to this principle is when we use fixed precision numbers to store the coefficients.9. During reconstruction all the coefficients are scaled down by a factor of s and hence the noise energy after reconstruction is reduced by s2 . The quantisation noise will remain at the same level for different scaling factors s and the argument is now a valid argument for scaling the coefficients to use the full dynamic range. The noise gain g is then defined as g= E { y − x 2} E { v − w 2} (2. We would like to define the noise gain as the ratio of these two energies but there is a problem due to scaling.14) A low noise gain means that small changes in the wavelet coefficients lead to small changes in the reconstructed signal. In other words. WAVELET TRANSFORMS Wavelet Transform x W w + v Inverse Wavelet Transform P y noise Wavelet domain processing Figure 2.

Consider an image restoration technique.2. then the same model can be used to represent the belief that v will be noisy estimates of w. The quantisation results in errors in the wavelet coefficients and consequently errors in the decoded image. The wavelet domain processing is designed to make the output coefficients v a reasonable estimate of the wavelet coefficients of the original image. Nevertheless. if we now reinterpret x as representing the original image. such as denoising. .5. for which the wavelet coefficients are significantly changed. In an image coding example the wavelet coefficients are commonly quantised to a number of discrete values. x − y. but white Gaussian noise is often a reasonable first approximation. Better models certainly exist. The purpose of the technique is to get an enhanced image and initially it may seem inappropriate to use a transform that minimises the effect of the change. The theory is equally valid for any linear transforms W and P provided that the system achieves perfect reconstruction (P W = IN ) and the scaling convention (tr(W T W ) = N) is observed. The noise in the model represents the wavelet coefficient estimation error. In this case we would want a low noise gain because in a codec we wish to minimise the error. 2. If these values are equally spaced by a distance dQ then we could attempt to model the errors in the wavelet coefficients as white Gaussian noise of variance d2 /12. they are modelled based on the original image. The estimates v are in reality produced by some estimation technique acting on the observed data. NOISE AMPLIFICATION THEORY 39 We now attempt to motivate this model by giving two examples where it might be appropriate: 1. However. This reinterpretation may seem a bit confusing but is worth understanding. From this new perspective the noise gain of the transform measures the relationship between the wavelet estimation error and the final image error and it is clear that a low noise gain will be beneficial in order to produce a low final image error. for example Q if dQ is very small then a uniform distribution of errors in the range −dQ /2 to dQ /2 is a closer approximation while for large dQ (that quantise most of the coefficients to zero) a Laplacian distribution may give a better fit. in the decoded image for a given level of quantisation error in the wavelet coefficients. and w as the wavelet coefficients of this original image.

6 for proof).. and this inversion achieves the lower bound on noise gain (see A.2 Theoretical results Consider a finite linear transform represented by the matrix W. (This result is true regardless of whether we have a real or complex wavelet because we are using the expanded form of the complex wavelets that treat the real and imaginary parts separately.2 and are the squares of the singular values of W). WAVELET TRANSFORMS 2..4 for proof).15) appearing in the literature. • If the frame is tight then it can be inverted by the matrix W T .15) where U is a non-negative quantity given by U = tr (P − W T )(P T − W ) (see A. used to invert W is given by g= N +U M (2. Most of these results come from standard linear algebra and can be found in the literature..5. The equivalent statement for H complex matrices is that PC = WC . . The maximum robustness of the transform W can be calculated from the numbers d1 .7 for proof).40 CHAPTER 2. P . We will call U the unbalance between the analysis and reconstruction transform. • The frame bounds are given by the largest and smallest of these numbers and so the transform represents a wavelet frame if and only if the smallest is non-zero (see A. Balanced wavelet transforms use the conjugate time-reverse of the analysis filters for the reconstruction filters and therefore P T = W .5 for proof). • The noise gain of any real linear perfect reconstruction transform.) This results in U taking its minimum value U = 0 .3 for proof). dN (which are defined in A. • The average of these numbers gives the gain in energy when we transform white noise signals and so the average is one for normalised transforms (see A. • Any linear perfect reconstruction transform that is used to invert W has noise gain bounded below by 1 M i=N 1 i=1 di and this lower bound is achievable (see A. We are not aware of this final equation (2. We present them here for interest and as a route to the final simple equation for the noise gain in terms of the unbalance.

The product filter is then factorised into H0 (z) and G0 (z). Each transform was designed to produce a 6 level wavelet decomposition of a real signal3 of length 128 and all produced 128 (complex-valued) wavelet output coefficients. The factors corresponding to zeros on the real axis are split equally between H0 (z) and G0 (z). The purpose of this section is merely to illustrate the problems that can occur. For our experiment we put all the factors corresponding to zeros with a positive imaginary part into H0 (z) and all those corresponding to negative imaginary parts into G0 (z). 2. . . Therefore a necessary condition for low noise gain is that the frequency responses of H0 (z) and G0 (z) must be close.2. The transforms were normalised to preserve energy during the forward transform by a single scaling applied to all output coefficients. This choice gives the greatest possible differentiation between positive and negative frequencies.3 argued that it was impossible to get a complex tree that differentiated positive and negative frequencies while maintaining good noise reconstruction properties. Note that this means that the magnitude of the frequency responses will be equal. and so all had a redundancy of 2. Daubechies wavelets of a certain length are designed to have the maximum number of zeros in the product filter P (z) at z = −1 subject to the constraint of satisfying the conditions necessary for perfect reconstruction [30].5. The wavelet transform of ek gives the 3 The single tree complex wavelets were restricted to produce a real output by taking the real part of the reconstructed signal. Each factor a + bz −1 corresponds to a zero of the product filter at z = −b/a.3 Numerical results Section 2. NOISE AMPLIFICATION THEORY 41 and we deduce from the last result that balanced wavelet transforms will have the least noise gain and hence the greatest robustness.3. This matrix is found by transforming signals e1 . Each choice of filters corresponds to a linear transform that can be represented by the matrix W .5. We tested the robustness of the DT-CWT and a variety of single tree complex wavelets. The frequency response of an analysis filter will be (for a balanced transform) the conjugate of the frequency response of the corresponding reconstruction filter. . This can also be expressed in terms of the frequency responses. eN where ek is zero everywhere except that at position k the value is 1. . Usually factors are allocated in conjugate pairs in order to produce real filters but complex wavelets can be produced by alternative factorisations [73]. .

5 1.5 0. There are many ways of designing a perfect reconstruction inverse of W .4 Discussion The transform labelled STCWT 2 is a special case because the product filter has no complex zeros.7 211 3430 21000 6.571 0.6 53 225 1570 8370 Reconstruction noise gain 0. The greater this number the smoother the wavelets and so in the table these wavelets are described by the acronym “STCWT” followed by the number of zeros. The theoretical minimum reconstruction noise gain would be given if we reconstructed using the pseudo-inverse solution. Similarly the columns of matrix P are found by reconstructing signals from wavelet coefficients that are all zero except for a single coefficient.2 9.599 0.8 ∗ 1010 Figure 2.5. Transform name Original dual-tree Q-shift dual-tree STCWT 2 STCWT 3 STCWT 4 STCWT 5 STCWT 6 STCWT 7 STCWT 8 STCWT 9 STCWT 10 Minimum noise gain 0. WAVELET TRANSFORMS k th column of W .6 0. Recall that we are treating the real and imaginary parts separately and hence W is of size 2N × N. The results of appendix A can be used to calculate both the noise gain for P and the minimum noise gain.10: Comparison of noise gain for different transforms 2.50032 0. The numerical results are tabulated in figure 2.0 ∗ 106 4. We characterise the single tree complex wavelets (STCWT) by the number of zeros the H0 (z) filter has at z = −1. The matrix P represents one way (that can be efficiently implemented with a tree of filters) but other ways can give a better noise gain.50028 0.10.5 6.93 3.7 ∗ 108 1.42 CHAPTER 2. The analysis and reconstruction filters are all real and this transform is identical to a .

The secondary aim was to explain why we want to use complex wavelets and what form of complex wavelet is appropriate. This is because of the better balanced filters in the Q-shift version. The single tree complex wavelets. even this alternative would not be of much practical use as the minimum noise gain is still significant. CONCLUSIONS 43 real (and orthogonal) Daubechies wavelet transform (of order 2). The forms more commonly used are much more balanced and do not suffer from these reconstruction problems but consequently have poor discrimination between positive and negative frequencies. The transform is therefore balanced and achieves low noise gain but has the problems of large shift dependence and wavelets which are not very smooth. We show that the noise gain during reconstruction . 2. However.2. 2. If we attempted to compute a wavelet transform with 1 zero in H0 (z) we would obtain the Haar wavelet transform with a noise gain of 1/2 for the same reasons. We now summarise the principal points relating to this secondary aim: 1. We want to distinguish positive and negative frequencies in order to: (a) Improve the directional frequency resolution of the 2D transform while still using efficient separable filters. Half of this complex noise is lost when we take the real part at the end of the transform which is why the noise gain is 1/2.6 Conclusions The main aim of this chapter was to introduce the terminology and construction of wavelet and complex wavelet systems. Note that this is a very unusual choice of complex Daubechies wavelet.6. Note that the minimum noise gain increases at a much slower rate suggesting that an alternative reconstruction transform could be found with much less noise gain. We define a transform to be balanced if the reconstruction filters are the conjugate time reverse of the analysis filters. We note that the Q-shift tree has a lower noise gain than the original dual tree. (b) Reduce aliasing and produce shift invariant methods. however. To allow direct comparison we still treat these real wavelets as having complex outputs and so add complex noise to them. The DT-CWT achieves a very low noise gain and so will give robust reconstructions. have a rapidly increasing noise gain for the longer (and smoother) wavelets which is likely to make the wavelets useless.

and dual tree complex wavelets. in particular.e. be balanced. 4. steerable transforms. and use short support filters. WAVELET TRANSFORMS is closely related to the balance of the transform and. The purpose of this dissertation is not to compare different types of complex wavelet. We illustrate numerically the problems of noise gain caused by lack of balance when we use a single tree complex wavelet that strongly differentiates between positive and negative frequencies.44 CHAPTER 2. give shift invariant methods. that the best (i. 6. multiwavelets. We explain why linear PR complex wavelets based on a single standard tree cannot simultaneously. 5. For this reason we have just selected one transform. prolate spheroidal sequences. Using an elementary processing example we explain more generally why any nonredundant linear PR transform must use ideal filters in order to achieve shift invariance. the Q-shift dual tree complex wavelet system. 3. . We introduced several forms of redundant wavelet transforms including Gabor wavelets. as a representative. harmonic wavelets. lowest) noise gains are given by balanced transforms and are equal to the reciprocal of the redundancy. but rather to explore the potential of such a system against more standard approaches.

The complex wavelets are also appropriate for use in denoising images [62]. The only original results in this chapter come from the replication of the denoising experiments in section 3. The properties of the DT-CWT (in particular.4. its extra directional frequency resolution) make it appropriate for texture classification [47. 3. The transform used short 4-tap complex filters but did not possess the PR 45 . 43. The purpose of this chapter is to describe applications for which the DT-CWT (or a similar transform) has already been evaluated. when the DT-CWT is used in more sophisticated denoising methods [24] it is found to significantly outperform even the equivalent nondecimated methods.Chapter 3 Previous applications 3. Interestingly. The phase of the complex coefficients is closely related to the position of features within an image and this property can be utilised for motion estimation [74].2 Motion Estimation Magarey [74] developed a motion estimation algorithm based on a complex discrete wavelet transform. 33] and gives methods that are efficient in terms of computational speed and retrieval accuracy.1 Summary This dissertation aims to explore the potential of the DT-CWT in image processing. Previous work has shown that a nondecimated wavelet transform [82] performs better than decimated transforms for denoising and the DT-CWT is able to achieve a performance similar to the nondecimated transforms.

For example. we have found such phase based computation beneficial for constructing an adaptive contour segmentation algorithm based on the DTCWT [34]. In other words. the efficiency of the CDWT structure minimises the usual disadvantage of phase-based schemes– their computational complexity. Each uses the DT-CWT in different ways to compute texture features for an entire image: . it is easy to detect the motion of a single dot in an image. 33]. 43. The filter shapes were very close to those used in the DT-CWT suggesting that the conclusions would also be valid for the DT-CWT.46 CHAPTER 3.3 Classification Efficient texture representation is important for content based retrieval of image data.” “In addition.” Although not included in this dissertation. By measuring the phase changes it is possible to infer the motion of the image. “In tests on synthetic sequences the optimised CDWT-based algorithm showed superior accuracy under simple perturbations such as additive noise and intensity scaling between frames. Magarey developed a method for incorporating the varying degrees of confidence in the different estimates. The idea is to compute a small set of texture-describing features for each image in a database in order to allow a search of the database for images containing a certain texture. but for the purposes of this dissertation we highlight just a couple of the conclusions. A major obstacle in motion estimation is that the reliability of motion estimates depends on image content. the author had been unable to find simple FIR filters that could be used to exactly reconstruct the original signal. 3. PREVIOUS APPLICATIONS property. Detailed analysis showed that the number of floating point operations required is comparable to or even less than that of standard intensity-based hierarchical algorithms. The task is to try and estimate the displacement field between successive frames of an image sequence. but it is much harder to detect the motion of a white piece of paper on a white background. The DT-CWT has been found by a number of authors to be useful for classification [47. The fundamental property of wavelets that makes this possible is that translations of an image result in phase changes for the wavelet coefficients.

Bull.3. de Rivaz and Kingsbury [33] compute features given by the logarithm of the energy in each subband. Bull.8% for the DWT to 63. they use an adaptive decomposition that continues to decompose subbands with energy greater than a given threshold.73% for the DT-CWT (with the adaptive decomposition) on a database of 116 images [43]. Wavelet denoising techniques work by adjusting the wavelet coefficients of the signal in such a way that the noise is reduced while the signal is preserved. .4. 3. DENOISING 47 1. in order to produce rotationally invariant texture features. There are many different methods for adjusting the coefficients but the basic principle is to keep large coefficients while reducing small coefficients. and Canagarajah [47] compute the energies of the subbands at each scale. 3. However. All authors report significant improvements in classification performance compared to a standard real wavelet transform. Hatipoglu. 2. This adjustion is known as thresholding the coefficients. they use features based on either the Fourier transform or the auto-correlation of the 6 energies at each scale. Mitra. and Kingsbury [43] use features of the mean and standard deviations of complex wavelet subbands. The aim is to adapt the transform to have the greatest frequency resolution where there is greatest energy. and Canagarajah report an improvement from 87. 3.75% for the DT-CWT on a database of 16 images [47]. 2. instead of using the DT-CWT based on a fixed tree structure. de Rivaz and Kingsbury report an improvement from 58. Hill. Hatipoglu. The different authors used different databases so the following results are not directly comparable: 1. However.5% for the DT-CWT on a database of 100 images [33]. Hill.64% for a real wavelet (with an adaptive decomposition) to 79.4 Denoising In many signal or image processing applications the input data is corrupted by some noise which we would like to remove or at least reduce.35% for the DWT to 93. and Kingsbury report an improvement from 69. Mitra.

White noise was added to a test image and the denoised rms error was measured for the different techniques. PREVIOUS APPLICATIONS One rationale for this approach is that often real signals can be represented by a few large wavelet coefficients.48 CHAPTER 3. while (for standard orthogonal wavelet transforms) white noise signals are represented by white noise of the same variance in the wavelet coefficients.1 shows the results when using a simple soft denoising gain rule. Kingsbury has proposed the use of the DT-CWT for denoising [62] because this transform not only reduces the amount of shift-variance but also may achieve better compaction of signal energy due to its increased directionality. The method is to attenuate the complex coefficients depending on their magnitude. where the signal power is low. orthogonal wavelet transforms (DWT) produce results that substantially vary even for small translations in the input [63] and so a second transform was proposed. The main disadvantage of the NDWT is that even an efficient implementation takes longer to compute than the DWT. the nondecimated wavelet transform (NDWT) [82]. Therefore the reconstruction of the signal from just the large coefficients will tend to contain most of the signal energy but little of the noise energy. The first wavelet transform proposed for denoising was the standard orthogonal transform [39]. we keep most of the power. Where the signal power is high. . at a given scale an object edge in an image may produce significant energy in 1 of the 3 standard wavelet subbands. As for the standard techniques. which produced shift invariant results by effectively averaging the results of a DWT-based method over all possible positions for the origin [69. Experiments on test signals show that the NDWT is superior to the DWT. It was found that this method produces similar results to the nondecimated wavelet method while being much faster to compute. by a factor of the three times the number of levels used in the decomposition. Figure 3. The size of each wavelet coefficient can be interpreted as an estimate of the power in some time-frequency bin and so again we decide to keep the large coefficients and set the small ones to zero in order to approximate adaptive Wiener filtering. but only 1 of the 6 complex wavelet subbands. large coefficients are kept while smaller ones are reduced. 26]. An alternative rationale comes from considering the signal as being piecewise stationary. For each piece the optimum denoising method is a Wiener filter whose frequency response depends on the local power spectrum of the signal. In other words. However. we attenuate the signal.

This property is known as persistence [104].4.43dB Figure 3. This is achieved by means of hidden state variables that describe the likely characteristics of the wavelet coefficients (e.19dB 6. it is found that large coefficient values cascade along the branches of the wavelet tree.3. whether they are likely to be .47 12. Bottom left: DWT results. Nowak.1: Top left: Original image.g. DENOISING 49 Method No denoising DWT NDWT DT-CWT RMS error 26. In this case we can see that the DT-CWT has a slightly better SNR than the NDWT method but that the difference is not visually noticeable. There are often significant correlations between the wavelet coefficients in the transforms of real images.35dB 6.3 14. and Baraniuk attempts to capture the key features of the joint statistics of the wavelet coefficients (including persistence) [28].54 SNR improvement 0dB 5. Bottom middle: DT-CWT results. Top right: Noisy image.66 12. In particular. A model known as the Hidden Markov Tree (HMT) proposed by Crouse. Bottom right: NDWT results.

and Baraniuk proposed a shift-invariant denoising model based on the HMT using the nondecimated wavelet transform (NDWT) [104].3 29. Romberg and Choi have made the source code for the HMT available on the internet [103].9 34.5 20.3 29. NDWT.4 34. Lena. and worse for the bridge image.9 30.8 30. or DT-CWT.2 29. The results were found to be consistently better than even the shift invariant HMT. Table 3.6 34.1 33. better for the Lena image. The table displays the peak signal to noise ratios (PSNRs) of the denoised images. The table also contains the results of our experiments (shown in bold).1 33. and Bridge) were used with two choices of noise variance (σ = 10 or σ = 25. PREVIOUS APPLICATIONS large or small).2 25. Choi.7 Figure 3.2 shows their published results for the HMT combined with either the DWT.2: PSNRs in dB of images denoised with the HMT acting on different wavelet transforms.5).0 29.8 28.8 24. similar for the boats image. Looking at the σ = 25.9 34.7 29.5 results we see that our results are Image σ Noisy HMT/DWT HMT/NDWT HMT/DT-CWT New HMT/DT-CWT Boats 10 28. In experiments this HMT shift invariant denoising was shown to outperform a variety of other approaches including Wiener filtering and the shift invariant hard thresholding method mentioned above [24].7 25.8 29.7 Bridge 10 28. Romberg.4 24.8 25. A Markov model is used to describe the relative probability of transitions between different states along a branch of the wavelet tree (moving from coarse to fine scales).8 34. but repeating the experiments produces very similar SNR levels.5 33. The results in normal type are published in the literature [24] while the results in bold come from our replication of the same experiment.6 25.5 20. Choi et al have also tested the use of dual tree complex wavelets within the HMT framework [24]. The main point to notice is that in this case the shift invariance given by the use of the NDWT tends to give a small improvement in results.2 28.50 CHAPTER 3.6 29. while the DT-CWT tends to give an .4 25.7 Lena 10 28.5 20. The main reason for the difference is that we are using a slightly different version of the dual tree.6 28. Combining this code with the DT-CWT we have attempted to replicate the denoising results. The initial model was based on a decimated wavelet transform (DWT). Differences are partly caused by different noise realisations. Three test images (Boats.

. for a more complicated HMT denoising the DT-CWT is significantly better than even the NDWT equivalent. CONCLUSIONS 51 even larger improvement. For simple thresholding denoising we see that the DT-CWT achieves a similar performance to methods based on the NDWT.5 Conclusions Treating the coefficients as complex numbers has the result of approximately decoupling the shift dependent information from the shift invariant information.5. The phase gives a measure of local translations and therefore permits phase-based motion estimation.3. 3. However. The magnitude is more robust to translations and hence applications like classification and denoising (that should be shift invariant) process just the magnitude.


We find that the complex wavelets are much better at representing diagonally orientated textures.Chapter 4 Complex wavelet texture features 4. This is of interest because it suggests how complex wavelet texture synthesis might be done and because it illustrates the problems encountered when filter banks do not have the perfect reconstruction properties of wavelets. Gradient algorithms 53 . Section 4.7 describes the texture synthesis algorithm and section 4. 4.2 Introduction There are many techniques for texture synthesis. One powerful method for evaluating a choice of texture model is to estimate the model parameters for a given image and then attempt to resynthesize a similar texture based on these parameters. We describe texture by computing features from the energy of the DT-CWT wavelet subbands.1 Summary The purpose of this chapter is to describe how to use the DT-CWT to generate texture features and to begin to explore the properties of these features. there are methods based on auto-regressive filters or autocorrelation and histogram [10. The main original contributions of this chapter are the synthesis results that give an indication of when the DT-CWT texture features will be appropriate. We adapt the first of these methods to demonstrate the difference between using real or complex wavelets. This chapter reviews two texture synthesis methods based on filter banks. 22]. For example.8 contains discussion of the experimental results.

while the second method is of interest mainly to show the difficulties posed by lack of perfect reconstruction in the filters.4. A trivial technique which is practically very useful is to simply copy the texture from a source image (used extensively in computer games). We will use (in the second half of the chapter) a technique very similar to the one described in section 4. This kind of approach can be powerfully extended by a stochastic selection of appropriate sources [16].3. 72]. COMPLEX WAVELET TEXTURE FEATURES are used to simultaneously impose the autocorrelation function and the histogram.3. While texture synthesis by itself is an important topic we also have an indirect motivation for studying these methods. 4. Proper Bayesian inference usually requires extensive computation and is consequently extremely slow but has been done. Sections 4. usually by means of Markov Random Fields (often at a variety of scales) [91. Our main goal in this chapter is to use the DT-CWT to produce useful texture features.3. 4. Other techniques include models based on reaction-diffusion [118. The steps for iteration n are as follows: . The method makes use of the steerable pyramid transform [107] that was described in section 2.3 and 4. The indirect motivation is that texture synthesis provides an interesting way to demonstrate visually the relative advantages of different sets of texture features. 129] frequency domain [72] or fractal techniques [40.4 describe methods that have been used to synthesize textures based on the output of a filter bank.3 Pyramid-based texture analysis/synthesis Heeger and Bergen [45] describe an automatic method for synthesizing images with a similar texture to a given example. They assume that textures are difficult to discriminate when they produce a similar distribution of responses in a bank of orientation and spatial-frequency selective linear filters. Their method synthesizes textures by matching the histograms of filter outputs.54 CHAPTER 4.1 Method The method starts with an image x(0) of the desired size that is filled with white Gaussian noise of variance 1 (the histogram matching step will mean that the results will be the same whatever the choice of initial mean and variance). 134].

3. 2.4.2 Results and applications The algorithm is effective on “stochastic” textures (like granite or sand) but does not work well on “deterministic” textures (like a tile floor or a brick wall). As the filters are not perfect.3. First the histogram is matched to the input texture. iterating too many times introduces artefacts due to reconstruction error [45]. the next image in the sequence. Their algorithm extends the original with the goal that the synthesized texture becomes an image which is a combination of an original image and a synthetic texture. we generate a new image y(n) by applying a monotonically increasing transform to x(n−1) such that the histogram of y(n) matches the histogram of the input texture. . More precisely. the combination is controlled by a mask. except that at each iteration the original image is composited back into the synthesized texture according to the mask using a multi-resolution compositing technique that avoids blurring and aliasing [18]. Alter the pyramid representation of y(n) in order that the histogram of each subband matches the histogram of the corresponding subband in the pyramid transform of the input texture. these steps are iterated K times. 3. In order to get both the pixel and pyramid histograms to match. Make pyramids from both y(n) and the input texture. The algorithm remains the same as before. The output of the algorithm is the last image x(K) . PYRAMID-BASED TEXTURE ANALYSIS/SYNTHESIS 55 1. 4. 4. The conclusion is that this texture synthesis can be useful in a variety of images which need the replacement of large areas with stochastic textures but that the technique is inappropriate for images that need the replacement of areas with structured texture[45]. Stopping after about K = 5 iterations is suggested. Igehy and Pereira [51] describe an application of this algorithm to replacing part of an image with a synthesized texture (this might be done to remove stains or scratches or other unsightly objects from an image). Invert the pyramid transform to generate x(n) .

f gives the radial frequency and a is a weighting factor that makes the function decay to zero as you move away from the origin. The synthesis process consists of mixing 16 Gabor filtered independent noise signals (whose energy and bandwidths are chosen to match the measured values) into a single image. y)f.56 CHAPTER 4. After filtering for the four highest frequency channels the image is filtered with a low-pass filter and down-sampling by a factor of two in both directions. The filtering is applied to shrunk versions of the input image. Each filter is a separable Gabor function of the form g(x. This means that only one filter needs to be defined for each orientation. 4 complex subimages of size (N/8) ∗ (N/8) 4. 4.α = exp[−πa2 x2 + y 2 ] exp[j2πf (x cos θ + y sin θ)]. four orientations). (4. the resulting channels become complex and so the effective compression ratio is 2.1 Filters The human visual system (HVS) is imitated by using a set of 4 ∗ 4 filters (four scales. 4 complex subimages of size (N/16) ∗ (N/16) .1) where θ specifies the desired orientation. Then the same procedure is repeated for each scale.4 Gabor based texture synthesis Navarro and Portilla [83] propose a synthesis method based on sampling both the power spectrum and the histogram of a textured image.θ. whose LPR power spectrum and histogram are also modified to match the original features. plus a low pass residual (LPR). Demodulation is applied to the Gabor channels after filtering thus enabling a reduction in the number of samples by a factor of two in each dimension. This means that overall a four scale decomposition of a N ∗ N image produces: 1. The spectrum is sampled by measuring the energy and equivalent bandwidths of 16 Gabor channels. Only the real part of this function is actually used.4. COMPLEX WAVELET TEXTURE FEATURES 4. 4 complex subimages of size (N/4) ∗ (N/4) 3. However. 4 complex subimages of size (N/2) ∗ (N/2) 2.

Therefore for each channel they compute the equivalent bandwidths along the u and v frequency axes. The histogram of the original image is also recorded with a resolution of 16 levels. One is the DC component. Modulation of the weighted filtered noise signals to produce the synthetic channels. Gaussian filtering of the noise signals. (Both integrations act on the original 2-D spectrum and produce a 1-D spectrum.4.3 Method The synthesis procedure consists of seven stages. Navarro et al report that the degree of spectral spreading of the spectrum at different spectral locations is an essential feature to characterize the texture. Finally five parameters are extracted from the low frequency DTFT coefficients of the original image. .4.2 Extracted features The energy in each Gabor channel is computed to give information about the main directions in the texture. 2. 3. GABOR BASED TEXTURE SYNTHESIS 57 Therefore we have gone from N 2 numbers to 4 ∗ 2 ∗ N 2 (1/4 + 1/16 + 1/64 + 1/256) ≈ 2.4. 4. To calculate the equivalent bandwidths they first calculate the 2-D power spectrum using the DTFT and then convert this into a pair of 1-D normalized power spectra. Noise Generation. This conversion is achieved by integrating the power spectrum along the two frequency axes. It is calculated by low-pass filtering and subsampling the full histogram. 4. 1.) The equivalent bandwidths are given by the areas of these 1-D spectra. and dividing the results by their respective maxima. and the final two are averages for low oblique frequencies. 4. Weighting of the filtered noise signals. two are the averages of the modulus of the DTFT along the two frequency axes for low frequencies. These parameters are not particularly crucial but are reported to be necessary for a complete visual description of many real textured images.4. The lowest frequencies are extracted separately using the Discrete Time Fourier Transform (DTFT).66N 2 coefficients.

The exact computation is hard due to the overlapping between channels but it is reported that the approximate scheme does not significantly affect the visual quality of the results. the resulting equivalent bandwidths of its Gabor channels have equal values to those measured in the input image. COMPLEX WAVELET TEXTURE FEATURES 5. y) = bupq bvpq exp[−π(b2 pq x2 + b2pq y 2)] u v (4. Merging the synthetic channels. The inverse of this matrix can be precomputed and the appropriate weights are given by multiplying this inverse matrix by the vector of the measured energies. 7. Gaussian filtering The noise signals are then convolved with separable elliptical Gaussian masks to provide them with an elliptical Gaussian spectral shape.2) The factors bupq and bvpq are chosen using an approximate formula so that when the Gabor filtering scheme is applied to the synthetic texture. This task is made hard due to the overlap between channels. . Since the synthetic channels are statistically independent the energy of a sum is equal to the sum of the energies and so it is possible to calculate a matrix which describes the effect when the channels are added together. 6. Noise generation Sixteen independent signals of complex white Gaussian noise are generated. Weighting It is desired to weight the signals so that when the Gabor filters are applied to the synthesized texture.58 CHAPTER 4. When the matrix is multiplied by a vector of energies in the synthetic channels the resulting vector contains the energies that would be observed using the Gabor filtering. Adjustment of the histogram. the resulting energies will be equal to those measured in the original image.q) synthetic channel is: gspq (x. Equalization of the LPR frequencies. The filter function for the (p.

Merging A pyramid structure is then used to combine the synthetic channels. This means that a texture with a well-defined orientation in the original . expanding the image by a factor of two in both spatial dimensions. until the highest frequency channels are added. and then adding the result to the four synthetic channels of the next resolution. The bandwidths of the channels are not so closely matched but it is reported that the consequences of these inaccuracies are not significant compared to the inaccuracies due to the limitations of the texture model. and so on. Errors occur because the frequency content of each channel is always shifted to the central location. The resulting square of the spectral moduli is imposed on the lowest frequencies of the synthetic mix obtained before.4. Histogram matching The compressed original histogram is decompressed to its former size by expanding and low-pass filtering it. 4.4 Results The method described above achieves a good match in the histogram. Then a standard histogram matching algorithm is used to modify the histogram of the synthesized texture to match the decompressed version of the original one. LPR channel modulus and channel energies. the five average values of the LPR frequency moduli obtained at the feature extraction stage are decompressed. by merely replicating them in their respective spectral areas. The expansion is performed by upsampling followed by a lowpass filter.4. This means summing the four lowest resolution synthetic channels. First. keeping the phase unchanged. Equalization The equalization is done in the frequency domain. GABOR BASED TEXTURE SYNTHESIS 59 Modulation The signals are then expanded by a factor of two in both spatial dimensions and modulated by the appropriate central frequency.4.

s for each subband as fb.b.60 CHAPTER 4. The Gabor texture synthesis attempts to model the interaction between signals inserted in different subbands. 4.s = k |wk. Let wk. 4. The pyramid-based texture synthesis method achieves a better match for the feature values but is iterative and only works for transforms that can be inverted. This method is fast and can be generalised for alternative filters but only approximately achieves the goal of producing matching feature values.b. We will also compare the results when we augment our feature set with the values of a histogram of the original image. The histogram will be calculated using 256 equally spaced bins across the range of intensity values in the image. COMPLEX WAVELET TEXTURE FEATURES image will only be well reproduced if the orientation is one of the four orientations of the Gabor filters. or at least have a reasonable approximate inversion.5 Discussion We have described two texture synthesis algorithms for producing synthetic textures with certain feature values. In other words.s|2 .s be the k th wavelet coefficient in subband b at scale s. The principle differences are that we use the invertible complex wavelet transform and that in the matching stage we match the energy of the subbands rather than their histograms. We define a texture feature fb.3. 4. . the wavelet texture features are given by the energies of the subbands.7 Algorithm The structure of the algorithm is very similar to the method invented by Heeger and Bergen that was explained in section 4.6 Texture features We now propose a simple set of texture features based on the DT-CWT and then test these features by synthesis experiments.

4. The texture features are measured for this texture and then a new texture is synthesized from these features. Invert the complex wavelet transform of decomposition A to produce the next approximation x(n) to the synthesized texture.7. and then by the second lookup table to discover the intensity in the example image that should have that rank. Use the complex wavelet transform to generate a multiresolution decomposition for both y(n) (decomposition A) and the example texture image (decomposition B). The output of the method is the image x(K) . Once the lookup tables have been constructed. ALGORITHM 61 We compare texture synthesis using just the wavelet texture features (called energy synthesis) with texture synthesis using the augmented feature set (called histogram/energy synthesis). In other words. These steps are then iterated K times where K is a positive integer. The synthesis starts with an image x(0) of the desired size that contains white Gaussian noise of mean 0 and variance 1. The algorithm for energy synthesis is identical except that in step 1 y(n) is a direct copy of x(n−1) . The steps for iteration n are 1. The second lookup table is computed once for all iterations and is the inverse to the intensity to rank transform for the example texture. 3. Scale the contents of each noise subband (those in decomposition A) so that the resulting energy is equal to the corresponding energy for the texture subbands (those in decomposition B). each pixel in the noise image is transformed once by the first lookup table to get its approximate rank. 2. . The input to the algorithm is an example texture.4. First we describe the algorithm for histogram/energy synthesis. The first lookup table is computed from the cumulative histogram of the noise image and effectively gives a transform from pixel intensity to rank order. generate a new image y(n) by applying a monotonically increasing function to x(n−1) in order that the histogram of the new image matches the histogram of the input texture. Match the histogram of x(n−1) to the input texture. Histogram matching is a relatively quick operation as it can be computed by means of two lookup tables. If the original energy is EA and the desired energy is EB then the correct scaling factor is EB /EA .

The same experiment was repeated for energy synthesis and the results are shown in figure 4. The method used was to match histograms in the image domain and energy in the transform domain (the histogram/energy method).4 are taken from the Brodatz set and are all 128 by 128 pixels. All the textures other than the ones in figure 4. COMPLEX WAVELET TEXTURE FEATURES 4. Original sand texture Hist/Energy method Original grass texture Hist/Energy method Original water texture Hist/Energy method Figure 4.62 CHAPTER 4. . sand and water. The images are of grass. The original textures are on the left and the synthesized textures are on the right. 5 level transforms and K = 3 iterations are used in the algorithms.2. These images seem fairly well synthesized. The results appear just as good as for histogram/energy synthesis.8 Results This section contains a selection of textures synthesized by the algorithm.1.1: Results of using histogram/energy synthesis First some good results are shown in figure 4.

4. RESULTS 63 Original sand texture Synthesized sand texture Original grass texture Synthesized grass texture Original water texture Synthesized water texture Figure 4.2: Results of using energy synthesis .8.

COMPLEX WAVELET TEXTURE FEATURES Figure 4. The texture consists of many diagonal blobs of the same intensity. Histogram/energy synthesis partly captures the diagonal stripes in the texture but the variation in direction and size of the stripes again give rise to a quite noticeable difference. The original texture Original Texture Synthesized Texture Figure 4. Figure 4.64 CHAPTER 4.4 shows an example of a texture where no performance is entirely satisfactory. and a version of histogram/energy synthesis based on the DWT. it looks very different because the strong orientation has been lost.1). The energy in each subband was measured just before the subband rescaling. The target texture in this case was the the water texture (bottom left plot of figure 4. We tested energy synthesis. For energy synthesis the convergence is even more rapid. These measured energies are plotted against iteration number with one plot for each of the subbands.3: Results of using histogram/energy synthesis on a wood grain texture. For every subband the energies rapidly converge to the target values. Energy synthesis is a very bad choice for this texture as it makes the synthesized image much less piece-wise smooth than the original and this difference is easily perceived.5 demonstrates the good convergence of the histogram/energy synthesis algorithm. There is also a horizontal line in each plot corresponding to the target energy value for the corresponding subband.3 shows an example where the results are not as good. for this texture the DT-CWT possesses a clear superiority over a comparable algorithm based on a normal Discrete Wavelet Transform (DWT) as the DWT features cannot discriminate between energy near +45◦ from energy near −45◦ . histogram/energy synthesis. However. Figure 4. Although the texture synthesized with histogram/energy synthesis does seem to be biased towards the vertical. . has a strong vertical orientation.

9. the differences are only noticeable in certain cases. However. and histogram/energy synthesis is best.4. . The DT-CWT can separate features near 45◦ from those near −45◦ while the DWT combines such features. The improvement of histogram/energy synthesis is seen when the histogram of the original texture has strong peaks. This occurs if the image contains regions where the intensity is constant. The improvement of the DT-CWT relative to the DWT is seen when the texture has diagonal components. CONCLUSIONS 65 Original Texture Histogram/Energy synthesis Energy synthesis DWT Histogram/Energy synthesis Figure 4. then energy synthesis gives reasonable performance.4: Results of using different methods on a strongly diagonal texture 4.9 Conclusions The methods are not able to adequately synthesize images with either strong directional components or with a regular pattern of elements but for textures without such problems there is a clear order of performance. the DWT synthesis is worst.

Level 1 5000 0 Subband 5. Level 4 5000 0 Subband 4.66 CHAPTER 4. Level 1 5000 0 Subband 2. Horizontal lines represent the target energy values.5: Energy before rescaling for different subbands during the histogram/energy synthesis algorithm. Level 1 5000 5000 Subband 1. Level 2 5000 0 Subband 5. Level 3 5000 0 Subband 5. Level 2 5000 0 Subband 2. Level 4 0 Subband 2. Level 2 5000 0 Subband 4. Level 4 5000 0 Subband 5. Level 1 5000 0 Subband 6. Level 1 5000 0 Subband 4. Level 3 5000 Subband 1. Level 4 5000 0 Subband 6. Level 3 5000 0 Subband 6. Level 2 5000 0 Subband 6. Level 4 5000 0 0 0 0 Figure 4. COMPLEX WAVELET TEXTURE FEATURES Subband 1. Level 4 5000 0 Subband 3. . Level 2 5000 0 Subband 3. Level 3 5000 0 Subband 4. Level 3 5000 0 Subband 3. Level 1 5000 0 Subband 3. Level 2 5000 Subband 1. Level 3 5000 0 Subband 2.

This is unreasonable in practice and we propose an alternative simpler method. but the fast methods tended to give worse performance and it was concluded that it was important to search for fast effective features. The algorithms in this chapter are simple extensions to existing methods.1 Summary The purpose of this chapter is to explore the performance of the DT-CWT features for nonBayesian texture segmentation. 67 . This simple method gives poor experimental performance for the DWT but is reasonable for the NDWT and when used with the DT-CWT the results are better than any one of the schemes used in the original classification. The chapter is of interest because it demonstrates that complex wavelets are easy to use in existing algorithms and because the experimental results suggest that the DT-CWT provides a powerful feature set for segmentation. In a recent comparison of features for texture classification [101] no clear winner was found.Chapter 5 Texture segmentation 5. The original scheme used a statistical classifier that required significant quantities of reliable training data. Finally we show how simple multiscale techniques yield a fast algorithm based on the DT-CWT with even better results. We explain the reason for the power of the DT-CWT in terms of its directionality and aliasing properties. The original contribution of this chapter is principally the experimental comparison of DT-CWT features with other features.

2 Introduction Texture segmentation has been studied intensively and many features have been proposed. Now consider a test image whose every pixel intensity is an identical medium brightness. Randen and Husøy note that it is important to have disjoint test and training data. Section 5. They also claimed that computational complexity was one of the biggest problems with the more successful approaches and that therefore research into efficient and powerful classification would be very useful. Care must be taken when comparing results of supervised and unsupervised techniques because they are actually attempting slightly different tasks. The input to the algorithm is a set of training images each containing a single texture. Section 5. This means that the textures present in the mosaic are new examples of the same texture as the training data. Section 5.3. This may seem very similar but suppose that one class contains very bright images. while the other contains very dark images. TEXTURE SEGMENTATION 5.68 CHAPTER 5. decimated wavelet coefficients for example. were clear losers) and that the best choice depended on the application. First the original method used in the comparison is described in section 5.4 describes how we simplify the training stage of the algorithm to give a more practically useful scheme. The problem is to assign each pixel in the mosaic to the correct texture class. Unsupervised segmentation attempts to solve the same problem without these examples. and a mosaic made up from sections of these textures.5 explains in detail the method tested. This task is called supervised segmentation because of the availability of examples from each texture class. A supervised segmentation is considered perfect when every pixel is classified into the right class while an unsupervised segmentation is considered perfect when the boundaries are in the correct positions. rather than being direct copies of a portion of the training texture. Their study concluded that there was no clear winner among the features (although some feature sets. Recently Randen and Husøy [101] performed an extensive comparison of different texture feature sets within a common framework. The comparison was performed on a supervised texture segmentation task.6 contains the . An example of this is work by Kam and Fitzgerald who have produced results of using DT-CWT features for unsupervised segmentation [59]. The supervised method may have a 50% chance of classifying the pixels correctly while the unsupervised method will classify every pixel into the same class and hence be deemed to achieve a 100% accuracy.

Ring and Wedge filters. We will discuss the effect of this choice later in section 5. Different filters result in different feature sets. 5.3 Original Classification Method This section describes the method used in the comparison paper[101] and brief details of the features tested. However. 4. 2.5. Classify each pixel to the closest class.8 discuss the reasons for the relative performance. Laws filter masks. The comparison used pixel by pixel classification in an attempt to isolate the effect of the features. 5.9 we propose and test a multiscale segmentation algorithm in order to show that the benefits of the DT-CWT features are retained for these more powerful techniques. The principal difference between the compared methods was in the choice of the filters used in the first step. The classification method used was “Type One Learning Vector Quantization” (LVQ) [66]. . This scheme results in a classifier that chooses the closest class where the distance is defined as the standard Euclidean metric to the class centre. ORIGINAL CLASSIFICATION METHOD 69 results of the proposed method and also the published results using the more advanced training scheme. 3. Sections 5.7 and 5. Amongst the filters examined were: 1. This scheme requires time consuming training in order to select class centres that give good classification results on the training data. Filter the input image. Smooth the resulting features. alternative classification schemes such as multiscale classification can give faster and better results.8. Take the logarithm of the smoothed features. The main steps in the method are: 1.3. The features were smoothed in step 3 using a Gaussian lowpass filter with σs = 8. 2. In section 5. Square the filter outputs.

9. Eigenfilters derived from autocorrelation functions. This is a very slow procedure and experiments suggested that it gave only slightly improved results. Prediction error filter. Optimized representation Gabor filter bank. In the experiments we have instead used a simpler system that simply sets the class centres to be the average over the training data of the feature vectors. 8. 3. packets. contrast. 2. 11. Wavelet transform.70 CHAPTER 5. AR model-based features. 7. 5. 10. 5. Dyadic Gabor filter bank. The training data is repeatedly classified and the parts incorrectly classified are used to update the class centres to give better results. Quadrature Mirror Filters. Optimized FIR filter bank Randen and Husøy also tried a few non-filtering approaches including: 1. Non-dyadic Gabor filter bank. and frames based on the Daubechies family of wavelets. 6. correlation. Training neural networks using back propagation and median filtering the resulting classification.4 Training simplification The LVQ training method used by Randen and Husøy results in a simple classification scheme but makes use of the training data to improve the classification accuracy. Discrete Cosine Transform. 4. TEXTURE SEGMENTATION 3. and entropy). . This is clearly very quick to compute and only a small amount of training data will be needed to obtain a reasonable estimate. Statistical features (angular second moment.

y) is defined as the value of the pixel at position x. . M − 1}. As the transform is nondecimated each of these subbands will be the same size as the original image. y). . We first describe the generation of the feature vector and then the classification scheme. . . y) are produced by convolving the rectified subbands with this smoothing filter. . y)) from the training image for class c. Suppose that we wish to calculate the feature vectors for an image of size M × N. y) for x ∈ {−K. y) = 1 x2 + y 2 exp − 2 2 2πσs 2σs (5. v)|Ws(x − u. . . . . . y) for s = 1. S be the subbands produced by the NDWT acting on X(x. Smoothed subbands Ws (x. the change will not make the results better. 2. . . . y in the image. y − u)|2 (5. y) = u=−K v=−K h(u. The class centres µc are defined as µc = 1 NM M −1 N −1 (5. y) = log(Ws (x. . For all other values of x and y we define X(x. . N − 1} as fs (x. We use a value of K = 24. We use X(x. K}. For x ∈ {0.5. K} as h(x.2) Finally a feature vector f(x. y) be the feature vectors calculated f (c) (x. . y) = 0 (this is called zero padding). . y) ∈ R S is defined for x ∈ {0. y) to represent the image. .5. y ∈ {−K. N − 1} X(x. Let Ws (x. y ∈ {0. . 5. M − 1}. . .1) where σs controls the amount of smoothing and K sets the point at which we truncate the filter. DETAILED DESCRIPTION OF METHOD 71 The first goal of this chapter is to demonstrate the superiority of the DT-CWT features and so we are allowed to alter the comparison technique only if. We define a smoothing filter h(x. . . . . . . As mentioned before a value of σs = 8 was used by Randen and Husøy and we choose the same value. y) x=0 y=0 (5.4) .3) Now suppose that there are C classes and let f (c) (x.5 Detailed description of method We describe the method for the NDWT and then explain the necessary modifications for the DWT and the DT-CWT. K K Ws (x. . y ∈ {0. as is the case here.

usually some form of interpolation such as lowpass filtering is performed during expansion operations. y) be a subband at level k of size M/2k × N/2k . TEXTURE SEGMENTATION The classification scheme has the following steps 1. .C} dc (x. In fact. y) = f (x. y) r(x. it is quite likely that an alternative expansion will improve the performance. The feature values will be smoothed in subsequent processing. 2. A better interpolation might improve the performance . We define the expanded subband Ws (x. y) by Ws (x. y ∈ {0. . y) − µc 2 (5. . k ) k 2 2 (5. .. y.. This expansion means that the value of Ws (x. N − 1}. y) (5. Classify each pixel at position x. The main reason we use this very simple expansion is in order to provide the fairest comparison with the original experiments.7) where z represents the largest integer not greater than z. . For x ∈ {0. Two possible justifications for this approach are: 1. c ∈ {1. y): dc (x. The expanded DWT subbands at level k are piecewise constant on squares of size 2k × 2k while the NDWT subbands have no such restriction. .6) For decimated transforms the subbands are reduced in size. y) = argminc∈{1. Let Ps (x. y) is equal to the value of the wavelet coefficient (of subband k) that is closest to the location x. .72 CHAPTER 5. This may seem a strange way of expanding the subbands . .5) 3. The results of our experiments indicate that even this crude expansion allows the DT-CWT to perform better than the alternative features. Note that this expansion of the DWT is not equivalent to the NDWT. The subbands at level k are only of size M/2k ×N/2k . The rest of the method is identical. C} calculate the class distances dc (x. These are not very compelling reasons. . In order to apply the same method we first expand the subbands until they are of size M × N. y) = Ps ( y x . 2. . . y as belonging to closest class r(x. M − 1}.. Calculate the feature vectors f (x. y) for the test image. . .

Figure 5.6 Experiments The classification was tested on the same twelve test images and sets of training data as used in the original comparison [101]. EXPERIMENTS 73 of the DT-CWT method but could also provoke the criticism that the performance gain is caused merely by the additional smoothing rather than the choice of wavelet transform. Inspecting the results in figure 5. The error therefore varies between 0 for a perfect classification and 1 for a completely wrong classification.8) filters in the DWT and NDWT [30]. 5. For each . The classification errors for every mosaic and every feature set were published and we summarise this information in two ways. and DT-CWT. These results are plotted in figure 5. and the highpass filter has 11 taps. The problem with this approach is that the average may be dominated by the performance on the mosaics with a large number of classes (as these will have the largest errors).3 reveals that for almost all experiments the DT-CWT does better than the NDWT. The error in an image is defined as the proportion of incorrectly classified pixels. and the right bar shows the error for the DT-CWT features. In each cluster of bars the left bar shows the error for the DWT features. In the published comparison there was no clear winner. The lowpass filter has 17 taps. The figure contains 4 bar chart plots comparing the different feature sets.3. Table 5. and the NDWT does better than the DWT. For a C class experiment. NDWT. Randen and Husøy compared other wavelet types but found that the main difference was between decimated and nondecimated wavelets rather than the filters used. different texture features performed best on different textures. We use 4 levels of decomposition of the biorthogonal (6.5. We tested features generated from the DWT. Each plot is dedicated to a mosaic with a particular number of textures.6. random classification would get 1 in C pixels correct and would have an expected error of 1 − 1/C. The first measure we extract is the average performance for each feature set averaged over all mosaics. The second measure is designed to be fairer but is slightly more complicated.1 shows the different mosaics.2 contains the results of using the different features for the different mosaics. the centre bar shows the error for the NDWT features. This measure is called the mean error rate. All errors are plotted as percentages. Within each plot there is one cluster of bars for each of the mosaics.

74 CHAPTER 5.1: Mosaics tested . TEXTURE SEGMENTATION j k l a b c d e f g h i Figure 5.

5 28.6 22 20.3 28. EXPERIMENTS 75 Mosaic a b c d e f g h i j k l DWT error *100% 12.1 9.2 35.1 0.9 25. In addition to the three new methods described above.6 17. Undecimated 16 tap quadrature mirror filters (QMF) 9. Undecimated Daubechies 4 wavelet 8. and then we average these ranks over all 12 mosaics.3 28.6 12. Gabor filter bank 5.9 9.5 31 26.8 16.3 Figure 5. Co-occurrence features .6. Dyadic Gabor filter bank 4.8 30.7 10.5.3 38.9 NDWT error *100% 11.6 0.8 40.3 24.1 47.4 19.2 DT-CWT error *100% 10.2: Comparison of segmentation results for different transforms image we rank the different methods according to their performance (with a rank of 1 given to the best).6 1.9 21.9 12.3 33. the following methods from the published comparison are used in the ranking: 1. Ring/wedge filters 3.7 43. Critically decimated Daubechies 4 wavelet 7. Laws filters 2.4 39 44.2 16. DCT 6.4 1.7 50.

DT-CWT) . TEXTURE SEGMENTATION Two textures 40 20 0 DWT NDWT DT−CWT 40 20 0 Five textures j k l a b c d e Ten textures 40 20 0 40 20 0 Sixteen textures h i f g Figure 5.76 CHAPTER 5.3: Percentage errors for (DWT.NDWT.

. Prediction error filter 13.8%. DISCUSSION OF RELATIVE PERFORMANCE 77 10. The results in bold are original while the others are taken from the published study [101]. The first is the increased directionality of the DT-CWT. Nevertheless. However. For a shift dependent transform (the DWT for example) a translation causes the energy to be redistributed between subbands due to aliasing.7 Discussion of relative performance The features are calculated from the energy in the wavelet subbands. The next best features are the non-decimated QMF filters while the worst results are given by the neural network classifier. Optimized FIR filter 14. There are two main reasons for the improved DT-CWT performance compared to the NDWT. 5. the values given here do not quite agree because there was an error in the published results for one mosaic. Back propagation neural network We have omitted some of the badly performing methods and have taken just the best of families of methods (such as all the different choices of wavelet transform).9% while the non-decimated QMF filters give a mean error of 20. This gives a total of 17 methods compared in the ranking. There are 6 subbands 1 The mean error rates were used as a measure of performance in the comparison [101]. Table 5. The biorthogonal filters we use in the NDWT are similar to the quadrature mirror filters used in the comparison and therefore it seems that the much simpler training method results in only a small decrease in performance. Eigenfilter 12. Table 5. Autoregressive features 11.4 shows that the NDWT features with simple training give a mean error of 23. All the published results make use of the LVQ training algorithm.4 tabulates the two measures of performance1 .5. The values given here are based on the corrected experimental results [100].7. the DT-CWT features with an average error of 18% outperform all the other methods despite the simpler training. This effectively contributes an extra noise source to the feature values and hence increases the classification error.

3 26.2 29.8 31.08 17 9.3 30.17 2.5 9.3 26.8 29.8 23.3 3.4 57.25 13.9 18.17 7.5 24.78 CHAPTER 5.7 20. TEXTURE SEGMENTATION Method Laws Ring/wedge Dyadic Gabor filter bank Gabor filter bank DCT Critically decimated Daubechies 4 Nondecimated Daubechies 4 Nondecimated 16 tap QMF Co-occurrence Autoregressive Eigenfilter Prediction error filter Optimized FIR filter Backpropagation neural network DWT with simple training NDWT with simple training DT-CWT with simple training mean error *100% 28.4: Performance measure for different methods .9 35.5 8.42 11.3 10.25 6.7 7.3 26.0 Average rank 9.5 8.5 8 10.1 26.75 Figure 5.6 27.2 29.75 10.

Figure 5. In contrast the magnitude of the DT-CWT coefficients is expected to be fairly steady and we would expect much less rectification noise. Consider the sine wave shown in figure 5. The rectified real wavelet values show a strong oscillation of 100% of the average value while the rectified complex wavelet values have only a small variation of about 2. In 1D it is quite easy to see the effect of the aliasing and rectification problems.5: Sine wave input contained in the scale 4 highpass subband.6 0. We compute the scale 4 highpass coefficients for both the nondecimated real wavelet transform and a nondecimated version of the complex wavelet transform.5.6 −0.4 −0.2 0 −0.5.4 0.5%. These coefficients are shown in figure 5. It occurs .7 shows the rectified values (before smoothing) that are calculated by squaring the transform coefficients.6 (the imaginary part of the complex wavelet coefficients is plotted with a dashed line). Rectification will convert these to a series of bumps which are finally smoothed. It is certainly plausible that the extra features from these extra subbands should allow better classification. The very low variation of the complex wavelet coefficients is no accident.8 −1 80 100 120 140 160 180 Figure 5.8 0. We have chosen its frequency so that most of its energy is 1 0. For coarse scales it is possible that the lowpass filter does not have a narrow enough bandwidth to fully smooth these bumps and so some residual rectification noise may remain.2 −0.7. DISCUSSION OF RELATIVE PERFORMANCE 79 at each scale rather than 3 and the DT-CWT is able to distinguish between features near 45◦ from those near −45◦ . The NDWT highpass subbands will contain slowly oscillating values. The second reason relates to the smoothing step.

2 0.4 0.2 0.5 0. TEXTURE SEGMENTATION Real wavelet 1 1 Complex wavelet 0.6 0.8 −1 80 100 120 140 160 180 −1 80 100 120 140 160 180 Figure 5.6: Nondecimated scale 4 wavelet coefficients Real wavelet 0.3 0.2 0 0 −0.6 −0.7 0.4 −0.6 0.7 Complex wavelet 0.7: Rectified nondecimated scale 4 wavelet coefficients .4 0.2 −0.6 −0.4 −0.6 0.2 −0.1 0.2 0.6 0.8 0.4 0.80 CHAPTER 5.1 0 80 100 120 140 160 180 0 80 100 120 140 160 180 Figure 5.8 0.5 0.8 −0.3 0.4 0.

11) The low variation for the DT-CWT means we can afford to decimate the output.8) Standard filter theory says that the output y(t) of a linear filter applied to this signal will be y(t) = B A exp {jωt} + exp {−jωt} 2 2 (5. To answer this question we performed two further experiments both using a cut down version of the DT-CWT: HalfCWT In the first experiment we halved the size of the feature vector by combining the energy in pairs of subbands. and one representing the negative frequency component: cos(ωt) = exp {jωt} + exp {−jωt} 2 (5. The 15◦ . and 75◦ subbands were paired respectively . the DWT and the DT-CWT).10) and hence the rectified signal would be constant and equal to |y(t)|2 = |A|2 . These graphs have been plotted for scale 4 coefficients. At finer scales the coefficients will oscillate faster and we would therefore expect less rectification noise. 45◦ . Figure 5. one representing a positive frequency component. It is natural to ask about the relative significance of these effects.8 plots every 16th sample from the nondecimated outputs. DISCUSSION OF RELATIVE PERFORMANCE 81 because the complex wavelets have been designed to differentiate between positive and negative frequencies. A sine wave can be represented as the combination of two complex exponentials. 4 (5.9) where A is the response of the filter to frequency ω and B is the response for −ω. If the linear filter had zero response for negative frequencies then (assuming ω > 0) the output would be simply y(t) = A exp {jωt} 2 (5.7.5. These plots correspond to the rectified outputs for the decimated transforms (i.e. For σs = 8 the smoothing filter has a half peak width of σs 2 2 log 2 ≈ 19. This should be about sufficient to remove the variation for the NDWT but is clearly insufficient for the DWT. We have advanced two effects (directionality and rectification noise) to explain the relative performance. There is a huge variation in the DWT rectified outputs while the DT-CWT outputs are almost √ constant.

4 0. This reduced the transform to only distinguishing 3 directions.6 0.1 0 80 100 120 140 160 180 0 80 100 120 140 160 180 Figure 5. RealCWT In the second experiment we set the imaginary part of all wavelet coefficients to zero before rectification. and −75◦ subbands.5 0. demonstrating that the main reason for the improved DT-CWT performance is its improved directional filtering.2 0.5 0.6 0.3 0. More precisely.82 CHAPTER 5. −45◦ . The results for these new experiments are in table 5. y) = log(Wa (x. the results for the HalfCWT are significantly worse.7 0. y) + Wb (x.1 0.10 (compared to the original DT-CWT results).3 0. This should introduce rectification noise to the features.8: Rectified decimated scale 4 wavelet coefficients with the −15◦ .2 0.3 was altered to fs (x. y)) (5. like real wavelet transforms. Note that these two modifications are intended to be harmful to the performance of the method and such transforms should never be used for a real application.12) where a and b are the two subbands that are combined to give feature s. TEXTURE SEGMENTATION Real wavelet 0.9 and shown in figure 5. However.4 0. .7 Complex wavelet 0. We conclude that rectification noise is not too significant because the results for the RealCWT are similar to those for the DT-CWT. equation 5.

8 Figure 5.9 45.7 39. it is not perfect.9: Comparison of segmentation results for altered DT-CWT 5. For example on the 16 texture mosaic “f” there is still a 34% error.7 21.9 30 1 1.9 21. DISCUSSION OF DT-CWT PERFORMANCE 83 Mosaic a b c d e f g h i j k l HalfCWT error *100% 11 25.8.8 33. The original is shown on the left. the classification results on the right.6 RealCWT error *100% 10.7 11. Near the border the impulse response for the coarser wavelets will straddle both sides and hence be unreliable partly because the value will average the response from both textures and partly because there will often be discontinuities at the border giving extra energy to the highpass coefficients.5 36.5 17 17.2 23. 2.2 37. The output of the DTCWT method for this mosaic is shown in figure 5.1 0.5 17. Each colour represents a different class. In order to resolve the position of the bound- . This is not surprising because the feature values near the borders will be unreliable for two reasons: 1.8 Discussion of DT-CWT performance Although the DT-CWT gives better results than the other methods.1 20.3 41.5. Notice also that there are often fairly small groups of pixels assigned to some class. These two defects in the classification are closely related to the size of the smoothing filter and place contradictory requirements on its size. Notice that there is usually a border of misclassified pixels around each segment.1 8.6 22.11.9 5. Near the border the smoothing filter will be averaging rectified coefficients from both sides of the border to produce some intermediate value.

TEXTURE SEGMENTATION Two textures 40 20 0 HalfCWT RealCWT DT−CWT 40 20 0 Five textures j k l a b c d e Ten textures 40 20 0 40 20 0 Sixteen textures h i f g Figure 5.RealCWT.DT-CWT) .84 CHAPTER 5.10: Percentage errors for (HalfCWT.

Active contour models [60] are useful for encoding information about the smoothness of boundaries while multiscale methods [128] are useful for describing expectations about the spatial extent of segments. We expect the advantages gained by these methods to be complementary to the advantages of the DT-CWT feature set. Methods also differ in whether the information is explicitly contained in a Bayesian image model (such as Markov Random Field approaches [9]) or just implicitly used [128]. There are several methods that address the issue. Different methods make use of different types of information. The author has also used the DT-CWT for implementing a level set version of an active contour model [34]. The basic concept is to use additional information about the nature of segments. For example. DISCUSSION OF DT-CWT PERFORMANCE 85 Figure 5.11: Segmentation results for mosaic “f” using the DT-CWT aries accurately the smoothing filter should be small. but in order to accurately determine the class the smoothing filter should be large to give reliable feature estimates. The final sections of this chapter test this prediction for a multiscale segmentation method. This is a well-known problem in image segmentation [127].8.5. or we may know that the segments should have smooth boundaries. . However. we may not expect to see very small separate segments. in the level set paper the emphasis is on using the DT-CWT to describe contour shape rather than the texture.

6}) at scale k ∈ {1. For an initial image of size N × M the complex subbands at scale k will be of size N/2k × M/2k for the DT-CWT. To define these sets it is useful to distinguish between the wavelet subbands at different scales.9.k (x. We form a quad-tree from each subband denoted qs. scale 4 the coarsest that we shall use). 4} (scale 1 being the most detailed scale. TEXTURE SEGMENTATION 5. l) = |Ws (x. These assumptions are true for the mosaics tested and consequently the method works well. 5.k (x. k ≤ l. y) with indices s ∈ {1. y.1 Texture features for multiscale segmentation Different texture feature sets are used during the multiscale algorithm. Section 5. y)|2 1 4 a∈{0.2 describes the multiscale classification procedure.k (2x l=k + a. 2. l − 1) l > k Suppose the segmentation algorithm is operating at scale L. This method implicitly assumes that regions will have a reasonably large spatial extent and are unlikely to contain small interior regions of alternative textures. 3. During the refinement the classification reduces the importance given to the wavelet coefficients that will be significantly affected by the boundary.9. 3. L} (for feature scale). y.13) . . The basic idea is to first calculate an approximate segmentation at a coarse scale. It is useful to index this scale L feature set f (L) (x.1 defines the features used and 5. . 4. 3. The corresponding feature set for position x. . y) = (L + 1 − k) log (qs. 6} (for subband) and k ∈ {1. 2. y) be the sth subband (s ∈ {1. 5. Care must be taken when applying such methods in the real world to ensure that appropriate assumptions are made. 2y + b. 5.k (x. y). This can be thought of as an adaptive smoothing filter whose size depends on the estimate of boundary position. 4. y.k (x. l).k (x.86 CHAPTER 5. where qs.1} qs. The features are defined from the quadtrees by: fs. . 2. Let Ws. L)) (L) (5.1} b∈{0. and then to refine the estimate of the boundary location at more detailed scales. This multiscale segmentation is also faster than the pixel by pixel segmentation described above because the size of the feature set decreases for the more detailed levels. y is denoted f (L) (x. 2.9 Multiscale Segmentation We extend a previous multiscale segmentation method [128] to use the DT-CWT features.9.

. . y) = argminc∈{1. . we would expect an estimate formed by averaging many numbers to be more accurate. Classify each pixel at position x. y) (L) (L) r (L) (x. The classification at scale L has the following steps 1. Naturally. y/2 ) = c 0 r (L+1) ( x/2 .14) 5. . . y) defined to be 1 if the corresponding parent block at scale L + 1 belongs to class c or 0 otherwise.k s=1 k=1 (L) (L) 2 (5. y as belonging to closest class r (L) (x.16) All that remains is to define bc (x. .9. y belongs to class c. .. . y ∈ {0. y) = (L) (4) 1 r (L+1) ( x/2 . For classification at the coarsest scale bc (x..k (x.k (x. . y) − µc.2 Multiscale classification (L) Once the test image feature vectors fs.s. y). M/2L − 1}. y/2 ) = c (5. (L) ac (x. y) − bc (x.C} dc (x. The scaling factor provides a simple way of favouring the more reliable estimates. The values in the quad-tree can be considered to be local estimates of the average energy in the wavelet subbands. . y) have been calculated the image is first classified at the coarsest level and then the segmentation is refined by reclassifying at more detailed scales.15) 2.5. C} calculate the class distances dc (x.k (x. y): (L) dc (x. c ∈ {1. y) (L) (5. For each class c ∈ {1. . . This represents the information (from higher scales and notions of continuity of regions) about the probability that the scale L block at x. . N/2L − 1}. y) = 0. . .3 explains why we do not try and optimise these factors. y) x=0 y=0 (L) (5. For x ∈ {0.k (L) 22k = MN M/2k −1 N/2k −1 fs. . Alternative scaling factors may well give better results but section 5. C} the features are calculated for the corresponding training image and used to calculate feature means µc. At more detailed scales a reasonable first approximation is ac (x. MULTISCALE SEGMENTATION 87 Notice the scaling factor L + 1 − k.17) . 2.s.s.9.9.. . .k (L) µc. y) = (L) 1 6L 6 L fs.

y − v) (5. that will affect the performance. On most of the test images the DT-CWT performs substantially better than the DWT. (such as the scaling factors. λ. These values are certainly not theoretically or experimentally optimal.5%. . An approximate treatment of a similar quad-tree algorithm for white Gaussian noise fields is given by Spann and Wilson [111]. and α).0% for the non-multiscale DT-CWT method. The aim of this section on multiscale segmentation is to demonstrate that the DT-CWT features are also useful for the more advanced classification schemes.4% as compared to 18.5%. There is just one case (image l) where the DWT gives better results than the DT-CWT and even in this case the difference is only 0. TEXTURE SEGMENTATION Near the boundaries we should be less confident in the class assignment and we soften the function to reflect this uncertainty. 5.3 Choice of parameter values There are a number of parameters in the method. The values were chosen during development of the algorithm to give sensible results on some mosaics (but not the test mosaics used by Randen and Husøy). The average for the multiscale DWT method is 16. The softening is done by smoothing with a Gaussian filter with smoothing parameter λ = 3. For our experiments we used α = 1/4. An analysis of the effect of the parameters would be interesting but is beyond the scope of this dissertation.5.88 CHAPTER 5.18) where α is a parameter that controls the amount of information incorporated from previous scales. K (L) bc (x. There is also a danger in an experimental optimisation that the method will work very well on the mosaics used during the optimisation but poorly on alternative mosaics (of different shapes or texture content). 5.4 Multiscale results The multiscale algorithm was tested on the 12 test mosaics as before using both the DTCWT features as explained above and using features calculated in an analogous way from the DWT.9.9. This aim is satisified better by using a “typical” multiscale algorithm than by testing a version optimised for a particular dataset. y) = α u=−K v=−K K exp − (u2 + v 2 ) 2λ2 (L) ac (x − u. The average error for the DT-CWT multiscale method is 9.

4 Figure 5.7 24.9% for NDWT features.3 11 3.12: Comparison of segmentation results for multiscale methods The difference in performance of the method can be clearly seen in the results for mosaic “f” in figure 5.4%. Tests on a multiscale algorithm indicated that the superior performance of the DTCWT features is preserved even for more sophisticated classification methods.8 31.8 15.10.1 6 1. CONCLUSIONS 89 Mosaic a b c d e f g h i j k l Multiscale DT-CWT error *100% 3.3 0.8 23.9 Multiscale DWT error *100% 3.4 0.3 25.8 24.3 2.4 21.3 17.7 21.0% for the DT-CWT features. 23. despite the simpler training.5. For the pixel by pixel classification experiments the average error was 26. There are many fewer small segments and the boundary errors are 5.8 31. For the test mosaics used the multiscale classification reduced the average error to 9. and 18.4 13. The main reason for the DT-CWT outperforming the NDWT features is the increased number of subbands that allow more accurate orientation discrimination. greatly reduced.10 Conclusions The experimental results clearly show that the NDWT features are better than the DWT features. and that the DT-CWT features are better than the NDWT features. .9 9.8% for DWT features.14. A comparison with published results [101] reveals that the simpler training scheme gives almost as good results as LVQ training and the DT-CWT features performed better than any of the feature sets tested in the published study.5 7.8 7.4 2.

TEXTURE SEGMENTATION Two textures 40 20 0 DT−CWT multiscale DT−CWT multiscale DWT 40 20 0 Five textures j k l a b c d e Ten textures 40 20 0 40 20 0 Sixteen textures h i f g Figure 5. .90 CHAPTER 5. multiscale DT-CWT. multiscale DWT.13: Percentage errors for single scale DT-CWT.

14: Segmentation results for mosaic “f” using the multiscale DT-CWT .10.5. CONCLUSIONS 91 Figure 5.


Simoncelli used over 1000 parameters to describe his textures. We described in chapter 4 a synthesis technique that generated textures with matching subband energies. This method works well for many stochastic textures but fails when there is more structure in the image such as lines or repeated patterns. The method described is substantially based on a previous algorithm [108] and is not claimed as original. We compare the relative effect of these different parameters for the DT-CWT.1 Summary The purpose of this chapter is to give an example of the use of the phase of the complex coefficients. The original contributions of this chapter are the experimental synthesis and segmentation results. 6. The main parameters came from the auto-correlations of the wavelet coefficients and the cross-correlations of the magnitudes of subbands at different orientations and scales.Chapter 6 Correlation modelling 6. The auto-correlation allows better texture synthesis and experiments indicate that sometimes auto-correlation based features can also give improved segmentation performance. Simoncelli has demonstrated good performance with a similar synthesis technique when more parameters are extracted from an image than merely the energy [108].2 Auto-correlation Method The basic method is to repeatedly match both the image statistics and the transform statistics by alternating matching statistics and transforming to and from wavelet space 93 .

y + δy)| In both cases we match the appropriate statistics in essentially the same way. CORRELATION MODELLING and image space. Simoncelli based his synthesis upon the oriented complex filters of the steerable pyramid described in section 2. We first describe the raw auto-correlation matching method. y)∗wk (x + δx. Simoncelli measured the following image pixels’ statistics. 8. We solve for an appropriate filter to apply to the subbands that will change the autocorrelation by roughly the required amount. 12} indexes the subbands at scale 2. mean. to simply measure and match the image histogram. However. 4. 6} indexes the 6 orientated subbands at scale 1. rk (δx. 3.3. kurtosis.4. 10. y + δy) Magnitude Auto-correlation The second method reduces the size of the parameter set by calculating real valued statistics rk (δx. To make the equations simpler it is also convenient to define wk (x. . y)||wk (x + δx. 2. as in chapter 4. 11. y) the subband k wavelet coefficient1 at position x. variance. δy) for subband k directly from the complex valued auto-correlation of the subband. to avoid mixing changes caused by matching correlation with changes caused by a new set of image statistics we choose. ωy ) as shorthand for these two variables. We start by measuring the parameters of a target image and generating a random (white noise) image of the correct size. δy) based on the auto-correlation of the magnitude of the complex wavelet coefficients. δy) = x y wk (x. minimum and maximum values [108]. k ∈ {1. y) = 0 for any positions that lie outside the subband. y where x and y are integers.94 CHAPTER 6. δy) = x y |wk (x. The DT-CWT subbands contain complex coefficients. We use instead the DT-CWT. rk (δx. We have tested two method based on auto-correlation based statistics. while k ∈ {7. Let Pim (ω) and Pref (ω) be the Fourier 1 In this section we use the more compact notation of a single number k to index subbands at different scales and orientations. Raw Auto-correlation The method generates the statistics rk (δx. The spectrum is a function of both horizontal (ωx ) and vertical (ωy ) frequency. Let H(ω) be the spectrum of the filter. For example. 9. skewness. 5. We use ω = (ωx . These 6 values capture the general shape of the histogram and we would expect them to give results very similar to using the full histogram. We denote wk (x.

Throughout this chapter we will always use a 5 scale DT-CWT decomposition. a better matched auto-correlation.2 to produce the filter spectrum we use an inverse Fourier transform to produce the actual filter coefficients. AUTO-CORRELATION METHOD 95 transforms of the auto-correlations respectively of a subband and the corresponding subband from the transform of the target texture. Although we have not proved that this will always improve the match. To avoid divisions by small numbers we increase the denominator by a small amount δ (in the experiments we use δ = 0.2) The definition of the power spectrum ensures that Pim (ω) and Pref (ω) are always real. For the magnitude auto-correlation method we first compute the magnitude and phase of each coefficient in the subband. Then the above matching method is applied to a subband consisting of just the magnitudes. y) = r(−x. in practice we found that this scheme converged within a few iterations. This results in 5 ∗ 6 = 30 complex subbands plus a real lowpass subband of scaling coefficients.6. −y)∗ and so for an auto-correlation of size K by K (for odd K) .1) We require this output spectrum to be close to the reference spectrum and so the natural filter to use is given by: H(ω) = |Pref (ω)| |Pim (ω)| + δ (6. We then convolve the subband with the filter (this is actually done in the Fourier domain by multiplication) in order to produce a new subband with. Standard filter theory tells us that the power spectrum of the filtered image is given by: Pf ilt (ω) = |H(ω)|2 Pim (ω) (6. After using equation 6. Note that as we only retain a few auto-correlation coefficients the Fourier transforms involved are small and consequently fast. For counting purposes we will treat the real and imaginary parts as separate parameters. We only impose correlations on the complex subbands: the scaling coefficients are not changed during the matching of transform statistics. We only have the central samples of the auto-correlations and so we estimate the power spectra by zero-padding the auto-correlation matrices to twice their size before taking Fourier transforms. The form of the auto-correlation is such that r(x. Finally the new magnitudes are recombined with the original phases to produce the new complex subband. hopefully. Pim (ω) and Pref (ω) are known as the power spectra of the subbands.2.01Pim(0)).

The improvement is even greater if we use the central 5 by 5 samples as shown in figure 6. 0) is always real. We first test the raw auto-correlation method. CORRELATION MODELLING there are only (K 2 + 1)/2 independent complex numbers. the strong correlation is lost.2.3 where the synthetic texture appears very similar in texture to the original. We conclude that we need to record K 2 numbers to record the raw auto-correlation for a single subband.96 CHAPTER 6.3 Auto-correlation Results One texture (of wood grain) on which the energy synthesis method performs poorly is shown in figure 6. These results are just as bad as the . 6. Recording and matching merely the central 3 by 3 samples of the autocorrelation matrix results in the improved results shown in figure 6. For comparison. the energy synthesis method of chapter 4 needs only 30 parameters to describe a texture. The diagonal lines are longer and the image is more tightly constrained to one orientation. Next we test the magnitude auto-correlation method. For the magnitude auto-correlation this is reduced to 15(K 2 + 1). Figure 6. the central sample r(0. The problem is the highly correlated lines of grain that cross the Matching size 1x1 mag autocorrelation Target texture Processed picture after 3 iterations Figure 6. Moreover.4 shows the results of using the central 5 by 5 samples of the magnitude auto-correlation (there is no noticeable difference if we just match a 3 by 3 auto-correlation). and hence we have a total of 30K 2 parameters describing the transform statistics.1: Results of original energy matching synthesis texture and. although the general diagonal orientation of the texture is reproduced.1.

3: Results of matching 5 by 5 raw auto-correlation values .6.3. AUTO-CORRELATION RESULTS 97 Matching size 3x3 raw autocorrelation Target texture Processed picture after 3 iterations Figure 6.2: Results of matching 3 by 3 raw auto-correlation values Matching size 5x5 raw autocorrelation Target texture Processed picture after 3 iterations Figure 6.

6. This means that significant information is contained in the phases of the wavelet coefficients. .4: Results of matching 5 by 5 magnitude autocorrelation values were found to converge very quickly. More iterations produced negligible changes to the synthesized images. We have shown the results after 3 iterations as these methods Matching size 5x5 mag autocorrelation Target texture Processed picture after 3 iterations Figure 6. This is because at these places there is energy both at an orientation of 45◦ and of −45◦ . We added measures of cross-correlation between subbands in an attempt to solve this problem as described in the following sections. In a similar way.5.98 CHAPTER 6. it also contains several places where there seems to be a more checkerboard appearance. CORRELATION MODELLING original energy synthesis. The original texture contains alternating stripes of strongly orientated material and although the synthetic texture does contain some patches of strongly orientated texture. Therefore when we match the raw auto-correlation we are ensuring that the line segments will be correctly aligned. We described in chapter 3 how complex wavelets can be used for motion estimation because the change in phase of a wavelet coefficient between frames is roughly proportional to the shift of an underlying image. There are some textures for which the auto-correlation does not work as well such as the hessian pattern in figure 6. while magnitude matching fails to help. if a subimage is responding to lines in the image then the phases of the auto-correlation coefficients encode the relative positions of the line segments.4 Discussion The raw auto-correlation matching gives a significant improvement and so is managing to capture the correlation in the image.

There is no reason for the pattern to have any particular alignment within the subimages and we can interpret the subimages as being a single prototype image distorted by different translations.5: Results of matching 5 by 5 raw autocorrelation values 6. y)||wk (x. The problem is that the phase of wavelet coefficients gives information about the location of features in a particular direction.5. This was not a problem for auto-correlation as the coefficients within a single band all respond in the same way to a translation and hence the relative phase contains useful information.j. and between subbands at one scale and those at the next scale. It may seem odd that we use the magnitudes when we have discovered the importance of phase for auto-correlation matching. CROSS-CORRELATION METHOD 99 Target texture Processed picture after 3 iterations Figure 6. We define bl.5 Cross-correlation method We measure the cross-correlations between subbands at one scale. y)|. The translations therefore alter the phase relationship between subbands and hence when the cross-correlation is averaged across the entire texture the individual correlations will tend to cancel out. Suppose that there is a particular pattern that is repeated many times in a certain texture and suppose we break the original image up into lots of smaller subimages containing examples of this pattern. Unfortunately.k (a. The phase of coefficients in the 45◦ subband.6. there is not any significant raw correlation between subbands. while the phase of the coefficients in the −45◦ subband will be much less affected by such a translation [74]. The single scale cross-correlation cjk between subband j and subband k is given by cjk = x y |wj (x. b) to be the correlation . will rapidly change if the image is translated at an angle of −45◦ . say. The between scales cross-correlation measures the correlation between a subband at one scale and the subbands at the next coarser scale.

we do not use a between scales correlation for the coarsest scale subbands as these wavelet coefficients have no parents. The details of the cross-correlation matching method can be found in Simoncelli’s paper [108]. and 6 ∗ 6 ∗ 4 = 144 parameters to describe the cross correlations between subbands at one scale and the next coarser scale. Again we use a measure of magnitude correlations as the raw phases will tend to cancel out2 We need 6 ∗ 5/2 = 15 parameters to describe the cross correlations at a single scale. Raw auto-correlation The 7 by 7 raw auto-correlation matching method from the start of this chapter using 30 ∗ 7 ∗ 7 = 1470 parameters to describe the wavelet statistics. Due to the down sampling in the tree structure each position at scale l + 1 is effectively the parent of 4 positions at scale l.100 CHAPTER 6. Naturally. y)| where a and b take values 0 or 1.j. 2 A way has been proposed to avoid the cancellation when computing the cross-correlation between two subbands at different scales but the same orientation.6 Cross-correlation results and discussion We compare three methods in this section: Energy The subband energy matching method from chapter 4 using 30 parameters to describe the wavelet statistics. 6. The matching procedure first matches the raw auto-correlation values in the way described earlier and then attempts to match the cross-correlations. The experiments presented here do not make use of this modification but details can be found elsewhere [96]. The phases at the coarser scale will change at half the rate of the finer scale and so to make the comparison meaningful the coarser scale coefficients must have their phase doubled.k (a. We use a and b to measure a separate correlation for each of these 4 choices. CORRELATION MODELLING between subband j at scale l and subband k at scale l + 1: bl. 2y + b)||wl+1(x. b) = x y |wl (2x + a. . For the 5 scale decomposition this gives a total of 15∗5+144∗4 = 651 parameters to describe cross correlations in addition to the parameters used to describe the image statistics and auto-correlations.

For texture synthesis it is reasonable to expect an increase in quality for each new feature matched. but synthesis itself is only of secondary interest.6 displays the results of the different methods applied to 4 test images. On all of these textures the auto-correlation method gives a clear improvement compared to the original energy synthesis method but it has a significant increase in the size of the parameter set. cluding the cross-correlation statistics leaves the first three textures essentially unaltered. Original Energy Raw Auto−correlation Cross−correlation In- Figure 6. but there is also a possible decrease in performance. The most obvious drawbacks are that the storage and computation requirements are increased. CROSS-CORRELATION RESULTS AND DISCUSSION 101 Cross-correlation The 7 by 7 raw auto-correlation matching together with cross-correlation matching to give a total of 30 ∗ 7 ∗ 7 + 651 = 2121 parameters to describe the wavelet statistics.6.6. The last hessian texture may be considered to be slightly improved but the improvement is certainly not very large. Figure 6.6: Comparison of different synthesis methods. There are several penalties associated with the increased feature set size. The main interest is in .

4. 3. We first describe this algorithm and then explain why it is approximately equivalent to calculating a local auto-correlation estimate. 2. CORRELATION MODELLING using the features for texture analysis. Filter the subband Hk (u. v) vertically with the filter 1 − z −1 to produce Dk (u. Filter the subband Hk (u. v) vertically with the filter 1 − z −1 to produce Bk (u. Filter the subband Wk (u. and for analysis applications extra features can be a disadvantage. 6.7 Large feature set segmentation For the reasons mentioned above it would be inappropriate to try and use the more than 2000 auto and cross correlation parameters for texture segmentation but it would be interesting to see the effect of using features based on the 3 by 3 raw auto-correlation. Instead we consider a very simple extension of the DT-CWT that performs extra filtering on each subband to determine four features per subband. large textural regions are needed to reliably estimate the feature values. while for segmentation we clearly need local estimates of feature values. v) vertically with the filter 1 + z −1 to produce Ak (u. v) is split into four by: 1.102 CHAPTER 6. 6. v). v) vertically with the filter 1 + z −1 to produce Ck (u. v). . 2. We cannot directly use the auto-correlation to provide features because we just get one auto-correlation value for the entire subband. 3. v) horizontally with the filter 1 − z −1 to produce Hk (u. Filter the subband Lk (u. the features may have significant correlations – this causes problems if we want to use simple metrics to compare feature sets. The next section examines the performance of a larger feature set for the segmentation task. v). Each subband Wk (u. Filter the subband Lk (u. the features may be modelling variation within a single texture class. The principal problems with extra features are that: 1. v). v) horizontally with the filter 1 + z −1 to produce Lk (u. 5. We propose using a simple shift invariant extension to the DT-CWT based on the Haar wavelet transform. v). Filter the subband Wk (u. v).

3 0.3 0.4 Horizontal Frequency Figure 6. 0.3 0.3 0. Figure 6. The new subbands approximately quarter the frequency response of the original subband.2 0.2 0.7 shows contours of the frequency responses for the four subbands derived from the original 45◦ subband at scale 2.1 0.1 0.3 0. Contours are plotted at 90%.7: 2-D frequency responses for the four subbands derived from the level 2 45◦ subband.5 0. 50%.2 0. 25% of the peak amplitude.4 Horizontal Frequency 0.1 0 Vertical Frequency 0 0. Ck .4 Horizontal Frequency Vertical Frequency 0 0.2 0.2 0. Now we explain why this is an appropriate measure of local auto-correlation.1 0 0.5 0.2 0. For the very short filters used here we merely need to repeat the last row (or column) of the image. To motivate our choice we consider a one dimensional example.1 0.1 0.4 Horizontal Frequency Vertical Frequency 0 0.3 0.4 0. Dk rather than on the original subbands. Edge extension is important when filters overlap the edge of an image.4 0.1 0 Vertical Frequency 0 0. LARGE FEATURE SET SEGMENTATION 103 All the filtering operations are nondecimated and use symmetric edge extension.4 0.6. Suppose we filter a signal containing white Gaussian noise of mean zero and variance 1 whose Z transform is X(z) with a filter H(z) = 1 + az −1 where we assume a is real. Let {yk } denote the samples of the filtered signal and {xk } the original white . but the connection with auto-correlation is not as clear.5 0. The features are then calculated as before but based on Ak .2 0.2 0. 75%. This leads to four times as many features.7.3 0. The short filters mean that the features will produce local features. Bk .5 0.4 0.3 0.1 0 0. A dashed contour at the 25% peak level for the original 45◦ scale 2 subband is also shown in each plot.

More precisely. CORRELATION MODELLING noise samples. this gain is not automatic and great care must be taken in choosing features.8 presents the results of using the enlarged feature set for the pixel by pixel segmentation experiment described in section 5. the average auto-correlation for lag 0 is 1 + a2 and it can easily be shown that the auto-correlation for any other lag is 0.2. Also tabulated are the results for the DT-CWT repeated from table 5.104 CHAPTER 6. The output samples {yk } will contain coloured noise. Now consider the expected energy after using the Haar filters. as yk = xk + axk−1 and yk+1 = xk+1 + axk we can calculate the following expected correlations: E {yk yk } = E x2 + 2aE {xk xk−1 } + a2 E x2 k k−1 = 1 + a2 E {yk yk+1 } = E {xk xk+1 } + aE x2 + aE {xk−1 xk+1 } + a2 E {xk−1 xk } k = a This means that the average auto-correlation for lag ±1 is a. This agrees with the argument in the previous section that although extra features can sometimes provide improvements in segmentation. the filtering introduces correlations between the samples. .0% for the DT-CWT. while the difference is 4 times the average auto-correlation at lag 1.5% worse for mosaic a. Table 6. The extended feature set is better for 9 out of the 12 test mosaics but 5. This illustrates the close link between the extra filtering and auto-correlation and suggests why the filtering provides an appropriate measure of local auto-correlation statistics.6.7% compared to 18. The average of the errors for the extended feature set is 17. In other words. The output {fk } of using the 1 + z −1 filter is equivalent to filtering the original white noise with a combined filter of (1 + z −1 )H(z) = 1 + (1 + a)z −1 + az −2 This will therefore produce an output with expected energy E |fk |2 = 1 + (1 + a)2 + a2 = 2(1 + a + a2 ) If instead we filter with 1 − z −1 to get {gk } we have an expected energy of E |gk |2 = 1 + (−1 + a)2 + a2 = 2(1 − a + a2 ) The sum of these two energies is 4 times the average auto-correlation at lag 0.

These conclusions are all based on the subjective quality of synthesized textures.8: Comparison of segmentation results for different transforms 6.1 9.3 33. CONCLUSIONS 105 Mosaic a b c d e f g h i j k l DT-CWT error *100% 10.6 15.8 19.4 21.2 16.4 19.6 1. Matching cross-correlation only slightly changed the results. .3 Extended DT-CWT* 100% 16.9 21.1 18. Numerical experiments using an extended feature set confirmed that auto-correlation related features can sometimes increase segmentation performance but that they can also decrease performance in other cases.1 0.4 8.4 24.6 0.4 34 39.3 28.8.5 14.4 0. The phase is an important part of the correlation because matching features based solely on the magnitude autocorrelation gave inferior results.6 17.8 Conclusions The extra features generated by measuring the autocorrelation of the subbands are useful for modelling longer-range correlations and allow good synthesis of strongly directional textures.6.8 40.2 Figure 6.8 16.


The aim of this dissertation is to explore the use of complex wavelets in image processing. The general approach has been to design what we hope to be an appropriate algorithm for addressing a particular problem and then examine the experimental results. Both approaches are commonly used and both approaches have different advantages. The previous chapters have illustrated their use within certain non-Bayesian methods and now we wish to explore the use within Bayesian processing.Chapter 7 Bayesian modelling in the wavelet domain 7. The purpose of this chapter is to introduce a complex wavelet model and compare this with alternative model formulations and alternative wavelet choices. We consider a number of different ways in which we can define a prior distribution for images and reexpress each model in terms of a multivariate Gaussian. Within this context the choice of wavelet 107 . Note that we are not directly aiming to compare Bayesian and non-Bayesian methodologies. The specific motivation for using the Bayesian methodology to address the problems in the following chapters is to provide a mathematical framework within which we can place and compare techniques. We will now approach image processing from a Bayesian perspective. The concepts of probability distributions and Bayes’ theorem are briefly stated and then used to construct a common framework for a range of different texture models.1 Introduction The previous chapters have been concerned with non-Bayesian image processing techniques. The remaining chapters have a very different flavour.

defined by FX (x) = P (X ≤ x). defined by fX (x) = ∂FX (x) ∂x where FX (x) is the cdf for the random variable.108 CHAPTER 7. y) ∂x∂y . y) = P (X ≤ x. 7. the identification of the auto-correlation of the process in terms of wavelet smoothing.Y (x.Y (x. Basic familiarity with the concepts of probability theory and with the ideas of random processes and their covariance and correlation functions [116] is assumed. We will use the terms pdf or cdf to describe the distribution of a random variable. Probability Density Function (pdf) The pdf for a random variable X is a function fX : R → R . These terms are defined as: Cumulative Distribution Function (cdf) The cdf for a random variable X is a function FX : R → R .Y (x. y) = Conditional pdfs are defined as fX|Y (x|y) = ∂P (X ≤ x|Y = y) ∂x ∂ 2 FX. Joint cdfs are defined as FX. the description of shift invariant wavelet models in terms of a Gaussian random process. Y ≤ y) and joint pdfs as fX.4. and the experimental measurements in 1D and 2D of the effects of using a decimated transform. BAYESIAN MODELLING IN THE WAVELET DOMAIN transform is considered in section 7.2 Introduction to Bayesian inference This section gives a brief introduction to the terminology used for Bayesian inference. The main original contributions are.

we can proceed to define the likelihood for a particular problem and finally infer estimates from observed data. 7. Bayes’ theorem provides a way of estimating the parameters of the model (such as the clean image before noise was added) from the observed data. This represents our knowledge about the model. Likelihood The likelihood is the name for f (y|x).1. Generating a sample from f (y|x) is equivalent to using our model to generate some typical noisy image data based on some particular values of the parameters x. a simple prior for an image might be that all pixels have intensity values independently and uniformly distributed between 0 and 1. For notational simplicity we represent images by placing the pixels into column vectors.) In other words. BAYESIAN IMAGE MODELLING 109 Using these definitions Bayes’ theorem for pdfs can be written as f (x|y) = f (y|x)f (x) f (y) (7.1) where we have dropped the subscripts for clarity (this will usually be done within the dissertation when there is little risk of confusion). In equation 7. Clearly this will be intimately related with the precise application and the models we describe will have a number of parameters that can be tuned depending on the circumstances. This represents the information we have about the model parameters before observing the image data.3 Bayesian image modelling In this chapter we are only concerned with specifying the prior distribution for images. x represents the unknown parameters and y the observed image data. There are special words that refer to particular parts of the formula: Prior The prior distribution is the name for f (x). We will make use of Bayes’ theorem when we have a model that generates images based on some unknown parameters. we explain how. (Later. We will use upper case for vectors of random variables and lower case for observations of . once equipped with a suitable prior.3. in chapters 8 and 9. This represents all the information we have about the model parameters after observing the image data. we are trying to mathematically express the expectations we have for the images that are likely to occur.7. For example. Posterior The posterior distribution is the name for f (x|y).

We use the notation Z s N (µ. The multivariate Gaussian is defined to have the following pdf for Z s N (µ.2) where N is the length of the vector Z and |B| is the determinant of B. We are particularly interested in wide sense stationary processes. Let N be the number of locations within the image. The process is called discrete because values are only defined on the grid of pixel positions that cover the image. the expectation is independent of position: there exists a c ∈ a ∈ {1. There is no assumption that the intensity values must be. integers. One useful standard result is that if Z s N (µ.b = R(xa − xb ) 1 R such that for all The intensity values are given by continuous random variables. B) to denote that the random variables contained in Z are drawn from a multivariate Gaussian distribution with mean µ and covariance matrix B. for example. R is called the autocorrelation function for the random process. Images generated with a multivariate Gaussian distribution are also known as realisations from a discrete1 Gaussian random process. Let xa ∈ R 2 be the position of the ath pixel. B) and Y = AZ where A is a real matrix with N columns and S ≤ N rows then Y s N Aµ. . . . b E {Za Zb } = R(xa − xb ). The second condition means that the covariance matrix B has a specific structure: E {Za Zb } = Ba.110 CHAPTER 7. B) p(Z = z) = 1 (2π)N/2 |B|1/2 1 exp − (z − µ)T B −1 (z − µ) 2 (7. ABAT . A process is defined to be stationary in the wide sense if 1. the correlation of two random variables Za and Zb is a function only of their relative position: there exists a function R : R 2 → R such that for all a. We shall make extensive use of the multivariate Gaussian distribution (also known as a multivariate Normal distribution). BAYESIAN MODELLING IN THE WAVELET DOMAIN such vectors. N} E {Za } = c 2. . The first condition means that µa = E {Za } = c and for simplicity we shall assume that the data has been shifted to ensure c = 0. .

Many models are special cases of this system including. The covariance function of the random process is equal to the autocorrelation function of the filter impulse response. Imagine that we have an image filled with random white noise of variance 1 which is then filtered. This relationship is well known [116] and we highlight a couple of standard results (assuming that the filter is stationary. i.3. we shall call this the direct specification. We now consider a number of standard prior models and convert each case to the equivalent multivariate Gaussian form for the distribution.7. This process generates sample images from the prior. In other cases a method for generating samples from the prior is given. j entry in the covariance matrix is equal to the covariance function of the random process evaluated for the difference in position between pixel i and pixel j. Let R be a column vector containing all the white noise samples. The values Z in the filtered image will be distributed as Z s N 0. BAYESIAN IMAGE MODELLING 111 The covariance function of the random process is defined to be E {(Za − E {Za })(Zb − E {Zb })} and is equal to R(xa − xb ) because E {Za } = E {Zb } = c = 0. we call this a generative specification. that the same filter is used across the entire image): 1. We imagine generating complex white noise in the Fourier domain with variance depending .e. The i. The signals produced by such a system are examples of wide sense stationary discrete Gaussian random processes. AAT . There are two styles of distribution specification that are often encountered. Sometimes a formula for the pdf is explicitly stated. for example. Then let A be a matrix that applies the filtering operation so Z = AR.1 Filter model A simple example of the generative method is the filter model. 7. 2. the ARMA (autoregressive moving average) model.3. 7.2 Fourier model The Fourier model is another generative specification closely related to the previous model.3.

FR D 2 FR + FIT D 2 FI . then inverting the Fourier transform. This is known as Parseval’s theorem: a 2 √ M by √ M . .b = √ exp −2πj √ M M where we assume that the images are square of dimensions of the Fourier transform has the following properties: 1. F H F = IM 2. IM ) Denote the real part of F by FR . The images generated by the Fourier model can be written as as: RR RI F H D (RR + jRI ) where RR and RI are distributed s N (0. BAYESIAN MODELLING IN THE WAVELET DOMAIN on the frequency according to some known law. We define a matrix F to represent the Fourier transform: 1 xT xb a Fa. The energy of the Fourier coefficients is equal to the energy in the image. The inverse is the Hermitian transpose of F . This definition = aH a = aH F H F a = F a 2 Let D be the (real) diagonal matrix that scales white noise of variance 1 to give white noise in the Fourier components of the desired variances.112 CHAPTER 7. and finally taking the real part of the output to generate a sample image. IM ) s N (0. and the imaginary part by FI . The images can be expressed as Z = = F H D (RR + jRI ) T FR − jFIT D (RR + jRI ) T = FR DRR + FIT DRI = T FR D FIT D RR RI and we deduce that the prior distribution is T Z s N 0.

(We also assume that D is a real matrix. Let B = FR D 2 FR + FIT D 2 FI be the covariance matrix. (W T D 2 W )−1 The covariance matrix C = (W T D 2 W )−1 has a strange form. One way to understand the covariance is via the equation W T D 2 W C = W T D 2 W (W T D 2 W )−1 = IN . Take the Fourier transform of an impulse at location xj . 2. If we let the (real) matrix W represent the forward wavelet transform. If we have a complex wavelet transform then it is convenient to treat the real and imaginary parts of the output coefficients as separate real outputs of the transform. 3. and D a diagonal matrix containing the weights we apply to the wavelet coefficients then p(Z = z) ∝ exp − 1 DW z 2 2 1 = exp − zT W T D 2 W z 2 which we can recognise as the form of a multivariate Gaussian.) This equation represents the following process: 1. 4.7. The entry Bij can be written as Bij = eT Bej i T = eT FR D 2 FR + FIT D 2 FI ej i = eT i F H D 2 (FR + jFI ) ej where ei is the column vector containing all zeros except for a one in the ith place.3. Z s N 0. Invert the Fourier transform of the scaled coefficients. This process represents a simple blurring operation and we conclude that the covariance function of the generated random process is given by such a blurred impulse.3 Wavelet direct specification One way of using a wavelet transform to define the prior is to specify a pdf defined on a weighted sum of the squares of the wavelet coefficients of the transform of the image. Extract the real part of the entry at location xi .3. Multiply the Fourier coefficients by the diagonal entries of D 2 . 7. BAYESIAN IMAGE MODELLING 113 T again a multivariate Gaussian. P the reverse wavelet transform.

For a balanced wavelet the wavelet sharpening algorithm consists of the following steps: 1. there is a natural interpretation for W T in terms of the filter tree used to compute wavelets. In other words.3. Multiply the wavelet coefficients by the diagonal entries of D 2 . However. For non-balanced wavelets W T is not the same as the reconstruction transform P . G1 (z) = H1 (z −1 ) where the conjugation operation in these equations is applied only to the coefficients of z. In other words. we use reconstruction filters given by the conjugate time reverse of the analysis filters. but not to z itself. 3.4 Wavelet generative specification We can also generate sample images using wavelets by generating white noise samples of variance 1 for each wavelet coefficient. 2. Recall that for a standard wavelet transform H0 (z) and H1 (z) define the analysis filters while G0 (z) and G1 (z) define the reconstruction filters. 7. the covariance function is such that if we apply a wavelet sharpening process we produce an impulse. scaling them by a diagonal matrix D and then . Invert the wavelet transform. These may no longer correspond to a perfect reconstruction system but if we nevertheless use the reconstruction filter tree with these new filters then we effectively perform a multiplication by W T .e. BAYESIAN MODELLING IN THE WAVELET DOMAIN This means that the ith column of C is transformed by a wavelet sharpening process W T D 2 W to become ei . The mathematics translates to saying that the shape of this covariance function is given by the inverse of the sharpening algorithm applied to an impulse.114 CHAPTER 7. but this is not necessarily true for a redundant balanced wavelet transform. If we are using an orthogonal wavelet transform (i. a non-redundant balanced transform) then the inverse of a wavelet sharpening process will give the same results as a wavelet smoothing process. Take the wavelet transform of the image. We define a new set of ∗ ∗ reconstruction filters G0 (z) = H0 (z −1 ). If we assume that the same weighting is applied to all the coefficients in a particular subband then (for a shift invariant transform) the prior will correspond to a stationary discrete Gaussian random process with some covariance function.

The covariance function for images generated from noise in a single subband is therefore given by the autocovariance of this wavelet. This is the most important model for our purposes as it is the model that will be used in the next chapter. 7. P D 2P T . Forward wavelet transform the impulse. 3. Consequently. 2.4. The next sections report on two factors relating to the accuracy of the results: . Scale the wavelet coefficients by D 2 .7. An alternative view of this method for a S subband wavelet transform is to consider the images as being the sum of the S reconstructions. Each subband has a common scaling applied to the wavelet coefficients and so can be viewed as a special case of the filtering method with the filter being the corresponding reconstruction wavelet.2. Invert the wavelet transform. The assumption that this prior is stationary means that the prior is a stationary discrete Gaussian random process. CHOICE OF WAVELET 115 inverting the wavelet transform.4 Choice of wavelet There are a number of factors to consider in our choice of wavelet.4. the covariance function of this process is given by a smoothing procedure applied to an impulse: 1. Lemma 1 in Appendix B shows that the autocovariance function for a sum of two independent images is given by the sum of the individual covariance functions. We will assume that the same weighting is used for all the coefficients in a particular subband and that the choice of wavelet transform is such that the sample images are implicitly drawn from a stationary prior. The images are generated by Z = P DR and the prior distribution will be given by Z s N 0. this second assumption is discussed in section 7. For a balanced wavelet W = P T and. one from each subband. the covariance of the sum of the reconstructions will be the sum of the individual covariances because the scales all have independent noise sources. just as for the Fourier method.

4. BAYESIAN MODELLING IN THE WAVELET DOMAIN Shift invariance the wavelet generative model is only appropriate for transforms with low shift dependence.7.1 proposes five possibilities for the choice and the following two sections estimate the importance of the factors for each of these choices. The Gaussian pyramid transform (GPT). The analysis filters for the Laplacian pyramid are (short FIR approximations to) the differences between Gaussians of different widths. Flexibility in prior model The covariance structure of the prior model is determined partly by the choice of scaling factors and partly by the choice of wavelet. The GPT is one of the oldest wavelet-like transforms. We will consider five wavelet-like systems: 1. The W-Transform (WWT). 3. 4. 5. A real non-decimated wavelet transform (NDWT) based on the Daubechies filters of order 8. 2. 7.4. We should choose a wavelet that allows us to generate the covariance structure of a given application.116 CHAPTER 7. Further discussion more tightly linked to the nature of the application can be found in section 8. [1] suggested using either the Gaussian or Laplacian pyramid to analyse images. To reconstruct an image from a Laplacian pyramid we use Gaussian reconstruction filters. A real fully decimated wavelet transform (DWT) based on the Daubechies filters of order 8. The dual tree complex wavelet transform (DT-CWT). Section 7. The analysis filters for the Gaussian pyramid are Gaussians. .1 Possible Basis functions We based our discussion of the wavelet generative model on wavelet transforms but the discussion is also applicable for any set of filter coefficients used in the pyramid structure even if the choices do not belong to a wavelet system. Adelson et al.

1: Sequence of operations to reconstruct using a Gaussian Pyramid 5-tap filter √ G(z) = z −2 + 3z −1 + 4 + 3z + z 2 /6 2 (7. The WWT (W-wavelet transform) [67] is a bi-orthogonal wavelet transform.3) gives a close approximation to Gaussian shape and provides good results for very little computation. Choosing G(z) to be a simple Wavelet Coefficients at scale 3 Upsample Rows Wavelet Coefficients at scale 2 Filter Rows with G(z) Upsample Columns Filter Columns with G(z) Upsample Rows Wavelet Coefficients at scale 1 Filter Rows with G(z) Upsample Columns Filter Columns with G(z) Upsample Rows Filter Rows with G(z) Upsample Columns Filter Columns with G(z) Output Surface Figure 7.1 shows the sequence of operations involved in reconstructing a surface from wavelet coefficients at 3 scales.4.7. Figure 7. CHOICE OF WAVELET 117 We will be using the pyramid to reconstruct surfaces and it can be implemented in the same way as a normal dyadic wavelet transform by a succession of upsampling operations and filtering operations. The analysis lowpass filter is 1 H0 (z) = √ −z −1 + 3 + 3z − z 2 2 2 .

4. For shift invariance we require the bandwidth of each wavelet filter to be less than the Nyquist frequency for the corresponding subband [63]. The energy will be shift invariant if there is no aliasing during the wavelet transform. We shall use the WWT in a manner analogous to the pyramid transform with G(z) = z −1 + 3 + 3z + z 2 . The NDWT will be shift invariant because it has no subsampling.118 CHAPTER 7. For the original signal the Nyquist frequency is half the sampling frequency. However. It is useful to consider when a transform is shift invariant. Standard wavelet transforms (DWT) repeatedly split the spectrum into two halves and downsample by a factor of two. Each time we subsample the output of a wavelet filter we halve the Nyquist frequency. 7. BAYESIAN MODELLING IN THE WAVELET DOMAIN and the analysis highpass filter is 1 H1 (z) = √ −z −1 + 3 − 3z + z −2 2 2 The reconstruction filters are also very simple. The real wavelets in the DWT have both positive and negative passbands. The lowpass filter is 1 G0 (z) = √ z −1 + 3 + 3z + z 2 2 2 and the reconstruction highpass filter is 1 G1 (z) = √ z −1 + 3 − 3z − z −2 2 2 Unlike a standard wavelet transform the wavelets at a particular scale are not orthogonal to each other: the orthogonality is sacrificed in order to produce smoother reconstruction wavelets.2 Shift Invariance The wavelet generative model produces a stationary random process if the aliasing is assumed to be negligible. The finite length of the filters means that the bandwidth of each channel will be slightly greater than half the spectrum making these transforms shift dependent. Similarly for the generative specification there will be no aliasing and hence shift invariance as long as this is true. By discriminating between positive and negative frequencies the DT-CWT wavelets only have a single . The direct specification will have a shift invariant prior if the energy within each scale is invariant to translations. for many choices of wavelet the aliasing will be significant.

4. The method described in chapter 8 is used to perform the approximation. The first experiment compares approximation methods in one dimension using the different transforms.7.2 shows the estimated values. The variances for the different scales were (from coarsest to finest) 4. The NDWT. We demonstrate the effect of shift invariance with two experiments. and the standard DWT has a large amount of shift dependence. GPT. We chose the positions and values of six points and then used both methods to approximate 128 regularly spaced values. The actual shape of the approximation is not significant as it is highly dependent on the scaling factors chosen.0. The first gives a qualitative feel for the effect by using a simple one dimensional example. . The GPT and WWT reduce aliasing by decreasing the bandwidth of the lowpass reconstruction filters at the cost of increasing the bandwidth of the lowpass analysis filters.1 and we used a variance of 0. the only difference between repetitions is that each time the origin is slightly shifted. The different transforms produce different approximations because 2 For the NDWT the variance for each scale was reduced by the amount of oversampling in order to produce equivalent results.4.5.2. The WWT has a small amount of shift dependence. and the DT-CWT all appear very close to being shift invariant.3 One dimensional approximation The purpose of this section is merely to give an illustration of the effect of shift dependence. As the generative specification only uses the reconstruction filters the increased analysis bandwidth does not matter. We use a five scale decomposition for each transform.0.0.2. CHOICE OF WAVELET 119 passband. These precise values are not critical because this experiment is just meant to give a feel for the relative performance. These are the qualitative results that we wanted to demonstrate with this experiment. We repeat the experiment 8 times.01 for the measurement noise2 . This reduces the bandwidth to within the Nyquist limit and hence allows the reduction of aliasing [63]. We make use of the approximation method that will be developed in chapter 8 and readers unfamiliar with approximation can safely skip this section. Figure 7. 7. The second gives a quantitative estimate of the amount of variation in the two-dimensional case.1. The results for different origin positions are stacked above one another. and we have marked the original positions and data values with crosses.

4 described the link between a wavelet smoothed impulse and the covariance function of surfaces produced by the wavelet generative model. 7. This is not an important difference because we could also make the DT-CWT and NDWT results smoother by changing the scalings used.120 CHAPTER 7. the wavelet smoothing produces the output z = P D2P T d . BAYESIAN MODELLING IN THE WAVELET DOMAIN Gaussian Pyramid 20 10 0 −10 20 10 0 −10 W Transform 20 40 60 80 100 Dual tree complex wavelet transform 20 40 60 80 Orthogonal real wavelet 100 20 10 0 −10 20 10 0 −10 20 40 60 80 100 Nondecimated real wavelet 20 40 60 80 100 20 10 0 −10 20 40 60 80 100 Figure 7.3. the associated covariance structures are different. We measure the amount of shift dependence by examining the energy of the difference. Using the same notation as in section The basic idea is simple: shift dependence means that smoothing a translated impulse will not be the same as translating a smoothed impulse.2: One dimensional approximation results for different origin positions. The associated random process will only be stationary if the result of smoothing is independent of location.4 Two-dimensional shift dependence Section 7. Crosses show location and values of measured data points. This section describes the results of an experiment to measure the variation in such a smoothed impulse. The WWT and the GPT use lowpass filters with a smaller bandwidth than is usually used for wavelets and therefore the results are smoother.

y)d = k=1 2 σk zk where zk is the average result of reconstructing the data from just the scale k coefficients. The amount of smoothing is determined by the diagonal entries of the matrix D. This allows us to decompose D as K D= k=1 Ek σk (7. CHOICE OF WAVELET 121 where d represents the input image (0 everywhere apart from a single 1 in the centre of the image). y) = − zave . y) to be a matrix that performs a translation to the data of x pixels horizontally and y pixels vertically. y)T P Ek P T S(x. y)T (assuming periodic extension at the edges). The inverse of this transform is S(x. of the error between the wavelet smoothed image and the shift invariant estimate as K 2 2 σk S(x. E(x.4) The output of the wavelet smoothing is z = P D2P T d K = k=1 2 σk P Ek P T d Now define S(x.7. y)d. Suppose that we have a K level transform and that at level k all the scaling factors for the different subbands are equal to σk . By averaging over all translations we can compute a shift invariant estimate that we call zave K 2K −1 2K −1 2 σk k=1 K x=0 y=0 zave = 1/2 2K S(x. y pixels we define the energy. This will give approximately circular priors (the quality of the approximation is demonstrated in the next section). For a particular translation of the data of x. y)T P Ek P T S(x. y). y)T P Ek P T S(x. Define diagonal matrices Ek whose entries are (Ek )ii = 1 if the ith wavelet coefficient belongs to a subband at level k and zero otherwise.4. 2K −1 2K −1 zk = 1/2 2K x=0 y=0 S(x. y)d k=1 E(x.

It may seem strange to have the fourth power of σk .7 K=3 6.4 29. If we define ek (x. y)d − zk where in the last step we have assumed that the errors from each scale will be approximately uncorrelated.5 32. To give a quantitative estimate of the importance of shift dependence for different priors we carry out the following procedure for K varying between 1 and 4: 1.7 32.3: Shift dependence for different scales/dB. 3. y) 2. ek (x. y) = S(x. y)T P Ek P T S(x. Measure the amount of shift dependence f = Eave / zave 2 . y)d − zk T T 2 ≈ k=1 4 σk S(x. y) to be be the error at scale k due to shift invariance. y)T P Ek P T S(x. y) P Ek P S(x.0 35.9 35. BAYESIAN MODELLING IN THE WAVELET DOMAIN K 2 2 σk = k=1 K S(x. The results are converted to signal to noise ratios given by −10 log10 (f ). The error energy depends on the parameters σk and will tend to be dominated by the level k with the largest σk .8 ∞ 18.8 ∞ 18. y)d − zk we can write the energy Eave of the error averaged over all translations as K 2K −1 2K −1 4 σk 1/22K k=1 x=0 y=0 Eave ≈ ek (x. and Eave using the above equations.4 32. . Transform DWT NDWT WWT DT-CWT GPT K=1 6.122 CHAPTER 7. This is a consequence of weighting 2 by σk during the smoothing step.6 ∞ 26.8 ∞ 17. zave . Different applications will have different priors.1 K=4 6. Set σk = 0 for k = K and σK = 1. 2.6 The NDWT has a Figure 7. The results of this experiment for the different transforms are shown in table 7.7 K=2 6. Evaluate zK .8 ∞ 13.3.

(Here we use blank to mean every pixel value is 0. the WWT only manages about 18dB while the DWT has a very poor performance with 7dB. Each choice of scalings for the subbands implicitly defines the signal model as a stationary process with a certain covariance function. Care must be taken when interpreting the SNR values tabulated. As in section 7. For each wavelet transform the following process is used: 1. The increased directionality of the DT-CWT means that it is much more flexible than any of the other methods for modelling anisotropic images.) . the final solution to a problem is based on the posterior density and the posterior is a combination of the likelihood and the prior.e.2 which explains the significance of these measurements for a particular application (of interpolation). Generate a blank image of size 64 × 64. The measurements describe the degree to which the wavelet generative model produces a stationary prior. An quantitative example of the importance of this effect is given in section 8. some directions are allowed more variation than others) then we alter the model so that we can separately vary the scaling factors for each subband. Similarly the multiple trees mean that there is effectively no down-sampling in the first level of the DT-CWT and it also has infinite SNR for K = 1.4.4. In some circumstances the information in the likelihood can counteract the deficiencies in the prior to produce a good quality posterior. 7dB corresponds to an shift dependence error energy of about 20% of the signal energy.7. none of the other methods can produce priors that favour images containing correlations at angles near 45◦ without also favouring correlations at angles near −45◦ .4 the covariance is calculated by a wavelet smoothing method applied to an impulse.5 Flexibility If a prior is required to be anisotropic (i. However. Both the higher scales of the DT-CWT and the GPT have very low amounts of shift dependence with SNR levels around 30dB. For example.7.4. However. 7. in many applications it will be reasonable to assume that the prior for the images is isotropic and so one way of testing the flexibility is to measure how close the covariance function is to being circularly symmetric. CHOICE OF WAVELET 123 SNR of ∞ because this transform has no down-sampling and is shift invariant. However.

8. 6.) The results are shown in figures 7. .6.124 CHAPTER 7.4: Covariance structure for an orthogonal real wavelet. 40 35 60 30 25 20 15 10 5 0 −5 80 60 40 40 20 0 0 20 60 80 10 20 30 40 50 60 30 20 10 50 40 Figure 7.7. The final image produced is proportional to the covariance function.4.5. (The Gaussian pyramid and W transform methods have smoother lowpass filters and we change the scaling factors slightly in order to give a similar shaped covariance.7. Scale the wavelet coefficients at level l by σl2 = 42l . 2 5.7. Wavelet transform the image using 4 levels. Invert the wavelet transform. For large distances the contours are not circular but at such points the correlation is weak and hence not as important. 3. Set the pixel at position (32. 4. The DWT has a significantly non-circular covariance function. and 7. and the NDWT all produce reasonable approximations to circular symmetry. The most important part of these diagrams is the section near the centre. Scale the low pass coefficients by σ5 = 49 . BAYESIAN MODELLING IN THE WAVELET DOMAIN 2. The W transform.7. The Gaussian pyramid produces the most circularly symmetric covariance. The exact values used for the scaling factors in this experiment are not crucial and are just chosen to give results large enough for the symmetry to be seen. DT-CWT. 32) to have value 1.

7.5: Covariance structure for a nondecimated real wavelet.4.6: Covariance structure for the Gaussian pyramid. . 35 30 25 20 15 30 10 20 5 10 0 80 60 40 40 20 0 0 20 60 80 10 20 30 40 50 60 60 50 40 Figure 7. CHOICE OF WAVELET 125 35 30 25 50 20 15 10 5 0 10 −5 80 60 40 40 20 0 0 20 60 80 10 20 30 40 50 60 40 30 20 60 Figure 7.

35 30 25 50 20 15 10 5 0 10 −5 80 60 40 40 20 0 0 20 60 80 10 20 30 40 50 60 40 30 20 60 Figure 7.126 CHAPTER 7.8: Covariance structure for the DT-CWT . .7: Covariance structure for the W transform. BAYESIAN MODELLING IN THE WAVELET DOMAIN 50 60 50 30 40 20 30 20 10 0 80 60 40 40 20 0 0 20 60 80 10 20 30 40 50 60 40 10 Figure 7.

A indicates good behaviour with respect to the property.5 Conclusions The first part of the chapter is based on the assumption that the chosen wavelet transform is shift invariant. However. It is possible to improve the circularity of the wavelet transform results by adjusting the scaling factors for the ±45◦ subbands. these changes will do nothing to alleviate the problems of shift dependence found for the DWT.9: Covariance structure for a translated orthogonal real wavelet. we conclude that each of the four image models . shows the same experiment (still using the DWT) except that we change step 2 to act on the pixel at position (28. 7. 28). Based on this assumption. and a ? indicates intermediate behaviour.6 Summary of results Table 7. CONCLUSIONS 127 Figure 7. The covariance changes to a different (non-circular) 25 20 15 10 5 0 10 −5 80 60 40 40 20 0 0 20 60 80 10 20 30 40 50 60 60 50 40 30 20 Figure 7. shape. These subbands should be treated differently because their frequency responses have centres (in 2D frequency space) further from the origin than the centres of the other subbands at the same scale. a × indicates bad behaviour.10 summarises the flexibility and shift dependence properties of the different trans√ forms.

DT-CWT. For a shift dependent transform the wavelet generative prior model will be corrupted by aliasing.10: Summary of properties for different transforms discussed are equivalent to a wide sense stationary discrete Gaussian random process. • The wavelet direct specification corresponds to a covariance function that transforms to an impulse when a wavelet sharpening operation is applied. • The wavelet generative specification of the prior corresponds to a process with covariance function given by a wavelet smoothed impulse. and GPT all possess reasonably isotropic covariance functions even without tuning the scaling for the ±45◦ subbands.128 CHAPTER 7. WWT. . The experiments in 1D and 2D suggest that these errors are relatively small for the DT-CWT but large for the DWT. The NDWT. In particular we conclude that: • The Filter model corresponds to a process with covariance function given by the autocovariance function of the filter impulse response. BAYESIAN MODELLING IN THE WAVELET DOMAIN Transform DWT NDWT WWT DT-CWT GPT Shift invariant × √ ? √ √ Isotropic modelling × √ √ √ √ Anisotropic modelling × × × √ × Figure 7.

We propose an efficient wavelet approximation scheme and discuss the effect of shift dependence on the results. After a brief description of the problem area we place a number of different interpolation and approximation techniques into the Bayesian framework. the proposed wavelet approximation method. and the method for trading speed and accuracy. Further details about the solution of this problem and the performance of the wavelet method can be found in [35]. The main original contributions are. the method for fast conditional simulation. one that increases speed at the cost of accuracy.1 Summary The purpose of this chapter is to explore the use of the DT-CWT for Bayesian approximation and interpolation in order to illustrate the kind of theoretical results that can be obtained.Chapter 8 Interpolation and Approximation 8. This framework reveals the implicit assumptions of the different methods. Finally we describe two refinements to the method. the experimental measures of these qualities. and one that allows efficient Bayesian sampling of approximated surfaces from the posterior distribution. the theoretical estimates for aesthetic and statistical quality. We assume that a simple stationary process is an adequate prior model for the data but observations are only available for a small number of positions. the Bayesian interpretations of spline processing and minimum smoothness norm solutions. We originally developed these methods for the determination of subsurface structure from a combination of seismic recordings and well logs. 129 .

It is notationally convenient to reorder the locations so that s(a) = a. The prior distribution is Z s N (0. The approximation is called an interpolation in the special case when the estimated image is constrained to precisely honour the sample values.130 CHAPTER 8. we do not assume x1 must be next to x2 ) and so this reordering does not reduce the generality of the analysis. The observations are given by Y = TZ + Q (8. xs(S) . the matrix T selects out the values corresponding to the observed locations. B) where B is a N × N covariance matrix and.1) 0 otherwise When applied to a vector representing an image. The assumption that the process is stationary means that B can be expressed in terms of a covariance function R as Bab = R (xa − xb ) Suppose we have S observations at locations xs(1) .2 Introduction The task is to estimate the contents of an image from just a few noisy point samples.3) (8. Section 8. Let Q ∈ representing the measurement noise: Q s N 0. .2) R S be a vector of random variables . σ 2 IS where σ 2 is the variance of the measurement noise. .g. This is an example of an approximation problem. In other words. . xS . In this chapter we assume that the image is a realisation of a 2D (wide sense) stationary discrete Gaussian random process. . we assume that the image is shifted to have zero mean. . we assume we have observations at the locations x1 . We also assume that the observations are all at distinct locations within the grid. . There is no restriction on the relative positions (e. as before. . INTERPOLATION AND APPROXIMATION 8.9 discusses the implications of the assumptions in this model. Denote the S observations by Y ∈ R S and define a S by N matrix T as Tab = 1 a = b and a ≤ S (8. . Using the same conventions as in chapter 7 we use Z to represent the (unknown) contents of the image.

and Wiener filtering.3. A completely Bayesian approach would involve treating the parameters of the model as random variables and setting priors for their distributions. Splines [119]. There are also more advanced methods such as Kriging [13]. The second part describes the wavelet method and experimental results.3 Posterior distribution Suppose we wish to obtain a point estimate for the random variable Zk corresponding to location xk (we assume that there is no available observation at this location). and inverse distance that work reasonably when the surfaces are smooth and there is little noise but are inappropriate otherwise.8. We will define the basic problem (with known covariance) to be “stationary approximation” (or “stationary interpolation” when σ = 0) but we will usually shorten this to simply “approximation” (or “interpolation”). This chapter describes a wavelet based Bayesian method for (approximately) solving the stationary approximation problem and shows how a number of the alternative techniques are solutions to particular cases of the problem. There are several crude methods such as nearest neighbour. linear triangulation. The first part of this chapter discusses the alternative techniques from a Bayesian perspective. However. Strictly speaking our methods should be described as empirical Bayes because the prior is based on estimated values. As a first step towards relating the techniques section 8.3 describes the form of the posterior distribution for the problem. This problem has been extensively studied and many possible interpolation methods have been proposed. this introduces further complications during inference that would distract from the main aim of evaluating complex wavelets. Radial Basis Functions [97]. 8. In practical applications it is usually possible to estimate these from the sample values [110]. A description of a fully Bayesian approach to the problem can be found in the literature [12]. A reasonable estimate is the mean of the posterior distribution. POSTERIOR DISTRIBUTION 131 In this chapter we will assume that both the covariance structure of the process and the variance σ 2 of the noise added to the samples are known. Let D ∈ R S be the vector of . Let C be the S by S leading submatrix of the covariance matrix B that expresses the correlations between the observation locations. Appendix B proves that the posterior distribution for such a point given observations Y = y is Gaussian and gives an expression for the mean.

. We express the estimate in this form because λ (and hence Λ) does not depend on the location being estimated and therefore point estimates for every location are simultaneously generated by the filtering of Λ.4 8. λS and whose other elements are all zero.4) y = a=1 N R(xa − xk )λa R(xa − xk )Λa a=1 = where Λ ∈ R N is a vector whose first S elements are given by λ1 .k = R(xs(a) − xk ) = R(xa − xk ) ˆ Appendix B shows that the estimated value Zk is given by ˆ Zk = E {Zk |y} = DT σ 2 IS + C If we define a vector λ ∈ R S as λ = σ 2 IS + C then we can express the estimate as ˆ Zk = DT λ S −1 −1 y (8. INTERPOLATION AND APPROXIMATION covariances between the observation locations and location xk . Its basic form. The equation for the estimate can be interpreted as filtering the image Λ with the filter h(x) = R(−x) and then extracting the value at location xk .1 Approximation techniques Kriging Kriging is a collection of general purpose approximation techniques for irregularly sampled data points [13].132 CHAPTER 8. . . Λ represents an image that is blank except at the observation locations. considers an estimator Kk for . Da = E Zs(a) Zk = Bs(a). known as Simple Kriging.4. 8. .

APPROXIMATION TECHNIQUES 133 the random variable Zk that is a linear combination of the observed data values: Kk = w T Y where w is a S × 1 vector containing the coefficients of the linear combination associated with position xk . The expected energy of the error F is given by: F = E (Kk − Zk )2 S S S = E a=1 S S wa Y a b=1 wb Y b − 2E a=1 S wa Y a Zk + E {Zk Zk } = a=1 b=1 wa E {Ya Yb } wb − 2 a=1 wa E {Ya Zk } + E {Zk Zk } F is minimised by setting ∇w F = 0 ∂F =2 E {Ya Yb} wb − 2E {Ya Zk } = 0 ∂wa b=1 This gives a set of S linear equations that can be inverted to solve for w. Now consider the approximation problem again. . The covariance assumption means that we know E {Zk Ya } and E {Ya Yb } for a. . As before we suppose that the data has been preprocessed so that the mean is zero. However. b ∈ {1.5) .8. It is impossible to calculate the posterior distribution because the precise prior distribution is unknown. this is all that is assumed about the prior distribution of the data. S}. . More precisely. there is no assumption that the data is necessarily distributed according to a multivariate Gaussian.4. In particular. We can calculate E {Zk Ya } = E {Zk (Za + Qa )} = E {Zk Za } + E {Zk } E {Qa } = E {Zk Za } = Da S (8. However. . there is sufficient information to calculate the estimator with the nicest properties among the resticted choice of purely linear estimators. The technique is based on the assumption that the mean and covariance structure of the data is known. w is chosen to achieve the minimum expected energy of the error between the estimate and the true value.

We have shown the well-known [4] result that if the random process is a multivariate Gaussian then the simple Kriging estimate is equal to the mean of the posterior distribution.e. in noiseless conditions (i.b while if a = b E {Ya Yb } = Ca. 8. Additionally.4. The link with Radial Basis Functions (RBFs) is straightforward.2 Radial Basis Functions Recall that the Bayesian solution can be implemented by placing weighted impulses (in an otherwise blank image) at the sample locations and then filtering this image with a filter whose impulse response is given by the covariance function. An interpolated image based on RBFs is assumed to be a linear combination of S functions where the functions . for interpolation) the S weights take precisely the values needed to honour the S known data values (for simplicity we ignore the possibility of these equations being degenerate).134 CHAPTER 8. If a = b then similarly E {Ya Yb } = E {(Za + Qa ) (Zb + Qb )} = E {Za Zb } = Ca.b + σ 2 Using these results we can rewrite equation 8.5 in matrix form as 2 C + σ 2 IS w − 2D = 0 and hence deduce that the solution is w = C + σ 2 IS −1 D The estimator corresponding to this minimising parameters is Kk = DT C + σ 2 IS −1 y This estimator is exactly the same as the Bayesian estimate based on a multivariate Gaussian distribution. INTERPOLATION AND APPROXIMATION where we have used the fact that Zk and the measurement noise Qa are independent and that the noise has zero mean.

APPROXIMATION TECHNIQUES 135 are all of the same shape and centered on the S known data points [97]. As before let F be a N by N matrix that represents the (2 dimensional) Fourier transform.4.6) where Ω is the space of images that are both band limited and honour the known observations. Assuming that the limits are well behaved then equation 8.3 Bandlimited interpolation Another approach is to assume that the image is bandlimited (only contains low frequencies) and then calculate the bandlimited image of minimum energy that goes through the data points [37]. but zero otherwise. Let Z denote the estimate produced by this bandlimited interpolation. Define D to be a N by N diagonal matrix whose ath diagonal entry Daa is 1 if the ˆ corresponding frequency is within the allowed band. Using this notation we can write: ˆ Z = argminZ∈Ω ZT Z (8. Now consider expanding the following expression (a(IN − D) + D) −1 2 FZ 2 = 1 (IN − D) + D F Z a . (IN − D) F Z = 0} In order to show the equivalence it is convenient to introduce two additional variables α and σ that represent the degree to which the constraints are imposed. In practice exactly the same equations are used to solve RBF and Kriging problems and the equivalence between these techniques is well-known. The weights in the linear combination are chosen to honour the known values.4.6 can be rewritten as 1 ˆ Z = lim lim argminZ∈RN ZT Z + 2 α→0 σ→0 σ 1 T = lim lim argminZ∈RN Z Z + 2 α→0 σ→0 σ 1 T = lim lim argminZ∈RN Z Z + 2 α→0 σ→0 σ 1 = lim lim argminZ∈RN 1 + 2 α→0 σ→0 α 1 (IN − D) F Z 2 2 α 1 2 T Z − y + 2 ZH F H (IN − D) (IN − D) F Z α 1 1 2 T Z − y + 2 F Z 2 − 2 DF Z 2 α α 1 1 ZT Z + 2 T Z − y 2 − 2 DF Z 2 σ α TZ − y 2 + where we have made use of the identity 2D − D 2 = D 2 .8. Ω = {Z : T Z = y. 8.

which in turn is equivalent to the multivariate Gaussian model.4. in the limit as α → 0.α = argminZ∈RN 2 T Z − y σ 2 −1 2 + α √ (IN − D) + D 1 + α2 FZ is equal to the MAP (Maximum A Posteriori) estimate using the Fourier model. They write that . the prior parameters for the Fourier model tend to Dα = D.4 Minimum smoothness norm interpolation Choi and Baraniuk [23] have proposed a wavelet-based algorithm that finds the signal that goes through the data points with minimum norm in Besov spaces.2 with a coefficient weighting matrix Dα = a (IN − D) + D. for a Gaussian density function the MAP estimate is equal to the posterior mean estimate. Finally.3. We conclude that the estimate produced by the bandlimited interpolation is equivalent to interpolation for a particular Fourier model prior. If we define the prior pdf for Z with this Fourier model and assume that we have white measurement noise of variance σ 2 then Bayes’ theorem can be used to show that: −2 log (p(Z|y)) + k(y) = 1 TZ − y σ2 2 + Dα F Z 2 where k(y) is a function of y corresponding to a normalisation constant. 2 Finally consider the Fourier model from section 7. INTERPOLATION AND APPROXIMATION 1 (IN − D) F Z 2 + DF Z 2 a2 1 = 2 ZH F H (IN − D) (IN − D) F Z + DF Z a 1 1 = 2 ZT Z + 1 − 2 DF Z 2 a a 1 1 = 1 + 2 ZT Z − 2 DF Z 2 α α = √ where a = α/ 1 + α2 .3.136 CHAPTER 8. Section 7. The previous algebra proves that the RHS of this equation is equal to the expression within the earlier minimisation and we conclude that the estimate 1 ˆ Zσ.α becomes the interpolation solution. In the limit σ → 0 the ˆ measurement noise is reduced to zero and Zσ. 8.2 shows that this is equivalent to the multivariate Gaussian with a covariance function given by a lowpass filtered impulse (which will be oscillatory due to the rectangular frequency response). Additionally.

wj.k + j≥j0 k 2αjp 2j(p−2) |wj. t ∈ I = [0. q are hyperparameters of the norm. Prefiltering is used when converting from continuous-time to discrete-time. 1] is 1/q  (8. even if the noise in the signal samples is white Gaussian”. 4. The paper concentrates on the special case of p = q = 2. In the original notation1 the Besov norm f defined as  f where 1.k |2 wj. We give the definitions of Besov and Sobolev norms first in the notation of the paper [23] and then rewrite the definitions in the notation of this dissertation.8) Let Z be a vector of signal samples from the (prefiltered) continuous-time signal f (t).k is the value of the k th wavelet coefficient at scale j.4. uj0 . In practical algorithms the choice is not important because the scaling coefficients are generally preserved. f α W2 (L2 (I)) = uj0. p.7) q/p q p =  uj0 . α.k |p = I |f (t)|p dt. APPROXIMATION TECHNIQUES 137 “the interpolated signal obtained by minimum-smoothness norm interpolation is difficult to characterize. This section briefly describes their algorithm and suggests a characterisation of the interpolated signal as the sum of the posterior mean estimate for stationary interpolation (as described in section 8.k 2 2 + j≥j0 . The Lp (I) space is the set of all functions on I with bounded norm f 2. 3. We do not consider prefiltering in this dissertation because we assume that data will always be 1 There are a number of different treatments of the scaling coefficients in Besov norm definitions. We choose the given definition as being the most natural. The scale j0 represents the coarsest scale under consideration. .k is the value of the k th scaling coefficient.8.2) and an error term caused by shift dependence. 5. It is necessary in order for the wavelet coefficients of Z to match the wavelet coefficients of f (t). In this case the Besov norm is called the Sobolev norm and is written 1/2 p p α Bq (LP (I)) α Bq (LP (I)) for a continuous-time signal f (t).k | αj 2 (8.

As before we define the wavelet coefficients (from a one dimensional wavelet transform) to be given by w = W Z. Also recall from section 7. Recall that the wavelet direct specification defined the prior as p(Z = z) ∝ exp − 1 DW z 2 2 The minimum smoothness norm solution is therefore equivalent to selecting the highest probability image that honours the observations. We now define a diagonal matrix D to have diagonal entries Daa = 1 if wa is a scaling coefficient and Daa = 2αk if wa is a scale k wavelet coefficient. The published paper made use of a fully decimated wavelet transform. Section 7. INTERPOLATION AND APPROXIMATION provided in sampled form.3. that MSN should really be considered as performing nonGaussian interpolation and that what we have called the “error” due to shift dependence .3 that for an orthogonal transform the covariance function can also be expressed in terms of a wavelet smoothed impulse. the same equation describes the norm for two dimensional wavelet transforms if we use the earlier notation for which Z is a vector representing an entire image. It may be thought that this is unfair. We conclude that the solution is equal to the MAP estimate using the wavelet direct specification to generate the prior. The algorithm [23] found (using a least squares calculation) the wavelet coefficients with minimum Sobolev norm that interpolated the known points. and W represents a two-dimensional transform. We conclude that the minimum smoothness norm interpolation is equivalent to solving the stationary interpolation problem (with covariance function given by an inverse wavelet sharpened impulse) with the quality of the solution determined by the amount of shift dependence. Later we display experiments comparing the performance of the DWT with alternative transforms to show the considerable effect of shift dependence.9) Although we have defined the Sobolev norm in terms of the one dimensional transform. Armed with this notation the Sobolev norm can be expressed as f α W2 (L2 (I)) = DW Z (8.138 CHAPTER 8. We have described the minimum smoothness norm (MSN) solution as a Bayesian solution to stationary interpolation plus an error caused by shift dependence. Further details can be found in the literature [113. 23].3 showed that this is equivalent to a stationary Gaussian discrete random process assuming that the wavelet transform is sufficiently shift invariant.3.

Therefore the solution provided by this method should be considered as the average over all positions of the origin. Our defence to this criticism is that there is no prior information about the absolute location of signal features and shifting the origin location should not affect the output. we show that when all the origin positions are considered the average solution will always be a better estimate than using the basic MSN solutions. The proof is straightforward.4. APPROXIMATION TECHNIQUES 139 is actually an additional term that makes the technique superior to standard methods. More precisely. plus an error term due to the particular choice of origin position used in the algorithm. The average solution Z0 is defined as 1 ˆ Z0 = NO NO ˆ Zi i=1 ˆ Then it is required to prove that the energy of the error for the average solution Z − Z0 2 ˆ is always less than the average energy for the individual solutions 1/NO NO Z − Zi 2 . We finish this section by proving that the accusation will never hold. In this context we measure the quality of a solution by means of the energy of the error. This last statement may need a little further support as it could be argued that the average always gives smooth answers while MSN will be able to model discontinuities better. i=1 The error for the individual solutions can be written as 1 NO NO ˆ Z − Zi i=1 2 = 2 1 NO = 1 NO NO ˆ ˆ ˆ Z − Z0 + Z0 − Zi i=1 NO ˆ Z − Z0 i=1 2 2 ˆ ˆ + Z0 − Zi ˆ ˆ Z0 − Zi 2 2 ˆ + 2 Z − Z0 T ˆ ˆ Z0 − Zi T NO = ˆ Z − Z0 ˆ Z − Z0 ˆ Z − Z0 1 + NO + 1 NO NO i=1 NO 2 ˆ Z − Z0 + NO ˆ ˆ Z0 − Zi i=1 = ≥ 2 ˆ ˆ Z0 − Zi i=1 2 2 . Let Z represent the true values of the signal (or image – this ˆ proof is valid for both signals and images) and let Zi represent the MSN estimate for the ˆ ith origin position (out of a total of NO possible positions).8.

4 shows that the 2 solution involves inverting the matrix C + σM IS .8. To generate conditional simulations of a surface they use the method described in section 8. We have therefore shown that the energy of the error will always be greater (when averaged over all origin positions) if the MSN solution is used rather than the smoothed solution. If C is a square matrix of width S then in the worst case the gradient algorithm takes S steps to converge to the solution.1 which requires a Kriging-style interpolation to be performed for each realisation. in particular note that no assumption had to be made about the true prior distribution of the data. We first give an overview of the technique and then discuss the methods from a Bayesian perspective.4) and so multiplication by C can be efficiently calculated using wavelet transform techniques. Such an algorithm only uses forward multiplication by C and so can be much more efficient than inverting C. but usually the convergence is much faster than this. then to generate P realisations they will require 2KP wavelet transforms. Nychka allows the weighting factors to vary within a single scale.3.6 Comparison with Spline methods This section discusses the link with B-spline methods. and this variation produces nonstationary surfaces. However. Note that this proof is very general. 8. If their method takes K iterations of the conjugate gradient algorithm to converge. 8. The result is equally valid for good and bad models.4. This matrix can be very large and so is hard to invert.140 CHAPTER 8.5 Large spatial prediction for nonstationary random fields Nychka et al. Equation 8. It does not claim that the average solution will be a good solution.4. The main source for the description of splines is [119] while the Bayesian interpretation is original. especially if some preconditioning methods are used. . [88] have proposed a method for dealing with nonstationarity by using the W transform basis [67]. INTERPOLATION AND APPROXIMATION where the inequality in the last line is strict unless the transform is shift invariant. B-splines have been proposed for solving both interpolation and approximation problems. but it does show that it will always be better than the shift dependent solutions. Nychka makes use of this result by solving using a conjugate gradient algorithm. the matrix C can be written as P D 2 P T (using the notation of section 7.

From a signal processing point of view B-splines can be produced by repeatedly filtering a centred normalized rectangular pulse of width d with itself. The B-splines can be used for either interpolation or approximation. The first is called smoothing splines approximation and involves minimising the energy of the error in the approximation plus an additional energy term. A zero order spline will therefore be the square pulse and a first order spline will be a triangular pulse. Each technique produces an estimate for the true signal. For interpolation the problem is to choose the spline coefficents so that the reconstructed signal passes through the data points. two for approximation) main techniques from a Bayesian perspective. For the uniform sampling case the width d is chosen to be the distance between data points and the height so that the spline has total area equal to 1. This second energy term is the energy of the r th derivative of the approximation. If the coefficients are represented as delta functions (of area equal to the value of the coefficients) at the appropriate locations it is possible to construct the interpolation by filtering with the B-spline function. a B-spline of order n can be generated by convolving this rectangular pulse with itself n times. There are two main techniques for approximation.8. APPROXIMATION TECHNIQUES 141 B-spline A B-spline is a continuous piecewise polynomial function.4. This combined filter is called a cardinal spline (or sometimes the fundamental spline) of order n and converges to a sinc function that effectively performs bandpass filtering of the signal to remove aliased components of the signal. More precisely. We discuss each of the three (one for interpolation. For high order splines this combination of the IIR filter with the B-spline filtering can be viewed as a single filtering operation applied to the original data points (also represented as impulses). and we attempt to describe the prior model for the signal that would produce the same estimates. Higher order splines converge to a Gaussian “bell” shape. and then solving for the least energy of the error. These coefficents can be calculated by applying a simple IIR filter to the data. . The second technique is a least squares approximation and is derived by restricting the number of spline coefficients that are to be used to generate the approximation.

the smoothing spline g (x) of order 2r − 1 is ˆ defined as the function that minimizes +∞ 2 S +∞ −∞ = k=−∞ (g(k) − g (k))2 + λ ˆ ∂ r g (x) ˆ ∂xr 2 dx (8. while the analogy is reasonable when close to the sample points.142 CHAPTER 8. Least squares Least squares techniques are equivalent to the Bayesian maximum a posteriori (MAP) estimate when we assume that there is a flat prior for each parameter. This solution will therefore converge to the band-limited signal and hence the cardinal splines will tend to the sinc interpolator. B-spline filtering of order n is given by smoothing with a unit pulse n + 1 times.3 is clear in that the solution is produced by filtering impulses at the data points with the weights chosen by the requirement of exactly fitting the data. By analogy with the interpolation case it is tempting to think that smoothing splines will correspond to a random process prior with covariance function equal to a 2r − 1 B-spline and measurement noise depending on λ. For the least .10) where λ is a given positive parameter. The similarity to the Bayesian estimate described in section 8. it is inappropriate at long distances. The Bayesian interpretation is that the prior for the signal is a zero mean wide sense stationary discrete Gaussian random process with covariance function equal to the B-spline function of order n. However. Schoenberg has proved the result that the minimising function (even for the general case of non-uniform sampling) is a spline of order n = 2r − 1 with simple knots at the data points[105]. except for very careful choices of the data values. Therefore. The problem is that the integral is zero for polynomials of degree less than r and hence there is no prior information about the likely low order shape of the signal. the smoothing spline estimate at long distances will tend to infinity. Therefore for high orders the high frequencies become less and less likely a priori and the solution will use the lowest frequencies possible that satisfy the data points. Smoothing splines Given a set of discrete signal values {g(k)}. INTERPOLATION AND APPROXIMATION Interpolation The interpolation solution of order n consists of a spline with knot points at the data points.

We have argued that a shift invariant least squares method must interpolate the observations. . Next suppose that we have a discrete grid containing N locations. This contradiction proves that the B-splines are linearly independent. There is an interesting way of seeing that such an estimate cannot be shift invariant. including an image that interpolates all the observations. However. If the prior is shift invariant then the model must also include the cases of non-zero coefficients centered on any location. First note that the B-splines are linearly independent. all the other B-splines are zero at location k. Now suppose we have the smallest non-empty set of B-splines that possesses a non-trivial (i. The consequence of the linear independence of B-splines is that we must be able to model any image if we can choose the values of all N B-spline coefficients. The explanation is somewhat convoluted and not needed for the rest of this disseratation. if we are allowed to use all N B-spline coefficients then our previous claims show that we can make any image we want. not all coefficients equal to zero) linear combination that is equal to zero at all locations. note that the model includes the case of an image generated from a single non-zero spline coefficient.4. 2.e. APPROXIMATION TECHNIQUES 143 squares spline approach we can also roughly interpret the restricted choice of coefficients as indicating that we know a priori that the original image should be smooth and contain only low frequencies. The least squares approach can be thought of as calculating a MAP estimate based on this prior and the observation model of additive white Gaussian noise. a B-spline at the end of the set will contain at least one location k such that 1.8. This is clear because in any set of B-splines we can always find an “end” B-spline whose support is not covered by the rest of the splines. this “end” B-spline is non-zero at location k. In other words. Clearly the coefficient of the “end” B-spline must be zero to avoid having a non-zero value at location k and hence we can construct a smaller set by excluding the “end” B-spline. The least squares spline approach is an approximation method and hence we conclude that it must be shift dependent. In particular. The least squares approach models the data using a set of K spline coefficients where K is less than the number of observations. If the following is confusing then it can be safely ignored.

and so we can write the likelihood as p(y|w) ∝ exp − 1 (y − T P w)T (y − T P w) 2 2σ . In wavelet space the wavelet generative specification corresponds to the prior w s N 0. P D 2P T where P represents the wavelet reconstruction transform and D a diagonal weighting matrix. . y2 . with the surface indirectly defined as the reconstruction from these wavelet coefficients.4). Instead of modelling the values at every point on the surface. 8. it is better to model the wavelet coefficients directly. INTERPOLATION AND APPROXIMATION This argument is included for interest only and is not meant to be a rigorous mathematical argument (for example. . Let T be a matrix of ones and zeros that extracts the values at the S measurement locations. Recall that the wavelet generative specification uses the prior Z s N 0.144 CHAPTER 8. Suppose we have measurements y1 . Now we wish to derive the posterior distribution for the wavelet coefficients. The following sections will describe an efficient solution. and show results of some numerical experiments that test our predictions. . discuss the choice of wavelet. We can now use Bayes’ theorem p(w|y) = p(y|w)p(w) p(y) ∝ p(y|w)p(w) The likelihood p(y|w) is the pdf that the measurement errors are y − T P w.3. D 2 where w is a column vector containing all the wavelet coefficients (with the real and imaginary parts treated as separate real coefficients). . yS which we stack into a column vector y and that the measurement noise is independent and Gaussian of variance σ 2 and mean zero. This section derives the posterior distribution for the images using Bayes’ theorem.5 Wavelet posterior distribution We now change track and describe an approximation scheme based on the wavelet generative model for images (see 7. a rigorous treatment would need to consider edge effects).

4. Solve for the posterior mean estimates of the wavelet coefficients. 2.12) and so we have shown that the posterior distribution for the wavelet coefficients is a multivariate Gaussian with mean a and variance A−1 . Reconstruct an estimate for the entire image. 3. . 5.6.6 Method for wavelet approximation/interpolation This section describes the wavelet method for estimating an image given a set of data points and estimates of the measurement noise and the covariance structure of the image. The following sections describe how each of these steps can be performed efficiently.11) (8. Calculate which wavelet coefficients are important. METHOD FOR WAVELET APPROXIMATION/INTERPOLATION 145 The prior for the wavelet coefficients is a multivariate Gaussian distribution of mean zero and variance D 2 and so the prior pdf can be written as 1 p(w) ∝ exp − wT D −2 w 2 We can then calculate the posterior and use lemma 3 of appendix B to simplify the equations p(w|y) ∝ exp − 1 1 (y − T P w)T (y − T P w) exp − wT D −2 w 2 2σ 2 1 ∝ exp − wT D −2 + P T T T T P/σ 2 w + wT P T T T y/σ 2 2 1 ∝ exp − (w − a)T A(w − a) 2 where A = D −2 + P T T T T P/σ 2 a = A−1 P T T T y/σ 2 (8. 8. Calculate the responses at the measurement locations to impulses in the wavelet coefficients (matrix T P ). Estimate the amount of energy we expect within each scale.8. The method uses the following five steps: 1.

8. . The choice will depend on the prior information we have available and will therefore depend on the application. INTERPOLATION AND APPROXIMATION 8. This is unlikely to happen but can be partially guarded against by transforming another importance map containing random positive numbers between 1 and 2 at the measurement locations.6. We can greatly reduce the dimension of the problem by leaving out all such unimportant wavelet coefficients. suppose we have a prior estimate for the covariance structure of the data. and in particular its mean value will be zero.2 Important wavelet coefficients It is clear that if the support of a wavelet coefficient does not overlap with any of the data points then the wavelet coefficient does not affect the likelihood of the measured data and so it will have a posterior distribution equal to its prior distribution. We define an importance image to be an image that is zero except at the measurement locations. Any additional important coefficients found can be added to the list. and select the choice that did best. We will define the important coefficients as those whose absolute value is greater than some threshold. If the wavelets used in this method have some negative values then it is possible for this method to miss important coefficients if the responses from different points cancel out. measure the covariance for each image.6.3. One very crude method of choosing D would be to generate images according to the wavelet generative model for several choices of D.3 describes how alternative values permit a trade between accuracy and results. This threshold is initially 0 but section 8.146 CHAPTER 8.1 Estimating scale energies We need to calculate the diagonal matrix D that defines our prior model for the image. A better method uses a result from section 7. This process of model fitting and more sophisticated approaches can be found in [110]. Non-zero coefficients mean that the coefficient is important.4 that proves that the covariance will be given by a simple combination of the covariances from each wavelet subband. 8. For example. The covariance for each subband can be calculated from the autocorrelation of the corresponding reconstruction wavelet and a simple least squares method will allow a good choice of scaling factors to be found. One quick way to determine the important coefficients is to transform such an importance image containing ones at the measurement locations and zeros elsewhere.

7.6.3 Impulse responses The impulse responses for the reconstruction filters depend only on which subband is being inverted. This means that we can generate a single lookup table for each subband which allows us to generate the i. Section 8.7.4 discusses the results of these comparisons. 8.7 Choice of wavelet Section 7. This gives a fast generation of T P .5 Reconstruct image estimate The reconstruction is a straightforward application of the inverse wavelet transform using the values in a to determine the important coefficient values. and 0 in all the unimportant coefficients.7. 8. Section 8.6. j element of T P by calculating the position of the ith data point relative to the j th wavelet coefficient and accessing the lookup table at this relative position.4 Solving for wavelet coefficients Using sparse matrix methods we can quickly generate the matrix A directly from equation 8. This section examines the effect on the speed of the method and investigates the significance of shift dependence. 8.2 contains a theoretical discussion about the probable significance of shift dependence.4 discussed some general principles concerning the choice of transform in the wavelet generative specification.6.11 and then solve the equations Aa = P T T T y/σ 2 using Gaussian elimination which is fast for sparse matrices [98]. CHOICE OF WAVELET 147 8.7. while section 8. 8.3 contains some experimental results that test the predictions of the theory.8.1 Speed The main computational burden is the solution of the linear equations. The number of equations is given by the number of measurement locations plus the number of important .7.

All the decimated systems will have a similar number of important coefficients. The first type. These contours are nice in the sense that they do not have the artefacts (of arbitrary deviations in the contour) seen in figure 7. If SN DW T is the energy of the shift invariant estimate (we asssume that the mean is 0) and Eshif t is the average energy of the error for a shift dependent estimate (relative to the shift invariant estimate) then the aesthetic quality is defined in decibels as QA = 10 log10 SN DW T Eshif t We call this the aesthetic quality because the shift invariant methods tend to give the nicest looking contours (of constant intensity).7. but the non-decimated system will have very many more.1: Count of important coefficients for different transforms 8. Notice that the lack of subsampling in the NDWT produces about ten times more important coefficients than the DT-CWT and will therefore be much slower. INTERPOLATION AND APPROXIMATION wavelet coefficients.148 CHAPTER 8. Table 8. Even the shift invariant estimate will only approximate the unknown surface and it may be the case that the errors due to this statistical uncertainty are much . the aesthetic quality. Transform DWT NDWT WWT DT-CWT GPT number of important coefficients 1327 40860 372 4692 540 Figure 8. It is important to distinguish two types of quality. the statistical quality. The second type.4 produced by aliasing. measures quality relative to the shift invariant solution produced with a nondecimated version of the wavelet transform.1 shows the results.2 Shift Invariance In this section we use simple approximations to predict the effect of shift dependence on the quality of the interpolated results. To illustrate this we generated 20 random sample locations for a 128 by 128 image and counted the number of important coefficients for a 4 scale decomposition. measures quality relative to the actual surface being estimated.



larger than the errors due to shift dependence. If SN DW T is the energy of the shift invariant estimate and EN DW T is the average energy of the error between the shift invariant estimate and the surface being estimated then the statistical quality is defined in decibels as QS = 10 log10 SN DW T EN DW T + Eshif t

To predict these qualities we need to estimate a number of energies. First consider the simple interpolation case when the mean of the data is 0 and the correct value is known at a single point. We have already claimed that: 1. The (posterior mean) estimate will be a scaled version of the covariance function (section 8.3). 2. The covariance function for the wavelet method will be given by smoothed impulses (section 7.3.4). It is therefore reasonable to expect the aesthetic quality (the degradation caused by shift dependence) to be equal to the measured degradation for smoothed impulses given by the values in table 7.3. Now consider the multiple data point case. Widely spaced sample locations will naturally lead to a proportionate increase in the shift dependence error energy. However, there are two main reasons why this may not hold for closer points: 1. The errors may cancel out. 2. There is a correction applied to the size of the impulses so that the interpolated image will honour the known values. The first reason may apply when there are two points close together. The aliasing terms could cancel out to give a lower error, but it is just as likely that they will reinforce each other and give an even higher energy error than the sum. In general this effect is not expected to greatly change the shift dependence error. The second reason is more important. The correction ensures that there will be zero error at the sample values. This zero error has two consequences; first, that there is no uncertainty in the value at the point and, second, that naturally there is zero shift dependence error at the point. This effect will reduce the amount of shift dependence error as the density of data points increases. In the limit when we have samples at every



location then there will be no shift dependence error at all as the output is equal to the input. Although the precise amount of error will depend on the locations of the sample points and covariance function it is still possible to obtain a rough estimate of the amount of error that reveals the problem. Consider solving an interpolation problem with a standard decimated wavelet transform for a grid of N by N pixels. At level k and above there will be N 2 41−k wavelet coefficients. Now suppose that we have N 2 41−p sample points spread roughly evenly across our grid (for some integer p ≥ 1). For a standard decaying covariance function these points will define the coarse coefficients (those at scales k > p) fairly accurately but provide only weak information about the more detailed coefficients. The coefficients at scale k = p will have on average about one sample point per coefficient. These coefficients will therefore tend to produce about the same amount of shift dependence as in the single sample case weighted by the proportion of energy at scale p. The statistical uncertainty in the estimates will be roughly the amount of energy that is expected to be found in the coefficients at scale p and the more detailed scales. Let Ep be the expected energy of the coefficients at scale p. Let E≤p be the total expected energy of the coefficients at scales 1 to p. Let r be the ratio Ep /E≤p . This ratio will be close to one for rapidly decaying covariance functions. The discussion above suggests that, approximately, the statistical uncertainty will correspond to a noise energy of E≤p , while the shift dependence will correspond to a noise energy of f Ep where f is the measure of the amount of shift dependence for the transform. An estimate for the aesthetic quality is therefore: QA ≈ 10 log10 SN DW T f Ep SN DW T = 10 log10 f rE≤p ≈ Q0 − 10 log10 f − 10 log10 r

where Q0 ≈ 10 log10 (SN DW T /E≤p ) is the expected statistical quality of the shift invariant estimate. The aesthetic quality is therefore predicted to be the values in table 7.3 with an offset given by the statistical quality of the estimate plus a constant depending on r. The offset is the same whatever the choice of transform and hence the different transforms should



maintain a constant relative aesthetic quality. For example, the table gives a value for −10 log10 f of about 32dB for the DT-CWT, but only 6.8dB for the DWT and we would therefore expect the aesthetic quality for the DT-CWT to be about 25dB better than for the DWT. As the density of points increases the statistical quality and hence the aesthetic quality will also increase. By using the approximation log(1 + x) ≈ x (valid for small |x|) we can also write a simple approximation for the statistical quality: QS = 10 log10 SN DW T E≤p + f Ep SN DW T E≤p = 10 log10 E≤p E≤p + f rE≤p = Q0 − 10 log10 (1 + f r) 10 fr ≈ Q0 − log 10

In order to judge the significance of this we must know values for f and r. The measure of shift dependence f has been tabulated earlier converted to decibels. This is convenient for the aesthetic quality formula, but for the statistical quality we need to know the precise value of this factor. For convenience, the actual values are shown in table 8.2. Transform DWT NDWT WWT DT-CWT GPT K=1 0.21 0 0.044 0 0.0021 K=2 0.21 0 0.018 0.0011 0.0005 K=3 0.21 0 0.015 0.0005 0.0003 K=4 0.21 0 0.014 0.0006 0.0003 Now

Figure 8.2: Shift dependence for different scales. suppose that r = 1/2. This is roughly the value for the covariance function plotted in figure 7.4 because at each coarser level there are four times fewer coefficients, but σl2 is eight times larger. There is therefore approximately twice the energy at the next coarser level than just the previous level, and hence approximately equal energy at the next coarser level to all the previous levels. Substituting for the values in equation 8.13 allows the prediction of the reduction in statistical quality caused by shift dependence. For the DWT the predicted reduction is



−(10/ log(10))(0.21)(0.5) = −0.46dB while for the WWT it is about −0.03dB and for the DT-CWT it is only about −0.001dB. These estimates are not very trustworthy due to the large number of approximations used to obtain them, but they do suggest that we should expect shift dependence to cause a significant decrease in both statistical and aesthetic quality when the standard wavelet transform is used.


Experiments on shift dependence

We measured the statistical and aesthetic qualities for the DT-CWT and the DWT for a variety of sample densities. The wavelet generative model (section 7.3.4) was used to generate the data. In order to produce shift invariant surfaces we use the NDWT transform in the generation. We use equation 7.4 to define the scaling factors with the same choice of σl values as in section 7.4.5. The sample locations were arranged in a grid with equal horizontal and vertical spacing between samples. Let this spacing be s pixels. The sample locations were at the points {(as + δx, bs + δy)} within the image where a, b ∈

Z. The constants δx, δy ∈ Z

effectively adjust the origin for the transforms. For each realisation of the surface these values were chosen uniformly from the set {0, 1, . . . , 15}. To avoid possible edge effects we measured energies averaged only over a square grid of size 3s by 3s centred on a square of four data points away from the edges. For a range of spacings we performed the following procedure: 1. For i ∈ {1, 2, . . . , 32}: (a) Generate a random surface Zi of size 128 by 128. (b) Generate random values for δx, δy. (c) Sample the surface at the points {(as + δx, bs + δy) : a, b ∈ Z} that are within the image. (d) Interpolate the sampled values using the method described in section 8.6. The interpolation is repeated for three different transforms; the NDWT, the DWT, and the DT-CWT. (e) Measure the energies needed to calculate the measures of quality:



• SN DW T,i the energy of the NDWT solution. • EN DW T,i the energy of the error between the NDWT estimate and the original image values. • EDW T,i the energy of the error between the DWT estimate and the NDWT estimate. • EDT −CW T,i the energy of the error between the DT-CWT estimate and the NDWT estimate. 2. Average the energies over all values of i. For example, SN DW T 1 = 32


3. Calculate the relative statistical and aesthetic qualities based on the averaged energies. The aesthetic quality for the DWT is calculated as QA = 10 log10 (SN DW T /EDW T ) and similarly for the DT-CWT. In order to highlight the difference in the absolute statistical quality we compute a relative quality measure RS defined as the difference between the statistical quality for the shift dependent estimate and the statistical quality of the shift invariant estimate Q0 : RS = QS − Q0 SN DW T SN DW T − 10 log10 EN DW T + EDW T EN DW T EN DW T = 10 log10 . EN DW T + EDW T RS will be a negative quantity that measures the loss of statistical quality caused by shift = 10 log10 dependence. Figure 8.3 plots the aesthetic quality against the density of points. Figure 8.4 plots the relative statistical qualtity. In both figures a cross represents the DT-CWT estimate while a circle represents the DWT estimate. Results are not shown for the NDWT since the definitions ensure that this transform will always have an infinite aesthetic quality and a zero relative statistical quality.


Discussion of the significance of shift dependence

The simple theory we proposed predicted (in section 8.7.2) that the aesthetic quality for the DT-CWT would be about 25dB better than for the DWT. The experimental results shown

5 −0.2 Relative statistical quality/dB −0.3: Aesthetic quality for DWT(o) and DT-CWT(x) /dB 0 −0.154 CHAPTER 8.3 −0.7 −4 10 10 −3 10 Samples per pixel −2 10 −1 10 0 Figure 8.6 −0.4 −0. INTERPOLATION AND APPROXIMATION 45 40 35 Aesthetic quality /dB 30 25 20 15 10 5 −4 10 10 −3 10 Samples per pixel −2 10 −1 10 0 Figure 8.4: Relative statistical quality for DWT(o) and DT-CWT(x) /dB .1 −0.

5dB for very high sample densities. We assume that the wavelet coefficients at scales coarser than p are accurately estimated.46dB (this corresponds to an error of about 11%). This effect will tend to . The estimate that r = 1/2 is very crude. The results in figure 8. In practice there will still be some error in these.3 suggest that the improvement in aesthetic quality is actually about 20dB for the DT-CWT. For densities lower than about 1 in 162 = 256 the sample positions are so widely spaced that they will have little effect on each other. CHOICE OF WAVELET 155 in figure 8. For the other scales the ratio will be somewhere between 1 and 1/2. For the most detailed scale E1 = E≤1 and the ratio must be one.6%) while the DT-CWT has almost negligible errors (less than 0.46dB for high sample densities.7. We use 4 level transforms. Nevertheless. Bear in mind that a larger (in magnitude) relative quality means worse results. the shift dependence energy will be proportional to the density. 2. 1. The effect of this is to predict that the relative quality will actually be worse (larger in magnitude) than −0. This is a fairly poor match with the predicted value. The absolute value of the aesthetic quality for the DWT varies from about 20dB for high densities to 9dB for low sample densities.4 suggest that the relative quality is only about −0. while the DT-CWT gives a much improved quality. These experimental results confirm that aesthetically the quality of the DWT is low. The estimates will be very uninformative and the statistical error will be roughly constant (and equal to the variance of the original image). The theory only applies when the critical level is close to one of these levels. However. the experiments confirm the the qualitative prediction that the DWT has an appreciably lower statistical quality (of around 0.25dB. Considering the large number of approximations made in predicting the value this is a reasonable match.2%) caused by shift dependence. 3. The theory predicted that the relative statistical quality for the DWT would be about −0. and therefore for low densities the shift dependence will be relatively insignificant and so the relative quality improves (decreases in magnitude). but that for lower densities the relative quality becomes much smaller (in magnitude).8.01dB.0. Finally we discuss the expected effect of some of the approximations on the discrepancy between the predicted and observed results for the relative quality.

8 8.156 CHAPTER 8. Ep is the expected energy of the level p coefficients in the prior but the actual energy of the coefficients in the interpolated image will tend to be less than this due to the limited information available. Therefore this will produce a worse (larger in magnitude) relative quality. 4. . Construct a queue of locations that cover a grid of positions at which we wish to estimate the intensity values.1 Extensions Background The Kriging mean estimate gives biased results when estimating a nonlinear function of the image [130] (such as the proportion of pixels above a certain threshold). It is better to generate a range of sample images from the posterior and average the results. 5. Remove a point from the queue and use Kriging to estimate the mean and variance of the posterior distribution at that point conditional on all the data values and on all the previous locations for which we have estimated values. In the context of Kriging approximation methods this generation is called conditional simulation [36] and works as follows: 1. INTERPOLATION AND APPROXIMATION increase the statistical error and hence decrease the significance of the shift dependence. This effect will tend to decrease the statistical error and hence increase the significance of the shift dependence. We assume that the wavelet coefficients at scales ≤ p are inaccurately estimated. 2.8. The most significant of these effects are probably the first and last. 8. In practice there will still be some information in these. This is because the estimate is given by the mean of the posterior distribution. The mean of the prior distribution is zero and when there is little information the mean of the posterior will also be close to zero. The effect of this is to predict less shift dependence and hence a better (smaller in magnitude) relative quality. Therefore this will produce a slight improvement (decrease in magnitude) in the relative quality. We assume that the level p coefficients will produce an expected shift dependent energy of f Ep .

Repeat steps 2 and 3 until the queue is empty. We now describe a similar method that acts in wavelet space. 8. A multiple grid approach has been proposed [41] that first simulates the values on a coarse grid using a large data neighbourhood and then the remaining nodes are simulated with a finer neighbourhood.2 Proposal In order to efficiently calculate image samples we calculate samples of the wavelet coefficients and then apply the wavelet reconstruction transform.8. 89] that first generates a random image with the correct covariance function (but that does not depend on the known data values). and then adds on a Kriged image based on the data values minus the values of the random image at the known locations. the estimate for the value at a position is based on all the data points and all the previously calculated points but to increase the speed of the process it is possible to base the estimate just on some of the close points. . It is easy to generate samples of the unimportant wavelet coefficients (whose posterior distribution is the same as their prior) by simulating independent Gaussian noise of the correct variance.8.8. An efficient simulation method has been proposed [57. Each step in this process involves inverting a square matrix whose width increases steadily from the number of measurements to the number of locations we wish to know about. EXTENSIONS 157 3. This calculation involves a huge amount of computation for more than a few hundred locations. As described. This process generates a single sampled image and can be repeated to generate as many samples as are desired. Our approach can be viewed as a multigrid approach. with the additional advantage of wavelet filtering to give better decoupling of the different resolutions making our method faster and more accurate. 4. It is necessary to include points up to the range of the variogram if the results are to be valid and again the computation rapidly becomes prohibitively long. Generate a sample from the Gaussian distribution with the estimated mean and variance and use this to set the value at the new point. This will generate a conditional simulation of the surface and the process can be repeated to generate many different realisations.

A−1 D −2 + P T T T T P/σ 2 A−1 ∼ N a. A similar method of LU factorisation has been used to quickly generate many samples for the Kriging Conditional Simulation method [2] but this method can only simulate a few hundred grid nodes before the cost becomes prohibitive. A−1 This shows that such solutions will be samples from the posterior distribution for the wavelet coefficients. We also get a very sparse set of equations which can be solved much faster than the fuller system that Kriging methods produce. with length equal to the number of measurements plus the number of important wavelet coefficients. The sparsity of A means that Gaussian elimination allows us to quickly solve these equations. . The improvement is possible because the wavelet transform achieves a good measure of decorrelation between different ranges of the covariance function and so can interpolate each scale with an appropriate number of coefficients. Recall from equation 8. We have generated simulated images with a quarter of a million grid nodes using the wavelet method in less than a minute on a single processor.11 that A = D −2 + P T T T T P/σ 2 .158 CHAPTER 8. This is fast because triangular matrices can be quickly inverted using back substitution. Gaussian elimination is equivalent to LU factorisation (the representation of a matrix by the product of a lower triangular matrix L with an upper triangular matrix U) and so we can generate many samples quickly by calculating this ˆ factorisation once and then calculating Z for several values of R. ˆ The vector of random variables Z given by   T T P/σ ˆ Z = A−1 P T T T y/σ 2 + R D −1 will have a multivariate Gaussian distribution and noting that A is a symmetric matrix we can simplify as follows:  T P/σ D −1 T  T P/σ D −1 ˆ Z ∼ N A−1 P T T T y/σ 2 . A−1 A−1  ∼ N a. INTERPOLATION AND APPROXIMATION To generate samples of the important wavelet coefficients consider solving the equations AZ = P T T T y/σ 2 + T P/σ D −1 T R where R is a vector of random samples from a Gaussian of mean zero and variance 1.

3dB).2dB).8. On balance the amount of computation is roughly linear . once with 128 measurements. For 256 measurements.6.6 shows the results of the experiment when we have twice as many data points. and once with 256 measurements. Figure 8. but notice that the same threshold gives greater accuracy with more measurements. It can be seen that the computation decreases for minor increases in the threshold while producing little additional error.2 and measure the total time taken to produce this image (including the determination of the importance map and the wavelet transforms).3 Trading accuracy for speed We examine the trade-off between accuracy and speed by adjusting the threshold used to determine the importance map.8. it takes about 14 seconds (SNR=29.5 plots the time taken for the interpolation versus the SNR of the results. Figure 8. We use a grid of 512 by 512 and generate a mean posterior estimated image using the wavelet method of section 8. This is not quite linear. For 128 measurements. Therefore when we have more measurements we can reduce the computation by using a higher threshold while maintaining the same accuracy. We perform the experiment twice. We calculate the approximation while adjusting the threshold mentioned in section 8. For some of the points we have also displayed the associated threshold level. Consider the threshold of 0. For example.3. the time for determining the importance map and inverting the wavelet transform depends only on the size of the grid.8dB). For each output image S we define the signal to noise ratio (SNR) to be SNR = 10 log10 i i j 2 Cij j (Sij − Cij )2 (8. The correct image C is defined to be that produced by the method with zero threshold.8. and thus easier to solve. An increased threshold makes the equations become sparser. We also timed an interpolation of 512 measurements which took 32 seconds (SNR=33.13) For example.1% of the energy of the surface. a SNR of 30dB is equivalent to saying that the energy of the error is only 0. The same computation decrease is evident. less correlated. This trade-off only affects the time for setting up and solving the equations.6.3 reduces the time by a factor of 3 while giving a SNR of 27dB. EXTENSIONS 159 8. the interpolation takes about 6 seconds (SNR=27. There is also a horizontal dashed line drawn at the time taken for a threshold of zero. a threshold of 0.

04 Threshold=0.160 CHAPTER 8. 50 Time for interpolation Threshold=0.3 5 0 0 20 40 60 SNR /dB 80 100 Figure 8.01 Threshold=0.1 Threshold=0.5: Computation time versus SNR (128 measurements).1 Threshold=0.6: Computation time versus SNR (256 measurements).04 Time for interpolation 15 10 Threshold=0. . INTERPOLATION AND APPROXIMATION 20 Threshold=0.2 Threshold=0.02 40 30 20 10 0 0 Threshold=0.3 20 40 60 SNR /dB 80 100 Figure 8.2 Threshold=0.

Kriging scales very badly with the number of data points. and such an inversion involves computation roughly cubic in the number of points. 4. The model assumes that: 1.9. Often more information may be known about the likely structure of the data and a more sophisticated model using this information will almost certainly give better results but will probably also require much more computation to solve. in certain circumstances this expectation may not hold. the image is a realisation of a 2D stationary discrete Gaussian random process. the measurements lie on grid positions. Two examples are: 1. . the variance of the measurement noise is known. In contrast. 2. the mean and covariance of the random process are known. Infinite variance noise processes (such as alpha-stable noise). a 512 by 512 matrix takes 5.9 seconds and a 1024 by 1024 matrix takes 50 seconds. The first assumption is the most significant. DISCUSSION OF MODEL 161 in the number of measurements for a constant accuracy.9 Discussion of model This section discusses the effect of the following assumptions. The bottle-neck in Kriging is the inversion of a matrix.8. 8. 6. 5. For example.43 seconds. We would expect an assumption of Gaussian measurement noise to be reasonably accurate in most cases even for non-Gaussian noise distributions of zero mean and equal variance. For most applications the original data will only be approximately modelled as a stationary Gaussian random process. To solve a system with S measurements involves the inversion of a S by S matrix. For any problem that is taking a considerable amount of time to solve it will clearly be preferable to use the new wavelet method. 3. the measurements are at distinct locations. independent Gaussian noise corrupts the measurements. inverting a 256 by 256 matrix in Matlab takes 0. However.

but there are many methods available for obtaining estimates of these parameters [110]. Results in the literature related to radial basis functions [97] suggest that the precise shape of the covariance function only has a small effect on the results and therefore we do not expect the errors in the parameter estimates to be significant. Radial Basis Functions. For approximation all the methods work equally well even with the original samples without this constraint. In this case methods that jointly estimate the surface and the reliable measurements should be able to give significantly better results. each method can be viewed as assuming a stationary discrete Gaussian random process for the prior. 8. We argued that Kriging. and spline interpolation can all be viewed as calculating Bayesian posterior mean estimates based on particular assumptions about the prior distribution for the images. The problem is that it is impossible to interpolate two different values at the same position. The restriction that the measurement locations are at distinct locations is an unimportant constraint that is needed only for interpolation. A possible measurement model is that a certain proportion of the measurements are accurate. with the only theoretical difference between the methods being the assumed covariance function. The same argument applies to the variance of the measurement noise. INTERPOLATION AND APPROXIMATION 2. The reason that this is important for complex wavelets is that our proposed method based on the DT-CWT uses a prior of the same form. Bandlimited interpolation. A simple approach to the problem is to replace repeats by a single sample with value given by the average of the repeats. Our method has a number of parameters associated with it and these parameters could be tuned in order that the complex . The assumption of known mean and covariance of the process will almost never be true. More precisely. The assumption that the sample locations lie on grid points is another unimportant constraint because approximating sample locations by the nearest grid point should give sufficiently accurate results for most applications.162 CHAPTER 8. but that the others are badly corrupted.10 Conclusions The first part of this chapter considered alternative interpolation and approximation techniques from a Bayesian viewpoint.

while the DT-CWT produced estimates with statistically insignificant errors due to shift dependence. However. 3. 2. We also developed a method for generating samples from the posterior distribution that can generate large numbers of sample images at a cost of one wavelet reconstruction per sample image. Finally we found a simple method that can be used to increase the speed of the method at the cost of a slight decrease in accuracy. The minimum smoothness norm interpolation based on a decimated wavelet will suffer from shift dependence. Better and faster results (at least for the . The second part of the chapter proposed a wavelet method for interpolation/approximation. even compared to the expected statistical error. We also prove from a Bayesian perspective that shift dependence will always be an additional source of error in estimates. while the computation for Kriging is roughly cubic in the number of data points. However. in practice this is not an appropriate application for any of these wavelet methods. This chapter has argued that the DT-CWT gives much better results than the DWT and much faster results than the NDWT.8.10. We discussed and predicted the effect of shift dependence on measures of aesthetic and statistical quality. the DWT was found to give significantly shift dependent results. The first part also pointed out problems with some other techniques: 1. a comparable method based on the conjugate gradient algorithm [88] requires 2K wavelet transforms per sample image where K is the number of iterations used in the conjugate gradient algorithm. Least squares spline approximation techniques cannot be shift invariant. CONCLUSIONS 163 wavelet method is an approximate implementation of any of the previously mentioned interpolation techniques. it is more useful to use the freedom to tune the DT-CWT method for a particular application. Using this method to achieve a constant accuracy we found that the time to solve the equations is roughly linear in the number of data points. These predictions were tested experimentally and found to be rather inaccurate but they did give a reasonable guide to the relative importance of shift dependence for the different methods. For contrast. Smoothing spline estimates tend to infinity when extrapolated away from the data points. In particular.

In contrast. INTERPOLATION AND APPROXIMATION isotropic case) could be obtained with the GPT. the next chapter will describe an application for which the DT-CWT is not only better than the DWT and the NDWT.164 CHAPTER 8. . but also superior to the leading alternative methods.

the experimental results comparing the results for alternative transforms within the method. We construct an empirical Bayes image prior using complex wavelets and experimentally compare a number of different techniques for solving the resulting equations. We compare the results with alternative deconvolution algorithms including a Bayesian approach based on decimated wavelets and a leading minimax approach based on a special nondecimated wavelet [58]. 9. This model can be written as y = Hx + n 165 (9. then the captured images will be blurred. if a camera lens is distorted. the new iterative deconvolution method. For example. The background for this chapter is largely contained in appendix C which reviews a number of deconvolution methods from a Bayesian perspective.1) .Chapter 9 Deconvolution The purpose of this chapter is to give an example of a Bayesian application that illustrates the performance gains possible with complex wavelets. We explain how to use a complex wavelet image model to enhance blurred images. The main original contributions are.1 Introduction Images are often distorted by the measurement process. or incorrectly focused. and the experimental comparison with alternative techniques. We will assume that the measurement process can be represented by a known stationary linear filter followed by the addition of white noise of mean 0 and variance σ 2 .



where some lexicographic ordering of the original image, x, the observed image, y, and the observation noise, n, is used. The known square matrix H represents the linear distortion. As it is assumed to be stationary we can write it using the Fourier transform matrix F as H = F H MF (9.2)

where M is a diagonal matrix. For an image with P pixels y, x, and n will all be P × 1 column vectors while F , M, and H will be P × P matrices. As both x and n are unknown equation 9.1 therefore represents P linear equations in 2P unknowns and there are many possible solutions. This is known as an ill-conditioned problem. The best solution method depends on what is known about the likely structure of the images. If the original images are well modelled as a stationary Gaussian random process then it is well-known that the optimal (in a least squares sense) solution is given by the Wiener filter. However, for many real world images this model is inappropriate because there is often a significant change in image statistics for different parts of an image. For example, in a wavelet transform of an image most of the high frequency wavelet coefficients tend to have values close to zero, except near object edges where they have much larger values. There have been many proposed methods for restoring images that have been degraded in this way. We restrict our attention to the more mathematically justifiable methods, ignoring the cruder “sharpening” techniques such as using a fixed high-pass filter or some simple modification of wavelet coefficients [14]. (These ignored techniques provide a quick, approximate answer but are less scientifically useful because often they will not provide an accurate reconstruction even in very low noise conditions.) For astronomical imaging deconvolution there are three main strands; the CLEAN method proposed by H¨gbom [44], maximum-entropy deconvolution proposed by Jaynes o [54, 29], and iterative reconstruction algorithms such as the Richardson-Lucy method [102]. For images containing a few point sources (stars) the CLEAN algorithm can give very accurate reconstructions, but for images of real world scenes these methods are less appropriate. Alternative image models are found to give better results. Constrained least squares methods [15] use a filter based regularisation, such as a Laplacian filter, but this tends to give over smoothed results when the image contains sharp edges. More recently there have been attempts to improve the performance near edges. These methods include total variation [123], Markov Random Field (MRF) [56, 132], and wavelet based approaches. There are



two main contrasting methodologies for using wavelets. The first group is based on a minimax perspective [38, 52, 58, 84, 87]. The second group is based on a Bayesian perspective using wavelets to represent the prior expectations for the data [8, 11, 94, 124]. We first describe a general Bayesian framework for image deconvolution. In appendix C we draw out the connections between the different approaches by reviewing the papers mentioned above with reference to the Bayesian framework. Section 9.1.2 summarises the main results from this review. Section 9.1.3 discusses the reasons guiding our choice of prior model based on the material covered in the appendix. This model is detailed in section 9.2 and then we describe the basic minimisation method in section 9.3. We propose a number of alternative choices for minimisation that are experimentally compared in section 9.4. Section 9.5 compares the results to alternative deconvolution methods and section 9.6 presents our conclusions.


Bayesian framework

To treat image deconvolution from the Bayesian perspective we must construct a full model for the problem in which all the images are treated as random variables. We shall use upper case (Y,X,N) to represent the images as random variables, and lower case (y,x,n) to represent specific values for the variables. To specify a full model requires two probability density functions to be specified: 1. The prior p(x) encodes our expectations about which images are more likely to occur in the real world. 2. The likelihood p(y|x) encodes our knowledge about the observation model. (As before, we use the abbreviation x for the event that the random variable X takes value x.) All the reviewed methods (except for the Richardson-Lucy method described in section C.5) use the same observation model and so the likelihood is the same for all of the methods and is given by

p(y|x) =

1 2πσ 2


− ([Hx]i − yi )2 2σ 2


Given observations y, Bayes’ theorem can be used to calculate the a posteriori probability density function (known as the posterior pdf): p(x|y) = p(y|x)p(x) . p(y) (9.3)



There are several techniques available to construct an estimate from the posterior pdf. ˆ Normally a Bayes estimator is based on a function L(θ, θ) that gives the cost of choosing ˆ the estimate θ when the true value is θ. The corresponding Bayes estimator is the choice of ˆ θ that minimises the expected value of the function based on the posterior pdf. However, for the purposes of the review it is most convenient to consider the MAP (maximum a posteriori) estimate. The MAP estimate is given by the image x that maximises the posterior pdf p(x|y). xM AP = argmaxx p(x|y) Usually a logarithmic transform is used to convert this minimisation into a more tractable form: xM AP = argmaxx p(y|x)p(x) p(y) = argmaxx p(y|x)p(x)

= argminx − log (p(y|x)p(x)) = argminx − log (p(x)) − log (p(y|x))

= argminx f (x) +

([Hx]i − yi )2 2σ 2

= argminx f (x) +

1 Hx − y 2σ 2

where f (x) is defined by f (x) = − log (p(x)) . (9.4)

In summary, the MAP estimate is given by minimising a cost function 2σ 2 f (x)+ Hx − y where the choice of f (x) corresponds to the expectations about image structure.

This minimisation problem often appears in the regularisation literature in one of two alternative forms. The first is known as Tikhonov regularisation [117]. A class of feasible solutions Q is defined as those images for which the norm of the residual image is bounded. The residual image is the difference between the observed data and the blurred estimate. Q = {x : y − Hx ≤ }



Tikhonov defined the regularised solution as the one which minimises a stabilising functional f (x). xT IKHON OV = argminx∈Q f (x) The second form is known as Miller regularisation [80]. In this approach the energy of the residual is minimised subject to a constraint on the value of f (x). xM ILLER = argmin{x:f (x)≤E} y − Hx Using the method of undetermined Lagrangian multipliers it can be shown [15] that both problems are equivalent to the MAP minimisation (for particular choices of σ).


Summary of review

Appendix C explains the principles behind the standard deconvolution techniques and attempts to explain the differences from within the Bayesian framework. Several of the methods are equivalent to a particular choice of f (x) (in some cases with additional constraints to ensure the image is positive). These choices are displayed in table 9.1. Explanations of these formulae can be found in the appendix, the numbers in brackets indicate the corresponding section. The Landweber and Van Cittert algorithms are special cases of Wiener Algorithm (section) CLEAN (C.1) Maximum Entropy (C.2) Wiener filtering (C.4) Van Cittert (C.5) Landweber (C.5) Wang (C.10) Starck and Pantin (C.10) Belge (C.10) Pi˜ a and Puetter (C.10) n − Expression for f (x) − log(β) + α

Px x
i j


log P

i xi xi j xj

1 2 i σ2 SNRi | [F x]i | |mi |2 1 − |mi |2 | [F x]i |2 i σ2 1−(1−αmi )K |mi |2 1 − |mi |2 | [F x]i |2 i σ2 1−(1−α|mi |2 )K 2 i λi | [W x]i | |[W x]i | i λi [W x]i − mi − | [W x]i | log mi i

λi | [W x]i |p

|wi |p

Figure 9.1: Prior cost function f (x) expressions for standard deconvolution techniques. filtering (if we remove the positivity constraint). In appendix C we also explain why we



can approximate both constrained least squares (section C.6) and the Richardson-Lucy algorithm (section C.5) as alternative special cases of the Wiener filter. The reason for making these connections is because we can predict an upper bound for the performance of all these methods by evaluating just the best case of Wiener filtering (the oracle Wiener filter). Expressions for f (x) for the total variation (section C.7), Markov Random Field (section C.7), and Banham and Katsagellos’ methods (section C.10) can also be written down1 but the projection (section C.3) and minimax (section C.8) methods are more difficult to fit into the framework. The minimax methods are an alternative approach motivated by the belief that Bayesian methods are inappropriate for use on natural images. Section C.8 discusses the two approaches and explains why we prefer the Bayesian method.



This section discusses the reasons guiding the choice of prior based on the review presented in appendix C. The main issue is to identify the nature of the dependence between the pixels in the original image. For astronomical images of sparsely distributed stars an independence assumption may be reasonable, while for many other kinds of images (including astronomical images of galaxies) such an assumption is inappropriate. If independence is a reasonable assumption then the CLEAN, maximum entropy, and maximally sparse methods are appropriate and the choice largely depends on the desired balance between accuracy and speed. For example, the CLEAN method is fast but can make mistakes for images containing clustered stars. For images that are expected to be relatively smooth then the Wiener filter and iterative methods are appropriate. If the images are known to satisfy some additional constraints (for example, the intensities are often known to be non-negative for physical reasons) or if the blurring function is space varying then the iterative methods such as Richardson-Lucy or constrained least squares are appropriate. Otherwise it is better to use the Wiener filter because it is fast and approximately includes the iterative methods as special cases.

We have not included these expressions because, firstly, they require a considerable amount of spe-

cialised notation to be defined and, secondly, these expressions can easily be found in the literature [8, 56, 90].

This choice means that our proposed method will be an empirical Bayes approach based on the non-stationary Gaussian random process model. Specifically. we choose to use a simple prior model based on an adaptive quadratic cost function [124]. we use a generative specification in which the real and imaginary parts of the wavelet coefficients are independently distributed according to Gaussian distribution laws of zero mean and known variance. white Gaussian noise model means that the likelihood p(y|w) is proportional to exp − 1 HP w − y 2σ 2 2 (9.2. For simplicity we choose to use the quadratic cost function proposed by Wang et al [124]. The previous section described several ways of constructing a prior with wavelets.6) where A is a diagonal matrix with A−1 being the variance of wi .2 Image model We will assume that we have a balanced wavelet transform so that P H = W where P H represents the Hermitian transpose of P . The Markov Random Field and total variation methods are good for images that are well-modelled as being piecewise flat. additive. We can write that the prior pdf p(w) for the wavelet coefficients is proportional to 1 exp − wH Aw 2 (9. IMAGE MODEL 171 For images of scenes containing discontinuities then the total variation and wavelet methods are appropriate. Realisations from the ii prior pdf for images could be calculated by generating wavelet coefficients according to this .9. This can be considered as a simple extension to the model of chapter 7. The assumption of a linear. The wavelet methods tend to give a good compromise for images containing such a mixture of discontinuities and texture. 9. We will assume that the real and imaginary parts of the transform’s outputs are treated as separate coefficients so that W and P are real matrices. but for many natural images this model is only correct for certain parts of the image while in other parts there may be textured or smoothly varying intensities.5) As mentioned in the previous section. We are interested in examining the potential of the DT-CWT within deconvolution and therefore we choose to study the restoration of real-world images rather than sparse starfields.

We define an energy E to be the negative logarithm of the likelihood times the prior (ignoring any constant offsets). Estimate the variances of the wavelet coefficients.3 Iterative Solution The simple assumptions made mean that it is possible to write down the solution to the problem using a matrix pseudoinverse. 2.7) . 6. 3. Repeat steps 4 and 5 ten times. the number of pixels in such problems will mean that the pseudoinverse will take a very long time to evaluate and a much quicker approach is needed. Estimate the PSD of the image. Minimise the energy along a line defined by the search direction.5 and 9. 9. For simplicity we assume that the image has been scaled so that σ = 1. We will attempt to minimise the energy by repeating low dimensional searches in sensible search directions. Figure 9. We assume that each coefficient has an equal variance in its real and imaginary parts.2 contains a flow diagram of this method. The only difference to the previous model is that the variances are allowed to vary between coefficients rather than being the same for all coefficients in a given subband. DECONVOLUTION distribution and then inverting the wavelet transform x = P w.1 explains the estimation steps. For this problem the MAP estimate will be identical to the Bayesian posterior mean estimate because the posterior pdf is a multivariate Gaussian. The 1 HP w − y 2 2 1 + wH Aw 2 (9.172 CHAPTER 9. During the estimation we compute a first estimate x0 of the original image. Initialise the wavelet coefficients. 4. The MAP (maximum a posteriori) answer is given by minimising this energy. With this scaling the energy function is given by combining equations 9.3.6: E= The steps in our method are: 1. However. Section 9. 5. Calculate a search direction.

9.3. ITERATIVE SOLUTION 173 Start Estimate model parameters Image Initialisation Calculate Search Direction Minimise Energy along search direction Have we done enough iterations? Yes Stop No Figure 9. .2: Flow diagram for the proposed wavelet deconvolution method.

1 Variance estimation The method of Wang et al [124] used a similar prior model (based on a real wavelet transform). The variance estimates are given by the energy of the wavelet coefficients of the wavelet transform of an estimate of the original image.3 explains how to minimise the energy within a one dimensional subspace. Compute the wavelet transform w = W x of this image. Details of this process were not given and so we use an alternative estimation technique. Smaller values of α will preserve the signal more. Full regularisation (α = 1) corresponds to using a Wiener denoised estimate. Later in section 9. ˆ A simple estimate for the original image would be the observed data x = y. Our . and I(i) the index of the imaginary part of the complex wavelet coefficient corresponding to index i. This process corresponds to the step Estimate Model Parameters in the flow diagram of figure 9.3.4 we will propose a better initialisation. Estimate the variances Aii = 2 wR(i) 1 2 + wI(i) where R(i) is the index of the real part. DECONVOLUTION detail of this image will probably be unreliable but the lowpass information should be fairly accurate. 9. ˆ 2. we need to: ˆ 1. Alternatively we could compute a deconvolved image via the filter of equation C. Section 9.2 explains how the search direction is chosen. In other words.5.3. These steps are represented in figure 9.2. Obtain an estimate x of the original image. Figure 9. Wiener estimates tend to have smoothed edges and will therefore tend to produce underestimates of the variances near edges. However. Their method for variance estimation was to perform an edge detection operation on the original image and then increase the variances of coefficients near edges. for a typical blurring operation this would underestimate the variances of the coefficients at detailed scales. We initialise the wavelet coefficients to zero.174 CHAPTER 9.3 contains a block diagram of the estimation process. and the scaling coefficients to the scaling coefficients in the transform of the image x0 .3 by the Estimate Wavelet Variances block. Section 9.3. 3. but also contain more noise and thus produce overestimates of the variances.

3: Block diagram of deconvolution estimation process. ITERATIVE SOLUTION 175 Observed Image y Estimate PSD Under−regularized Deconvolution Initial estimate of x Wavelet denoising Second estimate of x Estimate wavelet variances A Figure 9. .9.3.

Square to get an estimate of the observed power spectrum py i = |[F y]i |2 . Nevertheless. 48]. Calculate the Fourier transform of the observed data F y. The constrained least squares method is a variant in which the autocorrelation is assumed to be of a known form [5].1) followed by soft thresholding wavelet denoising.1 it is straightforward to show that the expected value of this estimate is given by ˆ E py = M H Mpx + σ 2 1N where 1N is a N × 1 vector of ones. 1. the comparisons of the DT-CWT method with other published results will never cheat by using an oracle estimate. 3. ˆ 2. The filter of equation C. Hillery and Chin propose an iterative Wiener filter which successively uses the Wiener-filtered signal as an improved prototype to update the power spectrum estimate [48]. This kind of estimate is often required in deconvolution [84. Autoregressive and Markov image models have been used to estimate image statistics [21] but it is reported that the method only works well in noise reduction and not in blur removal [48]. We will always make it clear when we are using such an oracle estimate2 In a real application we need a different estimation technique. By Fourier transforming the observation equation 9. such an estimate is useful in testing methods as it removes the errors caused by bad spectrum estimates. This is called an oracle estimate because it requires knowledge of the original image but this information will naturally not be available in any real application. Within this dissertation we are more concerned with the performance of wavelet methods than classical estimation theory and we use a fast and simple alternative estimation technique. We estimate the power spectrum of the original image by ˆ ˆ px = py − σ 2 1N 2 M H M + βIN −1 In particular. In some experiments we will use the oracle estimate given by the square of the power spectrum of the original image (before convolution). DECONVOLUTION chosen approach is to use the under regularised inverse (with α = 0.5 requires (for α = 0) an estimate of the power spectrum of the original image. .176 CHAPTER 9.

It is important that wi is complex-valued here. the estimate of the original image is given by the under regularised filter. ITERATIVE SOLUTION 177 where β is a parameter used to avoid over amplification near zeros of the blurring filter. Calculate an estimate ai of the signal power in these coefficients.3. The details of this algorithm are: ˆ 1.9.8) ˆ ˆ where Px is a diagonal matrix whose diagonal entries are given by px .3. This gives the ˆ under-regularised image estimate x0 that is further denoised using wavelets.3.01 in the experiments. We use β = 0.9) 2 where σi is the variance of the noise in the wavelet coefficient and γ takes some constant value. A similar approach is used to perform the initial wavelet denoising. The original white noise of variance σ 2 is coloured by both the wavelet transform and the inverse filtering. 2. ˆ 2 ai = |wi |2 − γσi ˆ (9. In practice it is easier to estimate these values by calculating the DT-CWT of an image containing white noise of variance σ 2 that has been filtered according to equation . but here it is more convenient to use the complex form. This filtering can be expressed in matrix form as ˆ ˆ x0 = F H M H M H M Px + ασ 2 IN −1 Fy (9. The value of σi will be the same for all coefficients within the same subband (because the filtering is a stationary filter and different coefficients in a subband correspond to translated impulse responses). This represents the Estimate PSD block in figure 9. First the signal strengths are estimated for each wavelet coefficient and then a Wiener-style gain is applied to each coefficient. Once we have the power spectrum. Let wi be the ith complex wavelet coefficient in the output of this transform. Calculate the complex wavelet transform of the image estimate x0 . This filtering is represented by the Under-regularized Deconvolution block in figure 9. The parameters of both these processes are known which 2 in theory allows the exact calculation of σi . Any negative elements in the estimated power spectrum are set to zero. In the rest of this chapter except for the four steps of this algorithm we use the separated real form of the transform.

A choice of γ = 1 would seem to give a good estimate of the original signal power.3. The average energy of the wavelet coefficients in the corresponding subbands 2 provide estimates of σi . i. ˆ 3. 9.3. Convergence can be improved for a badly conditioned system via a preconditioner. We construct a sequence of search directions h(0) .178 CHAPTER 9. We first describe the conjugate gradient algorithm and then our preconditioning choices.e. . for Hessians close to a multiple of the identity matrix. However. h(1) . One obvious choice is the gradient but better search directions are usually produced by the conjugate gradient algorithm [98].2 Choice of search direction This section describes the contents of the Calculate Search Direction step in figure 9.10) ˆ 4.8. New wavelet coefficients are generated using a Wiener style gain law. wi = ˆ ai ˆ w 2 i ai + σi ˆ (9. In practice we find it is better to use a larger value to avoid this problem. . with this choice there is a significant probability that a low power coefficient will be incorrectly estimated as having a high energy. Let g(i) be the preconditioned descent direction at the ith step of the algorithm. Both algorithms work best for well-conditioned Hessians. This is because the noise only 2 corrupts the coefficients with an average energy of σi . either by the steepest descent algorithm h(i) = g(i) . The inverse DT-CWT is applied to the new wavelet coefficients to give an image x. DECONVOLUTION 9.2. These steps are represented by the Wavelet Denoising block of figure 9. . In the experiments we will always use γ = 3. We will test three types of preconditioning in both gradient and conjugate gradient algorithms for a total of six alternatives. The choice of search direction will only affect the speed of convergence but not the final result. As before negative values of ai are set to zero.

The gradient is given by ∇v E = S H ∇w E. Define scaled wavelet coefficients as v = S −1 w where S = diag {s} for some vector of scaling coefficients s. the search direction for the conjugate gradient algorithm is given by h(0) = g(0) . ITERATIVE SOLUTION 179 or by the conjugate gradient algorithm h(i) = g(i) + |g(i) |2 (i−1) h . The first type corresponds to no preconditioning and g(i) is given by the negative gradient of the energy function (E was defined in equation 9. This defines appropriate directions for changes in the preconditioned coefficients v.3.7).9. Instead for the second type we choose a simpler type of preconditioning that scales the energy function gradient in order to produce a Hessian with diagonal entries equal to 1. |g(i−1) |2 This formula is valid for i > 0. For the first pass. The Hessian of the energy expressed as a function of v is ∇2 E = S H P H H H HP S + S H AS v The ith diagonal entry of this equation is ∇2 E v ii = s2 ti i where ti is the ith diagonal entry of the matrix P H H H HP + A. Appropriate directions for changes to the original coefficients w are therefore given by g(i) = S∇v E = S 2 ∇w E. The Hessian for our system is P H H H HP + A and so the ideal preconditioner would be P H H H HP + A −1 which would transform the Hessian to the identity matrix but this matrix inversion is far too large to be numerically calculated. The required scaling is √ therefore si = 1/ ti . . g(i) = −∇w E = P H H H y − P H H H HP w − Aw. We compare three types of preconditioning. i = 0.

Also note that because these values (for pi ) depend on the choice of blurring filter and wavelet transform but not on the observed data they can be computed once and used for many different test images. The diagonal entries of A are known (these are the inverses of the variance estimates) so consider the matrix P H H H HP . A negative way of looking at this is to say that calculating a good preconditioner involves the same effort as solving the original equations directly. The third type of preconditioning is based on analogy with the WaRD method [84]. ti = Aii + pi . is given by wopt = P H H H HP + A Note that the factor P H H H HP + A −1 −1 P HHHy (9.180 CHAPTER 9. The entry ti can be calculated by: 1. wopt . The vector gradient of the energy is ∇E(w) = −P H H H y + P H H H HP w + Aw therefore the solution to the problem. The value of pi depends only on which subband contains the nonzero coefficient. Apply the spatially reversed blurring filter to get H H HP ei . we can also reverse .7) is a quadratic function of w and hence the optimum can be found by setting the gradient equal to zero. We can therefore compute all the pi by applying this process once for each subband. However. Calculate ti .11) is exactly the same as the ideal preconditioner. The expression for energy (equation 9. Pick out the value of the ith coefficient pi = P H H H HP ei i . To explain the analogy we first derive the analytic solution to the energy minimisation problem. 2. 3. 5. except for the ith coefficient which is set to 1. 4. Invert the wavelet transform to get P ei . 6. to get a unit vector ei . Apply the blurring filter H to get HP ei . Set all wavelet coefficients to zero. Apply the wavelet transform to get P H H H HP ei . 7. DECONVOLUTION This method requires the precomputation of ti .

2. The WaRD search direction is therefore given by ˆ g(i) = w. .9. On the basis of this logic we propose using the WaRD method as a preconditioner because ee have found that it gives a good first approximation to solving the original equations.11 we spot the term P H H H y on the right of both equation.12) The denoising strategy used by the WaRD estimate is as follows: 1. If we compare this equation with equation 9. 3. We deduce that in the WaRD method the rest of the terms together with the wavelet denoising should provide an approximation to the ideal preconditioner. The WaRD method consists of a linear filtering stage followed by a wavelet denoising stage.3. Wavelet transform the image xα . Invert the wavelet transform of the image. Modify each wavelet coefficient by wi = ˆ βi2 βi2 + γi2 wi (9. We now give the details of how this idea is applied. ITERATIVE SOLUTION 181 the logic to say that a reasonable method for solving the original equations will probably also give a reasonable preconditioning method.13) where βi2 is the estimated variance of the wavelet coefficients due to our image model and γi2 is the estimated variance of the wavelets due to the noise (amplified by the inverse filter). We can write the regularised linear filtering used in the WaRD method as xα = F H Px F HHy 2I x + ασ N Px F P P HHHy = FH H M MPx + ασ 2 IN M H MP where Px is a diagonal matrix containing the estimated PSD of the image along the diagonal entries. On the basis of this analogy we will choose a search direction that is the wavelet denoised version of the image xα = F H M H MP Px F P (−∇E|w ) 2 x + ασ IN (9. We use the same strategy except that we are calculating a search direction in wavelet space and so we can omit the final step.

We compare the performance of the six different search direction choices. Multiplication by H H is performed by a reversed version h(−x. Then if we add on a times the search direction w = w0 + aδw and we can express the energy as a function of a as 2E(a) = HP w0 + aHP δw − y 2 + wH + aδw H A (w0 + aδw ) 0 (9.2. Multiplication by P is performed by an inverse wavelet transform.3. 9. 4. Multiplication by P H = W is performed by a forward wavelet transform. The blurred signal to noise ratio (BSNR) is defined as 10 log 10 ( y 2 /(256 ∗ 256)σ 2 ) and noise is added to make this 40dB (we assume that images have been scaled to have zero mean).4 Convergence experiments and discussion We consider the same problem studied by Neelamani et al [84] of the 256 × 256 Cameraman image blurred by a square 9 × 9-point smoother.3 One dimensional search This section describes the contents of the Minimise Energy along search direction step in figure 9. −y) of the blurring filter. 2. Suppose we have an estimate w0 and a search direction δw . 3. These will be called . For large blurring filters it is quicker to implement the linear filters using a Fourier transform. Multiplication by H is performed by the original blurring filter.14) We can minimise this expression by setting the derivative with respect to a equal to zero d(E(a)) = a HP δw 2 + aδw H Aδw da − δw H P H H H (y − HP w0 ) + therefore a= δw H P H H H (y − HP w0 ) − HP δw 2 δw H Aw0 = 0 δw H Aw0 + δw H Aδw When we want to evaluate this expression we never need to do any matrix multiplications because: 1. DECONVOLUTION 9.182 CHAPTER 9.

. x(10) } of restored images x ˆ produced by these algorithms. . The same initialisation is used for all methods and therefore all methods have the same performance at the start of iteration 1. The results from the preconditioned method (PRE) start at a low ISNR but steadily improve (a later experiment will show the performance over many more iterations). WaRDSD for search directions defined by the WaRD method. x(2) . 2. . We observe the following characteristics of the plot: 1.4. Figure 9. The WaRD method achieves a high ISNR after the first pass. PRESD for the steepest descent preconditioned to have ones along the diagonal of the Hessian matrix. but there is little subsequent improvement.9. NOPRECG for the conjugate gradient algorithm with no preconditioning. We use the oracle estimate for the power spectrum of the original image in order that the SNR will be a measure of the convergence of the algorithm rather than of the quality of the power spectrum estimate. 4. . 6. The CG algorithm gives better results than the SD algorithm for the PRE and NOPRE methods but not for the WaRD iterations. 5. WaRDCG for search directions defined by the conjugate gradient algorithm acting on the WaRD directions. The first pass of the conjugate gradient algorithm uses a steepest descent search direction and therefore the CG and SD methods give the same performance at the start of iteration 2. 3. The ISNR actually decreases on several of the steps when the WaRD direction is used. CONVERGENCE EXPERIMENTS AND DISCUSSION 183 NOPRESD for the steepest descent method with no preconditioning. . 7.4 plots the improvement in SNR (ISNR) defined by 10 log 10 ˆ x − y 2 / x − x(n) 2 ˆ for the sequence {ˆ (1) . PRECG for the conjugate gradient algorithm used with the preconditioned system. Convegence is very slow without preconditioning (NOPRE).

.184 CHAPTER 9. DECONVOLUTION 12 11 10 9 WaRD ISNR/dB 8 7 6 5 4 3 1 PRE NOPRE 2 3 4 5 6 7 8 9 10 Iteration Figure 9.4: Performance of different search directions using the steepest descent (x) or the conjugate gradient algorithm (o).

95dB within about 20 iterations. The WaRDCG method displays an oscillation of INSR with increasing iteration.7 plots the value of the energy function E(w) of equation 9.8dB in figure 9. reaching its peak of 11. In the second experiment we use the WaRD method to initialise the wavelet coefficients (step Initialisation of figure 9.4. The preconditioned conjugate gradient search direction gives the best final results. WaRDCG. while the PRESD method requires about 100 iterations to reach the same ISNR level. Figure 9.7 at the start of each iteration. while a single iteration of the WaRD direction (starting from the original initialisation of just the scaling coefficients) only reached about 10.05dB from using the conjugate gradient algorithm rather than the steepest descent algorithm. as suggested by the ISNR results. The PRECG method performs best initially. We will discuss the unusual performance of the WaRD direction more at the end of this section.2).8) and then use the WaRD modification step of equation 9. Note that this is the same as using a single pass of the algorithm with a WaRD direction based on an intialisation of both scaling and wavelet coefficients to zero.9. Note from figure 9. we calculate the wavelet transform of the image x0 (defined in equation 9. We will call this “WaRD initialisation”.6 compares the performance for the PRECG. and another 0.9dB. However. Figure 9.4. for subsequent iterations we expect the off-diagonal elements to become more significant and therefore it is not surprising that the WaRD direction is less effective. In all of the ISNR plots of this section we have seen that . Figure 9.13 to generate our initial wavelet coefficient estimates. Note that we have a much narrower vertical axis range in this figure than before.05dB from using the preconditioned direction rather than the WaRD direction after 10 iterations. CONVERGENCE EXPERIMENTS AND DISCUSSION 185 The WaRD direction is designed to give an estimate of the deconvolved image based on the assumption that the signal and noise are diagonalised in wavelet space [58]. It can be seen that the PRECG method reaches the lowest energy. This again supports the argument that the WaRD method works best when used as it was originally designed rather than to construct search directions.5 plots the results of this experiment. finally settling around 11. More precisely. This is a reasonable initial approximation and consequently the WaRD direction works well the first time. The ISNR is still improving after ten iterations and the third experiment examines the improvement over 100 iterations. There is an improvement of about 0. and PRESD methods on the same image.5 that the WaRD intialisation means that the ISNR is about 11.3dB at the start of the start of the first iteration. We compare different choices for the second search direction.

2 11.1 11 1 WaRDCG 2 3 4 5 6 7 8 9 10 Iteration Figure 9. .6 11.5 PRECG PRESD WaRDSD ISNR/dB NOPRE 11. DECONVOLUTION 12 11.186 CHAPTER 9.8 11.4 11.3 11.7 11.9 11.5: Performance of different search directions using the steepest descent (x) or the conjugate gradient algorithm (o) starting from a WaRD intialisation.

2 0.7: Value of the energy function over 100 iterations .5 11.6 11.24 Energy /pixel 0.2 11.18 0.17 0 PRECG 20 40 Iteration 60 80 100 WaRDCG Figure 9.9 PRECG PRESD 11.21 0.9.26 0.8 11.7 ISNR/dB 11. CONVERGENCE EXPERIMENTS AND DISCUSSION 187 12 11.22 0.27 0.4.23 0.19 PRESD 0.6: Performance of different search directions over 100 iterations 0.4 11.25 0.1 11 0 20 40 Iteration 60 80 100 WaRDCG Figure 9.3 11.

3 Note that we are using the word “prior” in a very loose sense. In our model the matrix A that defines the prior for a particular image has been generated from the image itself. The prior energy decreases but now at the cost of increasing the observation energy. The observation energy decreases and the prior energy increases. 4. Nevertheless. and the prior energy is zero. The poor choice of search direction means that some wavelet coefficients are made large during these initial stages despite having an expected low variance according to the prior distribution.188 CHAPTER 9. We now suggest an explanation for how bad directions can cause such problems: 1. 2. The observation energy is high. 3. Recall that the energy function of equation 9. We choose ten iterations of the PRECG search direction with a WaRD initialisation as a reasonably fast and robust choice for the comparisons with alternative methods. We have already argued that the WaRD direction should not be expected to produce sensible search directions except for the first pass (for which it was designed) but it may still seem strange that the ISNR decreases. and a “prior energy” that measures how well the wavelet coefficients match our prior expectations3 . . This tends to improve the quality of the estimate. In each iteration the total energy (observation energy plus prior energy) decreases but the internal redistribution of energy between the two terms can cause a corresponding fluctuation in the ISNR. DECONVOLUTION the WaRDCG method behaves strangely in that the ISNR often decreases with increasing iterations. a “observation energy” that measures the degree to which the current estimate matches the observations. The poor choice of search direction means that the direction also introduces errors elsewhere in the image.7 has two terms. The first few search directions correct for the most significant places where the observations disagree with the current estimate at the cost of increasing the size of some wavelet coefficients. This will tend to reduce the quality of the estimate.7 confirms that the energy function decreases with every iteration. At the start of the method the wavelet coefficients are all zero and the estimated image is a relatively poor fit to the observations. Subsequent directions attempt to correct for these incorrectly large wavelet coefficients. figure 9.

This PSF is plotted in figure 9. y) = 1 (1 + x2 ) (1 + y 2) for |x|. CMST for the cameraman image blurred with the satellite-like PSF.9. COMPARISON EXPERIMENTS 189 9. We will test the following algorithms Landweber 235 iterations of the Landweber method. We compare two point spread functions (PSF). and an alternative 15 by 15 PSF more like a satellite blurring filter. This alternative PSF is defined as h(x. IGNSQ for the satellite image blurred with the square PSF. The two test images (before blurring) are shown in figure 9. sets which we will call This gives a product of four test data CMSQ for the cameraman image blurred with the square PSF. the 9 by 9 smoother 50 50 100 100 150 150 200 200 250 50 100 150 200 250 250 50 100 150 200 250 Figure 9. the cameraman image used in the previous section and an aerial image of size 256 by 256.8: Test images used in the experiments. |y| ≤ 7.5.9. used above. . The number of iterations was chosen to maximise the ISNR for the CMSQ image.5 Comparison experiments We will compare the performance of algorithms on two images. IGNST for the satellite image blurred with the satellite-like PSF.8. The aerial image is provided by the French Geographical institute (IGN).

The operation of each step is equivalent to averaging the operation of a DWT step over all possible translations.9: Alternative PSF used in experiments.8 tap filter set.02 6 4 2 0 −2 −4 −6 −6 −4 0 −2 2 4 6 Figure 9. but using a real nondecimated wavelet formed from a biorthogonal 6.04 0. but using a real decimated wavelet formed from a biorthogonal 6. PRECGDWT The same algorithm as described in the earlier sections for complex wavelets. DECONVOLUTION 0.190 CHAPTER 9. Oracle Wiener A Wiener filter using the (unrealisable) oracle power spectrum estimate. This algorithm is described in detail in appendix C.08 0.1 0. .06 0.8 tap filter set. PRECGNDWT The same algorithm as described in the earlier sections for complex wavelets. Wiener A Wiener filter using a power spectrum estimated from the observed data[48]. Mirror The non-decimated form of mirror wavelet deconvolution. PRECGDT-CWT Ten iterations of the PRECG search direction starting from a WaRD estimate (using the standard DT-CWT filters of the (13-19) tap near orthogonal filters at level 1 together with the 14-tap Q-shift filters at level ≥ 2).



In each experiment we use a variance of σ 2 = 2. (For the convergence experiments the variance was about 1.7). Except for the Oracle Wiener method we will use realisable estimates of the power spectrum. In other words, all of the algorithms (apart from Oracle Wiener) could be performed on real data. The results of these experiments are tabulated in figure 9.10. Notice the following features of these results: Algorithm Landweber Wiener Oracle Wiener Mirror PRECGDT-CWT PRECGDWT PRECGNDWT CMSQ 7.48 7.31 8.51 3.88 9.36 8.36 8.64 CMST 3.53 2.70 6.38 5.28 7.3 5.43 5.59 IGNSQ 7.49 8.00 9.11 4.71 9.83 8.84 9.28 IGNST 0.489 3.14 6.07 4.61 6.72 4.89 5.09

Figure 9.10: Comparison of ISNR for different algorithms and images /dB 1. The realisable Wiener filter always performs worse than the oracle Wiener by at least 1dB. 2. The Landweber method always performs worse than the Oracle Wiener, but sometimes beats the standard Wiener filter. 3. The Landweber method has a very poor performance on the IGNST image. This illustrates the problems of an incorrect choice for the number of iterations. Further tests reveal that for the IGNST image the optimum performance is reached after 36 iterations, reaching a ISNR of 5.4dB. 4. The Mirror wavelet algorithm beats the standard Wiener filter for the satellite like blurring function (ST), but not for the square blur (SQ). 5. The nondecimated wavelet always performs better than the decimated wavelet. 6. The DT-CWT always performs at least 0.5dB better than any of the other tested algorithms. It is possible to rank these performances into three groups:



1. The Landweber, Mirror, and standard Wiener method. 2. The PRECGDWT, PRECGNDWT, and oracle Wiener method. 3. The PRECGDT-CWT method. The methods in the second group are always better (in these experiments) than those in the first group, and the method in the third group is always better than any other. Finally we attempt to duplicate the experimental setups of published results. Some authors [124] only present results as images and thus it is hard to compare directly but usually a measure of mean squared error (MSE) or improved signal to noise ratio (ISNR) is reported. The cameraman image with a uniform 9 by 9 blur and a blurred signal to noise ratio (BSNR) of 40dB was originally used by Banham and Katsaggelos [8] who report an ISNR of 3.58dB for Wiener restoration, 1.71dB for CLS restoration, and 6.68dB for their adaptive multiscale wavelet-based restoration (Constrained Least Squares, CLS, restoration was described in section C.6 and is another deterministic restoration algorithm whose performance on this task will always be worse than the Oracle Wiener solution). Neelamani et al claim [84] that they use the same experimental setup and quote an ISNR of 8.8dB for the Wiener filter and 10.6dB for the WaRD method. There is a large discrepancy in the Wiener filter results. A small discrepancy is expected as different power spectrum estimates result in different estimates; Banham and Katsaggelos [8] explicitly state that that high frequency components of the spectrum are often lost or inaccurately estimated while Neelamani et al add a small positive constant to the estimate to boost the estimate at high frequencies. A close examination of the published figures reveals that in fact the setup is slightly different for the two cases. Banham and Katsaggelos use a filter that averages the contents in a square neighbourhood centred on each pixel, while Neelamani et al use a filter that averages the contents in a square neighbourhood whose corner is at the pixel. This change in setup does not affect the amount of noise added as the BSNR is insensitive to shifts, nor does it affect the generated estimates. However, it does affect the ISNR because the starting SNR (for the blurred image) is considerably lowered by a translation. Fortunately, the difference merely results in a constant offset to the ISNR values. This offset is given by the ISNR that results from using the centred blurred image rather than the displaced one. Let H represent the offset filter and S the translation that centres the impulse response. The blurred image produced by Neelamani et al is given by Hx + n1 ,



while Banham and Katsaggelos produce an image of SHx+n2 where n1 and n2 are vectors of the noise added to the images. The difference ISNRof f set in the ISNR values for an ˆ image estimate x is therefore ISNRof f set = 10 log10 = 10 log10 = 10 log10 x − Hx − n1 2 − 10 log10 ˆ x−x 2 ˆ x − Hx − n1 2 x − x 2 2 x − SHx − n 2 ˆ x−x 2 2 x − Hx − n1 x − SHx − n2 2 x − SHx − n2 ˆ x−x 2

For the Cameraman image the value of this offset is ISNRof f set = 3.4260dB when there is no noise added. Using a typical noise realisation reduces this to ISNRof f set = 3.4257dB. We see that the noise levels are very low compared to the errors caused by blurring. In our experiments we have followed the setup of Neelamani et al in using the displaced filter. For comparison we have calculated the results of the PRECGDT-CWT and our version of standard Wiener on the same image. The results from the literature (including the adjusted results of Banham and Katsaggelos) are shown in table 9.11, our original results are printed in bold. In these results the CLS method gives the worst results while Algorithm CLS Wiener (Banham and Katsaggelos) Multiscale Kalman filter Wiener (Neelamani et al) WaRD Wiener (our version) PRECGDT-CWT ISNR /dB 5.14 (1.71+3.43) 7.01 (3.58+3.43) 10.11 (6.68+3.43) 8.8 10.6 8.96 11.32

Figure 9.11: Comparison of different published ISNR results for a 9 by 9 uniform blur applied to the Cameraman image with 40dB BSNR. the PRECGDT-CWT method gives the best. The adjustment for the offset filter shows that the WaRD method is 0.5dB better than the multiscale Kalman filter (instead of the claimed 4dB improvement), while the PRECGDT-CWT method is 0.7dB better than the WaRD method (and 1.2dB better than the multiscale Kalman filter).



Figure 9.12 displays the deconvolved images for our Wiener and PRECGDT-CWT approaches. This setup is exactly the same as for the initial experiments in section 9.4.
Original image Observed image

Wiener denoised image (ISNR=8.96)

Restored image after 10 iterations (ISNR=11.32)

Figure 9.12: Deconvolution results for a 9 by 9 uniform blur applied to the Cameraman image with 40dB BSNR using the PRECGDT-CWT method with WaRD initialisation. The results for our method are slightly worse here (11.32dB instead of 11.9dB) because we are now using a realisable estimate of the power spectrum. From figure 9.12 we can see that the results of the PRECGDT-CWT method are considerably sharper and possess less residual noise than the results of the Wiener filter. Belge et al use a Gaussian convolutional kernel [11] h(x, y) = 1 exp −(x2 + y 2 )/(2σx σy ) 4σx σy

with σx = σy = 2 to blur the standard 256 × 256 Mandrill image and add zero mean white Gaussian noise to achieve a BSNR of 30dB. This is an unusual way of writing the kernel



2 2 (normally there would be a factor of π for normalisation and σx σy would be used to divide

x2 + y 2 ) but this is the kernel specified in the paper [11]. Their results are presented in root mean square error ( RMSE = ˆ (1/N 2 ) x − x 2 ) which we have converted to ISNR values (ISNR = −20 log10 (RMSE/R0 ) where R0 is the RMSE of the blurred image). They compare their method to CLS and a total variation algorithm. Table 9.13 compares these results with the PRECGDT-CWT method (using a realisable power spectrum estimate). Our original results are written in bold. We see that in this experiment the PRECGDT-

Algorithm CLS TV Adaptive edge-preserving regularization PRECGDT-CWT

ISNR /dB 0.716 0.854 0.862 1.326

Figure 9.13: Comparison of different published ISNR results for a Gaussian blur applied to the Mandrill image with 30dB BSNR. CWT method improves the results by 0.46dB compared to the adaptive edge-preserving regularization method. The original, blurred, and restored images using our method are shown in figure 9.14. One warning should be attached to these results: the definition of SNR is not explicitly stated in the reference, we assume the definition (based on the variance of the image) given in section 9.4. Sun [115] used a uniform 3 by 3 blur and 40dB BSNR acting on a 128 by 128 version of Lenna to test a variety of Modified Hopfield Neural Network methods for solving the Constrained Least Squares formulation. Sun tested three new algorithms (“Alg. 1”, ”Alg. 2”, ”Alg. 3”) proposed in the paper [115] plus three algorithms from other sources (the “SA” and “ZCVJ” algorithms [133], and the “PK” algorithm [92]). We claim in section C.6 that the converged solution must be worse than the Oracle Wiener estimate, but acknowledge that intermediate results may be better. We tested the PRECGDT-CWT method (using a realisable power spectrum estimate) and two choices of Wiener filter (the oracle Wiener filter, and a Wiener filter based on the same power spectrum estimate as used in the PRECGDT-CWT method) on this problem. The results of all these comparisons is shown in figure 9.15. Our original results are written in bold.

196 CHAPTER 9. . DECONVOLUTION Original Blurred Restored Figure 9.14: Deconvolution results for a Gaussian blur applied to the Mandrill image with 30dB BSNR using the PRECGDT-CWT method with WaRD initialisation.

19dB.5. The PRECGDT-CWT method does particularly well in this case4 . A change in PSF requires a change in the likelihood term but the same 4 In this method we use a centred blurring filter to avoid the artificial BSNR improvement described earlier. 1 Alg.1 Discussion Mirror wavelets are designed for hyperbolic deconvolution. while a second term (the likelihood) is used to describe the observation model and makes explicit use of the PSF. This is better than the realisable Wiener filter results.41 8. 2 Alg. . the subbands have a tight frequency localisation for high frequencies.38 5.13 6. However. the 9 by 9 smoothing filter (SQ) has many zeros in its frequency response and consequently the mirror wavelets are inappropriate and give poor results. In contrast. The best of the previously published results is the “SA” algorithm which attains an ISNR of 7.84 6. A better performance could be achieved by designing a more appropriate wavelet transform but no single wavelet transform will be best for all blurring functions.90 Figure 9.19 5. 9.7dB.15: Comparison of the PRECGDT-CWT and Wiener filtering with published results of Modified Hopfield Neural Network algorithms for a 3 × 3 uniform blur applied to the Lenna image with 40dB BSNR.5. COMPARISON EXPERIMENTS 197 Algorithm Alg. This is an appropriate model for the satellite-like PSF. outperforming the “SA” algorithm by 2.85 7. the Bayesian approach uses one term (the prior) to encode the information about the image using wavelets. The inverse filtering produces large noise amplification for high frequencies and. 3 SA ZCVJ PK Oracle Wiener Realisable Wiener PRECGDT-CWT ISNR /dB 6.91 6. but almost 1dB worse than the Oracle Wiener estimate.9. in order to achieve a bounded variation in the amplification for a particular subband.37 9.

the worst errors occur near edges and the DT-CWT is able to distinuish edges near 45◦ from those near −45◦ . The nondecimated wavelet transform outperforms the decimated wavelet transform. The most promising direction for further research is by taking account of the correlations between wavelet coefficients. The signal energy near diagonal edges will therefore tend to be concentrated in a smaller proportion of the wavelet coefficients than for a real wavelet transform and hence will be easier to detect.4. and shift dependence will always tend to cause worse performance for estimation tasks like this one (as discussed in section 8. A much larger improvement is gained from using the DT-CWT which is an average of 1. The decimated wavelet gives shift dependent results. including the Landweber or Van Cittert iterative techniques.4).2dB. The estimation of the noise variance and the Point Spread Function (PSF) of the blurring filter. . The degree to which the PSF is linear and stationary.15dB better than the NDWT. We have achieved our goal of comparing the performance of complex wavelets with decimated and nondecimated real wavelets in a practical deconvolution method but we have certainly not “solved” deconvolution or even fully exploited the potential of complex wavelets in this application.198 CHAPTER 9. If we now look at the relative performance of different wavelets we see a familiar result. Deconvolution methods tend to produce rather blurred estimates near edges in the original image that significantly affect both the SNR and the perceived quality of the restoration. Note in particular that the PRECGDT-CWT method outperforms even the Oracle Wiener method and consequently will perform better than any version of standard Wiener filtering. In real world applications the following isses would need to be addressed: 1. DECONVOLUTION prior wavelet model should remain appropriate. It may be possible to use the HMT (Hidden Markov Tree [24]) to deduce the likely presence of large wavelet coefficients (at a fine detail scale) from the presence of large coefficients at coarser scales and hence improve the estimation. However. 2. All the results here are based on simulated data in order to allow the performance to be objectively measured. This approach has already been shown to be promising for standard denoising when there is no blur (as described in chapter 3). Therefore the same wavelet method gives good performance for both of the blurring functions. the improvement is only about 0. It is not hard to see a plausible reason for this.

Shift dependence therefore has a small effect on performance. The DT-CWT outperformed the NDWT by an average of 1.2dB. 7. . 4. The Mirror wavelet method performed badly on the 9 by 9 uniform blur due to the presence of extra zeros in the response.6. The degree to which a Gaussian noise model is appropriate. 8. The NDWT outperformed the DWT in this approach by about 0. Such minimax algorithms must be tuned to the particular blurring case. The DT-CWT method performed better than the Oracle Wiener and hence better than all versions of standard Wiener filtering.6 Conclusions We conclude that 1. The Landweber and Van Cittert iterative algorithms are special cases of Wiener filtering. The method based on the DT-CWT performed better than all the other methods tested and better than the published results on similar deconvolution experiments. CONCLUSIONS 199 3. In summary. 2.15dB. 5. 3. The WaRD algorithm gives a good starting point for the method but provides inadequate subsequent directions. and hence are worse than Oracle Wiener filtering. including methods based on the Landweber or Van Cittert iteration.9. The preconditioned conjugate gradient algorithm provides sensible search directions that achieve good results within ten iterations. 9. complex wavelets appear to provide a useful Bayesian image model that is both powerful and requires relatively little computation. 6.


There are two main reasons 201 . and 9. In particular. 6. In this chapter we explain how the contents of the dissertation support the thesis that complex wavelets are a useful tool and then discuss the wider implications of the research.Chapter 10 Discussion and Conclusions The aim of the dissertation is to investigate the use of complex wavelets for image processing. The complex wavelet models were found to be particularly good for segmentation of differently textured regions and image deconvolution. These improvements can be seen qualitatively in the synthesized textures of chapter 4 and most clearly quantitatively in chapter 9. Many peripheral results have already been mentioned in the conclusions section at the end of each chapter and we will not repeat them here. First we describe the experimental support for the thesis. We have examined four main image processing tasks that are described in chapters 5. For this application the complex wavelet method produces almost exactly the same results as the nondecimated transform. 8. Nevertheless this application still supports the thesis because the new method is much faster than the non-decimated method. Now we describe the theoretical support for the thesis. we aim to compare complex wavelets with alternative wavelet transforms. For every application the experimental results for the complex wavelet methods display an improvement in accuracy over the standard decimated wavelet methods. These cases provide the main experimental justification that complex wavelets are useful for image processing. For most of the applications the complex wavelet method also gives better results than the nondecimated wavelet transform. For each application we have compared wavelet methods with alternative methods to determine when the wavelets are useful. The exception is chapter 8 on interpolation.

The second main reason for improved results is the reduction in shift dependence as compared to the standard fully decimated wavelet transform. Approximate shift invariance 5. Complex outputs . The models were found to be too simple for synthesizing more regular textures like brickwork. Six directional subbands at each scale (when used to analyse images) 3.202 CHAPTER 10. The first is increased directionality. Chapter 2 proves that any non-redundant wavelet system based on short filters will have significant shift dependence. As a natural corollary we explain in chapter 5 why the extra features are useful for segmentating textures with diagonal features. It is usually clear why this should increase performance although the precise amount of improvement will be strongly dependent on the nature of the input images. In this case a solution based on the Gaussian Pyramid transform would be both faster and less shift dependent. Chapter 8 calculates an approximation for the reduction in SNR caused by shift dependence for interpolation that predicts that complex wavelets should achieve a significant increase in quality compared to a typical real decimated wavelet. Perfect reconstruction 2. Near balanced transform 4. 10. Therefore qualitative explanations are given rather than mathematical proofs. In chapter 4 we explain why the extra subbands are necessary for synthesizing texture with a diagonal orientation. The models were also found to be unnecessarily complicated for interpolating a stationary random process with an isotropic autocorrelation function. DISCUSSION AND CONCLUSIONS why the complex wavelets are expected to give better results.1 Discussion The experimental comparisons did not always favour a complex wavelet model. The extra subbands also give a better model for the object edges that commonly appear in images and this results in the improved deconvolution performance of chapter 9. The DT-CWT has a number of properties that are beneficial in different circumstances: 1.

10. The experimental results of this dissertation confirm this connection. B The applications we have tested that are not described in this dissertation but have been published elsewhere [33. This dissertation provides evidence that the benefits of such a nondecimated transform can usually be achieved with only a minor increase in redundancy and computational time by means of a decimated complex wavelet transform.2 Implications of the research It is well known that shift dependence often causes a significant degradation in performance. It is the author’s hope that this . 34]. 10.C) Levelset segmentation (B) Motion Estimation (C) Denoising (C) Perfect reconstruction √ √ √ √ √ Six subbands √ √ √ √ √ √ √ √ √ √ √ √ √ √ √ √ √ √ √ Near balanced √ Shift invariance √ √ √ √ √ √ √ Complex outputs Figure 10.1 summarises the importance of these properties for a number of applications. A √ indicates that the property is useful for the corresponding application. Consequently many wavelet based methods rely on the nondecimated form of the wavelet transform.2. Application Texture synthesis (A) Texture segmentation (A) Autocorrelation synthesis (A) Interpolation (A) Deconvolution (A) Texture database (B.1: Summary of useful properties for different applications We would expect complex wavelets to be most useful for the applications (such as deconvolution) that require all of the properties. IMPLICATIONS OF THE RESEARCH 203 Table 10. C Applications in the literature described in chapter 3. We include three types of application: A The applications we have tested that are described in the main body of the dissertation.

DISCUSSION AND CONCLUSIONS dissertation will help to add complex wavelets to the list of good general purpose transforms that are automatically considered for a new problem. This is not only on the grounds that the DT-CWT provides an efficient substitute for the NDWT.204 CHAPTER 10. . but on the stronger claim that the DT-CWT often improves the results over even nondecimated real transforms.

A single complex wavelet transform could be used for detecting both texture and the object edges.Chapter 11 Future work In this dissertation we have shown how complex wavelets can be used on a small selection of image processing tasks. 11. This chapter discusses possible future research directions for these tasks and suggests some additional applications. Another possibility is to extend the Hidden Markov Tree (HMT) model [28] to unify texture and edge based segmentation by adding extra hidden states that encode a form of 205 . This method is appropriate for the task of classifying satellite imagery into urban and non-urban regions but images taken at more moderate distances of real world objects will contain a mixture of image types. Large complex wavelet coefficients correspond to edges in an image and a simple edge detector can be built by simply detecting such large coefficients. We have proposed a number of simple methods based on the DTCWT that produce good results.1 Segmentation We have demonstrated the power of the complex wavelet features for supervised texture segmentation. Texture-based segmentation will not always be appropriate and it may be possible to combine the segmentation method described here with more traditional edge-based segmentation algorithms. In some preliminary work along these lines we have found that it is possible to significantly improve the coarse estimates from this simple scheme using a reassignment technique [6]. At each position we have responses in the six bandpass subbands which allow the orientation to be estimated.

It may even be possible to use the HMT directly for object recognition if a sufficiently sophisticated grammar is used.206 CHAPTER 11.3 Deconvolution We mentioned in chapter 9 that the most promising direction for future research in deconvolution is taking account of the correlations between wavelet coefficients. the texture synthesis method performs poorly on piecewise smooth images. or even a combination of these. 11. Marr [78] proposed the concept of the “full primal sketch”. Such Gabor functions have shapes similar to complex wavelets. 11. By using models such as the HMT to give a better prior model for images we hope that the results will also improve. In the synthesized images the energy tends to be spread more uniformly across the image. Super-resolution is the name for the process of constructing a single high . For example. In the full primal sketch groups between similar items are made and information about their spatial arrangement is extracted. 50]. It may be possible to encode measures of persistence that will tend to group large valued wavelet coefficients together. A piecewise smooth image has large valued wavelet coefficients at the edges of regions while the wavelet coefficients inside the regions have small values. For example. This grammar could be used to generate regions that can be recognised by their texture content.2 Texture synthesis It would be interesting to determine additional features that can be used to improve the synthesis performance. by the presence of large wavelet coefficients near their boundaries. It may be possible to connect the low level features provided by complex wavelets with higher level structure extraction processes in order to achieve better texture synthesis or better image understanding. FUTURE WORK image grammar. There has been a large amount of research into how the human visual system detects and processes structure in images. Hubel and Wiesel performed a famous study into the responses of single neurons at an early stage in the visual system and discovered responses that were frequency and orientation selective and were similar to Gabor functions [49. An alternative direction is the possibility of using the method for a “super-resolution” application.

For these data sets analogous segmentation techniques can be used to identify different biological structures.4. . The basic mathematics is very similar but there is the added complication of having to estimate an appropriate transformation to place all of the images onto a common reference grid. For example. the 1D DT-CWT can easily be extended to produce subbands for both positive and negative frequency. For example. while individual frames may be unreadable. Using such an extended DT-CWT on the sequence of complex numbers mentioned above will produce (complex valued) wavelet coefficients with the following properties: 1. 2. We have used the DT-CWT to represent regions with smooth boundaries via a levelset approach [34]. 11. An alternative approach to shape modelling is to represent each point (x. The DT-CWT can also be used for 1D applications. A translation of the contour will only alter the lowpass coefficients. OTHER POSSIBILITIES 207 quality image from multiple low quality views of the same image. the author is also investigating the application of the DT-CWT to 3D data sets (such as from medical imaging techniques). it may be possible to construct a readable estimate by combining the information from several frames. 4.4 Other possibilities We have been using the complex wavelet transform for image processing but it can also be used in spaces of both greater and smaller dimension.11. Anticlockwise curves will be represented by wavelet coefficients corresponding to positive frequencies. y) along a contour by the complex number x + jy to produce a one-dimensional sequence of complex numbers. 3. For real numbers the 1D DT-CWT only needs to possess 1 high frequency subband for each scale as the spectrum of real signals is the same for positive and negative frequencies. Clockwise curves will be represented by wavelet coefficients corresponding to negative frequencies. if a low resolution video camera is used to film a document then. A rotation by θ of the contour will alter the phase of every coefficient by θ. However.

208 CHAPTER 11. Such a model should be useful for recognition or coding of contours. FUTURE WORK 5. A rescaling by a factor of r of the contour will change the magnitude of every coefficient by a factor of r. .

. and W is a real M ×N matrix but there is no restriction on the relative sizes of M and N. E(wi ) is given by the variance because E(wi ) = 0 and so the expected energy in the wavelet coefficients is i=M i=M 2 wi i=1 E = i=1 2 E wi i=M j=N (A. . The ith wavelet coefficient wi is given by j=N wi = j=1 Wij xj (A.1 Amplification of white noise by a transform Consider applying independent white noise of variance σ 2 to each of the inputs {x1 . xN } of a real transform represented by w = W x where x ∈ R N .4) = j=1 i=1 WT 209 ji Wij (A.5) .3) Now consider the trace of W T W (given by the sum of the diagonal elements) j=N tr(W W ) = j=1 T WTW j=N i=M jj (A. . We first calculate an expression for the expected energy in the wavelet coefficients. w ∈ R M . M and N are positive integers. . σ 2 j=N j=1 2 2 Wij ) distribution.1) and so wi has a N(0.Appendix A Balance and noise gain A.2) 2 Wij = σ2 i=1 j=1 (A.

v =w+n If P is a matrix representing reconstrution filtering (that satisfies PR so that P W = IN ) then the expected energy of the error is given by E x−y 2 = E = E = E x − Pv 2 2 2 P W x − P (w + n) Pn . Using the first result of this section we can write that the expected energy of the error is given by tr(P T P )σ 2 .. If W has size M by N and now M ≥ N then we can take the singular value decomposition to give three real matrices .14 we are now in a position to write down a first expression for the noise gain g. .5. In words. = M i=1 j=1 ij A.7 and A. We have wavelet coefficients v consisting of the original wavelet coefficients w = W x plus a vector n containing independent white Gaussian noise of mean zero and variance σ 2 . g = E { y − x 2} E { v − w 2} tr(P T P )σ 2 = Mσ 2 tr(P T P ) = M N M 1 P 2.dN Consider a real linear transform represented by w = W x. Using definition 2..210 Appendix A.2 Definition of d1. the energy of the error is given by the energy of the output of the linear transform P applied to a vector of white noise.2 j=N i=M = j=1 i=1 i=M j=N Wij Wij 2 Wij i=1 j=1 (A.3 together we get the desired result that the expected total output energy is tr(W T W )σ 2 .1.7) Putting equations A. Suppose now we consider the model described in section 2.6) = (A.

SN.3 Determining frame bounds If we write a set of wavelets operating on a finite number of input samples in matrix form. For a matrix of size n × n this is equivalent [17] to saying that the rows form an orthonormal basis of be the square of the ith singular value: 2 di = Si. ≥ dN .Appendix A. Note that .N . (A matrix is defined to be orthogonal if U T = U −1 . . S.9) Without loss of generality we can order these such that d1 ≥ d2 ≥ . A.3 211 U. All the di are real and non-negative and so clearly between dN y 2 and d1 y 2 as dN and d1 are the smallest and largest of the di .12) (A.10) = xT W T W x = xT V S T U T USV T x = xT V S T SV T x = yT S T Sy i=N (A.i . V such that W = USV T where • U has size M by M and is an orthogonal matrix. then the definition of a frame [30] says that a set of wavelets give a frame if and only if there exists real values for A and B such that 0 < A ≤ B < ∞ and ∀x ∈ R N A x Consider W x 2 . (A.... • V has size N by N and is an orthogonal matrix.14) (A. • S has size M by N and is zero except for entries on the main diagonal S1.. Wx 2 2 ≤ Wx 2 ≤B x 2 (A.13) (A.1 .8) R n ..11) (A.15) i=N i=1 2 di yi varies = i=1 2 di y i where y = V T x.) di is defined to (A.

21) (A.4 Signal energy gain The definition of a frame says that (except for tight frames) the energy of a signal can change as it is transformed (within certain bounds) and so we define the signal energy gain as the gain in energy for a theoretical white noise input.19) (A. x = xT x = xT V V T x = V T x 2 = y 2.23) (A. A. The input energy is σ 2 for each of the N inputs and so the signal energy gain is tr(W T W )σ 2 1 tr(W T W ) = 2 Nσ N 1 tr(V S T U T USV T ) = N 1 tr(V S T SV T ) = N 1 tr (SV T )T SV T = N 1 = tr SV T (SV T )T N 1 = tr SV T V S T N 1 = tr(SS T ) N i=N 1 di = N i=1 where we have made use of the result tr(AT A) = tr(AAT ).18) (A.17) (A.22) (A. (A. This means that the tightest possible frame bounds for the transform are dN and d1 and that the wavelets associated with the transform form a frame if and only if dN > 0. we can 2 attain these bounds by y = eN or y = e1 .1 we know that the expected energy in the wavelet coefficients is given by tr(W T W )σ 2 . Putting these last results together we discover that ∀x ∈ R N dN x 2 ≤ Wx 2 ≤ d1 x 2 (A.5 by writing ek for the vector in R N with a 1 in the kth place and zeros elsewhere. Also note that because V T V = V V T = I.24) . Therefore the gain in signal energy is given by the average of the di .212 Appendix A. From A.16) with the bounds attainable by x = V eN or x = V e1 .20) (A.

31) . This is i subject to (qT W )T = W T qi = ei where ei is defined as in i A.Appendix A. Suppose that the inversion matrix P has rows qT .25) (A.30) (A. We can solve for the minimum noise gain reconstruction by separately solving the problem of inverting to get each of the xi .29) (A. This is a standard problem whose solution is given by qi = W (W T W )−1 ei and so S T S is the diagonal N by N matrix with diagonal entries of di and so S T S is always invertible as these di are all non-zero.5 213 A. We seek the solution with minimum noise gain.26) (A. W T W will be invertible if and only if all the singular values are non-zero which will be true if and only if the associated wavelets form a frame. We can now substitute the singular value decomposition for W to get Q = (V S T U T USV T )−1 V S T U T = (V S T SV T )−1 V S T U T = (V T )−1 (S T S)−1 V −1 V S T U T = V (S T S)−1 S T U T (A. We assume that the wavelets form a frame in order for a PR system to be achievable.28) 2 2 subject to qT W x = xi .. Putting white noise of variance σ 2 in each wavelet we have a total expected energy of Mσ 2 in the wavelets. i Putting all the separate solutions together we discover that the minimum noise gain perfect reconstruction matrix Q is given by Q = (W T W )−1 W T . If M > N then the transform is redundant and there are many choices for the reconstruction matrix. qT .27) (A. Note that W T W must be invertible for this solution to exist.. . Section A. The ith row qT is involved 1 N i only in producing xi and so we need to minimise qi equivalent to minimising qi qT = ei (W T W )−1 W T .1 we expect an energy of tr(QT Q)σ 2 after reconstruction and so we can now calculate the expected noise gain: tr(QT Q)σ 2 1 = tr(QT Q) Mσ 2 M 1 = tr((V (S T S)−1 S T U T )T V (S T S)−1 S T U T ) M 1 = tr((US(S T S)−1 V T )V (S T S)−1 S T U T ) M (A..5 Reconstruction noise gain bound Consider the problem of inverting w = W x.1 shows that the noise gain is given by the sum of the squares of the entries in the inversion matrix P . From A.3.

36) Q represents the transform with minimum noise gain and we conclude that any linear perfect reconstruction transform that is used to invert W has noise gain bounded below by 1 M i=N 1 i=1 di and this lower bound is achievable.38) (A. We define the unbalance to be the sum of the squares of the differences between the two matrices and so from equation A.33) (A.37) = tr(P P T ) − tr(W T P T ) − tr(P W ) + tr(W T W )(A.7 we find that the unbalance is tr (P T − W )T (P T − W ) . M From section A.32) (A.214 Appendix A.34) (A.39) (A. From before we know that the sum of the singular values is N and so d = 1. A. used to invert W is given by Consider the unbalance between P T and W. and this inversion achieves the lower bound on noise gain.6 Consequences of a tight frame If the frame is tight then d1 = dN and so all the singular values are equal. P . We can write S T S = IN and so the matrix Q representing a reconstruction with the least noise gain becomes Q = V (S T S)−1 S T U T = V S T U T = W T .35) (A. Therefore for a tight frame the transform can be inverted by the matrix W T . A.40) .1 we know that the noise gain of any linear perfect reconstruction transform.7 = = = = = 1 tr(US(S T S)−1 (S T S)−1 S T U T ) M 1 tr((S T S)−1 S T U T US(S T S)−1 ) M 1 tr((S T S)−1 S T S(S T S)−1 ) M 1 tr((S T S)−1 ) M i=N 1 1 M i=1 di (A.7 Relation between noise gain and unbalance tr(P T P ) . We can expand this expression to get: tr (P T − W )T (P T − W ) = tr P P T − W T P T − P W + W T W = tr(P T P ) − 2tr(P W ) + tr(W T W ) = tr(P T P ) − 2N + N (A.

41) where we have used that P W = IN (as P is a perfect reconstruction transform) and that tr(W T W ) = N (from the normalisation condition). .7 215 = tr(P T P ) − N (A.Appendix A. We can rearrange this last result to find that: g = (N + U)/M where g = tr(P T P ) M (A.42) is the noise gain of the reconstruction and U = tr (P − W T )(P T − W ) is the unbalance.

216 Appendix A.7 .

Lemma 1 If Z and Y are independent zero mean wide sense stationary discrete Gaussian random processes. then the covariance of Z + Y is given by the sum of the covariances of Z and Y. they are all relatively straightforward. and that E {Za } = E {Zb } = 0 as the processes are zero mean. The covariance RZ+Y of the sum of the random processes is given by RZ+Y = E {(Za + Ya ) (Zb + Yb) | b − a = d} = E {Za Zb + Za Yb + Ya Zb + Ya Yb | b − a = d} = E {Za Zb | b − a = d} + E {Za Yb | b − a = d} +E {Ya Zb | b − a = d} + E {Ya Yb | b − a = d} = RZ (d) + E {Za | b − a = d} E {Yb | b − a = d} +E {Ya | b − a = d} E {Zb | b − a = d} + RY (d) = RZ (d) + RY (d) where we have made use of E {AB} = E {A} E {B} for independent random variables. The results are not original but are included (expressed in the notation of this dissertation) for the sake of completion. We have also made use of 217 . Proof. Although some of the proofs are long.Appendix B Useful results B. Let RZ (d) be the covariance of Z for vector displacement d and similarly let RY (d) be the covariance of Y.1 Summary This appendix contains a number of useful mathematical results.

Then we can set y = 0 to find f (x) = g(x)h(0) = g(x) and similarly x = 0 to find h=g=f This means that we have the following relationship f (r) = f (x)f (y) Taking logarithms and defining w(x2 ) = log f (x) we find w(x2 + y 2 ) = w(x2 ) + w(y 2) and so w(a) is a linear function with w(0) = log f (0) = log 1 = 0.218 Appendix B. Suppose the filter is given by f (r) where r is the radius. Then as the filter is separable we know that f (r) = g(x)h(y) and if we assume f (0) = 1 we can adjust the scaling of g and h such that g(0) = h(0) = f (0) = 1.1 the equivalence between correlation and covariance for zero mean processes. Therefore w(a) = ka for some constant k and we can write the filter as f (r) = exp{w(r 2)} = exp{kr 2 } thus showing that the filter must be a Gaussian. Proof. noting that Z + Y will also have zero mean. Lemma 2 The only separable circularly symmetric filter is a Gaussian. If f (0) = A then it is easy to show the filter is of the form f (r) = A exp{kr 2 }. Lemma 3 1 1 exp − (z − a)T A (z − a) exp − (z − b)T B (z − b) 2 2 ∝ exp − 1 2 z − (A + B)−1 (Aa + Bb) T (A + B) z − (A + B)−1 (Aa + Bb) .

D is a S × 1 vector.Appendix B. This is a special case of the matrix inversion lemma.1 219 Proof. 1 1 exp − (z − a)T A (z − a) exp − (z − b)T B (z − b) 2 2 1 = exp − (z − a)T A (z − a) + (z − b)T B (z − b) 2 1 = exp − z T Az − 2z T Aa + aT Aa + z T Bz − 2z T Bb + bT Bb 2 1 = exp − z T (A + B) z − 2z T (Aa + Bb) + aT Aa + bT Bb 2 1 T z − (A + B)−1 (Aa + Bb) (A + B) z − (A + B)−1 (Aa + Bb) = k exp − 2 where k = exp − 1 − (Aa + Bb)T (A + B)−1 (Aa + Bb) + aT Aa + bT Bb 2 Lemma 4 If C is a S × S symmetric matrix. I is the S × S identity matrix. 0 is a S × 1 zero vector. then   −1 −1 2 C D I/σM 0   + = T T 2 0 D σ 0 C D T D σ 2 − C D T 2 IσM +C −1 C D Proof. but we shall prove it directly by multiplying the RHS by the inverse of the LHS.   −1 2 C D I/σM 0   + DT σ 2 0T 0 C D = − − T D σ 2 − C C D T 2 IσM +C −1 C D D −1 2 I/σM 0 D 0T T 0 DT σ 2 C D −1 T + C C D DT σ 2 −1 DT σ 2 C D 2 I/σM 0 0 C D 0 D σ 2 2 IσM +C C D T T 2 IσM +C −1 C D .

The observation model has been described in section 8. 2 DT σk (B. .2 and we use the same notation as in chapter 8.220 Appendix B. Consider the a priori joint distribution of this random variable with the random variables Z1 . . Suppose we wish to obtain a point estimate for the random variable Zk corresponding to location xk (we assume k > S). Z2 . .1) . . This is a multivariate Gaussian distribution that can be written in the following form: Γ Zk C D s N 0.2 Bayesian point inference This section describes the construction of the posterior distribution for the value at a point in the case of noisy irregular sampled data from a wide sense stationary discrete Gaussian random process. ZS corresponding to the sample locations.2 = − = 2 2 C/σM D/σM 0 T 0 D −1 +I− C D 2 C/σM + I − I 0 T −1 2 IσM +C −1 C D C 2 (IσM +C) DT σ 2 2 2 C/σM D/σM T DT σ 2 +I− 2 C + IσM T 0T 2 IσM +C 2 (IσM +C) −1 C D −1 2 /σM 0 + 0 0 C D I 0T −1 2 IσM +C C D − 0T C D = 2 2 C/σM D/σM 0 + T 0 −1 +I− C D +I− 2 C + IσM 0 − I 0 T T 2 IσM +C −1 −1 C D 2 /σM 2 (IσM +C) 2 (IσM +C) 0T 2 2 C/σM D/σM T 0T C D 2 /σM C D = = I 0 0 B.

2 and so we can expand this equation to p(Zk = z.1 and the likelihood pdf p(Y = y | Zk = z.Appendix B.3 can be expressed as Y s N Γ. Using Bayes’ theorem we can write p(Zk = z. Γ = γ | Y = y) = p(Y = y | Zk = z. Γ = γ) p(Y = y) The prior pdf p(Zk = z. D is the covariance between Zk and 2 the random variables for the first S locations. Γ = γ | Y = y) = k exp − y − γ  2  1 2 /2σ 2 exp − T γ z T C D γ −y   z T D 2 σk  −1  z z  IS σ 2 0 1 γ−y = k exp − 2 z 0T 0  T −1 C D γ 1 γ exp − T 2 2 D σk z z  where k is a normalisation constant that ensures that the expression is a valid pdf.2) where σ 2 is the (known) variance of the measurement noise. Γ = γ) is defined by equation B. C is the covariance between the values at the first S locations. The measurement equation 8.2 221 where we have stacked the first S random variables into a column vector Γ. Γ = γ) is defined by the distribution in equation B. and σk is the variance of Zk . Using lemma 3 we can write that  1 2 T p(Zk = z. Γ = γ | Y = y) ∝ exp − where γ z −a A−1 γ z −1   −a   A =  IS /σ 0T 2 0 0 + C D −1 2 DT σk a = A IS /σ 2 0 0T 0 −y 0 . Γ = γ)p(Zk = z. σ2 IN (B.

If we write Zk as Zk = 0 1 T Γ Zk we can use the algebraic identity proved in lemma 4 to simplify A and calculate that Zk has a normal distribution with mean 0 1 T T a = 0 1 0 1 A − T y/σ 2 0 C D T = − D 2 σk − C D T σ 2 IS + C −1 C D −y/σ 2  = − 0 D 2 σk T  − DT σ 2 IS + C −1 −1 C D  −y/σ 2 0 −1 = DT y/σ 2 − DT σ 2 IS + C = DT σ 2 IS + C = DT σ 2 IS + C −1 −1 Cy/σ 2 Cy/σ 2 σ 2 IS + C y/σ 2 − DT σ 2 IS + C y.222 Appendix B. We are now able to compute the posterior distribution for Zk alone.2 = A −y/σ 2 0 and so we have proved that the joint posterior distribution is a multivariate Gaussian distribution with mean a and covariance matrix A. .

The output of the algorithm is x(K) . The steps at the k th iteration are 1.Appendix C Review of deconvolution techniques This appendix reviews a number of deconvolution methods from a Bayesian perspective. The algorithm starts with a blank image x(0) and produces a sequence of restored images x(1) .1. Let m(k) be the index of this greatest intensity. We attempt to relate each deconvolution technique to the Bayesian framework described in section 9. . 2. . The emphasis in this review is on the estimates produced by the different approaches rather than on the methods used to solve the minimisation problem. [x(k) ]i = [x(k−1) ]i + sγ i = m(k) [x(k−1) ]i i = m(k) Let K be the number of iterations before convergence. . Add a point to the restored image at the peak position of strength s multiplied by a damping factor γ known as the loop gain. x(k) .1 CLEAN The CLEAN algorithm [44] consists of two steps that are repeated until the energy of the residual is below a certain level (Tikhonov regularisation). C. the last restored image (for cosmetic reasons this output is often smoothed with a 223 .1. Find the strength s and position of the greatest intensity in the residual image y − Hx(k−1) . .

224 Appendix C. This corresponds to a model in which the prior distribution for each pixel’s intensity is an independent and identically distributed. As the MAP estimate seems to perform better the authors proposed a maximally sparse restoration technique [55] that explicitly uses the following image prior: p(x) ∝ i I(xi ) exp {−αxp } i where p is a shape parameter that is normally in the range 0 < p < 1 for astronomical denoising.1 (and the additional constraint that xi ≥ 0 for all i) with the choice of f (x) = − log(β) + α i xi where α is chosen to make the algorithm terminate with K non-zero point sources in the estimate and β is a constant chosen so that the prior corresponds to a valid pdf (with total integral equal to one). In summary. .1. More efficient implementations of this method exist. and one otherwise. This choice of f (x) corresponds to a prior pdf of p(x) = β exp −α i xi I(X) = β i I(xi ) exp {−αxi } where we define I(x) to be an indicator function that is zero if any component of x is negative. This equivalence does not always hold. Jeffs and Gunsay provide a counter example [55] of two close point sources that are restored by the CLEAN algorithm to three sources (including a false one half way between the two true sources) whereas the corresponding Bayesian MAP estimate correctly restores the two original sources. one sided generalised p Gaussian.1 Gaussian after this restoration process). under certain conditions the CLEAN algorithm uses a prior assumption that all the pixels are independently identically distributed with an exponential distribution. The conditions for the proof to hold are essentially that the original image consists of sufficiently well-separated point sources. two examples are the Clark algorithm [25] and the Cotton-Schwab algorithm [106]. Marsh and Richardson have proved [79] that under certain conditions the CLEAN estimate is equivalent to the MAP maximisation described in section 9.

There is some variation in the choice of entropy definition [125] and another common definition used for image deconvolution is S(x) = − i xi log xi mi e where mi is the ith component of a default image m. S(x) is known as the configurational entropy of the image. p = 1 for exponential.2 225 The generalised p Gaussian distribution is also known as the Box-Tiao distribution and includes many other distributions for specific choices of the shape parameter (e.g. The maximum entropy method fits naturally into our common Bayesian framework with the choice of f (x) = −S(x). C. For this choice of entropy the prior pdf can be factorised as p(x) ∝ I(x) i exp xi xi log λ mi e . p → ∞ for uniform). This default image is often chosen to be a low resolution image of the object and will be the maximum entropy estimate in the limit as the measurement noise increases to infinity. 54] when we make inferences based on incomplete information. p = 2 for Gaussian. the maximum-entropy principle (MAXENT) is [53. we should draw them from that probability distribution that has the maximum entropy permitted by the information we do have.Appendix C. One way of applying this principle to image deconvolution [29] results in the following definition of prior probability: p(x) ∝ exp {S(x)/λ} I(x) where S(x) = − i xi log j xj xi j xj and λ is an undetermined parameter.2 Maximum Entropy Briefly stated.

It is assumed that the DFT of the image x is known on one fourth of its support for low frequencies in both directions. C. ∀x2 ∈ S. The convex sets specify required properties for the restored image and then some algorithm is used to find a solution that is in the intersection of all of the sets. A factorised joint pdf means that the distribution of each pixel is independent. 71. 131] to perform image recovery by the method of projection onto convex sets. ∀λ ∈ [0. 1]. The image x should contain nonnegative pixel values. a set S is convex if and only if ∀x1 ∈ S.3 Projection methods There have been several attempts [42. In mathematics. While this may be appropriate for astronomical images. we have argued that real world images contain significant correlations and that therefore such a maximum entropy deconvolution is less appropriate. The simplest method for this is to sequentially project an estimate onto each of the sets in turn and then repeat until all the constraints are satisfied. Section C. The grounds for the rejection are that these methods do not make use of all the available information about the nature of real images. 2.) . λx1 + (1 − λ)x2 ∈ S Combettes uses this method for the problem of restoring an image blurred with a 9 × 9 uniform kernel by means of the following constraints (that each correspond to convex sets) [27]: 1. Note that such a conclusion rejects merely the precise application rather than the MAXENT principle itself.226 Appendix C.3 = i xi mi e xi /λ I(xi ). (These known values are taken from the DFT of the observed image divided by the gain of the blurring filter at the corresponding frequencies. A convex set is a set for which any linear interpolation between two points in the set will also be in the set.10 gives an example of using the MAXENT principle together with a wavelet transform to give a more appropriate algorithm.

Compute the Fourier transform coefficients fi = [F y]i of the data. However. For a general value of ρ this scheme does not naturally fit into the Bayesian framework. . Multiply each coefficient fi by a gain gi given by m∗ i gi = 2 + 1/SNR |mi | i where SNRi is the estimated ratio of signal energy to noise energy for this coefficient and m∗ represents the complex conjugate of mi . It can be easily shown that the best gain (in terms of minimising the expected energy of the error) for a given image x is given by SNRi = | [F x]i |2 . Invert the Fourier transform of the new coefficients gi fi . The assumption of Gaussian noise means that. The problem with Wiener filtering is the estimation of signal to noise ratios. Compute the Fourier transform coefficients mi of the blurring filter. 2. but is zero outside. if ρ is reduced until the intersection of the constraint sets contains a single point then the method becomes equivalent to Miller regularisation.Appendix C. i 4. In other words.4 227 3. partly because the final solution can depend on the starting conditions (normally chosen to be the observed image). 3. the prior takes some constant value within the intersection. with a 95% confidence coefficient. We call the corresponding gain the Oracle gain but this cannot be used in practice because it requires access to the original image. the image satisfies the constraint y − Hx 2 ≤ρ where ρ takes some value that can be calculated from statistical tables based on the variance σ 2 of the measurement noise and the number of pixels. C. The corresponding prior is proportional to the characteristic function of the intersection of the first two constraints described above.4 Wiener filtering Wiener filtering [5] can be implemented by the following algorithm: 1. It is assumed that the above constraint will be satisfied by the restored image.

x(K) of restored images evolving according to some equation [112]. Instead it is the Fourier components of the image that are assumed independent. C. .3) y (C. the above cost function cannot be factorised in the same way. These iterative algorithms define a sequence x(0) .1) The previous methods were equivalent to assuming that the pixel intensity values were independent and indentically distributed. . We first describe the usual [81]. When these algorithms are used for astronomical images there is also a step that after each iteration sets all the negative entries in xk to zero.2) where α is a convergence parameter generally taken as 1. way of viewing these methods within the Bayesian framework. In contrast. Landweber [68]. Van Cittert proposed the following iteration: x(n+1) = x(n) + α y − Hx(n) (C. .5 Iterative methods The three most common iterative deconvolution methods are the Van Cittert [112]. and Richardson-Lucy [102] methods.228 Appendix C.4) R N to represent a diagonal matrix of size N by N with the entries of a along the diagonal.5 In terms of our Bayesian viewpoint the cost function that corresponds to Wiener filtering is f (x) = i 1 σ 2 SNR i | [F x]i |2 (C. but with different Gaussian distributions for each component. but misleading. If these algorithms converge then the converged solution can be either considered as the MAP estimate corresponding to a flat (improper) prior p(x) ∝ 1 . Consider the Van Cittert and Landweber methods. Landweber proposed the iteration x(n+1) = x(n) + αH T y − Hx(n) The Richardson-Lucy method uses x(n+1) = diag x(n) H T diag Hx(n) We use the notation diag {a} for a ∈ −1 (C. The restored solution is taken to be the restored image at a particular iteration. and then a better way. .

The effect has been explained [15] with an eigenvector analysis but here we give an alternative treatment based on the Fourier transform. The Richardson-Lucy method can be viewed in the same way except that it uses a different observation model. In this model the observations in y consist of non-negative integer counts of the number of photons detected. To explain the effect of early convergence we assume that we are deconvolving images without using the positivity constraint.5 229 or the maximum likelihood estimate.Appendix C. Let o(n) be the Fourier transform coefficients of the restored images: o(n) = F x(n) Taking the Fourier transform of the Van Cittert iteration we find F x(n+1) = F x(n) + α y − Hx(n) o(n+1) = F x(n) + α F y − F F H MF x(n) = o(n) + α f − Mo(n) = o(n) (IN − αM) + αf This is a very simple expression because all the matrices are diagonal. Based on the idea of random photon arrival times the observations are modelled as independent samples from Poisson distributions where the parameters of the Poisson processes are the unknown source intensities x. (If the non-negativity constraint is used then the solution is the MAP estimate for a prior of p(x) ∝ I(x)). Recall that the blurring filter can be expressed as F H MF . The methods are therefore unusual in that it is crucial to terminate the algorithm before convergence is reached. The likelihood function is p(y|x) = i [F x]yi i exp {− [F x]i } yi ! Although the iterative methods are sometimes justified [81] by these choices of prior and likelihood the converged estimates can be severely corrupted due to the large amplification of noise [15] while the intermediate restorations are better. We can write the iteration separately for each Fourier coefficient as oi (0) (n+1) = oi (1 − αmi ) + αfi (n) Using the initialisation of oi = 0 we can solve this equation to find K−1 (K) oi = αfi n=0 (1 − αmi )n .

This may lead to high frequency noise artefacts in reconstructed images. Similarly we can also take the Fourier transform of the Landweber method. Figure C.230 Appendix C. mi The corresponding assumption about the signal to noise ratio is SNRi = = 1 m∗ i gi − |mi |2 1 − |mi |2 |mi |2 1−(1−αmi )K Assuming that α is small enough for the algorithm to converge then it is clear that gi → 1/mi in the limit as K → ∞ but the algorithm is designed to terminate long before convergence. and the level of blurring mi for that coefficient. The only difference is the multiplication by H T . The assumption about the SNR level of a Fourier coefficient is a function of α. As this is a real matrix we can write HT = HH = F H MF H = F HMHF Using this result we can rewrite the Landweber method in terms of Fourier coefficients as oi (n+1) = oi (n) 1 − α|mi |2 + αm∗ fi i . For a typical blurring function that decays with increasing frequency the Van Cittert method effectively assumes that the data has a power spectrum that also decays with increasing frequency. K. for small gains the assumed SNR actually increases.1 shows the assumed SNR values for gains mi varying between 0 and 1 if K = 3 and α = 1. However.5 1 − (1 − αmi )K αmi 1 − (1 − αmi )K = fi mi = αfi The restored image produced by the Van Cittert iteration is given by x(K) = F H o(K) and by comparison with the algorithm for Wiener filtering above we conclude that Van Cittert restoration is equivalent to Wiener filtering with a gain gi given by 1 − (1 − αmi )K gi = .

4 0.2 0. .8 1 Figure C.1: Effective assumption about SNR levels for Van Cittert restoration (K = 3.Appendix C.6 Filter gain 0.5 231 70 60 Assumed SNR/dB 50 40 30 20 10 0 0.α = 1).

α = 1). assumed SNR levels even for low gains and therefore the restored results should avoid the high frequency artifacts of the Van Cittert method.2 shows this assumed SNR values for gains mi varying between 0 and 1 if K = 3 and α = 1. .6 Filter gain 0.5 = fi m∗ i 1 − (1 − α|mi |2 ) |mi |2 n+1 1 − (1 − α|mi |2 ) = fi mi following assumption about the SNR SNRi = = 1 m∗ i gi n+1 Again we conclude that the Landweber method is equivalent to Wiener filtering with the − |mi |2 1 − |mi |2 |mi |2 1−(1−α|mi |2 )K Figure C.2 0.8 1 Figure C.232 Appendix C. 60 The figure shows that the Landweber method has a smooth decrease in 50 Assumed SNR/dB 40 30 20 10 0 0 0.2: Effective assumption about SNR levels for Landweber restoration (K = 3.4 0.

To demonstrate this claim we imagine applying the Richardson-Lucy method to an image after increasing all the intensity values (in the data and the intermediate restorations) by a constant 1/ . The iteration becomes x(n+1) + 1/ = diag x(n) + 1/ H T diag H x(n) + 1/ −1 (y + 1/ ) We perform this shift in order to be able to approximate multiplications and divisions by additions and subtractions. y) and so will also have unity response at zero frequency). We have described the link between the iterative methods and Wiener filtering. . In other words. We use the notation O( a ) to represent terms that are of order a . the restored image from this shifted Richardson-Lucy method will tend to the Landweber solution in the limit as → 0. An explicit definition of the assumed cost function is given by substituting the above expressenions for the assumned SNR levels into equation C. O( a ) represents a polynomial function of in which every exponent of is at least a. In particular. We will assume that the image has been rescaled such that the blurring filter has unity response at zero frequency and thus H1 = H T 1 = 1 (H T corresponds to filtering with a filter h(−x. However. For sufficiently small values of x(n+1) = −1/ + diag x(n) + 1/ = −1/ + diag x(n) + 1/ H T diag HT IN − this expression can be written as 1 − Hx(n) + O( 2 ) 2 (y + 1/ ) diag Hx(n) + O( 3 ) (y + 1/ ) = diag x(n) H T 1 + H T y − H T diag Hx(n) 1 + O( ) = diag x(n) 1 + H T y − H T Hx(n) + O( ) = x(n) + H T y − Hx(n) + O( ) Comparing this with equation C.1. −y) rather than h(x. we claim that early termination corresponds to making approximately the same assumption (of a stationary Gaussian random process) about image structure as in the Landweber method and consequently that early termination of the Richardson-Lucy method is approximately a particular case of Wiener filtering.6 233 The Richarson-Lucy method is not as simple to express in the Fourier domain due to the presence of multiplications and divisions that are implemented pixel-wise on images.3 we conclude that (if the algorithm is initialised to have x(0) = 0) then the shifted Richardson-Lucy method (with removed positivity constraints) is within order of the Landweber method.Appendix C.

8 1  0. y) as [90] JT V (u) = y x |∇u|dxdy . For many images the signal energy is concentrated at low frequencies and so the operator is chosen to act like a high pass filter.7 1 0.7     Recent attempts to solve this problem have been based on Hopfield neural networks [133. In this case it is straightforward to show that the estimate that minimises the energy function is given by a Wiener filter (with the estimated SNR values inversely proportional to the squares of the Fourier coefficients of the regularising operator). 0. 92] where the idea is to perform gradient descent minimisation of the energy function with the restriction that the change to each intensity value must always belong to the set {−1. One common choice for the coefficients is a discrete approximation to a 2-D Laplacian filter such as [115]  0.7 1 0. spaceinvariant filters then the energy function can be efficiently represented in terms of the Fourier coefficients of the image x.7   1 −6.6 Constrained Least Squares Constrained least squares methods use f (x) = Cx 2 for some square matrix C known as the regularising operator [15. C. 61]. 1}.7 Total variation and Markov Random Fields The total variation functional JT V (u) is defined on a continuous function u(x. but significant regularisation where the noise energy dominates the signal. 115. If both the blurring operator H and the regularising operator C represent linear.234 Appendix C. This operator is chosen to apply little regularisation where the signal energy is expected to be high. This proves that the performance of the Oracle Wiener filter is an upper bound on the performance of such methods unless stopping before convergence gives improved results.7 C.

This algorithm and the mirror wavelet basis are described in detail in section C. Kalifa and Mallat [58] use α = 0 together with a mirror wavelet basis. Donoho [38] uses α = 0 so that all the noise removal must be done by the wavelet denoising. H(f) is the Fourier transform of the linear blurring filter. Markov Random Fields [56. The frequency response Gα (f) of the inverse filter is given by Gα (f ) = 1 H(f) |H(f)|2 Px (f ) |H(f)|2 Px (f) + ασ 2 (C. Both the inverse filter and the wavelet denoising can be used to reduce the level of noise. 132] provide a more general way of constructing a prior pdf based on local neighbourhoods that again aims to favour smooth regions while permitting occasional discontinuities. To avoid difficulties with the nondifferentiability the functional Jβ (u) is often used instead [123] Jβ (u) = y x |∇u|2 + β 2 dxdy.8 235 JT V (u) is used as the stabilising functional within Tikhonov regularisation and therefore the corresponding f (x) is equal to a discretized version of the above integration. Wiener filtering corresponds to α = 1 with no wavelet denoising. Their mirror wavelet transform is similar to a standard real . and α is a parameter that controls the amount of regularisation. This approach is known as WaRD standing for Wavelet-based Regularized Deconvolution.25 usually gave good results [84]. σ 2 is the amount of noise added after blurring. C. Several choices for the amount of regularisation and the wavelet denoising method have been proposed. and instead favours edges and tends to produce piecewise constant images.5) where Px (f) is the power spectral density of the signal. An algorithm of this type is used in the production channel of CNES satellite images[58].8 Minimax wavelet deconvolution The minimax wavelet methods generally work via a two stage process that uses a stationary inverse filter followed by a wavelet denoising technique. The prior pdf corresponding to total variation denoising therefore penalises oscillations in an image as this increases the total variation.9.Appendix C. Nowak and Thul used an under-regularized linear filter (0 < α < 1) [87] and Neelamani et al studied the effect of the amount of regularization and found α ≈ 0.

This approach is standard in the theory of games. x) = EN ˆ F(y) − x 2 . defined as ˆ r(F. The estimator is designed to minimise this maximum risk. A standard result is that this total risk is minimised by using the posterior mean estimate. . Suppose that after A has designed the algorithm 1 The idea is that B chooses the test image x. Consider the following game. The original signal is fixed and the expectation is taken over all possible values for the noise in the observation model. Suppose that we have obserˆ vations y ∈ R N from which we wish to construct an estimator F(y) of the original signal x ∈ R N . Θ) = sup E x∈Θ ˆ F(y) − x 2 . These methods are harder to place within our common framework because they are motivated by the belief that such a framework is fundamentally flawed and that minimax methods offer an alternative solution. the minimax approach avoids using the prior pdf on the grounds that the prior is not a sufficiently “good” model. However. Bayesian techniques require stochastic models of the expected signals. The estimator is then designed by trying to minimise the maximum risk over Θ. The extra filtering produces greater frequency localisation for high frequencies. Extra filtering can also be applied to the DT-CWT to produce a complex wavelet packet transform [52]. Player B has to choose the test images1 .8 wavelet transform except that additional filtering steps are performed on the highpass subbands. Such a transform has been found to give slightly better performance than the nondecimated version of the mirror wavelet algorithm (and much superior performance to the decimated version) [52]. Player A has to design a deconvolution algorithm to maximise the SNR of deconvolved images. The risk of the estimator is defined to be [58] ˆ r(F.1 before being given to A. In the Bayesian approach we have an estimate for the relative probability of different signals (the prior) and we can compute the total expected risk for an estimator with the expectation taken over all possile signals.236 Appendix C. Instead minimax estimation makes use of a prior set Θ where the signal is guaranteed to be. Note that this is a function of the original signal x. It is claimed [58] that there is no “good” stochastic model for natural images. This test image is then blurred and degraded according to equation 9. Instead the estimator is based on the maximum risk.

Bayesian methods attempt to model the prior information about likely image structures and thus give results whose quality depends on the accuracy of the model. We make use of what we believe to be a reasonable choice but it is possible that other choices could give better performance. . However. As we are interested in getting good results on typical images we select the Bayesian method. The conclusions in these two cases are widely accepted. This is the case for most real world images. The problem with this claim is that it is not clear what “good” means. It can easily be shown that the best approach for A (in terms of maximising SNR) is to use the minimax approach to design the algorithm. if “good” is taken to mean that the resulting algorithms give high accuracy results then the claim can be experimentally tested. Furthermore. if player B is not so malicious and simply decides to produce test images according to some stochastic model then the best approach for A is to use a Bayesian posterior mean estimate. We agree that realisations from typical Bayesian models do not produce realistic images. The Bayesian method has the potential to give better reconstructions but it is possible that certain images will be very badly restored. We mentioned earlier the claim that there is no “good” model for natural images. Unfortunately. but models can often give a reasonable guide to the relative probability of small deviations from a real world image. Later results will show that the Bayesian model is good in this sense. what is not agreed is an appropriate approach for the case when player B is not malicious. wavelet models will prefer a priori a portion of the image being smooth rather than containing high frequency noise.Appendix C. C. the values used in the published experiments were not given. using B’s stochastic model for the prior pdf. but when the model used to produce images is unknown. For example. The methods tend to be robust but take no advantage of the probable structure within the data (other than limiting the data to the set Θ).9 Mirror wavelet deconvolution This section describes the algorithm for deconvolution using mirror wavelets proposed by Kalifa and Mallat [58]. The performance of the method depends on the choice of parameter values. the minimax approach gives results with a known worst case performance.9 237 B is allowed to see the program and construct a test image deliberately designed to produce the algorithm’s worst possible performance. In summary. for commercial reasons.


Appendix C.9

We first give a brief description of the mirror wavelet transform and then explain how this transform is used for deconvolution.


Mirror Wavelet Transform

Figure 2.2 of chapter 2 shows the subband decomposition tree for a standard wavelet transform. Such a tree produces some very short wavelets whose frequency response covers the upper half of the spectrum. For some blurring functions there can be a considerable difference in amplification across this range of frequencies. Consequently, at the lower end there may be a high SNR, while for the highest frequencies the SNR may be very low. It therefore seems inappropriate to group all these frequencies within a single subband. The mirror wavelet decomposition addresses this problem by performing recursive filtering on the most detailed subband [58]. Figure C.3 shows the subband decomposition structure for the mirror wavelet. The filters are given by the symlet wavelets of order 4. These Level 4 Level 3 Level 2 Level 1 x0a x00a x000a

Standard Tree x


- ↓2


H0a H1a

- ↓2


H0a H1a

- ↓2


H0a H1a

- ↓ 2 - x0000a - ↓ 2 - x0001a

- ↓ 2 - x01a

- ↓ 2 - x001a


Mirror Tree



- ↓2


H0b H1b

- ↓2


H0b H1b

- ↓2


H0b H1b

- ↓ 2 - x0000b - ↓ 2 - x0001b

- ↓ 2 - x01b

- ↓ 2 - x001b

Figure C.3: The mirror wavelet tree structure

Appendix C.9


orthogonal wavelets possess the least asymmetry and highest number of vanishing moments for a given support width [30]. The filters in the mirror tree (for levels above 1) are given by the time reverse of the filters in the standard tree: H0a (z) = H0b (z −1 ) = −0.0758z 3 − 0.0296z 2 + 0.4976z 1 + 0.8037z 0 +0.2979z −1 − 0.0992−2 − 0.0126z −3 + 0.0322z −4 H1a (z) = H1b (z −1 ) = −0.0322z 3 − 0.0126z 2 + 0.0992z 1 + 0.2979z 0 − 0.8037z −1 +0.4976z −2 + 0.0296z −3 − 0.0758z −4 The tree can be inverted by repeated application of the reconstruction block. The mirror wavelets are extended to 2D in such a way as to achieve a fine frequency resolution for increasing frequency. Details of the 2D basis and a fast 2D transform can be found in [58]. Figure C.4 shows the frequency response contours that are given by a three level 2D mirror wavelet transform. The frequencies are normalised so that a frequency of 32 corresponds to half the sampling rate.


Deconvolution Algorithm

The deconvolution algorithm consists of inverse filtering followed by wavelet denoising. As in chapter 9 suppose that the blurring operator is represented by the matrix F H MF where M is a diagonal matrix with diagonal entries m. Define a new vector u (representing the inverse filter) by ui = 1/mi if |mi | > 0 otherwise

We choose = 0.01 in our experiments. The inverse filtering step produces a new image x0 given by x0 = F H diag {u} F d (this, of course, is implemented using the Fourier transform rather than matrix multiplication).
2 The wavelet denoising is based on estimates σk of the variance of the (inverse filtered)

noise in the subbands of the mirror wavelet transform of x0 . The inverse filtering step tends to considerably amplify the noise for high frequencies for typical blurring functions. These variances can be precisely computed from the Fourier transform of the filter [58] but in practice it is easier to estimate these values by calculating the mirror wavelet transform of an image containing white noise of variance σ 2 that has been inverse filtered. The average
2 energy of the wavelet coefficients in the corresponding subbands provide estimates of σk .


Appendix C.9







75% peak energy amplitude.






Figure C.4: 2D frequency responses of the mirror wavelet subbands shown as contours at

Appendix C.10


We define a “noise subband” to be a subband for which σk > T where T is some threshold level. We choose T = 30 in our experiments. These subbands contain very little useful information. The wavelet denoising process consists of the following steps: 1. Compute the mirror wavelet transform of x0 . 2. Set all wavelet coefficients in noise subbands to zero. 3. Apply a soft thresholding rule to all the wavelet coefficients. For a coefficient wi belonging to subband k the new value wi is given by ˆ   wi − βσk wi > βσk   wi = ˆ w + βσk wi < βσk  i   0 otherwise where we choose β = 1.6 in our experiments. ˆ 4. Invert the mirror wavelet transform to compute the deconvolved estimate x. This is a single pass algorithm involving only one forward and one inverse wavelet transform and hence is fast. In practice (and in our experiments) the shift invariant version of the mirror wavelet transform is always used as it gives better results. This can be viewed theoretically as averaging the results of the decimated version over all possible translations. This averaging is implemented by using the much slower nondecimated form of the mirror wavelet.


Wavelet-based smoothness priors

A second group of methods use wavelet transforms to construct a prior pdf for images. We have shown that the basic model described in chapter 7 (using a common prior variance for every coefficient in a given subband) is approximately equivalent to a stationary Gaussian random process model but there are many alternative priors that can be constructed using wavelets. Some examples of priors that have been used for deconvolution are: 1. Wang et al [124] used the output of an edge detector applied to the noisy data to alter the degree of regularisation in a multiscale smoothness constraint. This algorithm


Appendix C.10

used the cost function f (x) =

λi | [W x]i |2

where W represents a forward real wavelet transform (Daubechies’ fifth order compactly supported wavelet [30]) and {λi } are scaling parameters chosen using the output of the edge detector. 2. Starck and Pantin have proposed [93] a multiscale maximum entropy method that uses the cost function2 f (x) = −

λi [W x]i − mi − | [W x]i | log

| [W x]i | mi

where W represents a nondecimated forward transform (a form of Laplacian pyramid is used where the lowpass filtering is performed with a 5 × 5 mask based on a cubic B spline), {mi } are some constant reference values given by mi = σ/100, and {λi } are weighting factors that alter the degree of regularisation. These factors are chosen based on the size of the wavelet coefficients of the observed image. If the coefficient is below a threshold of 3σ then it is deemed to be in the multiresolution support and the factor is set to some constant value σj that depends only on the scale j of the wavelet coefficient. These coefficients are allowed to vary in order to match the observations. However, if the coefficient is large then the factor is set to zero and it is not allowed to vary. A constraint is added to the problem that requires all coefficients not in the multiresolution support to be equal to the value in the observed image. 3. Banham and Katsaggelos [8] use an autoregressive prior model which evolves from coarse to fine scales. The parameters of the model are based on the output of an edge detector applied to a prefiltered version of the noisy data. A multiscale Kalman filter is then used to estimate the original image. 4. Belge et al [11] use a non-Gaussian random process model for which the wavelet coefficients are modelled as being independently distributed according to generalised Gaussian distribution laws. The resulting energy function is minimised in a doubly

This cost function appears strange because it is not a symmetric function of the wavelet coefficients.

This is probably a mistake but we have chosen to keep the form as given in the reference.

Appendix C. Note that an estimate based on this objective function would only approximate the true Pixon estimate as it neglects certain features of the method (for example.1) for the wavelet coefficients: f (x) = i |wi|p where p is a real scalar parameter controlling the degree of sparseness and {wi } is the set of parameters (wavelet coefficients) that specify the image via the relation x = Pw where P is a reconstruction matrix built out of the kernel functions used in the Pixon method. There are many other choices for the image prior that have been used in other applications. . {λi } are scaling parameters for the different wavelet coefficients. The first three methods use a prior that is a function of the noisy image and are therefore known as empirical Bayes methods. The parameters in the Pixon method are coefficients of certain kernel functions. Pi˜ a and Puetter use a Pixon method [94. These kernel functions are defined at a number of different scales (typically 4 per octave) and orientations and can be regarded as the reconstruction wavelets corresponding to some redundant wavelet transform. Using this interpretation of the kernel functions suggests that the Pixon method is approximately equivalent to using a sparseness prior (of the sort seen in section C. K parameters corresponding to the K different subbands but the Pixon method only allows at most one of these parameters to be non-zero). and p is a parameter chosen near 1. say. One example that has already been mentioned in this dissertation is the Hidden Markov Tree (HMT) model discussed in chapter 3. In other words.10 243 iterative algorithm. 5. the iterative minimisation algorithm is based upon another iterative algorithm. which itself requires wavelet and Fourier transforms to evaluate. for a particular position in the image there will be. This algorithm corresponds to the cost function f (x) = i λi | [W x]i |p where W represents a forward real wavelet transform (Daubechies’ 8 tap most symmetric wavelets were used [30]). 99] that adapts the number of parameters n describing the image to the smallest number consistent with the observed data.

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