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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.

. Dr. Thanks to my parents for encouraging my curiosity and to my wife for keeping me calm. 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. Except where indicated in the text. No part of this dissertation has been submitted to any other university. The dissertation does not exceed 65000 words and does not contain more than 150 figures. This work was made possible by an EPSRC grant.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.


. . .4. . . . . . Least important contributions . . . . .3. . .1 2. . . . . . Dual tree complex wavelet transform . . . . . . . . Contributions based largely on previous work .2 1. . . . . .4. . . . . . . . . . . . . . . . . . .4. . . . . .3. . . . . . . . . . . . . . . . . .1 1. . . . . . . . . Terminology . . . . .4 1. . . . . . . . . . . . . . . . . . . .2 2.6 2. . .2 2. . . . . . . . . . . . . Medium importance contributions . . . . . . . . . .3 2. . . . . . . . . Introduction . 1. . . . . . . . . . .3. . . .3 1. . . . . . . . . . . . . . Bayesian and Non-Bayesian Approaches . . .7 2. . . . . . . . . . . . . . . . . . . . Original contributions .1 1. . . . . Shift invariance and the Harmonic wavelet . . . . . . .3 1. . . . . . . .3. . . . . . . .2 Filter design and the product filter . . . .4 2. . . . . . . . . . . . . . .3. . . . . . .3 Summary . . . .4. . . . .2 1. . . . . directionally selective. . . .1 2. . . . . . . . . . . . . . . . . . The Wavelet Transform . . . . . . . . . Justification for the research . . . . . . . 2 Wavelet transforms 2. . . . . . . . . . . . . . . . 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 . . . . .5 Most important contributions . . . . . .Contents 1 Introduction 1.4. . . . . . . . . . . . . . . . . . . . .4 2. . . . . . . . . . . . . . . . Prolate spheroidal sequences . . . . . . . Single tree complex wavelets . . . Q-shift Dual tree complex wavelets . . . . . . 7 Redundant complex wavelets . . . . . . . . . Non-redundant. . . . . . . . . . . . . . . . . . . . . . . . .1 2. . . . . . . . . . . . . . . .3. . 2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . complex wavelets . . .5 2. . . . . . . . . .4. . . . . .3.4 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . Directionality and Ridgelets .

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Results . . . . .1 4. . . . . . . . . . . Multiwavelets .4. . . . . . . . .1 2. . . .5 4. . . . . .4 4. . . . .3 3. . . . . . . . . . .5. . . . . . . . . . . . . . . . . . . . . . . .5. . . . . . . . . . . . . Preliminaries . . . . . . . . . . . . . . . . . . . . . . . .3 2. . . . . . . . .4 3. . . . . . .4 4.2 3. . . . . . . . . . . . . . . .4. . . . . . . . . . . . . . . . . . . . . . . . . . 3 Previous applications 3. . . . . . . . . .4. . . . Denoising . . . . . . . . .3. . . . . . . . . . . . . . . . . . . . . . . . Discussion . . . . .6 4. . . . . . . . . . . . . . . . . . . . . . . Extracted features . . . . Gabor based texture synthesis . . . . . . . . . . . . . . . . .5. . . . . . . .3. . . . . . . . . . . . . . . . . . . . . . . . . . . . Texture features . . . .3 4. .2. . . . 4. . . . . Conclusions . . . . . . . . . . . . . . Conclusions . . . . . . . . . . . . . . . . . . .6 Steerable transforms . . . . . . . . . . . . . . . . . . . . . . . . . Filters . . . . . . . .5 Summary . . . . . . . . . .4 2. . . . . .9 Method . . . . . . . Results . . .4. . . . . . . Method . . . . . . . . .4 2. . . . . .4. . . . . . . . . . . .2 2. . . . . . . . . . . . . . . . .2 4. . . . .5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Algorithm . . . . . . 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 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Motion Estimation . . . . . .8 4. . .2 4. . . . . . . . . . . . . . .1 4. . . . . . . . . . . Numerical results . . . . . . . . . . . . . . .2 4. . . . . . . . . . . . Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pyramid-based texture analysis/synthesis . . . . . . . . . . . . . . . . . . . . . . . . Introduction . .1 3. . . . . . . . . . . . . . . .3 Summary . . . . . . . . . . . . .7 4. . . . . . . . . . . . . . . . . . . . . . . . . . Conclusions . . . . . . . . . . . .3 2. . . . . . . . . . . . . .1 4. . . . . . . . . . . . . . . . . . . . . 4 Complex wavelet texture features 4. . .5 2. . . . . . . . . . . . . . . . . . . . . . . . . . . . Results and applications . . . . . . . . . . . . . Theoretical results .4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Classification . . . . . .

. . . . . . . . . . .3. . . . . . . . . . . . . . . . . . . .1 6. . 102 Conclusions . . . . . . . . . . . . . . . . . . . . 67 67 68 69 70 71 73 77 83 86 86 87 88 88 89 93 93 93 96 98 99 5. . . . . . Discussion of DT-CWT performance . . . . . . . . . .5 6. . . . . .2 7. . . . . . . . . 113 Wavelet generative specification . . . . . . . . . . . . . . . . . . . . .9 Summary . . . . . .3. . . . . . .3 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 7. .3 6. . . . . Original Classification Method . . . . . . . . . . . . .2 7. . . . . . . . . . . . . . . 111 Fourier model . . . . . . . . . . . . . . . . . 109 7. . . . . . Discussion . . . . . . . . . .2 5. . . . . . . .3 Introduction . . . . . . . . . . . . . . . . 105 107 7 Bayesian modelling in the wavelet domain 7. . . . . . . . . . .1 5. . . . . . . . . . . . . . . . . . . . . . . . . .8 5. . . . . .10 Conclusions . .2 6. . . Discussion of relative performance . . . . . . . Training simplification . . . . Detailed description of method . . . . . . . . . . . . . . . 114 . . . . . . . . . . . . . . . . . . . . . . .9. . .4 Texture features for multiscale segmentation . . . . . . .3. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 7. . Multiscale Segmentation . . . . . .9.4 5. . . . . . . . . . . . 111 Wavelet direct specification . . . . . . . . .9. .1 7. . Multiscale classification . . . Auto-correlation Results . . . . .6 5. . . . . . . . . . .3. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108 Bayesian image modelling .8 Summary . . . . . . . . . . . . . . .3 5. . . . . . . .7 6. . . . . . . . . . . . . . . . . . . . . . . .4 6. 6 Correlation modelling 6. . . . . . . . .1 5. . . . . . . . . Cross-correlation results and discussion . . . . . . . . . . . . . . . . . . .5 Texture segmentation 5. . . . . . 5. . . . . . . . . . . . . . .7 5. . . . Experiments . . . . . . . . .4 Filter model . . . . . . . Cross-correlation method . . . . . . . .5 5. . . . . 107 Introduction to Bayesian inference .6 6. . . . . . . . . . . Multiscale results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Choice of parameter values . . . . . . . . . . . . . . . . . Auto-correlation Method . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 Large feature set segmentation .9. . . . . . . . . . . . . . . . . . . . . . . . . . . . .

. . . . . .4 7. . . . . . . . 144 Method for wavelet approximation/interpolation . .6 Wavelet posterior distribution . . . . . . . . . . . . . . . . . . . . . . . . . . .3 8. . . . . . . . . . . . . . . . . . . . . . . 115 7. . . . . . . . . . . . . . . . . . . . 129 Introduction . . . . . .3 8.4. 140 Comparison with Spline methods . . 127 129 8 Interpolation and Approximation 8. . . . . 146 Impulse responses . . . . . .7.2 7. . . . . . .4. . . . . . . . . . . . .7. .7. . . . . .6 Kriging . . . . . 116 Shift Invariance . . . . . . . . . . . .4. . . . . . . . . . . . . . . .4 8. . . . . . . .3 7. . . . . . . . . . . . . . . . . . .6 Possible Basis functions . . .6. . . . 130 Posterior distribution .4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 8. .7 Choice of wavelet . . . . . . . . . . . . . . . 148 Experiments on shift dependence . . . . . . . . . . . .2 8. . . . . . 147 Shift Invariance .1 7. . . .7.5 8. . . . . . . . . . . . . . . . . . . . . . . . . . . . 156 . .1 8. . . . . . . . . . . . 134 Bandlimited interpolation . . . . . . .2 8. . .6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3 8. . . . . . 140 8. . . . . . . . . . . . . . . 135 Minimum smoothness norm interpolation . . . . 132 Radial Basis Functions . . . 123 Summary of results . . . . . . . . . 131 Approximation techniques . . . . . . . . . . .5 7. . 152 Discussion of the significance of shift dependence . . . . . . . . . . . . . . . . . . . . . .5 Conclusions .6.7. . . .4 8. . . . . . . . . . . . . . . . . . . . . . . 147 Speed . . . . . . . . . . . . . . . . . .4. . . 127 7. . . . . . . . . . .8 Extensions . . . . . . . . . . . . . .1 8. . . . . . . . . . . . . . . . . 147 Solving for wavelet coefficients . . .1 8. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4. . . . . . . . . . . . . 136 Large spatial prediction for nonstationary random fields . . . . . . . . . . . . .5 Estimating scale energies . . . . . 145 8. . . . . 146 Important wavelet coefficients . . . . .4. . . . . . . .4. . .4. . . . . . . . . . . . . . . .6. . . . . . . . . . . . . . . . . .2 8. . . . . . . . 132 8. . . . . .6. . . . . . . . . . . . .4. . . . . . . 119 Two-dimensional shift dependence . . . . . . . . .4 8. . . . . . . . . . . . . . . . 118 One dimensional approximation . . . . . . . . . . . . . . . . . . . . . . . . . . . 120 Flexibility . . . . . . . .2 8. . . . . . . . . . . . . . . . . 147 Reconstruct image estimate . . . . . . . . . . . . . . 153 8. . . . . . . . . . . . . . . 147 8.4.4. . . .4 Choice of wavelet . . . . . . . . . . . . . . .1 8. . . .4 Summary . . . .5 8. .

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

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

. . . . . . . This figure was provided by Dr N. . . . . . . .3 4.6 2. . . . . Alternative structure for a subband decomposition tree . . . Energy before rescaling for different subbands during the histogram/energy synthesis algorithm. . . . . . .5 Results of using histogram/energy synthesis .2 4. . . . . 32 38 42 The Q-shift dual tree structure.2 2.1 4. . . . .5 2. . .List of Figures 1. . 13 49 50 62 63 64 65 66 . . . . . . . 3. . . . . . . Results of using histogram/energy synthesis on a wood grain texture. . . Building block for inverting the wavelet transform . . . . . . . . Kingsbury. .1 2. . . . . . . . . . . . . .3 2. . . . . . Bottom middle: DT-CWT results. . . . . . . . . . Top right: Noisy image. . .1 3.2 Top left: Original image. . . . . Bottom right: NDWT results. Kingsbury. . . . . The results in normal type are published in the literature [24] while the results in bold come from our replication of the same experiment. . . . . . . . . . . .1 2.4 2. . .4 4. . . 4. . . . .7 2. . . . PSNRs in dB of images denoised with the HMT acting on different wavelet transforms. . . . . . . . . . . . . . . . . . . . . . . . . . . This figure was provided by Dr N. . . . . . . . . . . . . . . . . . . . . Contours of half-peak magnitude of filters at scales 3 and 4 .9 Guide to the dissertation . 34 10 14 15 15 17 30 31 2. .10 Comparison of noise gain for different transforms . . . . . . . . . Results of using energy synthesis . . . . .8 2. . . . Model of wavelet domain processing. . . Contours of 70% peak magnitude of filters at scales 3 and 4 . . . . . The complex wavelet dual tree structure. . . . Subband decomposition tree for a 4 level wavelet transform . . Horizontal lines represent the target energy values. Building block for wavelet transform . . . Results of using different methods on a strongly diagonal texture . . . . Bottom left: DWT results. . . . . . . . . . . . . . . .

. . . . .7 5.13 Percentage errors for single scale DT-CWT. .5 Comparison of segmentation results for different transforms . .3 6. . . . . 5. . . . .4 6. . . . .2 7. .4 5. . . . .5 5. . . . . . . . . . . . . . . . . . . . . . . 2-D frequency responses for the four subbands derived from the level 2 45◦ subband. . . . . . . . . . . . . . . Percentage errors for (DWT. . . . . . . . . . . . . .6 5. . . . . . . . . Rectified nondecimated scale 4 wavelet coefficients . . . . . . . . . . .7 Results of original energy matching synthesis . . . .8 5. . . . . . . Performance measure for different methods . . .2 5. . Comparison of segmentation results for altered DT-CWT . . . . . . . . . . . . . . . . 124 Covariance structure for a nondecimated real wavelet. . .14 Segmentation results for mosaic “f” using the multiscale DT-CWT . . Rectified decimated scale 4 wavelet coefficients . .2 6. . . . . . . . . . . . . . . . . . . . . . . .6 6.5 6. . . 75%. . . . . . . . . . . .NDWT. . . . .1 7. . . . . 25% of the peak amplitude. . . . 117 One dimensional approximation results for different origin positions. . . . . 105 Sequence of operations to reconstruct using a Gaussian Pyramid . . . . . .RealCWT. . multiscale DT-CWT. . . . . . . . . . . . . . . . . . . . 122 Covariance structure for an orthogonal real wavelet. . . . . . . . . . . . . . . . . . . . . . . . 5. . Comparison of segmentation results for different transforms . . 5. . .1 6. A dashed contour at the 25% peak level for the original 45◦ scale 2 Comparison of different synthesis methods. . . Results of matching 5 by 5 magnitude autocorrelation values .10 Percentage errors for (HalfCWT. .4 7. . . . . . . . . . . . . . . .DT-CWT) 5.5. 120 Shift dependence for different scales/dB. 103 6. . . . . . . Sine wave input . . . Results of matching 5 by 5 raw autocorrelation values . . . . . .1 5. . . . . . . . . . . . . . . . . . 74 75 76 78 79 80 80 82 83 84 85 89 90 91 96 97 97 98 99 5. . . . . . . . . Results of matching 3 by 3 raw auto-correlation values .8 7. 6. . . . . . . . . .DT-CWT) . . Crosses show location and values of measured data points. . . . . . Nondecimated scale 4 wavelet coefficients . . . . 125 . . . .3 5. . . .12 Comparison of segmentation results for multiscale methods . . . . . . . . . . multiscale DWT. . . . . . . . . . . . . . . .3 7. . . . . . . 50%. . . . . . Contours are plotted at 90%. . . . . . . . . . .9 Mosaics tested . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .11 Segmentation results for mosaic “f” using the DT-CWT . . . . . 101 subband is also shown in each plot. . . Results of matching 5 by 5 raw auto-correlation values .

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

. . . . . .1 Effective assumption about SNR levels for Van Cittert restoration (K = 3. . . .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. . . . . . . . . . . . . . . . . . . . . . . 240 . . . . . . . . . . . . .2 Effective assumption about SNR levels for Landweber restoration (K = 3. . .1 Summary of useful properties for different applications . .α = 1). 238 C. . . . . . . . . . 231 C. . .3 The mirror wavelet tree structure . . . . . . . . . . . . 203 C. . . . . . . . .α = 1). . . . . 232 C. . .4 2D frequency responses of the mirror wavelet subbands shown as contours at 75% peak energy amplitude. . . . . . . 197 10. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9. . . . . . . . . . . . . . . . . . .

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

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

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

2 .

Traditional formulations of complex wavelets are seldom used because they generally suffer from either lack of speed or poor inversion properties. fast adaptive contour segmentation [34]. A qualitative feel for the power of the description is given by texture synthesis experiments. In this dissertation we restrict our attention to four main examples of particular interest. 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 first consider non-Bayesian applications and explain how to use the DT-CWT to generate texture features. We show how 3 . We also consider images for which the simple model is inadequate.Chapter 1 Introduction 1. 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]. 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. two Bayesian and two non-Bayesian. In particular. and edge detection.1 Overview This dissertation investigates the use of complex wavelets in image processing. The features are then experimentally tested by addressing the problem of image segmentation to show the performance relative to many other feature sets. we aim to compare complex wavelets with standard decimated and non-decimated real wavelet transforms.

In this case we assume that the data is a realisation of a stationary Gaussian process. and radial basis functions. 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. and explain the organisation of the work. splines. The following sections explain the justification for the research.4 CHAPTER 1.2 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. it demonstrates how a wavelet method can be much more efficient than standard methods. INTRODUCTION the simple model can be enhanced to handle longer-range correlations in images for better texture synthesis. First. give an introduction to the difference between Bayesian and non-Bayesian approaches. describe the original contribution of the dissertation. It has also been claimed that the new . Third. 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. This is of interest for a number of different reasons. Previous complex wavelet transforms have generally suffered from problems with efficiency and reconstruction. 1. 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. 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). 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. we can develop theory that relates the wavelet methods to a variety of alternative techniques such as Kriging. and the kind that are too complicated. Second we demonstrate how complex wavelets can be used for Bayesian image processing. The final extension is concerned with image deconvolution. Second. This is of interest as it provides information about the kind of images that are well modelled by complex wavelets. We use this Bayesian model to deal with irregularly sampled data points.

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. It is usually easy to find a slow technique that will solve the problem but much more difficult to find a fast technique.1.3. A typical non-Bayesian approach might be to apply a median filter1 . 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).) 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. In this context best is defined in terms of a cost function that measures the penalty for errors in the estimate. To sharpen the discussion consider restoring an image that has been corrupted in some way. The first problem is that it is often hard to construct an appropriate model for the data.3 Bayesian and Non-Bayesian Approaches The Bayesian approach to a problem involves constructing a model and then performing inference using the model. concerns about the complexity of methods based on complex wavelets. or simply because the new transform is relatively unknown. If the model correctly describes the data then the best possible answers can be calculated from the posterior distribution. 1. 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. 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. (Chapter 7 explains the terminology used in Bayesian signal processing. the best answer is the one that minimises the expected value of the cost function. . BAYESIAN AND NON-BAYESIAN APPROACHES 5 transform solves both these problems. The second problem is that the inference is usually impossible to perform analytically. However. In a trivial sense non-Bayesian approaches are all other approaches. 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. Instead numerical techniques such as MCMC (Markov Chain Monte Carlo) must be used.

. 4. It requires no knowledge about the type of degradation. 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). A Bayesian approach to segmentation is made difficult by the need to specify a prior for the shapes of segments. For these reasons. 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. for interpolation and image deconvolution we attempt a Bayesian approach. 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. The weakness is that it is also possible that the method will be totally inappropriate (for instance. INTRODUCTION characteristic of non-Bayesian approaches: 1. such as line drawings. 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.6 CHAPTER 1. the degradation might be that the image is upside down). However. This is a large research topic by itself and there are encouraging results based on complex wavelets in the literature [59]. For images with certain structures. 5. 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. It is very fast. This requires simplifying assumptions to be made about the problem but the benefits of the Bayesian approach can be seen. In practice it is often effective. 3. It is therefore crucial that the effectiveness of the method is experimentally determined. we select a non-Bayesian approach for segmentation (chapter 5). 2.

3.3).2 cessing.6. 3.3. ORIGINAL CONTRIBUTIONS 7 1.4) and identify the auto-correlation of the associated process.1 Most important contributions These are the results of the most general interest.4.4. 5. We describe how Bayesian interpolation can be implemented with wavelet methods (8. .2).5).1. We describe shift invariant wavelet models in terms of a Gaussian random process (7. We describe how the DT-CWT can be used for image deconvolution(9) and provide experimental comparisons with other techniques ( We calculate theoretical predictions of aesthetic and statistical quality of solutions to interpolation problems (8. of course. We experimentally compare feature sets for segmentation (5. 1. This classification is. 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 (2.5.4). Medium importance contributions These are the results of interest principally to researchers in a specific area of image pro- 1. 2. We develop theoretical links between a number of interpolation and approximation techniques for irregularly sampled data (8. 4.9. subjective and merely represents the author’s current opinion.2) and measure the accuracy of these predictions (8.5). 1.4 Original contributions This section describes the contributions to learning made by this dissertation from most to least important. 1. We derive an expression for the noise gain of a transform in terms of the unbalance between analysis and reconstruction (2. 2. The references are to the corresponding sections in the dissertation.

4).8. 1. 8. and the noise gain in reconstruction (2.8. 7. We perform experiments to compare the noise gain performance for certain complex Daubechies wavelets and the DT-CWT (2.2). We propose and compare a number of methods for calculating search directions within the deconvolution method (9. 4.8 CHAPTER 1. the frame bounds for the transform.4. We review the main deconvolution techniques from a Bayesian perspective (appendix C). 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. We perform segmentation experiments to measure the effect of some additional autocorrelation based features (6.3).5. 5.7).3 Least important contributions These are specific experimental or theoretical results of less general interest but which give supporting evidence for the thesis. We characterise minimum smoothness norm interpolations and prove that shift dependence is always expected to decrease the quality (8. 2.3. INTRODUCTION 6. We explain a method for fast conditional simulation for problems of interpolation and approximation (8.2).7. We derive connections between the singular values of a wavelet transform matrix. . 6. We experimentally compare the shift dependence of interpolation methods based on the DT-CWT and alternative wavelet transforms (8. We show how the speed of wavelet interpolation can be significantly increased by allowing a small amount of error (8. 7.5).3).5. 1.3). 3.2).4.

9) based on complex wavelets. image classification. and image denoising that uses complex wavelets.4). During the collaboration we applied the results of chapter 8 to the problem of using seismic measurements to determine subsurface structure. 3.4.5 Organisation of the dissertation Figure 1. 2. The next three chapters propose and test a number of non-Bayesian complex wavelet image processing methods. Chapter 2 reviews the principles of standard wavelet transforms from a filter design viewpoint and describes the properties of complex wavelet transforms. We develop pixel by pixel (5.5) and multiscale segmentation methods (5. Chapter 3 reviews some relevant work done in motion estimation. Nevertheless.4 Contributions based largely on previous work These are straightforward extensions of existing work to use the complex wavelet transform.4. all the original research presented here is the work of the sole author.1.3). We show how the DT-CWT can be used for texture synthesis (4.8). ORGANISATION OF THE DISSERTATION 9 1. A technical report [35] has been published containing the results of a collaboration with an expert in seismic surveying. The purpose of the first two chapters is mainly to provide background information that will be useful in the subsequent chapters. 1. 4.2) and display some experimental results (6. The report itself contains contributions from the expert but all the material and results of chapter 8 are the work of the sole author. We perform some experiments using the Hidden Markov Tree for image denoising (3.3) and display some experimental results (4.1 illustrates the organisation. 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.5. Chapter 4 proposes texture features based on complex wavelets . We explain how the autocorrelation of DT-CWT subbands can be used to improve the quality of texture synthesis (6. 1.

10 CHAPTER 1.1: Guide to the dissertation . 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.

Chapter 10 discusses the impact of the research and summarises the main conclusions of the dissertation.1.5. At the end of the dissertation are the references and appendices. Chapter 5 compares a DT-CWT segmentation method with the results from alternative schemes for a variety of image mosaics. 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. ORGANISATION OF THE DISSERTATION 11 and examines their properties by means of texture synthesis experiments. Chapter 11 suggests directions for future research. The final two chapters summarise the findings and discuss future possibilities. Chapter 8 describes the application of Bayesian methods to approximation and interpolation. . Chapter 6 extends the texture set to include longer-range correlations. Chapter 7 introduces a Bayesian framework for image modelling.


2.2 Introduction The concepts behind wavelets have been independently discovered in many fields including engineering. 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. 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. and mathematics. 13 . 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. 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.Chapter 2 Wavelet transforms 2.15 mentioned above is original. Mallat [75]. This importance of this result is demonstrated by an experiment comparing a single-tree complex wavelet with a dual-tree complex wavelet. The principal sources for this chapter are books by Daubechies [30]. but the equation 2.1 Summary The purpose of this chapter is to introduce and motivate the use of a complex wavelet transform.

. .14 CHAPTER 2. . Downsample the filter output by 2 to give output coefficients y1 (n). a(1). . . the outputs of the wavelet transform are localised in both time and frequency. This operation converts a sequence of kM coefficients a(0). and Vetterli and Kova˘evi´ [122].y0 x . Downsampling by k is a common operation in subband filtering. 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.H1(z) .1. averaged over all time. We follow the notation of Vetterli [121]. We assume familiarity with c c the Z-transform. . The wavelet transform is based upon the building block shown in figure 2. a(kM −1) to a sequence of M coefficients b(0). 2. This block is crucial for both understanding and implementing the wavelet transform. . b(M − 1) by retaining only one of every k coefficients b(n) = a(kn). 3. It is represented by the notation ↓k . In contrast. The Fourier transform uses each output number to describe the content of the signal at one particular frequency.y1 Figure 2. (2. b(1). WAVELET TRANSFORMS Strang and Nguyen [113]. and the output is a series of M numbers that describe the time-frequency content of the signal.↓ 2 . This is a transform similar to the discrete Fourier transform in that the input is a signal containing N numbers. 4.3 The Wavelet Transform We will first describe the one dimensional dyadic discrete time wavelet transform. Filter the input signal x(n) with the filter whose Z-transform is H1 (z).↓ 2 . . .H0(z) .1) . 2. Downsample the filter output by 2 to give output coefficients y0 (n). say.

Figure 2.y001 H1 Figure 2. and the fine details given by y1 .↓2 - . 3. Figure 2. Upsample the lowpass coefficients y0 by 2.↑2 .y0001 - . y0 y1 This block represents the . The downsampling is a way of preventing redundancy in the outputs.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 . 2. Each time the basic splitting operation is applied to the scaling coefficients just generated. Upsample the highpass coefficients y1 by 2.2. THE WAVELET TRANSFORM 15 For wavelet transforms H0 (z) will be a lowpass filter and H1 (z) will be a highpass filter.↓ 2 .↓ 2 . A full wavelet transform is constructed by repeating this operation a few times.↓ 2 . This represents the forward wavelet transform.y0000 .2 shows an example of a 4-level subband decomposition tree.y1 .↓2 - H0 H1 . and the lowpass filtered coefficients in y0 are known as scaling coefficients.↓2 - H0 H1 . Level 3 Level 2 Level 1 y0 y00 Level 4 y000 H0 x H0 H1 . Filter the upsampled signal with G0 . The detail coefficients (highpass filtered) in y1 are known as wavelet coefficients.3 shows the building block for the reconstruction. the general trends given by y0 .3.y01 .↑2 - G0 G1 + ?z 6 Figure 2. The idea is to split the original signal into two parts.↓ 2 .

b(M −1) to a sequence of kM coefficients a(0). the output sequence z(n) is identical to the input sequence x(n). Use the block to reconstruct y000 from y0000 and y0001 . We can use this block repeatedly in order to recover the original sequence from the wavelet transform coefficients: 1. 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). Reconstruct y0 from y00 and y01 . Reconstruct y00 from y000 and y001 .16 CHAPTER 2. 2. Filter by H(z k ) then downsample by k. . Add the two filtered signals together. WAVELET TRANSFORMS 4. The structure described above is an efficient way of implementing a wavelet transform. . Filter the upsampled signal with G1 . a(1). the y001 coefficients are produced by filtering with W001 (z) = H0 (z)H0 (z 2 )H1 (z 4 ) followed by downsampling by 8.4 in which all the downsampling operations have been moved to the right. This operation converts a sequence of M coefficients b(0). 2. Downsample by k then filter by H(z). 4. otherwise a(n) = 0. The alternative relies on the equivalence of the following two transforms: 1. . . This equivalence allows us to move the downsampling steps in figure 2.2 past the filters to produce the equivalent structure shown in 2. Each subband is now produced by a sequence of filters followed by a single downsampling step. We now describe an alternative structure that is less efficient but often more convenient for theoretical results. . . For example. . . Reconstruct x from y0 and y1 . b(1). The filters are usually designed to ensure that when this reconstruction block is applied to the outputs of the analysis block. Upsampling by k is represented by the notation ↑k . 3. This is known as perfect reconstruction (PR). 5. . More precisely: if n is a multiple of k then a(n) = b(n/k). a(kM − 1) by inserting k − 1 zeros after every coefficient.

3) (Sometimes the perfect reconstruction condition is relaxed to mean that the reconstructed signal is identical to a shifted version of the original.↓ 16 .) It can be shown that solutions are given by any FIR filters that satisfy the following equations H1 (z) = z −1 G0 (−z) (2.3. In a similar way the reconstruction can be represented as an upsampling step followed by a single filtering step.2. The impulse response in this case is called the reconstruction or synthesis wavelet.↓ 8 .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]. THE WAVELET TRANSFORM 17 Level 4 Level 3 Level 2 Level 1 .y01 -H1(z4) .y001 Figure 2.H1(z) . In this case the LHS of the first equation is of the form 2z −k for some integer k. 2.3.2) (2.or simply the scale 3 wavelet.4: Alternative structure for a subband decomposition tree The impulse response of W001 (z) is called the analysis wavelet for scale 3 .y0000 -H1(z8) .↓ 2 .4) . 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. Suppose that we want to design analysis and reconstruction FIR filters that can perfectly reconstruct the original sequence.↓ 4 .y1 -H1(z2) .y0001 .H0(z) x(n) -H0(z2) -H0(z4) -H0(z8) .↓ 16 .

Analysis filters The filters used in the forward wavelet transform (H0 (z) and H1 (z)). Reconstruction filters The filters used in the reverse wavelet transform (G0 (z) and G1 (z)). 2. 2. If equation 2. Perfect reconstruction (PR) A system has the perfect reconstruction property if the combination of a forward and reverse wavelet transform leaves any signal unchanged.2 Terminology This section defines a number of terms that will be used in the following discussion. Balanced For real filters we define the system to be balanced if G0 (z) = H0 (z −1 ) and G1 (z) = H1 (z −1 ). substituting this into equation 2. . For convenience the important definitions from the previous sections are repeated here. These simple changes do not change the wavelet transform in any significant way. 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. or adding a time delay to the analysis filters and a time advance to the reconstruction filters (or the other way around).3. (For complex filters balance requires equivalence of the reconstruction filters with the conjugate time reverse of the analysis filters.5) (2.3 is true then any non-trivial zeros of H0 (−z) must therefore belong to G1 (z). If we have a solution then we can produce additional solutions by (2. either multiplying all the coefficients in an analysis filter by r and all the coefficients in the corresponding reconstruction filter by 1/r.) Balanced filters will therefore have equal magnitude frequency responses |Ga (ejθ )| = |Ha (ejθ )|.3 shows that H1 (z) = −(1/r)(−z)−k G0 (−z). 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 .6) 1.2 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). 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). Finally. 1 If the equation 2.18 CHAPTER 2.

For even length filters we also allow a time delay. Symmetric We say that an odd length filter with Z-transform H(z) is symmetric with even symmetry if H(z) = H(z −1 ). Non-redundant A transform is non-redundant if the redundancy is 1. 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. In other words. Near balanced The system is near balanced if the analysis filters are close to the conjugate time-reverse of the reconstruction filters. and in particular that there is no conjugation. odd symmetry means H(z) = −z −1 H(z −1 ). and 0 on all other frequencies. Bi-Orthogonal A PR system is bi-orthogonal if the transform is non-redundant but not balanced.3. In fact. Nevertheless. Redundancy The redundancy of the transform is the ratio of the number of outputs to the number of inputs. A complex coefficient is counted as two outputs. Ideal filter We say a filter is ideal if its frequency response H(f ) takes the value 1 on a set of frequencies. THE WAVELET TRANSFORM 19 This definition is not normally used in wavelet analysis because for critically sampled systems it is equivalent to orthogonality.2. the concept is crucial and within this dissertation we will exclusively use the definition given here. Orthogonal A PR system is orthogonal if the transform is non-redundant and balanced. a method . even symmetry means H(z) = z −1 H(z −1 ). or symmetric with odd symmetry if H(z) = −H(z −1 ). We will use antisymmetric as another way of saying symmetric with odd symmetry. 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). Note that these definitions are for both real and complex signals. 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.

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. When confusion is possible we will use the subscripts R and C to denote the separate and complex forms. treating the output as complex coefficients we can write wC = WC x . 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. 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. 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. We also define a N × M matrix P to represent the inverse wavelet transform such that (for perfect reconstruction wavelet systems) x = P w. 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. 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. 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. 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.20 CHAPTER 2. Let N be the number of input samples and M the number of output coefficients. We will use x to be a N × 1 column vector containing all the input signal values. For example. It is often useful in developing theoretical results to use vector and matrix notation to describe the transform.

A third method (known as symmetric extension) that avoids discontinuities at the edge is based on reflections of the original data. It is this complete transform (including edge effects) that is represented by the matrices W and P . A sample from just before the beginning is assumed to have the same value as a sample just after the beginning. In other words.3. This has the drawback that discontinuities are normally created at the edges of the dataset.3.2. For example.3 Single tree complex wavelets Complex wavelets can be produced by using filters with complex coefficients. With a careful design symmetric extension can also result in a perfect reconstruction system. The efficient implementation of such a two dimensional wavelet transform requires the alternation of row and column filtering steps [113]. 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. Methods differ in whether the edge samples are doubled up. 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. The problems occur when a filter requires samples outside the defined range. if we want to construct an orthogonal wavelet . 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). Any of these edge treatments still results in an overall linear transform. In particular. 2. This allows greater freedom in the design. In actual wavelet implementations the data sets are finite and care must be taken when processing coefficients near the edges of the data set. 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. 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. The easiest way to treat the edges and preserve the PR property is to assume that the signal is periodic (known as periodic extension).

There are two main reasons for this: 1. Therefore if H(z) is biased towards positive frequencies then G(z) must be biased towards negative frequencies. 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 ). 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. 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. H1 (z) = (1/ (2))(1 − z −1 )) . 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. However. Unfortunately this leads to very bad noise amplification: small changes made to the wavelet coefficients result in large changes in the reconstructed signal. 2. We define the passband as the frequencies for which the magnitude of the frequency response is above 1. By removing the negative passband the aliasing can be greatly reduced [63. if complex coefficients are allowed then many possible solutions are allowed. When images are analysed complex filters can separate the information in the first and second quadrants (of 2D frequency space). but the second reason is always important. This permits methods to distinguish features near 45◦ from those near −45◦ . Wavelet methods are often shift dependent due to aliasing caused by the downsampling. such as certain cases of the complex Daubechies wavelets[73]. 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.5 contains theoretical results linking noise amplification to the balance between analysis and . both positive and negative. The first reason only applies to multi-dimensional data sets. Any symmetric wavelet (with either even or odd symmetry) will have an equal magnitude response to positive and negative frequencies. Section 2. It is of particular interest to construct a (necessarily complex) wavelet transform that is able to distinguish positive and negative frequencies. Now consider the asymmetric case. 64].22 CHAPTER 2.

2. Perfect reconstruction.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. The fundamental conflict is that we require narrow passbands in order to reduce shift dependence. A lowpass product filter. Separable filtering means that we can apply a 2D filter by first filtering all the .6) it is not generally useful. 3.2. 2. By. for example. More importantly.3. The ability to distinguish positive and negative frequencies. 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.3. the wavelet transform in section 2. Balanced filters leading to low noise amplification during reconstruction. However. the system will still possess the same aliasing problems of the original real wavelet. THE WAVELET TRANSFORM 23 reconstruction filters. 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. but that the product filter passband for a single tree complex wavelet transform must necessarily cover half the spectrum. 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. 4. We conclude that a complex wavelet transform based on a single dyadic tree cannot simultaneously possess the four following properties: 1. 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).3. The last property merits a little further discussion. Complex wavelets only reduce shift dependence problems when the overlap between aliased passbands is reduced [63].

24 CHAPTER 2. However. there is one important disadvantage: any non-redundant wavelet transform based on FIR filters will produce shift dependent .3. 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. and skewing the frequency content of the image. 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. rotating. 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. Later in this chapter we discuss examples of useful complex wavelets that do reduce aliasing. and then filtering all the columns with a second 1D filter. the transform naturally inherits the aliasing of the 1D DWT. 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. A Radon transform computes the projection of the image intensity along a radial line oriented at a specific angle. WAVELET TRANSFORMS rows with one 1D filter. This leads to efficient computation of wavelet transforms but it is not the only possibility. in this dissertation we have chosen to extensively test a single representative complex wavelet transform rather than exploring the range of construction options. as the ridgelet transform is based upon a 1D DWT. Another important alternative is known as a Ridgelet transform [19. 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. 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. For the ridgelet transform.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. Bamberger and Smith proposed a directional filter bank [7] that generalises the notion of separability by modulating. This has a number of advantages including low storage requirements and fast computation. 20]. angles of the form 2πl2−j are used where j and l are integers. Unfortunately.

Any filter localised in both space and frequency should continue to change a signal when repeated. However. 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.3. and we conclude that the transform either possesses ideal bandpass filters or that it results in shift dependent processing.7) and we conclude that repeating the filtering does not change the output. If the transform is to be shift invariant then this operation must represent a stationary filtering operation. Suppose we have some linear PR non-redundant transform represented by the matrices W for the forward transform and P for the inverse transform. if wi is an output coefficient in the chosen subband then Tii = 1. Let T be a diagonal matrix whose diagonal entries select out a chosen subband.2. FIR filters always have a non-ideal response. 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 we repeat the filtering the output is PTWPTWx = PTTWx = PTWx (2. THE WAVELET TRANSFORM 25 methods. while all the other entries in T are zero. 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. PR means that P W = IN . 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. The filtering can therefore be represented as z = PTWx However. We now consider the performance of such a system. Now consider the elementary processing step that reconstructs from just the coefficients in one subband. As the transform is non-redundant both W and P are square matrices. The down-sampling introduces aliasing and so the results of processing will depend upon the precise location of the origin.8) (2. This means that a inverse transform followed by the forward transform will give identical wavelet coefficients. In other words. Therefore P = W −1 and W P = IN . .

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

directionally selective. This type of complex wavelet transform has increased directionality.3. such as the top-right quadrant. 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. 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.3. In practice. 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.3. The resulting transform would be a redundant complex wavelet system. From a computational perspective there is not much difference between this method and a complex wavelet implemented with a tree structure. for the reasons given in section 2. The outputs of these filters are again subsampled so that the complete complex transform is non-redundant. 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. THE WAVELET TRANSFORM 27 of an ideal bandpass response is that the associated wavelets have a poor localisation in time. increased directionality.3. (Recall that we cannot hope to reconstruct from just a single branch. 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. 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 multiple subbands produced by this complex filtering can be recombined to give a perfect reconstruction. but as it is based on the shift dependent DWT subbands it naturally retains the DWT shift dependence.) We proposed two main reasons for wanting to use complex wavelets. 2. the additional filtering discriminating between the different quadrants of frequency space will cause additional shift dependence errors. These more practical systems are known as harmonic wavelets. Furthermore.2.6 Non-redundant.

In this case critically sampled means that if we have an input containing N complex numbers. in descending numerical order.406 [126].2. The frequency responses of the functions tend to be Gaussian shaped and well separated. The main problems with the FPSS occur when we need to reconstruct the signal from the transform coefficients. 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. For practical application it is useful for the functions to be defined on finite 2-D lattices [126]. it leads to problems during reconstruction. WAVELET TRANSFORMS 2. There is no direct consideration of the reconstruction filters or of the effect of constructing a wavelet pyramid from the functions.9) where σk is the (k + 1)th eigenvalue. Wilson found condition numbers ranging between 1. The only design criteria for the wavelets is good time-frequency energy concentration. As this is greater than 1 the reconstruction filters will not be balanced. We will call these basis wavefunctions the wavelets of this transform. For example. calculating the correlation of the signal with each wavelet) and W H represents the Hermitian transpose of W . The condition number µ of this matrix is measured. These functions are the solutions of a simple energy form of the uncertainty principle. He defines a matrix Q = W H W where W represents the transform (i.3. but errors will be magnified by the tree structure or by iterative techniques. If the wavelets were orthogonal then Q would be equal to the identity matrix. of Q. Wilson has examined the properties of a critically sampled FPSS [126]. For perfect reconstruction we need an overall frequency response that sums to unity for . then the output also contains N complex numbers.8 (the square of the condition number).7 Prolate spheroidal sequences Slepian introduced the use of the prolate spheroidal wavefunctions for signal processing [109]. there is no guarantee that it will be possible to have finite impulse response (FIR) reconstruction filters. Although this is good for reducing aliasing.e.348 and 1.5. The condition number is defined as µ(Q) = σ0 /σN −1 (2. The significance of the condition number will be seen in section 2. This means that the ratio of the eigenvalues varies by more than a factor of 1. A FPSS can be defined as the eigenvectors of a linear transform that first bandlimits a signal and then truncates the signal. Such functions are called finite prolate spheroidal sequences (FPSSs). It is suggested [126] that truncating the inverse filters results in an almost perfect reconstruction.28 CHAPTER 2.

and scales for the filters. y ) x y = a−m (x cos θ + y sin θ) = a−m (−x sin θ + y cos θ) (2. Manjunath and .2.13) where θ = nπ/K and K is the total number of orientations. A two-dimensional Gabor function centred on the horizontal frequency axis can be written as g(x. 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. Figure 2. REDUNDANT COMPLEX WAVELETS 29 all frequencies.12) (2. Given a certain number of scales and orientations. This section describes the choice of Gabor wavelets that Manjunath and Ma found to be best in their texture processing experiments [76]. 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.10) where σx and σy are the bandwidths of the filter and W is the central frequency.11) (2.5 shows these half-peak contours. 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. The term Gabor wavelets is used for several different systems that differ in the choice of positions. y) = a−m g(x . Another problem occurs if we try and use the FPSS wavefunctions as the low and high pass analysis filters of a wavelet transform.4. 2. y) = 1 2πσx σy exp − 1 2 x2 y2 + 2 2 σx σy + 2πjW x (2. This function can then be dilated and rotated to get a dictionary of filters by using the transformation gmn (x.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. orientations. 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].

Some attempts have been made to reduce the amount of redundancy. P¨tzsch et al propose an approximate reconstruction that ignores the interaction o between jets at different nodes [95]. They are hard to reconstruct. The Gabor wavelet coefficients are found by calculating the full transform and discarding the unwanted coefficients. and the same number of inverse transforms as there are desired subbands in the image.1 Figure 2.02 0 −0.06 0. Such methods have two main problems: 1.30 CHAPTER 2.04 0.05 horizontal frequency (/sample freq) 0. 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.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. He developed a complex wavelet transform based on short 4-tap filters that had responses very close to Gabor . This process gives a very high redundancy (equal to the number of subbands) and is therefore slow to compute.1 −0. For example Daugman [32] uses a subsampled set of Gabor wavelets on a regular grid. 2. An alternative approach was developed by Magarey [74].05 0 0. while P¨tzsch et al [95] o use sets of Gabor wavelets (that they call jets) centered on a small number of nodes. They are inefficient.02 −0. This is a slow process. 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]. 0. The main advantage is that the frequency responses can be chosen to achieve perfect reconstruction.08 0. The problem is expressed in terms of a neural network that must be trained for each new image to be processed. Their exact reconstruction takes 900 times longer than the approximate method.12 vertical frequency (/sample freq) 0.04 −0. This requires one forward transform.1 0.

while the other produces the imaginary parts. REDUNDANT COMPLEX WAVELETS 31 wavelets. . and hence the energy.2) but did not possess a simple set of reconstruction filters. The extra redundancy allows a significant reduction of aliasing terms and the complex wavelets are approximately shift invariant [63]. 2. 0. but the number of orientations is built into the method). Note that all the filters in the dual tree are real.1 0.05 horizontal frequency (/sample freq) 0. The frequency responses for the 2D transform are shown in figure 2.05 0 0. there are 6 orientations at each of 4 scales (any number of scales can be used. 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.4. The complex wavelet transform attains these properties by replacing the tree structure of the conventional wavelet transform with a dual tree shown in figure 2.4.02 −0.2.12 vertical frequency (/sample freq) 0. As for the Gabor wavelets. but the magnitude.04 −0.6: 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. is much more stable. 63] have similar shapes to Gabor wavelets.1 −0.7.02 0 −0.04 0. translations cause large changes to the phase of the wavelet coefficients. This efficient system was successfully used for motion estimation (as described in section 3.06 0.1 Figure 2. Conventional separable real wavelets only have subbands for three different orientations at each level and cannot distinguish lines near 45◦ from those near −45◦ . Complex coefficients only appear when the two trees are combined.1 Dual tree complex wavelet transform Kingsbury’s complex wavelets [62.08 0. At each scale one tree produces the real part of the complex wavelet coefficients.6.

H.H001b ..↓ 2 .H001a . This figure was provided by Dr N. WAVELET TRANSFORMS Level 4 Level 3 Level 2 Level 1 x0a x00a x000a Tree a H0a odd H1a .H00b .x001b .↓ 2 odd -H0000a .x0000b .↓ 2 .↑ 2 .↓ 2 even . 2-band reconstruction block .H01b ...H..↓ 2 ..↓ 2 . 6 Figure 2.1 + ?.G.H00a .↓ 2 ..↓ 2 .x1b .↓ 2 .x0001a even - ..↓ 2 .. .x0001b odd - ..↓ 2 .↓2 .x0000a -H0001a .↓ 2 ..H01a .x01b .H0001b .H000b .x001a x000b x Tree b H0b odd H1b .x1a x0b .↓ 2 even .32 CHAPTER 2.↓ 2 .y .H0000b .x01a x00b .0 . Kingsbury..H000a ..↓2 .7: The complex wavelet dual tree structure.G.↑ 2 .0 x.↓ 2 .1 .↓ 2 odd .

There are a number of choices of possible filter combinations. a delay difference of 1 2 sample is required between the outputs of the two trees. This tree is shown in figure 2. The sub-sampling structure is not very symmetrical. REDUNDANT COMPLEX WAVELETS 33 The filters are designed to give a number of desired properties including strong discrimination between positive and negative frequencies. The PR filters used are chosen to be orthonormal. the transform has a computational order of N2d . Instead they are designed to have a group delay of approximately 1 . Note that it is impossible to discriminate positive and negative frequencies when using conventional real wavelets. 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 filters at level 1. 2. The results of inverting both trees are averaged as this achieves approximate shift invariance.4.4. The main problems with the odd/even filter approach to achieving this delay are that [65]: 1. These drawbacks have been overcome with a more recent form of the dual tree known as a Q-shift dual tree [65]. The filter sets must be biorthogonal because they are linear phase.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. There are two sets of filters used. 3. 2.2. We have . The two trees have slightly different frequency responses. so that the reconstruction filters are just the time reverse of the equivalent analysis filters. and the filters at all higher levels. The filters are near-balanced and permit perfect reconstruction from either tree. The required delay difference of 4 1 2 sample is achieved by using the time reverse of the tree a filters in tree b.8. The filters beyond level 1 have even length but are no longer strictly linear phase. More precisely.information that allows us to distinguish features at angles near 45◦ from those near −45◦ . In d dimensions with N samples. 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.

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

non-perfect reconstruction and being an over-complete expansion. 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. When we talk about the complex wavelet transform we shall always be referring to this Q-shift version unless explicitly stated otherwise. 4 images with (N/4)*(N/4) coefficients 4. They developed a two-dimensional pyramid transform that was shiftable in both orientation and position which decomposes the image into several spatial frequency bands. The Q-shift transform retains the good shift invariance and directionality properties of the original while also improving the sampling structure.2.4. and a final low pass image with (N/8)*(N/8) coefficients. 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. 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. . In addition it divides each frequency band into a set of four orientation bands. 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]. 2.4.25N 2 coefficients. Hence we have gone from N 2 numbers to (4(1+1/4+1/16)+1/64)N 2 ≈ 5. 4 subband images with N*N coefficients 2. We will often refer to this transform by the initials DT-CWT. The steerable pyramid is self-inverting in that the reconstruction filters are the same as the analysis filters. 4 images with (N/2)*(N/2) coefficients 3.3 Steerable transforms Simoncelli et al [107] highlighted the problem of translation invariance for orthogonal wavelet transforms and developed a theory of shiftability. At each level four output subband images are produced by using high pass filters tuned to different orientations. This decomposition has the disadvantages of non-separable filters.

The conversion of the original data signal to the vectorised stream is known as preprocessing and there are a number of choices. The choice of preprocessing decides the redundancy of the system and it is possible to have both critically sampled and redundant multiwavelet systems. The absence of signal paths between the two trees (reflected in the diagonal structure of the matrices) leads to less computation.4. texture synthesis [45]. WAVELET TRANSFORMS This transform has been used for a number of applications including stereo matching [107]. 2. 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. The DT-CWT processing at scale 1 can be viewed in two ways. This leads to the good shift invariance properties. 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. 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. The advantages of this special case are: 1. 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. Experimental results in the literature indicate that the redundant systems usually give better results for denoising [114] (but are less appropriate for coding applications). Multiwavelets are closely related to the DT-CWT.36 CHAPTER 2. . 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. For some of these a quadrature pair of steerable filters was used. 46]. 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. and image denoising [107]. 2. In either case it is clear that the DT-CWT is a special case of a multiwavelet transform. 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.

5.1 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: 1.1. v = N w. NOISE AMPLIFICATION THEORY 37 2.15 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). 3. Apply some wavelet domain processing to produce new wavelet coefficients v ∈ R M .5. However. This section considers the effect of a very simple model of wavelet domain processing. The model and notation are described in section 2. This will be the case for (appropriately scaled) orthogonal wavelet transforms.2. 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. 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. Calculate the wavelet transform w ∈ R M of x w = Wx This theory applies to both real and complex wavelet transforms.5.5 Noise amplification theory The use of redundant transforms gives a much greater design freedom but there are also extra complications. Invert the wavelet transform to recover a new signal y ∈ R N y = P v. for biorthogonal and redundant transforms the energy of the error can change significantly during reconstruction. We give results (proved in appendix A) that describe the noise gain during reconstruction and in particular equation 2. 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. 2. 2. σ 2 IM .

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. We shall prove (A. In other words. The total expected energy of the error after reconstruction is given by E { y − x 2 }. 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. This model is illustrated in figure 2. We would like to define the noise gain as the ratio of these two energies but there is a problem due to scaling.38 CHAPTER 2. WAVELET TRANSFORMS Wavelet Transform x W w + v Inverse Wavelet Transform P y noise Wavelet domain processing Figure 2. We define a normalised transform to be a transform scaled in this manner. 2 One exception to this principle is when we use fixed precision numbers to store the coefficients. 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 . 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. . where σ 2 is the variance of the added noise.9. The total expected energy of the added noise is E { v − w 2 } = Mσ 2 . We assume that all transforms mentioned in this section satisfy this convention. The noise gain g is then defined as g= E { y − x 2} E { v − w 2} (2.1) that this is equivalent to the requirement that tr(W T W ) = N.9: Model of wavelet domain processing. However. During reconstruction all the coefficients are scaled down by a factor of s and hence the noise energy after reconstruction is reduced by s2 . 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 .14) A low noise gain means that small changes in the wavelet coefficients lead to small changes in the reconstructed signal. In this case we will call the reconstruction robust.

However. The quantisation results in errors in the wavelet coefficients and consequently errors in the decoded image. NOISE AMPLIFICATION THEORY 39 We now attempt to motivate this model by giving two examples where it might be appropriate: 1. The wavelet domain processing is designed to make the output coefficients v a reasonable estimate of the wavelet coefficients of the original image. Nevertheless. . 2. such as denoising.2. they are modelled based on the original image. 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. x − y. for which the wavelet coefficients are significantly changed. The estimates v are in reality produced by some estimation technique acting on the observed data. in the decoded image for a given level of quantisation error in the wavelet coefficients. 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. Consider an image restoration technique. This reinterpretation may seem a bit confusing but is worth understanding. if we now reinterpret x as representing the original image. 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. In an image coding example the wavelet coefficients are commonly quantised to a number of discrete values. 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. 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. and w as the wavelet coefficients of this original image. 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. but white Gaussian noise is often a reasonable first approximation.5. then the same model can be used to represent the belief that v will be noisy estimates of w. Better models certainly exist.

.3 for proof). . dN (which are defined in A. • 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. The equivalent statement for H complex matrices is that PC = WC . (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. • 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.6 for proof). • 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. The maximum robustness of the transform W can be calculated from the numbers d1 . • If the frame is tight then it can be inverted by the matrix W T .) This results in U taking its minimum value U = 0 . Balanced wavelet transforms use the conjugate time-reverse of the analysis filters for the reconstruction filters and therefore P T = W .. WAVELET TRANSFORMS 2. used to invert W is given by g= N +U M (2. P .. We present them here for interest and as a route to the final simple equation for the noise gain in terms of the unbalance.4 for proof).15) appearing in the literature.15) where U is a non-negative quantity given by U = tr (P − W T )(P T − W ) (see A.2 and are the squares of the singular values of W).40 CHAPTER 2. • The noise gain of any real linear perfect reconstruction transform. We are not aware of this final equation (2. We will call U the unbalance between the analysis and reconstruction transform.5 for proof).7 for proof).2 Theoretical results Consider a finite linear transform represented by the matrix W. and this inversion achieves the lower bound on noise gain (see A.5. Most of these results come from standard linear algebra and can be found in the literature.

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). This choice gives the greatest possible differentiation between positive and negative frequencies.2. The transforms were normalised to preserve energy during the forward transform by a single scaling applied to all output coefficients. The product filter is then factorised into H0 (z) and G0 (z). 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 argued that it was impossible to get a complex tree that differentiated positive and negative frequencies while maintaining good noise reconstruction properties. 2. Usually factors are allocated in conjugate pairs in order to produce real filters but complex wavelets can be produced by alternative factorisations [73]. . Each choice of filters corresponds to a linear transform that can be represented by the matrix W . Note that this means that the magnitude of the frequency responses will be equal. . .3. 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. 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]. Therefore a necessary condition for low noise gain is that the frequency responses of H0 (z) and G0 (z) must be close. The factors corresponding to zeros on the real axis are split equally between H0 (z) and G0 (z). 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. This matrix is found by transforming signals e1 . eN where ek is zero everywhere except that at position k the value is 1. The purpose of this section is merely to illustrate the problems that can occur. Each factor a + bz −1 corresponds to a zero of the product filter at z = −b/a. . We tested the robustness of the DT-CWT and a variety of single tree complex wavelets.3 Numerical results Section 2. This can also be expressed in terms of the frequency responses. and so all had a redundancy of 2. . The frequency response of an analysis filter will be (for a balanced transform) the conjugate of the frequency response of the corresponding reconstruction filter.5.5.

10. 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.6 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 numerical results are tabulated in figure 2. 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 0.4 Discussion The transform labelled STCWT 2 is a special case because the product filter has no complex zeros.599 0. We characterise the single tree complex wavelets (STCWT) by the number of zeros the H0 (z) filter has at z = −1.10: Comparison of noise gain for different transforms 2.0 ∗ 106 4. Recall that we are treating the real and imaginary parts separately and hence W is of size 2N × N.50028 0.5 1. The analysis and reconstruction filters are all real and this transform is identical to a .5 0. The results of appendix A can be used to calculate both the noise gain for P and the minimum noise gain. 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. WAVELET TRANSFORMS k th column of W .7 211 3430 21000 6. There are many ways of designing a perfect reconstruction inverse of W . The theoretical minimum reconstruction noise gain would be given if we reconstructed using the pseudo-inverse solution.571 0.8 ∗ 1010 Figure 2.42 CHAPTER 2.5 6.5.7 ∗ 108 1.6 53 225 1570 8370 Reconstruction noise gain 0.50032 0.93 3.

6.2. 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 note that the Q-shift tree has a lower noise gain than the original dual tree. CONCLUSIONS 43 real (and orthogonal) Daubechies wavelet transform (of order 2). The single tree complex wavelets. We define a transform to be balanced if the reconstruction filters are the conjugate time reverse of the analysis filters. however. 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. We show that the noise gain during reconstruction . (b) Reduce aliasing and produce shift invariant methods. Note that this is a very unusual choice of complex Daubechies wavelet. 2. even this alternative would not be of much practical use as the minimum noise gain is still significant. 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. We now summarise the principal points relating to this secondary aim: 1. 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. 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. This is because of the better balanced filters in the Q-shift version. The secondary aim was to explain why we want to use complex wavelets and what form of complex wavelet is appropriate. To allow direct comparison we still treat these real wavelets as having complex outputs and so add complex noise to them. However.6 Conclusions The main aim of this chapter was to introduce the terminology and construction of wavelet and complex wavelet systems. The DT-CWT achieves a very low noise gain and so will give robust reconstructions. 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. have a rapidly increasing noise gain for the longer (and smoother) wavelets which is likely to make the wavelets useless. 2.

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

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

Magarey developed a method for incorporating the varying degrees of confidence in the different estimates. 3. The task is to try and estimate the displacement field between successive frames of an image sequence. 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. The fundamental property of wavelets that makes this possible is that translations of an image result in phase changes for the wavelet coefficients. 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. 43.” Although not included in this dissertation. it is easy to detect the motion of a single dot in an image. the efficiency of the CDWT structure minimises the usual disadvantage of phase-based schemes– their computational complexity. 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.” “In addition. 33]. In other words. 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. Each uses the DT-CWT in different ways to compute texture features for an entire image: . but for the purposes of this dissertation we highlight just a couple of the conclusions. The DT-CWT has been found by a number of authors to be useful for classification [47. PREVIOUS APPLICATIONS property. we have found such phase based computation beneficial for constructing an adaptive contour segmentation algorithm based on the DTCWT [34].46 CHAPTER 3. the author had been unable to find simple FIR filters that could be used to exactly reconstruct the original signal.3 Classification Efficient texture representation is important for content based retrieval of image data. For example. A major obstacle in motion estimation is that the reliability of motion estimates depends on image content. but it is much harder to detect the motion of a white piece of paper on a white background.

Hill. they use features based on either the Fourier transform or the auto-correlation of the 6 energies at each scale.4. and Canagarajah [47] compute the energies of the subbands at each scale.8% for the DWT to 63.3. 2. Hatipoglu. 3. instead of using the DT-CWT based on a fixed tree structure. 3.64% for a real wavelet (with an adaptive decomposition) to 79.35% for the DWT to 93. 2. Bull. in order to produce rotationally invariant texture features. Bull. This adjustion is known as thresholding the coefficients.73% for the DT-CWT (with the adaptive decomposition) on a database of 116 images [43].75% for the DT-CWT on a database of 16 images [47].5% for the DT-CWT on a database of 100 images [33]. Mitra. The different authors used different databases so the following results are not directly comparable: 1.4 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. There are many different methods for adjusting the coefficients but the basic principle is to keep large coefficients while reducing small coefficients. All authors report significant improvements in classification performance compared to a standard real wavelet transform. . and Kingsbury report an improvement from 69. However. However. Hatipoglu. and Canagarajah report an improvement from 87. 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. DENOISING 47 1. de Rivaz and Kingsbury report an improvement from 58. they use an adaptive decomposition that continues to decompose subbands with energy greater than a given threshold. Mitra. 3. de Rivaz and Kingsbury [33] compute features given by the logarithm of the energy in each subband. The aim is to adapt the transform to have the greatest frequency resolution where there is greatest energy. Hill. and Kingsbury [43] use features of the mean and standard deviations of complex wavelet subbands.

Experiments on test signals show that the NDWT is superior to the DWT. 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. The first wavelet transform proposed for denoising was the standard orthogonal transform [39]. at a given scale an object edge in an image may produce significant energy in 1 of the 3 standard wavelet subbands. 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.48 CHAPTER 3. For each piece the optimum denoising method is a Wiener filter whose frequency response depends on the local power spectrum of the signal. but only 1 of the 6 complex wavelet subbands. 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. However. we attenuate the signal. An alternative rationale comes from considering the signal as being piecewise stationary. 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. we keep most of the power. 26]. It was found that this method produces similar results to the nondecimated wavelet method while being much faster to compute.1 shows the results when using a simple soft denoising gain rule. White noise was added to a test image and the denoised rms error was measured for the different techniques. large coefficients are kept while smaller ones are reduced. The main disadvantage of the NDWT is that even an efficient implementation takes longer to compute than the DWT. Figure 3. while (for standard orthogonal wavelet transforms) white noise signals are represented by white noise of the same variance in the wavelet coefficients. The method is to attenuate the complex coefficients depending on their magnitude. PREVIOUS APPLICATIONS One rationale for this approach is that often real signals can be represented by a few large wavelet coefficients. Where the signal power is high. by a factor of the three times the number of levels used in the decomposition. In other words. the nondecimated wavelet transform (NDWT) [82]. . 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.

54 SNR improvement 0dB 5. 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. DENOISING 49 Method No denoising DWT NDWT DT-CWT RMS error 26.3 14.g. There are often significant correlations between the wavelet coefficients in the transforms of real images. A model known as the Hidden Markov Tree (HMT) proposed by Crouse. Bottom middle: DT-CWT results.3. This is achieved by means of hidden state variables that describe the likely characteristics of the wavelet coefficients (e. whether they are likely to be .66 12.43dB Figure 3.4. and Baraniuk attempts to capture the key features of the joint statistics of the wavelet coefficients (including persistence) [28]. This property is known as persistence [104].35dB 6. Bottom right: NDWT results. Nowak. Top right: Noisy image. Bottom left: DWT results.1: Top left: Original image. it is found that large coefficient values cascade along the branches of the wavelet tree.47 12. In particular.19dB 6.

The table displays the peak signal to noise ratios (PSNRs) of the denoised images.1 33.4 24. better for the Lena image.7 29.5 33.5).2 25.5 20. 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.5 20. The results in normal type are published in the literature [24] while the results in bold come from our replication of the same experiment. Lena.0 29.1 33. and Bridge) were used with two choices of noise variance (σ = 10 or σ = 25.4 25.7 Bridge 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].9 30.5 results we see that our results are Image σ Noisy HMT/DWT HMT/NDWT HMT/DT-CWT New HMT/DT-CWT Boats 10 28.3 29. Table 3.5 20.8 29.8 28.8 30.2 28. Romberg and Choi have made the source code for the HMT available on the internet [103]. but repeating the experiments produces very similar SNR levels. Romberg. PREVIOUS APPLICATIONS large or small).9 34. Choi et al have also tested the use of dual tree complex wavelets within the HMT framework [24].7 25.8 24.8 25.6 29.50 CHAPTER 3.7 Figure 3. NDWT. Combining this code with the DT-CWT we have attempted to replicate the denoising results.8 34.6 25.6 28. 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).6 34. The results were found to be consistently better than even the shift invariant HMT. similar for the boats image. or DT-CWT. Three test images (Boats. while the DT-CWT tends to give an . Differences are partly caused by different noise realisations.7 Lena 10 28. The main reason for the difference is that we are using a slightly different version of the dual tree. The table also contains the results of our experiments (shown in bold). Choi.2 29.2 shows their published results for the HMT combined with either the DWT.4 34.9 34. and worse for the bridge image. The initial model was based on a decimated wavelet transform (DWT).3 29. Looking at the σ = 25.2: PSNRs in dB of images denoised with the HMT acting on different wavelet transforms. and Baraniuk proposed a shift-invariant denoising model based on the HMT using the nondecimated wavelet transform (NDWT) [104].

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


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. there are methods based on auto-regressive filters or autocorrelation and histogram [10.8 contains discussion of the experimental results.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. 22].Chapter 4 Complex wavelet texture features 4. We find that the complex wavelets are much better at representing diagonally orientated textures.7 describes the texture synthesis algorithm and section 4. Gradient algorithms 53 . 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 describe texture by computing features from the energy of the DT-CWT wavelet subbands. 4.2 Introduction There are many techniques for texture synthesis. For example. 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. This chapter reviews two texture synthesis methods based on filter banks. Section 4. We adapt the first of these methods to demonstrate the difference between using real or complex wavelets.

The method makes use of the steerable pyramid transform [107] that was described in section 2. This kind of approach can be powerfully extended by a stochastic selection of appropriate sources [16]. The steps for iteration n are as follows: . Sections 4. usually by means of Markov Random Fields (often at a variety of scales) [91.54 CHAPTER 4. While texture synthesis by itself is an important topic we also have an indirect motivation for studying these methods.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. A trivial technique which is practically very useful is to simply copy the texture from a source image (used extensively in computer games). The indirect motivation is that texture synthesis provides an interesting way to demonstrate visually the relative advantages of different sets of texture features.4 describe methods that have been used to synthesize textures based on the output of a filter bank. 4. Proper Bayesian inference usually requires extensive computation and is consequently extremely slow but has been done.3.4. 4. Other techniques include models based on reaction-diffusion [118. 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.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]. 72]. 129] frequency domain [72] or fractal techniques [40.3.3 and 4. while the second method is of interest mainly to show the difficulties posed by lack of perfect reconstruction in the filters.3. Our main goal in this chapter is to use the DT-CWT to produce useful texture features. We will use (in the second half of the chapter) a technique very similar to the one described in section 4. Their method synthesizes textures by matching the histograms of filter outputs. COMPLEX WAVELET TEXTURE FEATURES are used to simultaneously impose the autocorrelation function and the histogram.

The algorithm remains the same as before. these steps are iterated K times. In order to get both the pixel and pyramid histograms to match. As the filters are not perfect. 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].3. First the histogram is matched to the input texture. the combination is controlled by a mask.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). Invert the pyramid transform to generate x(n) . 4. 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. 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. iterating too many times introduces artefacts due to reconstruction error [45]. 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. 4. 2. the next image in the sequence. 3. 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).4. Make pyramids from both y(n) and the input texture. PYRAMID-BASED TEXTURE ANALYSIS/SYNTHESIS 55 1. . 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].3. More precisely. The output of the algorithm is the last image x(K) . Stopping after about K = 5 iterations is suggested.

θ. 4. The spectrum is sampled by measuring the energy and equivalent bandwidths of 16 Gabor channels.1) where θ specifies the desired orientation. However. the resulting channels become complex and so the effective compression ratio is 2.4 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. y)f. 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. This means that overall a four scale decomposition of a N ∗ N image produces: 1. 4 complex subimages of size (N/4) ∗ (N/4) 3. 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. 4 complex subimages of size (N/8) ∗ (N/8) 4.4. 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. Then the same procedure is repeated for each scale. COMPLEX WAVELET TEXTURE FEATURES 4. whose LPR power spectrum and histogram are also modified to match the original features. (4. The filtering is applied to shrunk versions of the input image. Only the real part of this function is actually used. This means that only one filter needs to be defined for each orientation.α = exp[−πa2 x2 + y 2 ] exp[j2πf (x cos θ + y sin θ)].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/2) ∗ (N/2) 2.56 CHAPTER 4. four orientations). 4 complex subimages of size (N/16) ∗ (N/16) . plus a low pass residual (LPR). 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. Each filter is a separable Gabor function of the form g(x.

2. and the final two are averages for low oblique frequencies. Therefore for each channel they compute the equivalent bandwidths along the u and v frequency axes. two are the averages of the modulus of the DTFT along the two frequency axes for low frequencies. 3. The lowest frequencies are extracted separately using the Discrete Time Fourier Transform (DTFT). 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. .4.2 Extracted features The energy in each Gabor channel is computed to give information about the main directions in the texture. and dividing the results by their respective maxima. Modulation of the weighted filtered noise signals to produce the synthetic channels. 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. It is calculated by low-pass filtering and subsampling the full histogram. This conversion is achieved by integrating the power spectrum along the two frequency axes. The histogram of the original image is also recorded with a resolution of 16 levels. One is the DC component. Weighting of the filtered noise signals. (Both integrations act on the original 2-D spectrum and produce a 1-D spectrum. 4. 1.66N 2 coefficients. These parameters are not particularly crucial but are reported to be necessary for a complete visual description of many real textured images.4. 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. Gaussian filtering of the noise signals. 4.4.3 Method The synthesis procedure consists of seven stages.4.) The equivalent bandwidths are given by the areas of these 1-D spectra. Finally five parameters are extracted from the low frequency DTFT coefficients of the original image.

The filter function for the (p.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. 6. COMPLEX WAVELET TEXTURE FEATURES 5. . Gaussian filtering The noise signals are then convolved with separable elliptical Gaussian masks to provide them with an elliptical Gaussian spectral shape. y) = bupq bvpq exp[−π(b2 pq x2 + b2pq y 2)] u v (4. 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 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.58 CHAPTER 4. This task is made hard due to the overlap between channels. Weighting It is desired to weight the signals so that when the Gabor filters are applied to the synthesized texture. Noise generation Sixteen independent signals of complex white Gaussian noise are generated. Equalization of the LPR frequencies. Merging the synthetic channels. Adjustment of the histogram.q) synthetic channel is: gspq (x. the resulting equivalent bandwidths of its Gabor channels have equal values to those measured in the input image. 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. 7. the resulting energies will be equal to those measured in the original image. 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.

4. 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.4 Results The method described above achieves a good match in the histogram. First. 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. by merely replicating them in their respective spectral areas. Errors occur because the frequency content of each channel is always shifted to the central location. This means summing the four lowest resolution synthetic channels. 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 . The expansion is performed by upsampling followed by a lowpass filter. until the highest frequency channels are added. Histogram matching The compressed original histogram is decompressed to its former size by expanding and low-pass filtering it. keeping the phase unchanged. 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. and so on. LPR channel modulus and channel energies. and then adding the result to the four synthetic channels of the next resolution.4. Equalization The equalization is done in the frequency domain. expanding the image by a factor of two in both spatial dimensions.4. the five average values of the LPR frequency moduli obtained at the feature extraction stage are decompressed.4. The resulting square of the spectral moduli is imposed on the lowest frequencies of the synthetic mix obtained before.

The Gabor texture synthesis attempts to model the interaction between signals inserted in different subbands.5 Discussion We have described two texture synthesis algorithms for producing synthetic textures with certain feature values. The histogram will be calculated using 256 equally spaced bins across the range of intensity values in the image. In other words. We define a texture feature fb. 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.b. 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.s for each subband as fb. 4.7 Algorithm The structure of the algorithm is very similar to the method invented by Heeger and Bergen that was explained in section 4.s = k |wk. .b.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. Let wk. 4.s|2 .3.60 CHAPTER 4. COMPLEX WAVELET TEXTURE FEATURES image will only be well reproduced if the orientation is one of the four orientations of the Gabor filters. This method is fast and can be generalised for alternative filters but only approximately achieves the goal of producing matching feature values.s be the k th wavelet coefficient in subband b at scale s. 4. or at least have a reasonable approximate inversion. the wavelet texture features are given by the energies of the subbands. We will also compare the results when we augment our feature set with the values of a histogram of the original image.

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

The same experiment was repeated for energy synthesis and the results are shown in figure 4.2.1: Results of using histogram/energy synthesis First some good 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). The images are of grass. 5 level transforms and K = 3 iterations are used in the algorithms. The results appear just as good as for histogram/energy synthesis. All the textures other than the ones in figure 4.4 are taken from the Brodatz set and are all 128 by 128 pixels. The original textures are on the left and the synthesized textures are on the right. COMPLEX WAVELET TEXTURE FEATURES 4.62 CHAPTER 4. sand and water. Original sand texture Hist/Energy method Original grass texture Hist/Energy method Original water texture Hist/Energy method Figure 4. These images seem fairly well synthesized.8 Results This section contains a selection of textures synthesized by the algorithm.1. .

8. RESULTS 63 Original sand texture Synthesized sand texture Original grass texture Synthesized grass texture Original water texture Synthesized water texture Figure 4.4.2: Results of using energy synthesis .

There is also a horizontal line in each plot corresponding to the target energy value for the corresponding subband. The texture consists of many diagonal blobs of the same intensity. 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◦ . it looks very different because the strong orientation has been lost. For energy synthesis the convergence is even more rapid. However. For every subband the energies rapidly converge to the target values. and a version of histogram/energy synthesis based on the DWT. . These measured energies are plotted against iteration number with one plot for each of the subbands. Although the texture synthesized with histogram/energy synthesis does seem to be biased towards the vertical. has a strong vertical orientation.4 shows an example of a texture where no performance is entirely satisfactory. 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. 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. Figure 4. Figure 4. We tested energy synthesis.64 CHAPTER 4. COMPLEX WAVELET TEXTURE FEATURES Figure 4. The original texture Original Texture Synthesized Texture Figure 4. The energy in each subband was measured just before the subband rescaling.3: Results of using histogram/energy synthesis on a wood grain texture.3 shows an example where the results are not as good. histogram/energy synthesis.5 demonstrates the good convergence of the histogram/energy synthesis algorithm.1). The target texture in this case was the the water texture (bottom left plot of figure 4.

The improvement of histogram/energy synthesis is seen when the histogram of the original texture has strong peaks. .9. then energy synthesis gives reasonable performance. and histogram/energy synthesis is best. The DT-CWT can separate features near 45◦ from those near −45◦ while the DWT combines such features.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 differences are only noticeable in certain cases. CONCLUSIONS 65 Original Texture Histogram/Energy synthesis Energy synthesis DWT Histogram/Energy synthesis Figure 4. the DWT synthesis is worst. However. The improvement of the DT-CWT relative to the DWT is seen when the texture has diagonal components. This occurs if the image contains regions where the intensity is constant.4.

Level 3 5000 0 Subband 3. Level 4 5000 0 Subband 3. Level 4 5000 0 Subband 4. Level 4 5000 0 0 0 0 Figure 4. Level 3 5000 0 Subband 2. Level 1 5000 0 Subband 2. Level 2 5000 0 Subband 5. Level 1 5000 0 Subband 3. COMPLEX WAVELET TEXTURE FEATURES Subband 1. Level 2 5000 0 Subband 6.5: Energy before rescaling for different subbands during the histogram/energy synthesis algorithm. Level 1 5000 0 Subband 6. Level 2 5000 0 Subband 3. Level 1 5000 0 Subband 5. Level 3 5000 0 Subband 5. Level 1 5000 5000 Subband 1. Level 4 5000 0 Subband 5. . Horizontal lines represent the target energy values. Level 3 5000 0 Subband 4. Level 4 0 Subband 2.66 CHAPTER 4. Level 2 5000 0 Subband 2. Level 3 5000 0 Subband 6. Level 4 5000 0 Subband 6. Level 3 5000 Subband 1. Level 2 5000 Subband 1. Level 2 5000 0 Subband 4. Level 1 5000 0 Subband 4.

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

6 contains the . Section 5. Now consider a test image whose every pixel intensity is an identical medium brightness. Recently Randen and Husøy [101] performed an extensive comparison of different texture feature sets within a common framework. TEXTURE SEGMENTATION 5. This means that the textures present in the mosaic are new examples of the same texture as the training data. Randen and Husøy note that it is important to have disjoint test and training data. The input to the algorithm is a set of training images each containing a single texture. 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. and a mosaic made up from sections of these textures. decimated wavelet coefficients for example.2 Introduction Texture segmentation has been studied intensively and many features have been proposed. Section 5. Care must be taken when comparing results of supervised and unsupervised techniques because they are actually attempting slightly different tasks. This may seem very similar but suppose that one class contains very bright images.68 CHAPTER 5. Their study concluded that there was no clear winner among the features (although some feature sets. Unsupervised segmentation attempts to solve the same problem without these examples. 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. 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.3. while the other contains very dark images.5 explains in detail the method tested. rather than being direct copies of a portion of the training texture. 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. This task is called supervised segmentation because of the availability of examples from each texture class. were clear losers) and that the best choice depended on the application. An example of this is work by Kam and Fitzgerald who have produced results of using DT-CWT features for unsupervised segmentation [59]. The problem is to assign each pixel in the mosaic to the correct texture class. The comparison was performed on a supervised texture segmentation task. Section 5.

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

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

5. y ∈ {0. y in the image. . As the transform is nondecimated each of these subbands will be the same size as the original image. y) for s = 1. y) ∈ R S is defined for x ∈ {0. Smoothed subbands Ws (x. . y)) from the training image for class c. 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. . as is the case here. For x ∈ {0. 2.1) where σs controls the amount of smoothing and K sets the point at which we truncate the filter. K}. y). Suppose that we wish to calculate the feature vectors for an image of size M × N. The class centres µc are defined as µc = 1 NM M −1 N −1 (5. . the change will not make the results better. We use a value of K = 24. We use X(x. M − 1}. y) = 0 (this is called zero padding). . . K K Ws (x. y) = 1 x2 + y 2 exp − 2 2 2πσs 2σs (5. . y) to represent the image.5. . . K} as h(x. . y − u)|2 (5. y) be the feature vectors calculated f (c) (x. . . . y) for x ∈ {−K. M − 1}. . . y) = u=−K v=−K h(u.2) Finally a feature vector f(x. . . y) x=0 y=0 (5. Let Ws (x. . N − 1} X(x. . We define a smoothing filter h(x. y) is defined as the value of the pixel at position x. v)|Ws(x − u. . 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.3) Now suppose that there are C classes and let f (c) (x.4) . y ∈ {−K.5. As mentioned before a value of σs = 8 was used by Randen and Husøy and we choose the same value. N − 1} as fs (x. y ∈ {0. . . . . . .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. For all other values of x and y we define X(x. . y) = log(Ws (x. . S be the subbands produced by the NDWT acting on X(x.

y) = f (x. . N − 1}.. y as belonging to closest class r(x. Note that this expansion of the DWT is not equivalent to the NDWT. y) r(x. . The rest of the method is identical. M − 1}. y) be a subband at level k of size M/2k × N/2k . y. Classify each pixel at position x. . . y) = argminc∈{1. A better interpolation might improve the performance . The main reason we use this very simple expansion is in order to provide the fairest comparison with the original experiments.usually some form of interpolation such as lowpass filtering is performed during expansion operations.. The results of our experiments indicate that even this crude expansion allows the DT-CWT to perform better than the alternative features. The expanded DWT subbands at level k are piecewise constant on squares of size 2k × 2k while the NDWT subbands have no such restriction. This may seem a strange way of expanding the subbands . The feature values will be smoothed in subsequent processing.7) where z represents the largest integer not greater than z. . y) for the test image. y) − µc 2 (5. Calculate the feature vectors f (x. y) by Ws (x.72 CHAPTER 5.5) 3.C} dc (x. The subbands at level k are only of size M/2k ×N/2k . y) is equal to the value of the wavelet coefficient (of subband k) that is closest to the location x. it is quite likely that an alternative expansion will improve the performance. c ∈ {1. 2. Two possible justifications for this approach are: 1. Let Ps (x. . . In order to apply the same method we first expand the subbands until they are of size M × N. . k ) k 2 2 (5. We define the expanded subband Ws (x. This expansion means that the value of Ws (x. y ∈ {0. 2. . In fact. TEXTURE SEGMENTATION The classification scheme has the following steps 1. .6) For decimated transforms the subbands are reduced in size. y) = Ps ( y x . y) (5. . . C} calculate the class distances dc (x.. . These are not very compelling reasons. For x ∈ {0. y): dc (x.

The figure contains 4 bar chart plots comparing the different feature sets.6 Experiments The classification was tested on the same twelve test images and sets of training data as used in the original comparison [101]. The classification errors for every mosaic and every feature set were published and we summarise this information in two ways. These results are plotted in figure 5. different texture features performed best on different textures. Figure 5.2 contains the results of using the different features for the different mosaics. NDWT. and the highpass filter has 11 taps. random classification would get 1 in C pixels correct and would have an expected error of 1 − 1/C. and the NDWT does better than the DWT. Inspecting the results in figure 5.3. The second measure is designed to be fairer but is slightly more complicated. and DT-CWT.6. Randen and Husøy compared other wavelet types but found that the main difference was between decimated and nondecimated wavelets rather than the filters used. and the right bar shows the error for the DT-CWT features. Table 5. Each plot is dedicated to a mosaic with a particular number of textures. The first measure we extract is the average performance for each feature set averaged over all mosaics.3 reveals that for almost all experiments the DT-CWT does better than the NDWT. For a C class experiment.8) filters in the DWT and NDWT [30]. In each cluster of bars the left bar shows the error for the DWT features.5. 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. We use 4 levels of decomposition of the biorthogonal (6. Within each plot there is one cluster of bars for each of the mosaics. The error in an image is defined as the proportion of incorrectly classified pixels. In the published comparison there was no clear winner. For each .1 shows the different mosaics. 5. The lowpass filter has 17 taps. the centre bar shows the error for the NDWT features. All errors are plotted as percentages. The error therefore varies between 0 for a perfect classification and 1 for a completely wrong classification. We tested features generated from the DWT. 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). This measure is called the mean error rate.

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

5 28. Laws filters 2.1 9. In addition to the three new methods described above.7 10.6 1. DCT 6.9 21.7 50. Ring/wedge filters 3.7 43. Co-occurrence features .3 38. EXPERIMENTS 75 Mosaic a b c d e f g h i j k l DWT error *100% 12.3 28. Dyadic Gabor filter bank 4.1 47. the following methods from the published comparison are used in the ranking: 1. and then we average these ranks over all 12 mosaics.2 DT-CWT error *100% 10. Gabor filter bank 5.8 30.3 33.9 9. Critically decimated Daubechies 4 wavelet 7.3 Figure 5.9 NDWT error *100% 11.2: 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).4 1.4 39 44.8 40.6 17.9 12.4 19.3 24.5.9 25.6 12.2 16.6 0.8 16.2 35.6 22 20.3 28.5 31 26. Undecimated Daubechies 4 wavelet 8. Undecimated 16 tap quadrature mirror filters (QMF) 9.1 0.6.

76 CHAPTER 5. 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.DT-CWT) .3: Percentage errors for (DWT.NDWT.

Table 5.7. the DT-CWT features with an average error of 18% outperform all the other methods despite the simpler training. Table 5. 5.8%. The next best features are the non-decimated QMF filters while the worst results are given by the neural network classifier. There are two main reasons for the improved DT-CWT performance compared to the NDWT. Autoregressive features 11. This gives a total of 17 methods compared in the ranking. . The first is the increased directionality of the DT-CWT. 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).4 shows that the NDWT features with simple training give a mean error of 23.5.4 tabulates the two measures of performance1 . The results in bold are original while the others are taken from the published study [101]. DISCUSSION OF RELATIVE PERFORMANCE 77 10. The values given here are based on the corrected experimental results [100]. the values given here do not quite agree because there was an error in the published results for one mosaic.9% while the non-decimated QMF filters give a mean error of 20. There are 6 subbands 1 The mean error rates were used as a measure of performance in the comparison [101]. This effectively contributes an extra noise source to the feature values and hence increases the classification error. Prediction error filter 13.7 Discussion of relative performance The features are calculated from the energy in the wavelet subbands. Eigenfilter 12. Optimized FIR filter 14. However. For a shift dependent transform (the DWT for example) a translation causes the energy to be redistributed between subbands due to aliasing. All the published results make use of the LVQ training algorithm. 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. Nevertheless.

5 24.0 Average rank 9.3 26. 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% 28.5 8.25 13.8 31.75 Figure 5.7 7.4 57.7 20.5 8.08 17 9.75 10.8 23.9 18.8 29.2 29.25 6.17 7.1 26.5 9.3 26.3 26.42 11.78 CHAPTER 5.9 35.4: Performance measure for different methods .3 10.17 2.3 30.5 8 10.6 27.2 29.3 3.

5. It occurs .8 −1 80 100 120 140 160 180 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.2 −0. It is certainly plausible that the extra features from these extra subbands should allow better classification. These coefficients are shown in figure 5. Figure 5.7 shows the rectified values (before smoothing) that are calculated by squaring the transform coefficients.6 0. The very low variation of the complex wavelet coefficients is no accident.5%. 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◦ . 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. We compute the scale 4 highpass coefficients for both the nondecimated real wavelet transform and a nondecimated version of the complex wavelet transform.6 −0.7.4 0.6 (the imaginary part of the complex wavelet coefficients is plotted with a dashed line).5.5: Sine wave input contained in the scale 4 highpass subband. The second reason relates to the smoothing step.8 0. In 1D it is quite easy to see the effect of the aliasing and rectification problems. We have chosen its frequency so that most of its energy is 1 0. Consider the sine wave shown in figure 5.4 −0.2 0 −0. 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. Rectification will convert these to a series of bumps which are finally smoothed. The NDWT highpass subbands will contain slowly oscillating values.

1 0 80 100 120 140 160 180 0 80 100 120 140 160 180 Figure 5.1 0.5 0.2 0.6 −0.2 0.4 −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 0.7: Rectified nondecimated scale 4 wavelet coefficients . TEXTURE SEGMENTATION Real wavelet 1 1 Complex wavelet 0.4 0.8 −0.4 0.5 0.2 0.2 0 0 −0.8 0.2 −0.6 −0.4 0.4 0.3 0.8 0.7 Complex wavelet 0.6 0.6 0.2 −0.6 0.3 0.4 −0.7 0.80 CHAPTER 5.

4 (5. At finer scales the coefficients will oscillate faster and we would therefore expect less rectification noise. and 75◦ subbands were paired respectively .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 (5.11) The low variation for the DT-CWT means we can afford to decimate the output. A sine wave can be represented as the combination of two complex exponentials. There is a huge variation in the DWT rectified outputs while the DT-CWT outputs are almost √ constant.e. the DWT and the DT-CWT). Figure 5. For σs = 8 the smoothing filter has a half peak width of σs 2 2 log 2 ≈ 19.8 plots every 16th sample from the nondecimated outputs. 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. We have advanced two effects (directionality and rectification noise) to explain the relative performance. 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◦ .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. This should be about sufficient to remove the variation for the NDWT but is clearly insufficient for the DWT. 45◦ . one representing a positive frequency component.9) where A is the response of the filter to frequency ω and B is the response for −ω.7. DISCUSSION OF RELATIVE PERFORMANCE 81 because the complex wavelets have been designed to differentiate between positive and negative frequencies. It is natural to ask about the relative significance of these effects.5. These plots correspond to the rectified outputs for the decimated transforms (i.

10 (compared to the original DT-CWT results). equation 5.7 Complex wavelet 0. However.3 was altered to fs (x. −45◦ . RealCWT In the second experiment we set the imaginary part of all wavelet coefficients to zero before rectification.3 0.6 0.8: Rectified decimated scale 4 wavelet coefficients with the −15◦ . 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.1 0 80 100 120 140 160 180 0 80 100 120 140 160 180 Figure 5. demonstrating that the main reason for the improved DT-CWT performance is its improved directional filtering.4 0.3 0.7 0.4 0.2 0.12) where a and b are the two subbands that are combined to give feature s. . We conclude that rectification noise is not too significant because the results for the RealCWT are similar to those for the DT-CWT.2 0. TEXTURE SEGMENTATION Real wavelet 0. the results for the HalfCWT are significantly worse. y)) (5.9 and shown in figure 5. and −75◦ subbands. More precisely. This reduced the transform to only distinguishing 3 directions.5 0. The results for these new experiments are in table 5. like real wavelet transforms.1 0. y) + Wb (x. y) = log(Wa (x.82 CHAPTER 5.6 0. This should introduce rectification noise to the features.5 0.

2 23.11. it is not perfect. Near the border the smoothing filter will be averaging rectified coefficients from both sides of the border to produce some intermediate value.6 22.1 20. In order to resolve the position of the bound- . Each colour represents a different class.8. This is not surprising because the feature values near the borders will be unreliable for two reasons: 1.7 11.9 21.9 5.6 RealCWT error *100% 10.9 30 1 1.5. The original is shown on the left.5 36.5 17 17. the classification results on the right. The output of the DTCWT method for this mosaic is shown in figure 5.7 39.2 37. These two defects in the classification are closely related to the size of the smoothing filter and place contradictory requirements on its size. Notice also that there are often fairly small groups of pixels assigned to some class.9: Comparison of segmentation results for altered DT-CWT 5.7 21. For example on the 16 texture mosaic “f” there is still a 34% error. 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.1 8.8 33.1 0. DISCUSSION OF DT-CWT PERFORMANCE 83 Mosaic a b c d e f g h i j k l HalfCWT error *100% 11 25.9 45. Notice that there is usually a border of misclassified pixels around each segment.8 Figure 5. 2.8 Discussion of DT-CWT performance Although the DT-CWT gives better results than the other methods.5 17.3 41.

RealCWT.84 CHAPTER 5.10: Percentage errors for (HalfCWT. 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.DT-CWT) .

5. 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]. The final sections of this chapter test this prediction for a multiscale segmentation method. For example. We expect the advantages gained by these methods to be complementary to the advantages of the DT-CWT feature set.11: Segmentation results for mosaic “f” using the DT-CWT aries accurately the smoothing filter should be small. However. 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. This is a well-known problem in image segmentation [127]. in the level set paper the emphasis is on using the DT-CWT to describe contour shape rather than the texture. There are several methods that address the issue. DISCUSSION OF DT-CWT PERFORMANCE 85 Figure 5. The basic concept is to use additional information about the nature of segments. The author has also used the DT-CWT for implementing a level set version of an active contour model [34].8. or we may know that the segments should have smooth boundaries. Different methods make use of different types of information. we may not expect to see very small separate segments. but in order to accurately determine the class the smoothing filter should be large to give reliable feature estimates. .

9 Multiscale Segmentation We extend a previous multiscale segmentation method [128] to use the DT-CWT features. L)) (L) (5. 3. y) be the sth subband (s ∈ {1. 5. This method implicitly assumes that regions will have a reasonably large spatial extent and are unlikely to contain small interior regions of alternative textures. y)|2 1 4 a∈{0.k (x. l − 1) l > k Suppose the segmentation algorithm is operating at scale L. 2. 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. 4. 2. 4} (scale 1 being the most detailed scale. It is useful to index this scale L feature set f (L) (x. Care must be taken when applying such methods in the real world to ensure that appropriate assumptions are made. The features are defined from the quadtrees by: fs.k (x. scale 4 the coarsest that we shall use). y). 5. 3. TEXTURE SEGMENTATION 5. . The basic idea is to first calculate an approximate segmentation at a coarse scale.k (2x l=k + a.9. l) = |Ws (x.86 CHAPTER 5. k ≤ l.1 defines the features used and 5. y.k (x.1} b∈{0. y. 2y + b. This can be thought of as an adaptive smoothing filter whose size depends on the estimate of boundary position. 4.1 Texture features for multiscale segmentation Different texture feature sets are used during the multiscale algorithm. 6}) at scale k ∈ {1. Section} qs. To define these sets it is useful to distinguish between the wavelet subbands at different scales. Let Ws.13) . 6} (for subband) and k ∈ {1.k (x. During the refinement the classification reduces the importance given to the wavelet coefficients that will be significantly affected by the boundary. and then to refine the estimate of the boundary location at more detailed scales. The corresponding feature set for position x.k (x. These assumptions are true for the mosaics tested and consequently the method works well. where qs.2 describes the multiscale classification procedure. y. l). . 2. . 3. We form a quad-tree from each subband denoted qs. 5. y is denoted f (L) (x. . L} (for feature scale). y) = (L + 1 − k) log (qs. y) with indices s ∈ {1. 2. 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.

. y) x=0 y=0 (L) (5. y ∈ {0. .16) All that remains is to define bc (x.9. . C} calculate the class distances dc (x. .k (x. 2. 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.14) 5. . . C} the features are calculated for the corresponding training image and used to calculate feature means µc. y/2 ) = c 0 r (L+1) ( x/2 . (L) ac (x. . y) = argminc∈{1. N/2L − 1}.C} dc (x. y) = (L) (4) 1 r (L+1) ( x/2 . . .2 Multiscale classification (L) Once the test image feature vectors fs. For classification at the coarsest scale bc (x.9. . y) defined to be 1 if the corresponding parent block at scale L + 1 belongs to class c or 0 otherwise. y) (L) (5. Classify each pixel at position x. y) − µc. y): (L) dc (x. At more detailed scales a reasonable first approximation is ac (x..17) . Alternative scaling factors may well give better results but section 5. . For each class c ∈ {1. y) = (L) 1 6L 6 L fs.k (x.k (x.k s=1 k=1 (L) (L) 2 (5. . y belongs to class c.k (L) 22k = MN M/2k −1 N/2k −1 fs. .3 explains why we do not try and optimise these factors. we would expect an estimate formed by averaging many numbers to be more accurate. y as belonging to closest class r (L) (x. For x ∈ {0. Naturally.s.k (L) µc.s. . This represents the information (from higher scales and notions of continuity of regions) about the probability that the scale L block at x. y). MULTISCALE SEGMENTATION 87 Notice the scaling factor L + 1 − k.. .15) 2. The values in the quad-tree can be considered to be local estimates of the average energy in the wavelet subbands. M/2L − 1}. . y) = 0. y) − bc (x. c ∈ {1.s. y/2 ) = c (5. y) (L) (L) r (L) (x. .. The scaling factor provides a simple way of favouring the more reliable estimates.5.9. . The classification at scale L has the following steps 1.

5%. λ. On most of the test images the DT-CWT performs substantially better than the DWT.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. The softening is done by smoothing with a Gaussian filter with smoothing parameter λ = 3. 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). and α). . 5. An approximate treatment of a similar quad-tree algorithm for white Gaussian noise fields is given by Spann and Wilson [111]. 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 0.9. An analysis of the effect of the parameters would be interesting but is beyond the scope of this dissertation. This aim is satisified better by using a “typical” multiscale algorithm than by testing a version optimised for a particular dataset.5%. y) = α u=−K v=−K K exp − (u2 + v 2 ) 2λ2 (L) ac (x − u. that will affect the performance. 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.18) where α is a parameter that controls the amount of information incorporated from previous scales. The average error for the DT-CWT multiscale method is 9. These values are certainly not theoretically or experimentally optimal. TEXTURE SEGMENTATION Near the boundaries we should be less confident in the class assignment and we soften the function to reflect this uncertainty.3 Choice of parameter values There are a number of parameters in the method. For our experiments we used α = 1/4. 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).88 CHAPTER 5.0% for the non-multiscale DT-CWT method. y − v) (5.4% as compared to 18. 5. The average for the multiscale DWT method is 16.9. (such as the scaling factors.5.

8 31.8 7.12: 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 21. despite the simpler training.4%. For the pixel by pixel classification experiments the average error was 26.8% for DWT features.0% for the DT-CWT features.8 15. 23.9 9.8 31.3 0.4 Figure 5. and that the DT-CWT features are better than the NDWT features.7 24.3 11 3.3 2.9% for NDWT features.14. greatly reduced.5 7. 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.4 2.8 24. There are many fewer small segments and the boundary errors are 5.10 Conclusions The experimental results clearly show that the NDWT features are better than the DWT features.3 17. For the test mosaics used the multiscale classification reduced the average error to 9. CONCLUSIONS 89 Mosaic a b c d e f g h i j k l Multiscale DT-CWT error *100% 3. .4 13.10.3 25.5. Tests on a multiscale algorithm indicated that the superior performance of the DTCWT features is preserved even for more sophisticated classification methods.4 0. The main reason for the DT-CWT outperforming the NDWT features is the increased number of subbands that allow more accurate orientation discrimination.9 Multiscale DWT error *100% 3.7 21.8 23. and 18.1 6 1.

multiscale DT-CWT. . multiscale DWT.90 CHAPTER 5. 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 5.13: Percentage errors for single scale DT-CWT.

5. CONCLUSIONS 91 Figure 5.10.14: Segmentation results for mosaic “f” using the multiscale DT-CWT .


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. 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.1 Summary The purpose of this chapter is to give an example of the use of the phase of the complex coefficients.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 . The auto-correlation allows better texture synthesis and experiments indicate that sometimes auto-correlation based features can also give improved segmentation performance. We compare the relative effect of these different parameters for the DT-CWT. The original contributions of this chapter are the experimental synthesis and segmentation results.Chapter 6 Correlation modelling 6. Simoncelli used over 1000 parameters to describe his textures. 6. The method described is substantially based on a previous algorithm [108] and is not claimed as original. Simoncelli has demonstrated good performance with a similar synthesis technique when more parameters are extracted from an image than merely the energy [108].

9. mean. 2. We use ω = (ωx . However. We denote wk (x. Simoncelli measured the following image pixels’ statistics. rk (δx. while k ∈ {7.4. y) = 0 for any positions that lie outside the subband. The DT-CWT subbands contain complex coefficients. y where x and y are integers. y + δy)| In both cases we match the appropriate statistics in essentially the same way. 12} indexes the subbands at scale 2. y + δy) Magnitude Auto-correlation The second method reduces the size of the parameter set by calculating real valued statistics rk (δx. We use instead the DT-CWT. y) the subband k wavelet coefficient1 at position x. δy) = x y |wk (x. δy) for subband k directly from the complex valued auto-correlation of the subband. ωy ) as shorthand for these two variables. We first describe the raw auto-correlation matching method. The spectrum is a function of both horizontal (ωx ) and vertical (ωy ) frequency. 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. rk (δx. to avoid mixing changes caused by matching correlation with changes caused by a new set of image statistics we choose. y)||wk (x + δx. y)∗wk (x + δx. 10. Let H(ω) be the spectrum of the filter. 3. 4. minimum and maximum values [108]. CORRELATION MODELLING and image space. kurtosis. variance. We have tested two method based on auto-correlation based statistics. 6} indexes the 6 orientated subbands at scale 1. .94 CHAPTER 6. Simoncelli based his synthesis upon the oriented complex filters of the steerable pyramid described in section 2. Raw Auto-correlation The method generates the statistics rk (δx. skewness. to simply measure and match the image histogram. 5. For example. as in chapter 4.3. 8. 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. 11. k ∈ {1. To make the equations simpler it is also convenient to define wk (x. We solve for an appropriate filter to apply to the subbands that will change the autocorrelation by roughly the required amount. We start by measuring the parameters of a target image and generating a random (white noise) image of the correct size. δy) = x y wk (x. δy) based on the auto-correlation of the magnitude of the complex wavelet coefficients.

01Pim(0)). 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. 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.6. hopefully. Pim (ω) and Pref (ω) are known as the power spectra of the subbands. Throughout this chapter we will always use a 5 scale DT-CWT decomposition. We only impose correlations on the complex subbands: the scaling coefficients are not changed during the matching of transform statistics.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. Finally the new magnitudes are recombined with the original phases to produce the new complex subband. For counting purposes we will treat the real and imaginary parts as separate parameters.2 to produce the filter spectrum we use an inverse Fourier transform to produce the actual filter coefficients. After using equation 6. y) = r(−x.2. a better matched auto-correlation. in practice we found that this scheme converged within a few iterations. 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.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. Note that as we only retain a few auto-correlation coefficients the Fourier transforms involved are small and consequently fast. This results in 5 ∗ 6 = 30 complex subbands plus a real lowpass subband of scaling coefficients. −y)∗ and so for an auto-correlation of size K by K (for odd K) . Then the above matching method is applied to a subband consisting of just the magnitudes. AUTO-CORRELATION METHOD 95 transforms of the auto-correlations respectively of a subband and the corresponding subband from the transform of the target texture. The form of the auto-correlation is such that r(x. 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.

0) is always real. the central sample r(0. although the general diagonal orientation of the texture is reproduced. These results are just as bad as the . Figure 6. The improvement is even greater if we use the central 5 by 5 samples as shown in figure 6. We conclude that we need to record K 2 numbers to record the raw auto-correlation for a single subband. CORRELATION MODELLING there are only (K 2 + 1)/2 independent complex numbers.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). The diagonal lines are longer and the image is more tightly constrained to one orientation. Recording and matching merely the central 3 by 3 samples of the autocorrelation matrix results in the improved results shown in figure 6.3 where the synthetic texture appears very similar in texture to the original. For the magnitude auto-correlation this is reduced to 15(K 2 + 1). the strong correlation is lost.3 Auto-correlation Results One texture (of wood grain) on which the energy synthesis method performs poorly is shown in figure 6. We first test the raw auto-correlation method.96 CHAPTER 6. and hence we have a total of 30K 2 parameters describing the transform statistics. 6. the energy synthesis method of chapter 4 needs only 30 parameters to describe a texture. 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. For comparison.1: Results of original energy matching synthesis texture and.1.2. Next we test the magnitude auto-correlation method.

3.2: Results of matching 3 by 3 raw auto-correlation values Matching size 5x5 raw autocorrelation Target texture Processed picture after 3 iterations Figure 6.6.3: Results of matching 5 by 5 raw auto-correlation values . AUTO-CORRELATION RESULTS 97 Matching size 3x3 raw autocorrelation Target texture Processed picture after 3 iterations Figure 6.

it also contains several places where there seems to be a more checkerboard appearance. CORRELATION MODELLING original energy synthesis. 6. while magnitude matching fails to help. We added measures of cross-correlation between subbands in an attempt to solve this problem as described in the following sections. 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.98 CHAPTER 6. In a similar way. . This is because at these places there is energy both at an orientation of 45◦ and of −45◦ . The original texture contains alternating stripes of strongly orientated material and although the synthetic texture does contain some patches of strongly orientated texture. 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. This means that significant information is contained in the phases of the wavelet coefficients. More iterations produced negligible changes to the synthesized images.4: Results of matching 5 by 5 magnitude autocorrelation values were found to converge very quickly.4 Discussion The raw auto-correlation matching gives a significant improvement and so is managing to capture the correlation in the image. Therefore when we match the raw auto-correlation we are ensuring that the line segments will be correctly aligned. 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. There are some textures for which the auto-correlation does not work as well such as the hessian pattern in figure 6.5.

and between subbands at one scale and those at the next scale.k (a. 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. CROSS-CORRELATION METHOD 99 Target texture Processed picture after 3 iterations Figure 6. y)||wk (x.5 Cross-correlation method We measure the cross-correlations between subbands at one scale. say. The single scale cross-correlation cjk between subband j and subband k is given by cjk = x y |wj (x.6. The problem is that the phase of wavelet coefficients gives information about the location of features in a particular direction. there is not any significant raw correlation between subbands. The phase of coefficients in the 45◦ subband. Unfortunately.5. will rapidly change if the image is translated at an angle of −45◦ . We define bl. 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. while the phase of the coefficients in the −45◦ subband will be much less affected by such a translation [74]. b) to be the correlation . It may seem odd that we use the magnitudes when we have discovered the importance of phase for auto-correlation matching. 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.5: Results of matching 5 by 5 raw autocorrelation values 6.j. y)|. The between scales cross-correlation measures the correlation between a subband at one scale and the subbands at the next coarser scale. 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.

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. b) = x y |wl (2x + a. . 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.100 CHAPTER 6. 2y + b)||wl+1(x. we do not use a between scales correlation for the coarsest scale subbands as these wavelet coefficients have no parents. Naturally. 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. We use a and b to measure a separate correlation for each of these 4 choices. 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. CORRELATION MODELLING between subband j at scale l and subband k at scale l + 1: bl. 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. 6. 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.k (a. The matching procedure first matches the raw auto-correlation values in the way described earlier and then attempts to match the cross-correlations.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. y)| where a and b take values 0 or 1.j. The experiments presented here do not make use of this modification but details can be found elsewhere [96]. 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.

The main interest is in . but there is also a possible decrease in performance. cluding the cross-correlation statistics leaves the first three textures essentially unaltered. The last hessian texture may be considered to be slightly improved but the improvement is certainly not very large.6. The most obvious drawbacks are that the storage and computation requirements are increased.6: Comparison of different synthesis methods. There are several penalties associated with the increased feature set size.6 displays the results of the different methods applied to 4 test images. 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. 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. For texture synthesis it is reasonable to expect an increase in quality for each new feature matched.6. but synthesis itself is only of secondary interest. Figure 6. Original Energy Raw Auto−correlation Cross−correlation In- Figure 6.

v). Filter the subband Hk (u. 6. The next section examines the performance of a larger feature set for the segmentation task. 3. v). 2. 6. v) is split into four by: 1. The principal problems with extra features are that: 1. 5. We cannot directly use the auto-correlation to provide features because we just get one auto-correlation value for the entire subband. v). v) horizontally with the filter 1 + z −1 to produce Lk (u. 2. the features may be modelling variation within a single texture class. large textural regions are needed to reliably estimate the feature values. We first describe this algorithm and then explain why it is approximately equivalent to calculating a local auto-correlation estimate. v).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. CORRELATION MODELLING using the features for texture analysis. Filter the subband Hk (u. Instead we consider a very simple extension of the DT-CWT that performs extra filtering on each subband to determine four features per subband. v) vertically with the filter 1 − z −1 to produce Dk (u. while for segmentation we clearly need local estimates of feature values. v) vertically with the filter 1 + z −1 to produce Ak (u. v). the features may have significant correlations – this causes problems if we want to use simple metrics to compare feature sets. v).102 CHAPTER 6. Filter the subband Wk (u. . v) vertically with the filter 1 + z −1 to produce Ck (u. We propose using a simple shift invariant extension to the DT-CWT based on the Haar wavelet transform. Filter the subband Lk (u. 4. Each subband Wk (u. 3. Filter the subband Wk (u. v) horizontally with the filter 1 − z −1 to produce Hk (u. Filter the subband Lk (u. v) vertically with the filter 1 − z −1 to produce Bk (u. and for analysis applications extra features can be a disadvantage.

5 0. LARGE FEATURE SET SEGMENTATION 103 All the filtering operations are nondecimated and use symmetric edge extension. Let {yk } denote the samples of the filtered signal and {xk } the original white . For the very short filters used here we merely need to repeat the last row (or column) of the image.2 0.5 0.6. A dashed contour at the 25% peak level for the original 45◦ scale 2 subband is also shown in each plot. Edge extension is important when filters overlap the edge of an image.4 0.5 0. Contours are plotted at 90%.1 0. The new subbands approximately quarter the frequency response of the original subband.3 0.4 0. This leads to four times as many features.4 Horizontal Frequency Figure 6.7: 2-D frequency responses for the four subbands derived from the level 2 45◦ subband.3 0. Ck . The short filters mean that the features will produce local features.1 0 0.3 0. Dk rather than on the original subbands. 25% of the peak amplitude.2 0.5 0.7 shows contours of the frequency responses for the four subbands derived from the original 45◦ subband at scale 2. The features are then calculated as before but based on Ak . 50%.1 0.3 0.3 0.1 0.3 0.4 Horizontal Frequency Vertical Frequency 0 0. but the connection with auto-correlation is not as clear.4 0.2 0.4 0.2 0.4 Horizontal Frequency 0.7.2 0. 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.2 0.1 0.3 0.2 0.1 0 Vertical Frequency 0 0.3 0. To motivate our choice we consider a one dimensional example. Figure 6.2 0.1 0 0. Now we explain why this is an appropriate measure of local auto-correlation. 0. 75%.1 0 Vertical Frequency 0 0. Bk .4 Horizontal Frequency Vertical Frequency 0 0.

Now consider the expected energy after using the Haar filters. 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. . Also tabulated are the results for the DT-CWT repeated from table 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. while the difference is 4 times the average auto-correlation at lag 1. CORRELATION MODELLING noise samples.104 CHAPTER 6.8 presents the results of using the enlarged feature set for the pixel by pixel segmentation experiment described in section 5. More precisely.6. Table 6.2. this gain is not automatic and great care must be taken in choosing features. the filtering introduces correlations between the samples.7% compared to 18. The output samples {yk } will contain coloured noise. In other words.5% worse for mosaic a. 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.0% for the DT-CWT. This agrees with the argument in the previous section that although extra features can sometimes provide improvements in segmentation. The extended feature set is better for 9 out of the 12 test mosaics but 5. 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. The average of the errors for the extended feature set is 17.

6 0. These conclusions are all based on the subjective quality of synthesized textures.1 18.8 40.4 24.2 Figure 6.8 16.4 19.4 34 39.8 19.8 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.3 28.6 17.4 8.8: Comparison of segmentation results for different transforms 6.1 0. 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.9 21.6 1.4 21.3 Extended DT-CWT* 100% 16.2 16. CONCLUSIONS 105 Mosaic a b c d e f g h i j k l DT-CWT error *100% 10.3 33.5 14.4 0.6 15. . Matching cross-correlation only slightly changed the results. The phase is an important part of the correlation because matching features based solely on the magnitude autocorrelation gave inferior results.8.6.1 9.


The purpose of this chapter is to introduce a complex wavelet model and compare this with alternative model formulations and alternative wavelet choices.1 Introduction The previous chapters have been concerned with non-Bayesian image processing techniques. The remaining chapters have a very different flavour. Within this context the choice of wavelet 107 . 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. Note that we are not directly aiming to compare Bayesian and non-Bayesian methodologies. 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. Both approaches are commonly used and both approaches have different advantages. 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. The aim of this dissertation is to explore the use of complex wavelets in image processing. The previous chapters have illustrated their use within certain non-Bayesian methods and now we wish to explore the use within Bayesian processing. 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.Chapter 7 Bayesian modelling in the wavelet domain 7. We will now approach image processing from a Bayesian perspective.

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

(Later. This represents all the information we have about the model parameters after observing the image data.3 Bayesian image modelling In this chapter we are only concerned with specifying the prior distribution for images. we explain how. we can proceed to define the likelihood for a particular problem and finally infer estimates from observed data. In equation 7. x represents the unknown parameters and y the observed image data.7. 7. This represents our knowledge about the model.) In other words. once equipped with a suitable prior. 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. 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. We will make use of Bayes’ theorem when we have a model that generates images based on some unknown parameters. Posterior The posterior distribution is the name for f (x|y). Likelihood The likelihood is the name for f (y|x). we are trying to mathematically express the expectations we have for the images that are likely to occur. in chapters 8 and 9. For example.1) where we have dropped the subscripts for clarity (this will usually be done within the dissertation when there is little risk of confusion). 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. 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) (7.3. For notational simplicity we represent images by placing the pixels into column vectors. This represents the information we have about the model parameters before observing the image data. a simple prior for an image might be that all pixels have intensity values independently and uniformly distributed between 0 and 1.1. We will use upper case for vectors of random variables and lower case for observations of . There are special words that refer to particular parts of the formula: Prior The prior distribution is the name for f (x).

. The multivariate Gaussian is defined to have the following pdf for Z s N (µ. . BAYESIAN MODELLING IN THE WAVELET DOMAIN such vectors. .b = R(xa − xb ) 1 R such that for all The intensity values are given by continuous random variables. B) p(Z = z) = 1 (2π)N/2 |B|1/2 1 exp − (z − µ)T B −1 (z − µ) 2 (7. One useful standard result is that if Z s N (µ. We shall make extensive use of the multivariate Gaussian distribution (also known as a multivariate Normal distribution). B) to denote that the random variables contained in Z are drawn from a multivariate Gaussian distribution with mean µ and covariance matrix B. A process is defined to be stationary in the wide sense if 1. . The second condition means that the covariance matrix B has a specific structure: E {Za Zb } = Ba. There is no assumption that the intensity values must be. Let xa ∈ R 2 be the position of the ath pixel. for example. B) and Y = AZ where A is a real matrix with N columns and S ≤ N rows then Y s N Aµ. 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. Let N be the number of locations within the image. We use the notation Z s N (µ. The process is called discrete because values are only defined on the grid of pixel positions that cover the image.110 CHAPTER 7. integers. 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. ABAT . . 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. the expectation is independent of position: there exists a c ∈ a ∈ {1. N} E {Za } = c 2.2) where N is the length of the vector Z and |B| is the determinant of B. b E {Za Zb } = R(xa − xb ). We are particularly interested in wide sense stationary processes.

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

BAYESIAN MODELLING IN THE WAVELET DOMAIN on the frequency according to some known law. and the imaginary part by FI . We define a matrix F to represent the Fourier transform: 1 xT xb a Fa. 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.b = √ exp −2πj √ M M where we assume that the images are square of dimensions of the Fourier transform has the following properties: 1. FR D 2 FR + FIT D 2 FI . This is known as Parseval’s theorem: a 2 √ M by √ M . then inverting the Fourier transform. The inverse is the Hermitian transpose of F . IM ) s N (0. 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. IM ) Denote the real part of F by FR . and finally taking the real part of the output to generate a sample image.112 CHAPTER 7. 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. The energy of the Fourier coefficients is equal to the energy in the image. F H F = IM 2. .

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. Take the Fourier transform of an impulse at location xj .3. BAYESIAN IMAGE MODELLING 113 T again a multivariate Gaussian. P the reverse wavelet transform. Z s N 0. Extract the real part of the entry at location xi . 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 . 3. Multiply the Fourier coefficients by the diagonal entries of D 2 .3. (We also assume that D is a real matrix. If we let the (real) matrix W represent the forward wavelet transform. Invert the Fourier transform of the scaled coefficients. 4. (W T D 2 W )−1 The covariance matrix C = (W T D 2 W )−1 has a strange form. 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. 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. Let B = FR D 2 FR + FIT D 2 FI be the covariance matrix. 7. 2. 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 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.) This equation represents the following process: 1.

7. We define a new set of ∗ ∗ reconstruction filters G0 (z) = H0 (z −1 ). In other words. 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 . For non-balanced wavelets W T is not the same as the reconstruction transform P . Take the wavelet transform of the image. but this is not necessarily true for a redundant balanced wavelet transform. However.4 Wavelet generative specification We can also generate sample images using wavelets by generating white noise samples of variance 1 for each wavelet coefficient. but not to z itself. G1 (z) = H1 (z −1 ) where the conjugation operation in these equations is applied only to the coefficients of z. 2. In other words.3. 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. 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 . we use reconstruction filters given by the conjugate time reverse of the analysis filters. Multiply the wavelet coefficients by the diagonal entries of D 2 . If we are using an orthogonal wavelet transform (i. the covariance function is such that if we apply a wavelet sharpening process we produce an impulse.114 CHAPTER 7. 3. Invert the wavelet transform. For a balanced wavelet the wavelet sharpening algorithm consists of the following steps: 1. 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. a non-redundant balanced transform) then the inverse of a wavelet sharpening process will give the same results as a wavelet smoothing process. there is a natural interpretation for W T in terms of the filter tree used to compute wavelets. 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.e. scaling them by a diagonal matrix D and then .

2.7. just as for the Fourier method. 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. 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.4 Choice of wavelet There are a number of factors to consider in our choice of wavelet. The assumption that this prior is stationary means that the prior is a stationary discrete Gaussian random process. The images are generated by Z = P DR and the prior distribution will be given by Z s N 0. CHOICE OF WAVELET 115 inverting the wavelet transform. P D 2P T .4. Scale the wavelet coefficients by D 2 . 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.2. the covariance function of this process is given by a smoothing procedure applied to an impulse: 1. one from each subband. For a balanced wavelet W = P T and. The covariance function for images generated from noise in a single subband is therefore given by the autocovariance of this wavelet. Invert the wavelet transform. this second assumption is discussed in section 7. the covariance of the sum of the reconstructions will be the sum of the individual covariances because the scales all have independent noise sources. 3. Forward wavelet transform the impulse.4. 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. Consequently. 7. This is the most important model for our purposes as it is the model that will be used in the next chapter. The next sections report on two factors relating to the accuracy of the results: .

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. The Gaussian pyramid transform (GPT). A real fully decimated wavelet transform (DWT) based on the Daubechies filters of order 8. We should choose a wavelet that allows us to generate the covariance structure of a given application.7. The W-Transform (WWT). A real non-decimated wavelet transform (NDWT) based on the Daubechies filters of order 8. We will consider five wavelet-like systems: 1. 3.1 proposes five possibilities for the choice and the following two sections estimate the importance of the factors for each of these choices. 2. 5.4. 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.4. 7.116 CHAPTER 7. . Further discussion more tightly linked to the nature of the application can be found in section 8. Adelson et al. The GPT is one of the oldest wavelet-like transforms. The analysis filters for the Laplacian pyramid are (short FIR approximations to) the differences between Gaussians of different widths. The analysis filters for the Gaussian pyramid are Gaussians. BAYESIAN MODELLING IN THE WAVELET DOMAIN Shift invariance the wavelet generative model is only appropriate for transforms with low shift dependence. To reconstruct an image from a Laplacian pyramid we use Gaussian reconstruction filters. [1] suggested using either the Gaussian or Laplacian pyramid to analyse images. 4. Section 7. The dual tree complex wavelet transform (DT-CWT).

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. 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.1 shows the sequence of operations involved in reconstructing a surface from wavelet coefficients at 3 scales.7.4.1: 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. Figure 7. The analysis lowpass filter is 1 H0 (z) = √ −z −1 + 3 + 3z − z 2 2 2 . 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.

7. 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. The energy will be shift invariant if there is no aliasing during the wavelet transform. for many choices of wavelet the aliasing will be significant. However. The real wavelets in the DWT have both positive and negative passbands. The direct specification will have a shift invariant prior if the energy within each scale is invariant to translations.118 CHAPTER 7. By discriminating between positive and negative frequencies the DT-CWT wavelets only have a single . For shift invariance we require the bandwidth of each wavelet filter to be less than the Nyquist frequency for the corresponding subband [63].4. 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. 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 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. 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. Each time we subsample the output of a wavelet filter we halve the Nyquist frequency. Similarly for the generative specification there will be no aliasing and hence shift invariance as long as this is true.2 Shift Invariance The wavelet generative model produces a stationary random process if the aliasing is assumed to be negligible. For the original signal the Nyquist frequency is half the sampling frequency.

As the generative specification only uses the reconstruction filters the increased analysis bandwidth does not matter.2.3 One dimensional approximation The purpose of this section is merely to give an illustration of the effect of shift dependence.0. the only difference between repetitions is that each time the origin is slightly shifted. The method described in chapter 8 is used to perform the approximation. 7. 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. 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. CHOICE OF WAVELET 119 passband. We demonstrate the effect of shift invariance with two experiments. These are the qualitative results that we wanted to demonstrate with this experiment. The first gives a qualitative feel for the effect by using a simple one dimensional example. We chose the positions and values of six points and then used both methods to approximate 128 regularly spaced values. We repeat the experiment 8 times. GPT.5.1. The variances for the different scales were (from coarsest to finest) 4.0. The results for different origin positions are stacked above one another.4. We use a five scale decomposition for each transform. The second gives a quantitative estimate of the amount of variation in the two-dimensional case.4.01 for the measurement noise2 . The first experiment compares approximation methods in one dimension using the different transforms. We make use of the approximation method that will be developed in chapter 8 and readers unfamiliar with approximation can safely skip this section. The actual shape of the approximation is not significant as it is highly dependent on the scaling factors chosen. and the standard DWT has a large amount of shift dependence.1 and we used a variance of 0.7. The WWT has a small amount of shift dependence. The NDWT. These precise values are not critical because this experiment is just meant to give a feel for the relative performance. .0.2 shows the estimated values. and the DT-CWT all appear very close to being shift invariant. and we have marked the original positions and data values with crosses. This reduces the bandwidth to within the Nyquist limit and hence allows the reduction of aliasing [63].2. Figure 7.

7. the wavelet smoothing produces the output z = P D2P T d .4 Two-dimensional shift dependence Section 7.120 CHAPTER 7.4 described the link between a wavelet smoothed impulse and the covariance function of surfaces produced by the wavelet generative model. We measure the amount of shift dependence by examining the energy of the difference.4. This section describes the results of an experiment to measure the variation in such a smoothed impulse. The associated random process will only be stationary if the result of smoothing is independent of location.4.2: One dimensional approximation results for different origin positions. The WWT and the GPT use lowpass filters with a smaller bandwidth than is usually used for wavelets and therefore the results are smoother. Crosses show location and values of measured data points.3. the associated covariance structures are different.3. This is not an important difference because we could also make the DT-CWT and NDWT results smoother by changing the scalings used. The basic idea is simple: shift dependence means that smoothing a translated impulse will not be the same as translating a smoothed impulse. 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. Using the same notation as in section 7.

For a particular translation of the data of x. This will give approximately circular priors (the quality of the approximation is demonstrated in the next section). 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. of the error between the wavelet smoothed image and the shift invariant estimate as K 2 2 σk S(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. y)d = k=1 2 σk zk where zk is the average result of reconstructing the data from just the scale k coefficients. y)T P Ek P T S(x.7. The inverse of this transform is S(x. y pixels we define the energy. y)T (assuming periodic extension at the edges). y) to be a matrix that performs a translation to the data of x pixels horizontally and y pixels vertically. y)d k=1 E(x. 2K −1 2K −1 zk = 1/2 2K x=0 y=0 S(x. y).4. 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 . y)T P Ek P T S(x. 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. 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. CHOICE OF WAVELET 121 where d represents the input image (0 everywhere apart from a single 1 in the centre of the image). y)d. E(x. y)T P Ek P T S(x. y) = − zave .

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. Measure the amount of shift dependence f = Eave / zave 2 .6 The NDWT has a Figure 7. Set σk = 0 for k = K and σK = 1.4 29.122 CHAPTER 7.7 32. Different applications will have different priors.7 K=2 6. ek (x. 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. zave . 2. y) P Ek P S(x.3. The results are converted to signal to noise ratios given by −10 log10 (f ). and Eave using the above equations.5 32.9 35.8 ∞ 13.0 35.8 ∞ 18. y) to be be the error at scale k due to shift invariance.6 ∞ 26. It may seem strange to have the fourth power of σk . y)T P Ek P T S(x. This is a consequence of weighting 2 by σk during the smoothing step. Transform DWT NDWT WWT DT-CWT GPT K=1 6.7 K=3 6. y)d − zk T T 2 ≈ k=1 4 σk S(x.8 ∞ 18. Evaluate zK . BAYESIAN MODELLING IN THE WAVELET DOMAIN K 2 2 σk = k=1 K S(x. y)d − zk where in the last step we have assumed that the errors from each scale will be approximately uncorrelated.4 32. . y) 2.3: Shift dependence for different scales/dB. The results of this experiment for the different transforms are shown in table 7. The error energy depends on the parameters σk and will tend to be dominated by the level k with the largest σk . y) = S(x. y)T P Ek P T S(x.8 ∞ 17.1 K=4 6. 3. If we define ek (x.

The measurements describe the degree to which the wavelet generative model produces a stationary prior. 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. Care must be taken when interpreting the SNR values tabulated. the final solution to a problem is based on the posterior density and the posterior is a combination of the likelihood and the prior.2 which explains the significance of these measurements for a particular application (of interpolation). However.) . 7dB corresponds to an shift dependence error energy of about 20% of the signal energy. CHOICE OF WAVELET 123 SNR of ∞ because this transform has no down-sampling and is shift invariant. 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◦ . 7. The increased directionality of the DT-CWT means that it is much more flexible than any of the other methods for modelling anisotropic images.5 Flexibility If a prior is required to be anisotropic (i. Generate a blank image of size 64 × 64.4. In some circumstances the information in the likelihood can counteract the deficiencies in the prior to produce a good quality posterior. (Here we use blank to mean every pixel value is 0.4. For each wavelet transform the following process is used: 1.4 the covariance is calculated by a wavelet smoothing method applied to an impulse. the WWT only manages about 18dB while the DWT has a very poor performance with 7dB. For example.4. An quantitative example of the importance of this effect is given in section 8. Both the higher scales of the DT-CWT and the GPT have very low amounts of shift dependence with SNR levels around 30dB.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. However.7. As in section 7.e. However. Each choice of scalings for the subbands implicitly defines the signal model as a stationary process with a certain covariance function. 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.

124 CHAPTER 7. and the NDWT all produce reasonable approximations to circular symmetry. DT-CWT.4: Covariance structure for an orthogonal real wavelet. Scale the wavelet coefficients at level l by σl2 = 42l . Invert the wavelet transform. The final image produced is proportional to the covariance function.4. and 7. 3.7. 6. The Gaussian pyramid produces the most circularly symmetric covariance. 2 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. 32) to have value 1. Scale the low pass coefficients by σ5 = 49 . Set the pixel at position (32. 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 7.8. For large distances the contours are not circular but at such points the correlation is weak and hence not as important. 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.7.7. The DWT has a significantly non-circular covariance function. The W transform.5. The most important part of these diagrams is the section near the centre.) The results are shown in figures 7.7. .6. Wavelet transform the image using 4 levels. BAYESIAN MODELLING IN THE WAVELET DOMAIN 2. 4.

7.5: Covariance structure for a nondecimated real wavelet. . 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 7.6: Covariance structure for the Gaussian pyramid.4. 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.

8: Covariance structure for the DT-CWT . 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 7.126 CHAPTER 7. .7: Covariance structure for the W transform. 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.

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. and a ? indicates intermediate behaviour.9: Covariance structure for a translated orthogonal real wavelet.9 shows the same experiment (still using the DWT) except that we change step 2 to act on the pixel at position (28. It is possible to improve the circularity of the wavelet transform results by adjusting the scaling factors for the ±45◦ subbands.6 Summary of results Table 7.5 Conclusions The first part of the chapter is based on the assumption that the chosen wavelet transform is shift invariant.5. However. 28). 7.7. Based on this assumption.4. these changes will do nothing to alleviate the problems of shift dependence found for the DWT. A indicates good behaviour with respect to the property. 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. we conclude that each of the four image models . CONCLUSIONS 127 Figure 7. 7. a × indicates bad behaviour.10 summarises the flexibility and shift dependence properties of the different trans√ forms. shape.

BAYESIAN MODELLING IN THE WAVELET DOMAIN Transform DWT NDWT WWT DT-CWT GPT Shift invariant × √ ? √ √ Isotropic modelling × √ √ √ √ Anisotropic modelling × × × √ × Figure 7. and GPT all possess reasonably isotropic covariance functions even without tuning the scaling for the ±45◦ subbands. For a shift dependent transform the wavelet generative prior model will be corrupted by aliasing. The experiments in 1D and 2D suggest that these errors are relatively small for the DT-CWT but large for the DWT. 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. .128 CHAPTER 7. • The wavelet generative specification of the prior corresponds to a process with covariance function given by a wavelet smoothed impulse. WWT. The NDWT. DT-CWT.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.

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

1) 0 otherwise When applied to a vector representing an image. σ 2 IS where σ 2 is the variance of the measurement noise. 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. we assume we have observations at the locations x1 .2) R S be a vector of random variables . The observations are given by Y = TZ + Q (8. the matrix T selects out the values corresponding to the observed locations. . 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) .g. 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. It is notationally convenient to reorder the locations so that s(a) = a. . . we do not assume x1 must be next to x2 ) and so this reordering does not reduce the generality of the analysis.3) (8. Section 8. xs(S) . We also assume that the observations are all at distinct locations within the grid. xS .9 discusses the implications of the assumptions in this model.130 CHAPTER 8. as before. Using the same conventions as in chapter 7 we use Z to represent the (unknown) contents of the image. INTERPOLATION AND APPROXIMATION 8. Let Q ∈ representing the measurement noise: Q s N 0. .2 Introduction The task is to estimate the contents of an image from just a few noisy point samples. . . In other words. This is an example of an approximation problem. we assume that the image is shifted to have zero mean. In this chapter we assume that the image is a realisation of a 2D (wide sense) stationary discrete Gaussian random process. . There is no restriction on the relative positions (e. . B) where B is a N × N covariance matrix and.

The second part describes the wavelet method and experimental results. 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. This problem has been extensively studied and many possible interpolation methods have been proposed.8. In practical applications it is usually possible to estimate these from the sample values [110]. Let C be the S by S leading submatrix of the covariance matrix B that expresses the correlations between the observation locations. Let D ∈ R S be the vector of . 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.3 describes the form of the posterior distribution for the problem. 8. Splines [119].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). As a first step towards relating the techniques section 8.3. A description of a fully Bayesian approach to the problem can be found in the literature [12]. Strictly speaking our methods should be described as empirical Bayes because the prior is based on estimated values. There are also more advanced methods such as Kriging [13]. A reasonable estimate is the mean of the posterior distribution. and inverse distance that work reasonably when the surfaces are smooth and there is little noise but are inappropriate otherwise. 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”). However. and Wiener filtering. this introduces further complications during inference that would distract from the main aim of evaluating complex wavelets. There are several crude methods such as nearest neighbour. Radial Basis Functions [97]. linear triangulation. A completely Bayesian approach would involve treating the parameters of the model as random variables and setting priors for their distributions. Appendix B proves that the posterior distribution for such a point given observations Y = y is Gaussian and gives an expression for the mean. The first part of this chapter discusses the alternative techniques from a Bayesian perspective.

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 . known as Simple Kriging. Λ represents an image that is blank except at the observation locations. .1 Approximation techniques Kriging Kriging is a collection of general purpose approximation techniques for irregularly sampled data points [13]. Da = E Zs(a) Zk = Bs(a). Its basic form.132 CHAPTER 8.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. λS and whose other elements are all zero. .4.4) 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 . 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. considers an estimator Kk for . . 8. .4 8. INTERPOLATION AND APPROXIMATION covariances between the observation locations and location xk .

We can calculate E {Zk Ya } = E {Zk (Za + Qa )} = E {Zk Za } + E {Zk } E {Qa } = E {Zk Za } = Da S (8. w is chosen to achieve the minimum expected energy of the error between the estimate and the true value. there is sufficient information to calculate the estimator with the nicest properties among the resticted choice of purely linear estimators.4.8. . . Now consider the approximation problem again. However. The technique is based on the assumption that the mean and covariance structure of the data is known. In particular.5) . there is no assumption that the data is necessarily distributed according to a multivariate Gaussian. 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. 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 . . It is impossible to calculate the posterior distribution because the precise prior distribution is unknown. S}. The covariance assumption means that we know E {Zk Ya } and E {Ya Yb } for a. b ∈ {1. More precisely. However. this is all that is assumed about the prior distribution of the data. As before we suppose that the data has been preprocessed so that the mean is zero. .

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.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. The link with Radial Basis Functions (RBFs) is straightforward.4.b + σ 2 Using these results we can rewrite equation 8.b while if a = b E {Ya Yb } = Ca. If a = b then similarly E {Ya Yb } = E {(Za + Qa ) (Zb + Qb )} = E {Za Zb } = Ca. 8. 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. An interpolated image based on RBFs is assumed to be a linear combination of S functions where the functions . Additionally.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.134 CHAPTER 8. 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).

The weights in the linear combination are chosen to honour the known values.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]. Now consider expanding the following expression (a(IN − D) + D) −1 2 FZ 2 = 1 (IN − D) + D F Z a . Assuming that the limits are well behaved then equation 8. APPROXIMATION TECHNIQUES 135 are all of the same shape and centered on the S known data points [97]. Let Z denote the estimate produced by this bandlimited interpolation. but zero otherwise.8. In practice exactly the same equations are used to solve RBF and Kriging problems and the equivalence between these techniques is well-known. Ω = {Z : T Z = y.6) where Ω is the space of images that are both band limited and honour the known observations.4. 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.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. (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. As before let F be a N by N matrix that represents the (2 dimensional) Fourier transform. Using this notation we can write: ˆ Z = argminZ∈Ω ZT Z (8.4.

in the limit as α → 0.2 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). for a Gaussian density function the MAP estimate is equal to the posterior mean estimate. 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 .α becomes the interpolation solution. We conclude that the estimate produced by the bandlimited interpolation is equivalent to interpolation for a particular Fourier model prior.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.3.2 with a coefficient weighting matrix Dα = a (IN − D) + D.4. 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. Section 7.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. In the limit σ → 0 the ˆ measurement noise is reduced to zero and Zσ. which in turn is equivalent to the multivariate Gaussian model. 2 Finally consider the Fourier model from section 7. Finally. Additionally. 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.136 CHAPTER 8. They write that . 8. the prior parameters for the Fourier model tend to Dα = D.3.

t ∈ I = [0. α. Prefiltering is used when converting from continuous-time to discrete-time.k |p = I |f (t)|p dt.8. uj0 . We choose the given definition as being the most natural. The scale j0 represents the coarsest scale under consideration.k | αj 2 (8. 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 8.2) and an error term caused by shift dependence.k 2 2 + j≥j0 . 5. p. 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. The paper concentrates on the special case of p = q = 2.k + j≥j0 k 2αjp 2j(p−2) |wj. 4. 1] is 1/q  (8.k is the value of the k th wavelet coefficient at scale j.k is the value of the k th scaling coefficient. even if the noise in the signal samples is white Gaussian”. APPROXIMATION TECHNIQUES 137 “the interpolated signal obtained by minimum-smoothness norm interpolation is difficult to characterize.4. q are hyperparameters of the norm. In practical algorithms the choice is not important because the scaling coefficients are generally preserved. . 3.7) q/p q p =  uj0 .k |2 wj. wj. f α W2 (L2 (I)) = uj0. The Lp (I) space is the set of all functions on I with bounded norm f 2. In the original notation1 the Besov norm f defined as  f where 1. 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.8) Let Z be a vector of signal samples from the (prefiltered) continuous-time signal f (t). 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).

The published paper made use of a fully decimated wavelet transform. 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. Further details can be found in the literature [113. and W represents a two-dimensional transform. The algorithm [23] found (using a least squares calculation) the wavelet coefficients with minimum Sobolev norm that interpolated the known points. It may be thought that this is unfair. Section 7. 23]. 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. 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. Armed with this notation the Sobolev norm can be expressed as f α W2 (L2 (I)) = DW Z (8.3 that for an orthogonal transform the covariance function can also be expressed in terms of a wavelet smoothed impulse. We conclude that the solution is equal to the MAP estimate using the wavelet direct specification to generate the prior. As before we define the wavelet coefficients (from a one dimensional wavelet transform) to be given by w = W Z.9) Although we have defined the Sobolev norm in terms of the one dimensional transform.138 CHAPTER 8.3. 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.3. Also recall from section 7. Later we display experiments comparing the performance of the DWT with alternative transforms to show the considerable effect of shift dependence. that MSN should really be considered as performing nonGaussian interpolation and that what we have called the “error” due to shift dependence . We have described the minimum smoothness norm (MSN) solution as a Bayesian solution to stationary interpolation plus an error caused by shift dependence. INTERPOLATION AND APPROXIMATION provided in sampled form.3 showed that this is equivalent to a stationary Gaussian discrete random process assuming that the wavelet transform is sufficiently shift invariant.

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. 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). plus an error term due to the particular choice of origin position used in the algorithm. In this context we measure the quality of a solution by means of the energy of the error. 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.8. We finish this section by proving that the accusation will never hold. 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. APPROXIMATION TECHNIQUES 139 is actually an additional term that makes the technique superior to standard methods. 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 .4. More precisely. 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 .

1 which requires a Kriging-style interpolation to be performed for each realisation. 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. especially if some preconditioning methods are used. Nychka allows the weighting factors to vary within a single scale. If their method takes K iterations of the conjugate gradient algorithm to converge. Nychka makes use of this result by solving using a conjugate gradient algorithm.3.6 Comparison with Spline methods This section discusses the link with B-spline methods. 8. the matrix C can be written as P D 2 P T (using the notation of section 7. Such an algorithm only uses forward multiplication by C and so can be much more efficient than inverting C. 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. The main source for the description of splines is [119] while the Bayesian interpretation is original.4) and so multiplication by C can be efficiently calculated using wavelet transform techniques. in particular note that no assumption had to be made about the true prior distribution of the data. 8. and this variation produces nonstationary surfaces. It does not claim that the average solution will be a good solution. but usually the convergence is much faster than this.140 CHAPTER 8.8. However. To generate conditional simulations of a surface they use the method described in section 8.4. then to generate P realisations they will require 2KP wavelet transforms. Equation 8. INTERPOLATION AND APPROXIMATION where the inequality in the last line is strict unless the transform is shift invariant. This matrix can be very large and so is hard to invert. Note that this proof is very general. but it does show that it will always be better than the shift dependent solutions.4 shows that the 2 solution involves inverting the matrix C + σM IS . . [88] have proposed a method for dealing with nonstationarity by using the W transform basis [67]. The result is equally valid for good and bad models.4.5 Large spatial prediction for nonstationary random fields Nychka et al. We first give an overview of the technique and then discuss the methods from a Bayesian perspective. B-splines have been proposed for solving both interpolation and approximation problems.

More precisely. 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. . and then solving for the least energy of the error. Higher order splines converge to a Gaussian “bell” shape. 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. The first is called smoothing splines approximation and involves minimising the energy of the error in the approximation plus an additional energy term. and we attempt to describe the prior model for the signal that would produce the same estimates. a B-spline of order n can be generated by convolving this rectangular pulse with itself n times. The B-splines can be used for either interpolation or approximation. 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. 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. These coefficents can be calculated by applying a simple IIR filter to the data. A zero order spline will therefore be the square pulse and a first order spline will be a triangular pulse. 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. There are two main techniques for approximation.4. APPROXIMATION TECHNIQUES 141 B-spline A B-spline is a continuous piecewise polynomial function. 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. We discuss each of the three (one for interpolation.8. two for approximation) main techniques from a Bayesian perspective. 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). This second energy term is the energy of the r th derivative of the approximation.

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. 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.142 CHAPTER 8. For the least .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.10) where λ is a given positive parameter. 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. while the analogy is reasonable when close to the sample points. 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)}. Therefore. the smoothing spline estimate at long distances will tend to infinity. B-spline filtering of order n is given by smoothing with a unit pulse n + 1 times. 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. This solution will therefore converge to the band-limited signal and hence the cardinal splines will tend to the sinc interpolator. 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. 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. INTERPOLATION AND APPROXIMATION Interpolation The interpolation solution of order n consists of a spline with knot points at the data points. it is inappropriate at long distances. However. The similarity to the Bayesian estimate described in section 8.

4. note that the model includes the case of an image generated from a single non-zero spline coefficient. The least squares spline approach is an approximation method and hence we conclude that it must be shift dependent. . 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. If the prior is shift invariant then the model must also include the cases of non-zero coefficients centered on any location. The least squares approach models the data using a set of K spline coefficients where K is less than the number of observations. This contradiction proves that the B-splines are linearly independent. In other words. However. If the following is confusing then it can be safely ignored. The explanation is somewhat convoluted and not needed for the rest of this disseratation. 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. 2. including an image that interpolates all the observations. 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.8. Now suppose we have the smallest non-empty set of B-splines that possesses a non-trivial (i. this “end” B-spline is non-zero at location k. Next suppose that we have a discrete grid containing N locations. a B-spline at the end of the set will contain at least one location k such that 1.e. if we are allowed to use all N B-spline coefficients then our previous claims show that we can make any image we want. In particular. not all coefficients equal to zero) linear combination that is equal to zero at all locations. First note that the B-splines are linearly independent. 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. all the other B-splines are zero at location k. There is an interesting way of seeing that such an estimate cannot be shift invariant. We have argued that a shift invariant least squares method must interpolate the observations. 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.

with the surface indirectly defined as the reconstruction from these wavelet 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. .144 CHAPTER 8. it is better to model the wavelet coefficients directly. . Suppose we have measurements y1 . The following sections will describe an efficient solution. discuss the choice of wavelet. This section derives the posterior distribution for the images using Bayes’ theorem. 8. Now we wish to derive the posterior distribution for the wavelet coefficients. and so we can write the likelihood as p(y|w) ∝ exp − 1 (y − T P w)T (y − T P w) 2 2σ . Instead of modelling the values at every point on the surface. y2 . . P D 2P T where P represents the wavelet reconstruction transform and D a diagonal weighting matrix.3. In wavelet space the wavelet generative specification corresponds to the prior w s N 0. D 2 where w is a column vector containing all the wavelet coefficients (with the real and imaginary parts treated as separate real coefficients).4). Let T be a matrix of ones and zeros that extracts the values at the S measurement locations. 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. Recall that the wavelet generative specification uses the prior Z s N 0.5 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). INTERPOLATION AND APPROXIMATION This argument is included for interest only and is not meant to be a rigorous mathematical argument (for example. and show results of some numerical experiments that test our predictions. .

8. 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 (8.6 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. Calculate which wavelet coefficients are important. 5. 2. Calculate the responses at the measurement locations to impulses in the wavelet coefficients (matrix T P ).11) (8.12) and so we have shown that the posterior distribution for the wavelet coefficients is a multivariate Gaussian with mean a and variance A−1 .8. Reconstruct an estimate for the entire image. 3. . Solve for the posterior mean estimates of the wavelet coefficients. Estimate the amount of energy we expect within each scale. The following sections describe how each of these steps can be performed efficiently. 4. The method uses the following five steps: 1.6.

We will define the important coefficients as those whose absolute value is greater than some threshold.146 CHAPTER 8.6.2 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 can greatly reduce the dimension of the problem by leaving out all such unimportant wavelet coefficients.8. Non-zero coefficients mean that the coefficient is important. This threshold is initially 0 but section 8. We define an importance image to be an image that is zero except at the measurement locations.4 that proves that the covariance will be given by a simple combination of the covariances from each wavelet subband. A better method uses a result from section 7.3. 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. 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. INTERPOLATION AND APPROXIMATION 8. suppose we have a prior estimate for the covariance structure of the data.3 describes how alternative values permit a trade between accuracy and results. 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. and select the choice that did best.6. and in particular its mean value will be zero.1 Estimating scale energies We need to calculate the diagonal matrix D that defines our prior model for the image. This process of model fitting and more sophisticated approaches can be found in [110]. measure the covariance for each image. One quick way to determine the important coefficients is to transform such an importance image containing ones at the measurement locations and zeros elsewhere. Any additional important coefficients found can be added to the list. . 8. One very crude method of choosing D would be to generate images according to the wavelet generative model for several choices of D. The choice will depend on the prior information we have available and will therefore depend on the application.

6.1 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 .2 contains a theoretical discussion about the probable significance of shift dependence.7.5 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.7.3 contains some experimental results that test the predictions of the theory. while section 8. 8. This means that we can generate a single lookup table for each subband which allows us to generate the i. CHOICE OF WAVELET 147 8.7.11 and then solve the equations Aa = P T T T y/σ 2 using Gaussian elimination which is fast for sparse matrices [98]. This section examines the effect on the speed of the method and investigates the significance of shift dependence.4 discussed some general principles concerning the choice of transform in the wavelet generative specification.8.6. 8. Section 8.7.7 Choice of wavelet Section 7.7. This gives a fast generation of T P . 8. Section 8. 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 discusses the results of these comparisons.4 Solving for wavelet coefficients Using sparse matrix methods we can quickly generate the matrix A directly from equation 8.3 Impulse responses The impulse responses for the reconstruction filters depend only on which subband is being inverted.

7. 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.2 Shift Invariance In this section we use simple approximations to predict the effect of shift dependence on the quality of the interpolated results. The second type. All the decimated systems will have a similar number of important coefficients.1: Count of important coefficients for different transforms 8. The first type. INTERPOLATION AND APPROXIMATION wavelet coefficients. It is important to distinguish two types of quality.4 produced by aliasing. but the non-decimated system will have very many more. measures quality relative to the shift invariant solution produced with a nondecimated version of the wavelet transform. the statistical quality. 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). 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 . 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.148 CHAPTER 8. measures quality relative to the actual surface being estimated. the aesthetic quality.1 shows the results. Transform DWT NDWT WWT DT-CWT GPT number of important coefficients 1327 40860 372 4692 540 Figure 8. These contours are nice in the sense that they do not have the artefacts (of arbitrary deviations in the contour) seen in figure 7.



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

4: Relative statistical quality for DWT(o) and DT-CWT(x) /dB .154 CHAPTER 8.5 −0.4 −0.3: Aesthetic quality for DWT(o) and DT-CWT(x) /dB 0 −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 8.6 −0.2 Relative statistical quality/dB −0.3 −0.1 −0.7 −4 10 10 −3 10 Samples per pixel −2 10 −1 10 0 Figure 8.

Considering the large number of approximations made in predicting the value this is a reasonable match. However. 1. For the other scales the ratio will be somewhere between 1 and 1/2.6%) while the DT-CWT has almost negligible errors (less than 0.4 suggest that the relative quality is only about −0. This effect will tend to . 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. while the DT-CWT gives a much improved quality. 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 predicted that the relative statistical quality for the DWT would be about −0.5dB for very high sample densities.0. We use 4 level transforms.46dB (this corresponds to an error of about 11%).25dB. The estimate that r = 1/2 is very crude.2%) caused by shift dependence. and therefore for low densities the shift dependence will be relatively insignificant and so the relative quality improves (decreases in magnitude).01dB. Finally we discuss the expected effect of some of the approximations on the discrepancy between the predicted and observed results for the relative quality. These experimental results confirm that aesthetically the quality of the DWT is low.8. 3. Bear in mind that a larger (in magnitude) relative quality means worse results. In practice there will still be some error in these. but that for lower densities the relative quality becomes much smaller (in magnitude).3 suggest that the improvement in aesthetic quality is actually about 20dB for the DT-CWT. We assume that the wavelet coefficients at scales coarser than p are accurately estimated. For the most detailed scale E1 = E≤1 and the ratio must be one. 2. The absolute value of the aesthetic quality for the DWT varies from about 20dB for high densities to 9dB for low sample densities.46dB for high sample densities. The effect of this is to predict that the relative quality will actually be worse (larger in magnitude) than −0.7. This is a fairly poor match with the predicted value. the experiments confirm the the qualitative prediction that the DWT has an appreciably lower statistical quality (of around 0. The theory only applies when the critical level is close to one of these levels. The results in figure 8. Nevertheless. CHOICE OF WAVELET 155 in figure 8. the shift dependence energy will be proportional to the density.

Therefore this will produce a worse (larger in magnitude) relative quality. This is because the estimate is given by the mean of the posterior distribution. 4. 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. We assume that the wavelet coefficients at scales ≤ p are inaccurately estimated. 2. We assume that the level p coefficients will produce an expected shift dependent energy of f Ep .156 CHAPTER 8. .8. 5.8 8. This effect will tend to decrease the statistical error and hence increase the significance of the shift dependence. 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. 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. 8. The most significant of these effects are probably the first and last. Therefore this will produce a slight improvement (decrease in magnitude) in the relative quality. In the context of Kriging approximation methods this generation is called conditional simulation [36] and works as follows: 1. The effect of this is to predict less shift dependence and hence a better (smaller in magnitude) relative quality. 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. INTERPOLATION AND APPROXIMATION increase the statistical error and hence decrease the significance of the shift dependence. In practice there will still be some information in these.

89] that first generates a random image with the correct covariance function (but that does not depend on the known data values). 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. with the additional advantage of wavelet filtering to give better decoupling of the different resolutions making our method faster and more accurate. 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. An efficient simulation method has been proposed [57. and then adds on a Kriged image based on the data values minus the values of the random image at the known locations. Our approach can be viewed as a multigrid approach. As described.8. Generate a sample from the Gaussian distribution with the estimated mean and variance and use this to set the value at the new point. 8. We now describe a similar method that acts in wavelet space.8. Repeat steps 2 and 3 until the queue is empty. This process generates a single sampled image and can be repeated to generate as many samples as are desired. 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. EXTENSIONS 157 3. This will generate a conditional simulation of the surface and the process can be repeated to generate many different realisations. .2 Proposal In order to efficiently calculate image samples we calculate samples of the wavelet coefficients and then apply the wavelet reconstruction transform.8. 4. 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. This calculation involves a huge amount of computation for more than a few hundred locations. 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.

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. . with length equal to the number of measurements plus the number of important wavelet coefficients. 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. 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. 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. 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 D −2 + P T T T T P/σ 2 A−1 ∼ N a. We also get a very sparse set of equations which can be solved much faster than the fuller system that Kriging methods produce.158 CHAPTER 8. A−1 This shows that such solutions will be samples from the posterior distribution for the wavelet coefficients. This is fast because triangular matrices can be quickly inverted using back substitution.11 that A = D −2 + P T T T T P/σ 2 . A−1 A−1  ∼ N a. The sparsity of A means that Gaussian elimination allows us to quickly solve these equations.

8dB).2 and measure the total time taken to produce this image (including the determination of the importance map and the wavelet transforms). This trade-off only affects the time for setting up and solving the equations. For some of the points we have also displayed the associated threshold level. We calculate the approximation while adjusting the threshold mentioned in section 8.6. For example.5 plots the time taken for the interpolation versus the SNR of the results.1% of the energy of the surface. less correlated. We also timed an interpolation of 512 measurements which took 32 seconds (SNR=33.8. but notice that the same threshold gives greater accuracy with more measurements.3dB). For 256 measurements. the time for determining the importance map and inverting the wavelet transform depends only on the size of the grid. Figure 8. The same computation decrease is evident.6 shows the results of the experiment when we have twice as many data points. Figure 8. and once with 256 measurements. For 128 measurements.13) For example. An increased threshold makes the equations become sparser. once with 128 measurements. There is also a horizontal dashed line drawn at the time taken for a threshold of zero. it takes about 14 seconds (SNR=29.2dB). It can be seen that the computation decreases for minor increases in the threshold while producing little additional error. We perform the experiment twice.3 Trading accuracy for speed We examine the trade-off between accuracy and speed by adjusting the threshold used to determine the importance map.3. Consider the threshold of 0.8.6. Therefore when we have more measurements we can reduce the computation by using a higher threshold while maintaining the same accuracy. the interpolation takes about 6 seconds (SNR=27. 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 (8.8. a SNR of 30dB is equivalent to saying that the energy of the error is only 0. We use a grid of 512 by 512 and generate a mean posterior estimated image using the wavelet method of section 8.3 reduces the time by a factor of 3 while giving a SNR of 27dB. EXTENSIONS 159 8. and thus easier to solve. a threshold of 0. On balance the amount of computation is roughly linear . The correct image C is defined to be that produced by the method with zero threshold. This is not quite linear.

04 Time for interpolation 15 10 Threshold=0.3 5 0 0 20 40 60 SNR /dB 80 100 Figure 8.2 Threshold=0.04 Threshold=0.1 Threshold=0.5: Computation time versus SNR (128 measurements). 50 Time for interpolation Threshold=0. INTERPOLATION AND APPROXIMATION 20 Threshold=0.2 Threshold=0.6: Computation time versus SNR (256 measurements).3 20 40 60 SNR /dB 80 100 Figure 8. .1 Threshold=0.01 Threshold=0.160 CHAPTER 8.02 40 30 20 10 0 0 Threshold=0.

Kriging scales very badly with the number of data points. The first assumption is the most significant. For most applications the original data will only be approximately modelled as a stationary Gaussian random process.43 seconds.9. in certain circumstances this expectation may not hold. For any problem that is taking a considerable amount of time to solve it will clearly be preferable to use the new wavelet method. inverting a 256 by 256 matrix in Matlab takes 0. 5. and such an inversion involves computation roughly cubic in the number of points.8. 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. the variance of the measurement noise is known. The bottle-neck in Kriging is the inversion of a matrix. The model assumes that: 1. 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. Two examples are: 1. independent Gaussian noise corrupts the measurements. However. the image is a realisation of a 2D stationary discrete Gaussian random process. For example. 4.9 Discussion of model This section discusses the effect of the following assumptions. the measurements lie on grid positions. In contrast. DISCUSSION OF MODEL 161 in the number of measurements for a constant accuracy. the measurements are at distinct locations. 6. . the mean and covariance of the random process are known. To solve a system with S measurements involves the inversion of a S by S matrix. 8. 3.9 seconds and a 1024 by 1024 matrix takes 50 seconds. Infinite variance noise processes (such as alpha-stable noise). 2. a 512 by 512 matrix takes 5.

The problem is that it is impossible to interpolate two different values at the same position. In this case methods that jointly estimate the surface and the reliable measurements should be able to give significantly better results. Our method has a number of parameters associated with it and these parameters could be tuned in order that the complex . and spline interpolation can all be viewed as calculating Bayesian posterior mean estimates based on particular assumptions about the prior distribution for the images. Bandlimited interpolation. The restriction that the measurement locations are at distinct locations is an unimportant constraint that is needed only for interpolation. INTERPOLATION AND APPROXIMATION 2. A simple approach to the problem is to replace repeats by a single sample with value given by the average of the repeats. 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.10 Conclusions The first part of this chapter considered alternative interpolation and approximation techniques from a Bayesian viewpoint. but that the others are badly corrupted. 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.162 CHAPTER 8. 8. More precisely. with the only theoretical difference between the methods being the assumed covariance function. The same argument applies to the variance of the measurement noise. each method can be viewed as assuming a stationary discrete Gaussian random process for the prior. For approximation all the methods work equally well even with the original samples without this constraint. We argued that Kriging. Radial Basis Functions. 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. A possible measurement model is that a certain proportion of the measurements are accurate. The assumption of known mean and covariance of the process will almost never be true. but there are many methods available for obtaining estimates of these parameters [110].

in practice this is not an appropriate application for any of these wavelet methods. For contrast.8. We also prove from a Bayesian perspective that shift dependence will always be an additional source of error in estimates. it is more useful to use the freedom to tune the DT-CWT method for a particular application. 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. We discussed and predicted the effect of shift dependence on measures of aesthetic and statistical quality. 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.10. However. 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. the DWT was found to give significantly shift dependent results. The second part of the chapter proposed a wavelet method for interpolation/approximation. 3. In particular. The first part also pointed out problems with some other techniques: 1. even compared to the expected statistical error. 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. This chapter has argued that the DT-CWT gives much better results than the DWT and much faster results than the NDWT. 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. while the DT-CWT produced estimates with statistically insignificant errors due to shift dependence. 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. while the computation for Kriging is roughly cubic in the number of data points. The minimum smoothness norm interpolation based on a decimated wavelet will suffer from shift dependence. Better and faster results (at least for the . 2. However. Smoothing spline estimates tend to infinity when extrapolated away from the data points.

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

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 . We construct an empirical Bayes image prior using complex wavelets and experimentally compare a number of different techniques for solving the resulting equations. if a camera lens is distorted. and the experimental comparison with alternative techniques. This model can be written as y = Hx + n 165 (9. 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].1 Introduction Images are often distorted by the measurement process. The background for this chapter is largely contained in appendix C which reviews a number of deconvolution methods from a Bayesian perspective. We explain how to use a complex wavelet image model to enhance blurred images. or incorrectly focused. 9. The main original contributions are. then the captured images will be blurred.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. For example. the new iterative deconvolution method. the experimental results comparing the results for alternative transforms within the method.



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].

The previous section described several ways of constructing a prior with wavelets. 9. This can be considered as a simple extension to the model of chapter 7. white Gaussian noise model means that the likelihood p(y|w) is proportional to exp − 1 HP w − y 2σ 2 2 (9.9.6) where A is a diagonal matrix with A−1 being the variance of wi . The wavelet methods tend to give a good compromise for images containing such a mixture of discontinuities and texture. For simplicity we choose to use the quadratic cost function proposed by Wang et al [124]. Specifically. The Markov Random Field and total variation methods are good for images that are well-modelled as being piecewise flat.5) As mentioned in the previous section. additive. we choose to use a simple prior model based on an adaptive quadratic cost function [124]. Realisations from the ii prior pdf for images could be calculated by generating wavelet coefficients according to this . We can write that the prior pdf p(w) for the wavelet coefficients is proportional to 1 exp − wH Aw 2 (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. This choice means that our proposed method will be an empirical Bayes approach based on the non-stationary Gaussian random process model. 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. IMAGE MODEL 171 For images of scenes containing discontinuities then the total variation and wavelet methods are appropriate. 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.2. 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.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 assumption of a linear.

5. 6. The MAP (maximum a posteriori) answer is given by minimising this energy. 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. 3. For this problem the MAP estimate will be identical to the Bayesian posterior mean estimate because the posterior pdf is a multivariate Gaussian. 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. For simplicity we assume that the image has been scaled so that σ = 1. 4.6: E= The steps in our method are: 1. 2. 9.3.5 and 9. Minimise the energy along a line defined by the search direction. During the estimation we compute a first estimate x0 of the original image. With this scaling the energy function is given by combining equations 9. We will attempt to minimise the energy by repeating low dimensional searches in sensible search directions. Figure 9. Estimate the variances of the wavelet coefficients.7) . Calculate a search direction. We define an energy E to be the negative logarithm of the likelihood times the prior (ignoring any constant offsets).3 Iterative Solution The simple assumptions made mean that it is possible to write down the solution to the problem using a matrix pseudoinverse. However. Initialise the wavelet coefficients.172 CHAPTER 9. Repeat steps 4 and 5 ten times. DECONVOLUTION distribution and then inverting the wavelet transform x = P w. The 1 HP w − y 2 2 1 + wH Aw 2 (9. Section 9. We assume that each coefficient has an equal variance in its real and imaginary parts. Estimate the PSD of the image.1 explains the estimation steps.2 contains a flow diagram of this method.

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. .

Compute the wavelet transform w = W x of this image. However. ˆ A simple estimate for the original image would be the observed data x = y.3. and the scaling coefficients to the scaling coefficients in the transform of the image x0 . ˆ 2. Wiener estimates tend to have smoothed edges and will therefore tend to produce underestimates of the variances near edges. Figure 9. Smaller values of α will preserve the signal more. DECONVOLUTION detail of this image will probably be unreliable but the lowpass information should be fairly accurate. 9.4 we will propose a better initialisation. but also contain more noise and thus produce overestimates of the variances.5. We initialise the wavelet coefficients to zero.1 Variance estimation The method of Wang et al [124] used a similar prior model (based on a real wavelet transform). 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.2 explains how the search direction is chosen.3. This process corresponds to the step Estimate Model Parameters in the flow diagram of figure 9. Later in section 9. Section 9. we need to: ˆ 1. Full regularisation (α = 1) corresponds to using a Wiener denoised estimate. Details of this process were not given and so we use an alternative estimation technique. The variance estimates are given by the energy of the wavelet coefficients of the wavelet transform of an estimate of the original image.2. In other words. Estimate the variances Aii = 2 wR(i) 1 2 + wI(i) where R(i) is the index of the real part. Section 9.3 contains a block diagram of the estimation process. Our . Alternatively we could compute a deconvolved image via the filter of equation C. and I(i) the index of the imaginary part of the complex wavelet coefficient corresponding to index i.3 by the Estimate Wavelet Variances block.3 explains how to minimise the energy within a one dimensional subspace. These steps are represented in figure 9. for a typical blurring operation this would underestimate the variances of the coefficients at detailed scales.3. Obtain an estimate x of the original image. 3.174 CHAPTER 9.

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 Block diagram of deconvolution estimation process. .

5 requires (for α = 0) an estimate of the power spectrum of the original image. 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. The filter of equation C. We will always make it clear when we are using such an oracle estimate2 In a real application we need a different estimation technique.1) followed by soft thresholding wavelet denoising. 3. Nevertheless. ˆ 2. DECONVOLUTION chosen approach is to use the under regularised inverse (with α = 0. In some experiments we will use the oracle estimate given by the square of the power spectrum of the original image (before convolution). . 48]. By Fourier transforming the observation equation 9. Calculate the Fourier transform of the observed data F y.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. 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]. the comparisons of the DT-CWT method with other published results will never cheat by using an oracle estimate. Square to get an estimate of the observed power spectrum py i = |[F y]i |2 . This kind of estimate is often required in deconvolution [84. 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. such an estimate is useful in testing methods as it removes the errors caused by bad spectrum estimates. The constrained least squares method is a variant in which the autocorrelation is assumed to be of a known form [5]. 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. 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].176 CHAPTER 9.

9. In the rest of this chapter except for the four steps of this algorithm we use the separated real form of the transform.8) ˆ ˆ where Px is a diagonal matrix whose diagonal entries are given by px .3. The original white noise of variance σ 2 is coloured by both the wavelet transform and the inverse filtering. 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 details of this algorithm are: ˆ 1. This represents the Estimate PSD block in figure 9. This gives the ˆ under-regularised image estimate x0 that is further denoised using wavelets. Calculate an estimate ai of the signal power in these coefficients. This filtering is represented by the Under-regularized Deconvolution block in figure 9. Let wi be the ith complex wavelet coefficient in the output of this transform.9) 2 where σi is the variance of the noise in the wavelet coefficient and γ takes some constant value. It is important that wi is complex-valued here.3. ITERATIVE SOLUTION 177 where β is a parameter used to avoid over amplification near zeros of the blurring filter.01 in the experiments. but here it is more convenient to use the complex form. 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). 2. First the signal strengths are estimated for each wavelet coefficient and then a Wiener-style gain is applied to each coefficient. A similar approach is used to perform the initial wavelet denoising. The parameters of both these processes are known which 2 in theory allows the exact calculation of σi . 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 . the estimate of the original image is given by the under regularised filter. Once we have the power spectrum.3. Calculate the complex wavelet transform of the image estimate x0 . ˆ 2 ai = |wi |2 − γσi ˆ (9. We use β = 0. Any negative elements in the estimated power spectrum are set to zero.

ˆ 3. . Let g(i) be the preconditioned descent direction at the ith step of the algorithm. for Hessians close to a multiple of the identity matrix.2.2 Choice of search direction This section describes the contents of the Calculate Search Direction step in figure 9.8. Convergence can be improved for a badly conditioned system via a preconditioner. In the experiments we will always use γ = 3. A choice of γ = 1 would seem to give a good estimate of the original signal power. wi = ˆ ai ˆ w 2 i ai + σi ˆ (9.3. However. . . The average energy of the wavelet coefficients in the corresponding subbands 2 provide estimates of σi . One obvious choice is the gradient but better search directions are usually produced by the conjugate gradient algorithm [98]. i.e. with this choice there is a significant probability that a low power coefficient will be incorrectly estimated as having a high energy. h(1) . In practice we find it is better to use a larger value to avoid this problem. 9.178 CHAPTER 9. 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. 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.10) ˆ 4. Both algorithms work best for well-conditioned Hessians. New wavelet coefficients are generated using a Wiener style gain law. DECONVOLUTION 9. We first describe the conjugate gradient algorithm and then our preconditioning choices. These steps are represented by the Wavelet Denoising block of figure 9. We construct a sequence of search directions h(0) . We will test three types of preconditioning in both gradient and conjugate gradient algorithms for a total of six alternatives. This is because the noise only 2 corrupts the coefficients with an average energy of σi .3.

This defines appropriate directions for changes in the preconditioned coefficients v. . i = 0. 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. the search direction for the conjugate gradient algorithm is given by h(0) = g(0) . g(i) = −∇w E = P H H H y − P H H H HP w − Aw. The required scaling is √ therefore si = 1/ ti .7). Appropriate directions for changes to the original coefficients w are therefore given by g(i) = S∇v E = S 2 ∇w E. 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 9.3. Define scaled wavelet coefficients as v = S −1 w where S = diag {s} for some vector of scaling coefficients s.9. ITERATIVE SOLUTION 179 or by the conjugate gradient algorithm h(i) = g(i) + |g(i) |2 (i−1) h . For the first pass. 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 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. We compare three types of preconditioning. The gradient is given by ∇v E = S H ∇w E.

7. Invert the wavelet transform to get P ei . we can also reverse . ti = Aii + pi . The value of pi depends only on which subband contains the nonzero coefficient. 5. except for the ith coefficient which is set to 1. Set all wavelet coefficients to zero. Calculate ti . Pick out the value of the ith coefficient pi = P H H H HP ei i . The third type of preconditioning is based on analogy with the WaRD method [84]. The diagonal entries of A are known (these are the inverses of the variance estimates) so consider the matrix P H H H HP . 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. Apply the spatially reversed blurring filter to get H H HP ei . Apply the blurring filter H to get HP ei . The expression for energy (equation 9. 3. 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. to get a unit vector ei . DECONVOLUTION This method requires the precomputation of ti .7) is a quadratic function of w and hence the optimum can be found by setting the gradient equal to zero. 4. 2.11) is exactly the same as the ideal preconditioner. However. The entry ti can be calculated by: 1. wopt . Apply the wavelet transform to get P H H H HP ei .180 CHAPTER 9. 6. 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. 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. To explain the analogy we first derive the analytic solution to the energy minimisation problem. We can therefore compute all the pi by applying this process once for each subband.

3.11 we spot the term P H H H y on the right of both equation. We now give the details of how this idea is applied. . 2.13) 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). 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. Modify each wavelet coefficient by wi = ˆ βi2 βi2 + γi2 wi (9. 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. If we compare this equation with equation 9. 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. Invert the wavelet transform of the image. Wavelet transform the image xα . The WaRD search direction is therefore given by ˆ g(i) = w.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. ITERATIVE SOLUTION 181 the logic to say that a reasonable method for solving the original equations will probably also give a reasonable preconditioning method.3. The WaRD method consists of a linear filtering stage followed by a wavelet denoising stage. 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.12) The denoising strategy used by the WaRD estimate is as follows: 1.

DECONVOLUTION 9.3. Multiplication by P is performed by an inverse wavelet transform. We compare the performance of the six different search direction choices.182 CHAPTER 9. 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). Multiplication by P H = W is performed by a forward wavelet transform. 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. Suppose we have an estimate w0 and a search direction δw . −y) of the blurring filter. These will be called . For large blurring filters it is quicker to implement the linear filters using a Fourier transform.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. 4.2. Multiplication by H H is performed by a reversed version h(−x.3 One dimensional search This section describes the contents of the Minimise Energy along search direction step in figure 9. 9. 2. 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. 3.

.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) . 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. PRECG for the conjugate gradient algorithm used with the preconditioned system. Convegence is very slow without preconditioning (NOPRE). 7. 4. The CG algorithm gives better results than the SD algorithm for the PRE and NOPRE methods but not for the WaRD iterations. NOPRECG for the conjugate gradient algorithm with no preconditioning. 2. WaRDSD for search directions defined by the WaRD method. Figure 9. x(2) . The WaRD method achieves a high ISNR after the first pass. but there is little subsequent improvement. . x(10) } of restored images x ˆ produced by these algorithms. WaRDCG for search directions defined by the conjugate gradient algorithm acting on the WaRD directions.9. 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). . 5. 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. . 3. We observe the following characteristics of the plot: 1. PRESD for the steepest descent preconditioned to have ones along the diagonal of the Hessian matrix. . CONVERGENCE EXPERIMENTS AND DISCUSSION 183 NOPRESD for the steepest descent method with no preconditioning. 6.4. The ISNR actually decreases on several of the steps when the WaRD direction is used. The same initialisation is used for all methods and therefore all methods have the same performance at the start of iteration 1.

4: Performance of different search directions using the steepest descent (x) or the conjugate gradient algorithm (o).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.

Figure 9.95dB within about 20 iterations. It can be seen that the PRECG method reaches the lowest energy.05dB from using the preconditioned direction rather than the WaRD direction after 10 iterations.05dB from using the conjugate gradient algorithm rather than the steepest descent algorithm. and PRESD methods on the same image.9. This again supports the argument that the WaRD method works best when used as it was originally designed rather than to construct search directions. This is a reasonable initial approximation and consequently the WaRD direction works well the first time. finally settling around 11. The PRECG method performs best initially. The WaRDCG method displays an oscillation of INSR with increasing iteration.5 plots the results of this experiment. We will call this “WaRD initialisation”. Figure 9. We compare different choices for the second search direction. as suggested by the ISNR results.6 compares the performance for the PRECG. More precisely. 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.3dB at the start of the start of the first iteration. We will discuss the unusual performance of the WaRD direction more at the end of this section. However. we calculate the wavelet transform of the image x0 (defined in equation 9.8) and then use the WaRD modification step of equation 9. In all of the ISNR plots of this section we have seen that . Note that we have a much narrower vertical axis range in this figure than before. 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]. reaching its peak of 11.4. WaRDCG.2).5 that the WaRD intialisation means that the ISNR is about 11. In the second experiment we use the WaRD method to initialise the wavelet coefficients (step Initialisation of figure 9. while a single iteration of the WaRD direction (starting from the original initialisation of just the scaling coefficients) only reached about 10.7 plots the value of the energy function E(w) of equation 9.7 at the start of each iteration. while the PRESD method requires about 100 iterations to reach the same ISNR level. There is an improvement of about 0. Figure 9.8dB in figure 9.4. and another 0. The ISNR is still improving after ten iterations and the third experiment examines the improvement over 100 iterations.9dB. The preconditioned conjugate gradient search direction gives the best final results. Note from figure 9.13 to generate our initial wavelet coefficient estimates. 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.

6 11.3 11.5: Performance of different search directions using the steepest descent (x) or the conjugate gradient algorithm (o) starting from a WaRD intialisation.1 11 1 WaRDCG 2 3 4 5 6 7 8 9 10 Iteration Figure 9.2 11. .9 11.8 11.7 11.5 PRECG PRESD WaRDSD ISNR/dB NOPRE 11.186 CHAPTER 9. DECONVOLUTION 12 11.4 11.

22 0.2 0.7: Value of the energy function over 100 iterations .4 11.2 11.3 11.6 11.4.21 0.6: Performance of different search directions over 100 iterations 0.27 0.23 0.25 0.19 PRESD 0.24 Energy /pixel 0.9 PRECG PRESD 11.17 0 PRECG 20 40 Iteration 60 80 100 WaRDCG Figure 9.26 0.8 11.18 0.9.1 11 0 20 40 Iteration 60 80 100 WaRDCG Figure 9.5 11. CONVERGENCE EXPERIMENTS AND DISCUSSION 187 12 11.7 ISNR/dB 11.

.188 CHAPTER 9. 3. The observation energy decreases and the prior energy increases. The prior energy decreases but now at the cost of increasing the observation energy. Nevertheless. 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. This tends to improve the quality of the estimate. 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 the prior energy is zero. This will tend to reduce the quality of the estimate.7 has two terms. and a “prior energy” that measures how well the wavelet coefficients match our prior expectations3 . 3 Note that we are using the word “prior” in a very loose sense. 4. figure 9.7 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. We now suggest an explanation for how bad directions can cause such problems: 1. The observation energy is high. 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. DECONVOLUTION the WaRDCG method behaves strangely in that the ISNR often decreases with increasing iterations. 2. Recall that the energy function of equation 9. 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. 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. 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. Subsequent directions attempt to correct for these incorrectly large wavelet coefficients. In our model the matrix A that defines the prior for a particular image has been generated from the image itself.

COMPARISON EXPERIMENTS 189 9.9. The two test images (before blurring) are shown in figure 9.8. 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. and an alternative 15 by 15 PSF more like a satellite blurring filter. This alternative PSF is defined as h(x. The aerial image is provided by the French Geographical institute (IGN). y) = 1 (1 + x2 ) (1 + y 2) for |x|. CMST for the cameraman image blurred with the satellite-like PSF. IGNSQ for the satellite image blurred with the square PSF.8: Test images used in the experiments. The number of iterations was chosen to maximise the ISNR for the CMSQ image. |y| ≤ 7.5.9. . sets which we will call This gives a product of four test data CMSQ for the cameraman image blurred with the square PSF. used above. IGNST for the satellite image blurred with the satellite-like PSF. This PSF is plotted in figure 9. We compare two point spread functions (PSF). the cameraman image used in the previous section and an aerial image of size 256 by 256.5 Comparison experiments We will compare the performance of algorithms on two images. We will test the following algorithms Landweber 235 iterations of the Landweber method.

Mirror The non-decimated form of mirror wavelet deconvolution.9: Alternative PSF used in experiments.8 tap filter set. This algorithm is described in detail in appendix C. DECONVOLUTION 0.06 0. PRECGNDWT The same algorithm as described in the earlier sections for complex wavelets.190 CHAPTER 9.08 0. Wiener A Wiener filter using a power spectrum estimated from the observed data[48]. but using a real nondecimated wavelet formed from a biorthogonal 6.1 0.8 tap filter set. . Oracle Wiener A Wiener filter using the (unrealisable) oracle power spectrum estimate.02 6 4 2 0 −2 −4 −6 −6 −4 0 −2 2 4 6 Figure 9. The operation of each step is equivalent to averaging the operation of a DWT step over all possible translations.04 0. 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). but using a real decimated wavelet formed from a biorthogonal 6. PRECGDWT The same algorithm as described in the earlier sections for complex wavelets.



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.

. 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.196 CHAPTER 9.

the subbands have a tight frequency localisation for high frequencies. 9.85 7. In contrast. The best of the previously published results is the “SA” algorithm which attains an ISNR of 7.13 6. .90 Figure 9.7dB. 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.5.5.91 6. the Bayesian approach uses one term (the prior) to encode the information about the image using wavelets. in order to achieve a bounded variation in the amplification for a particular subband. COMPARISON EXPERIMENTS 197 Algorithm Alg. This is an appropriate model for the satellite-like PSF. while a second term (the likelihood) is used to describe the observation model and makes explicit use of the PSF. However.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. 1 Alg.9.1 Discussion Mirror wavelets are designed for hyperbolic deconvolution. 3 SA ZCVJ PK Oracle Wiener Realisable Wiener PRECGDT-CWT ISNR /dB 6.37 9.19 5.41 8.84 6. This is better than the realisable Wiener filter results. The inverse filtering produces large noise amplification for high frequencies and. 2 Alg. outperforming the “SA” algorithm by 2. 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.19dB. but almost 1dB worse than the Oracle Wiener estimate. The PRECGDT-CWT method does particularly well in this case4 . 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.38 5.

198 CHAPTER 9. A much larger improvement is gained from using the DT-CWT which is an average of 1. 2. The decimated wavelet gives shift dependent results. If we now look at the relative performance of different wavelets we see a familiar result. In real world applications the following isses would need to be addressed: 1.4). and shift dependence will always tend to cause worse performance for estimation tasks like this one (as discussed in section 8. Therefore the same wavelet method gives good performance for both of the blurring functions. It is not hard to see a plausible reason for this. This approach has already been shown to be promising for standard denoising when there is no blur (as described in chapter 3). 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. 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.4. including the Landweber or Van Cittert iterative techniques. .2dB. the improvement is only about 0. The nondecimated wavelet transform outperforms the decimated wavelet transform.15dB better than the NDWT. The degree to which the PSF is linear and stationary. 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. The estimation of the noise variance and the Point Spread Function (PSF) of the blurring filter. 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. All the results here are based on simulated data in order to allow the performance to be objectively measured. The most promising direction for further research is by taking account of the correlations between wavelet coefficients. 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. DECONVOLUTION prior wavelet model should remain appropriate. the worst errors occur near edges and the DT-CWT is able to distinuish edges near 45◦ from those near −45◦ . However.

15dB. The DT-CWT method performed better than the Oracle Wiener and hence better than all versions of standard Wiener filtering. and hence are worse than Oracle Wiener filtering. The Landweber and Van Cittert iterative algorithms are special cases of Wiener filtering.6 Conclusions We conclude that 1. The Mirror wavelet method performed badly on the 9 by 9 uniform blur due to the presence of extra zeros in the response. Shift dependence therefore has a small effect on performance. 8. 6. . The DT-CWT outperformed the NDWT by an average of 1. 2. including methods based on the Landweber or Van Cittert iteration. 7. The NDWT outperformed the DWT in this approach by about 0. In summary. 4. CONCLUSIONS 199 3. 9. complex wavelets appear to provide a useful Bayesian image model that is both powerful and requires relatively little computation. The degree to which a Gaussian noise model is appropriate. The WaRD algorithm gives a good starting point for the method but provides inadequate subsequent directions. 3. 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. Such minimax algorithms must be tuned to the particular blurring case. 5.9. The preconditioned conjugate gradient algorithm provides sensible search directions that achieve good results within ten iterations.2dB.6.


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

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. 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. 10. Perfect reconstruction 2. The second main reason for improved results is the reduction in shift dependence as compared to the standard fully decimated wavelet transform. Near balanced transform 4. Chapter 2 proves that any non-redundant wavelet system based on short filters will have significant shift dependence. 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. DISCUSSION AND CONCLUSIONS why the complex wavelets are expected to give better results. Approximate shift invariance 5. The DT-CWT has a number of properties that are beneficial in different circumstances: 1. The first is increased directionality. Therefore qualitative explanations are given rather than mathematical proofs. The models were found to be too simple for synthesizing more regular textures like brickwork.202 CHAPTER 10. In chapter 4 we explain why the extra subbands are necessary for synthesizing texture with a diagonal orientation. Six directional subbands at each scale (when used to analyse images) 3. Complex outputs . As a natural corollary we explain in chapter 5 why the extra features are useful for segmentating textures with diagonal features. The models were also found to be unnecessarily complicated for interpolating a stationary random process with an isotropic autocorrelation function. In this case a solution based on the Gaussian Pyramid transform would be both faster and less shift dependent.

2. The experimental results of this dissertation confirm this connection. 10.1: 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. A √ indicates that the property is useful for the corresponding application. It is the author’s hope that this . Application Texture synthesis (A) Texture segmentation (A) Autocorrelation synthesis (A) Interpolation (A) Deconvolution (A) Texture database (B. Consequently many wavelet based methods rely on the nondecimated form of the wavelet transform. 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.1 summarises the importance of these properties for a number of applications. B The applications we have tested that are not described in this dissertation but have been published elsewhere [33. C Applications in the literature described in chapter 3. 34]. IMPLICATIONS OF THE RESEARCH 203 Table 10.2 Implications of the research It is well known that shift dependence often causes a significant degradation in performance.C) Levelset segmentation (B) Motion Estimation (C) Denoising (C) Perfect reconstruction √ √ √ √ √ Six subbands √ √ √ √ √ √ √ √ √ √ √ √ √ √ √ √ √ √ √ Near balanced √ Shift invariance √ √ √ √ √ √ √ Complex outputs Figure 10. We include three types of application: A The applications we have tested that are described in the main body of the dissertation.10.

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.204 CHAPTER 10. but on the stronger claim that the DT-CWT often improves the results over even nondecimated real transforms. This is not only on the grounds that the DT-CWT provides an efficient substitute for the NDWT. .

11. A single complex wavelet transform could be used for detecting both texture and the object edges. We have proposed a number of simple methods based on the DTCWT that produce good results. At each position we have responses in the six bandpass subbands which allow the orientation to be estimated. 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 . 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]. 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.Chapter 11 Future work In this dissertation we have shown how complex wavelets can be used on a small selection of image processing tasks.1 Segmentation We have demonstrated the power of the complex wavelet features for supervised texture segmentation. Large complex wavelet coefficients correspond to edges in an image and a simple edge detector can be built by simply detecting such large coefficients.

by the presence of large wavelet coefficients near their boundaries. It may be possible to encode measures of persistence that will tend to group large valued wavelet coefficients together. the texture synthesis method performs poorly on piecewise smooth images. FUTURE WORK image grammar. 11.206 CHAPTER 11. 11.2 Texture synthesis It would be interesting to determine additional features that can be used to improve the synthesis performance. 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. For example. Marr [78] proposed the concept of the “full primal sketch”. An alternative direction is the possibility of using the method for a “super-resolution” application. In the full primal sketch groups between similar items are made and information about their spatial arrangement is extracted. For example. Super-resolution is the name for the process of constructing a single high . It may even be possible to use the HMT directly for object recognition if a sufficiently sophisticated grammar is used. 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. 50]. Such Gabor functions have shapes similar to complex wavelets. This grammar could be used to generate regions that can be recognised by their texture content. A piecewise smooth image has large valued wavelet coefficients at the edges of regions while the wavelet coefficients inside the regions have small values.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. or even a combination of these. 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.

while individual frames may be unreadable. 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. For example. A rotation by θ of the contour will alter the phase of every coefficient by θ. the 1D DT-CWT can easily be extended to produce subbands for both positive and negative frequency. OTHER POSSIBILITIES 207 quality image from multiple low quality views of the same image. y) along a contour by the complex number x + jy to produce a one-dimensional sequence of complex numbers.11. 11. For these data sets analogous segmentation techniques can be used to identify different biological structures. The DT-CWT can also be used for 1D applications. the author is also investigating the application of the DT-CWT to 3D data sets (such as from medical imaging techniques). . We have used the DT-CWT to represent regions with smooth boundaries via a levelset approach [34]. Anticlockwise curves will be represented by wavelet coefficients corresponding to positive frequencies. it may be possible to construct a readable estimate by combining the information from several frames. A translation of the contour will only alter the lowpass coefficients. 4. However. 2. if a low resolution video camera is used to film a document then. 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. 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. 3.4.4 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. For example. Clockwise curves will be represented by wavelet coefficients corresponding to negative frequencies. An alternative approach to shape modelling is to represent each point (x.

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

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

= M i=1 j=1 ij A. Using definition 2. In words. 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 .14 we are now in a position to write down a first expression for the noise gain g. 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 .210 Appendix A. .7) Putting equations 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 .2 j=N i=M = j=1 i=1 i=M j=N Wij Wij 2 Wij i=1 j=1 (A.dN Consider a real linear transform represented by w = W x.2 Definition of d1.6) = (A.7 and A.. If W has size M by N and now M ≥ N then we can take the singular value decomposition to give three real matrices .1..5. Suppose now we consider the model described in section 2.3 together we get the desired result that the expected total output energy is tr(W T W )σ 2 . 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. 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.

Note that . V such that W = USV T where • U has size M by M and is an orthogonal matrix.12) (A. (A matrix is defined to be orthogonal if U T = U −1 . S..N .14) (A. A.3 211 U.8) R n . (A. 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 ..13) (A.Appendix A.1 .3 Determining frame bounds If we write a set of wavelets operating on a finite number of input samples in matrix form. • S has size M by N and is zero except for entries on the main diagonal S1.11) (A. Wx 2 2 ≤ Wx 2 ≤B x 2 (A. 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 . • V has size N by N and is an orthogonal matrix...) di is defined to (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 .15) i=N i=1 2 di yi varies = i=1 2 di y i where y = V T x.. ≥ dN . SN. 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.9) Without loss of generality we can order these such that d1 ≥ d2 ≥ .

x = xT x = xT V V T x = V T x 2 = y 2. 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 ).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. A.20) (A. From A. 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 .16) with the bounds attainable by x = V eN or x = V e1 . (A.5 by writing ek for the vector in R N with a 1 in the kth place and zeros elsewhere. Putting these last results together we discover that ∀x ∈ R N dN x 2 ≤ Wx 2 ≤ d1 x 2 (A.18) (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 > 0.24) . Also note that because V T V = V V T = I.23) (A.17) (A. Therefore the gain in signal energy is given by the average of the di .21) (A.212 Appendix A.19) (A.22) (A.

Appendix A.. qT .27) (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 .26) (A.5 213 A.5 Reconstruction noise gain bound Consider the problem of inverting w = W x.3. This is i subject to (qT W )T = W T qi = ei where ei is defined as in i A. From A.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. 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 . We assume that the wavelets form a frame in order for a PR system to be achievable. Putting white noise of variance σ 2 in each wavelet we have a total expected energy of Mσ 2 in the wavelets..28) 2 2 subject to qT W x = xi . Section A.1 shows that the noise gain is given by the sum of the squares of the entries in the inversion matrix P . We seek the solution with minimum noise gain.29) (A. If M > N then the transform is redundant and there are many choices for the reconstruction matrix.31) .. .25) (A. We can solve for the minimum noise gain reconstruction by separately solving the problem of inverting to get each of the xi . 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. 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. Note that W T W must be invertible for this solution to exist. Suppose that the inversion matrix P has rows qT . 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.30) (A.

7 Relation between noise gain and unbalance tr(P T 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 .33) (A.39) (A. M From section A. and this inversion achieves the lower bound on noise gain.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.6 Consequences of a tight frame If the frame is tight then d1 = dN and so all the singular values are equal.40) . From before we know that the sum of the singular values is N and so d = 1. A.32) (A. A.35) (A. 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. used to invert W is given by Consider the unbalance between P T and W.34) (A. We define the unbalance to be the sum of the squares of the differences between the two matrices and so from equation A. Therefore for a tight frame the transform can be inverted by the matrix W T .38) (A.1 we know that the noise gain of any linear perfect reconstruction transform. P .37) = tr(P P T ) − tr(W T P T ) − tr(P W ) + tr(W T W )(A.214 Appendix A.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.7 we find that the unbalance is tr (P T − W )T (P T − W ) .

.Appendix A. We can rearrange this last result to find that: g = (N + U)/M where g = tr(P T P ) M (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).42) is the noise gain of the reconstruction and U = tr (P − W T )(P T − W ) is the unbalance.7 215 = tr(P T P ) − N (A.

7 .216 Appendix A.

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. they are all relatively straightforward.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. Lemma 1 If Z and Y are independent zero mean wide sense stationary discrete Gaussian random processes. Proof. then the covariance of Z + Y is given by the sum of the covariances of Z and Y.1 Summary This appendix contains a number of useful mathematical results. We have also made use of 217 . and that E {Za } = E {Zb } = 0 as the processes are zero mean. The results are not original but are included (expressed in the notation of this dissertation) for the sake of completion. Although some of the proofs are long.

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. 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. noting that Z + Y will also have zero mean. 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) . Lemma 2 The only separable circularly symmetric filter is a Gaussian. 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. Suppose the filter is given by f (r) where r is the radius. Proof.218 Appendix B. If f (0) = A then it is easy to show the filter is of the form f (r) = A exp{kr 2 }.

This is a special case of the matrix inversion lemma. I is the S × S identity matrix. but we shall prove it directly by multiplying the RHS by the inverse of the LHS. 0 is a S × 1 zero vector. D is a S × 1 vector.1 219 Proof. 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.Appendix B. 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.   −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 .

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. 2 DT σk (B.2 and we use the same notation as in chapter 8. Z2 . This is a multivariate Gaussian distribution that can be written in the following form: Γ Zk C D s N 0. The observation model has been described in section 8.2 = − = 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. . 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).1) . .220 Appendix B. . ZS corresponding to the sample locations. .

Γ = γ)p(Zk = z. Γ = γ) p(Y = y) The prior pdf p(Zk = z. Using Bayes’ theorem we can write p(Zk = z. σ2 IN (B.3 can be expressed as Y s N Γ. The measurement equation 8. 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 .2 and so we can expand this equation to p(Zk = z.Appendix B.1 and the likelihood pdf p(Y = y | Zk = z. D is the covariance between Zk and 2 the random variables for the first S locations. Γ = γ) is defined by the distribution in equation B.2 221 where we have stacked the first S random variables into a column vector Γ. 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. C is the covariance between the values at the first S locations. and σk is the variance of Zk . Γ = γ) is defined by equation B. Γ = γ | Y = y) = p(Y = y | Zk = z. Using lemma 3 we can write that  1 2 T p(Zk = z.

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.222 Appendix 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. . We are now able to compute the posterior distribution for Zk alone.

We attempt to relate each deconvolution technique to the Bayesian framework described in section 9.1 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). 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.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) . x(k) .1. Let m(k) be the index of this greatest intensity. . . The steps at the k th iteration are 1. C. The output of the algorithm is x(K) . 2. 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.1. . [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. Find the strength s and position of the greatest intensity in the residual image y − Hx(k−1) . the last restored image (for cosmetic reasons this output is often smoothed with a 223 .

under certain conditions the CLEAN algorithm uses a prior assumption that all the pixels are independently identically distributed with an exponential distribution. This corresponds to a model in which the prior distribution for each pixel’s intensity is an independent and identically distributed.1 Gaussian after this restoration process). one sided generalised p Gaussian. two examples are the Clark algorithm [25] and the Cotton-Schwab algorithm [106]. The conditions for the proof to hold are essentially that the original image consists of sufficiently well-separated point sources. 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.224 Appendix C. More efficient implementations of this method exist. and one otherwise. Marsh and Richardson have proved [79] that under certain conditions the CLEAN estimate is equivalent to the MAP maximisation described in section 9. In summary. .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). 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. This equivalence does not always hold.1. 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.

g. S(x) is known as the configurational entropy of the image. the maximum-entropy principle (MAXENT) is [53.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.2 225 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. 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. p = 2 for Gaussian. we should draw them from that probability distribution that has the maximum entropy permitted by the information we do have. 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. For this choice of entropy the prior pdf can be factorised as p(x) ∝ I(x) i exp xi xi log λ mi e . The maximum entropy method fits naturally into our common Bayesian framework with the choice of f (x) = −S(x). p → ∞ for uniform).2 Maximum Entropy Briefly stated. p = 1 for exponential. 54] when we make inferences based on incomplete information. C.

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

partly because the final solution can depend on the starting conditions (normally chosen to be the observed image). In other words. The problem with Wiener filtering is the estimation of signal to noise ratios. The corresponding prior is proportional to the characteristic function of the intersection of the first two constraints described above. Compute the Fourier transform coefficients fi = [F y]i of the data.Appendix C. 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 .4 227 3. 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. the prior takes some constant value within the intersection. if ρ is reduced until the intersection of the constraint sets contains a single point then the method becomes equivalent to Miller regularisation. i 4. 3. with a 95% confidence coefficient.4 Wiener filtering Wiener filtering [5] can be implemented by the following algorithm: 1. but is zero outside. For a general value of ρ this scheme does not naturally fit into the Bayesian framework. C. Invert the Fourier transform of the new coefficients gi fi . The assumption of Gaussian noise means that. 2. Compute the Fourier transform coefficients mi of the blurring filter. . 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 . It is assumed that the above constraint will be satisfied by the restored image. However. We call the corresponding gain the Oracle gain but this cannot be used in practice because it requires access to the original image.

Consider the Van Cittert and Landweber methods.1) The previous methods were equivalent to assuming that the pixel intensity values were independent and indentically distributed. 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. Landweber [68]. but misleading. C. . Instead it is the Fourier components of the image that are assumed independent.3) y (C. The restored solution is taken to be the restored image at a particular iteration. We first describe the usual [81]. and Richardson-Lucy [102] methods. .2) where α is a convergence parameter generally taken as 1. and then a better way.228 Appendix C. but with different Gaussian distributions for each component. way of viewing these methods within the Bayesian framework. the above cost function cannot be factorised in the same way. These iterative algorithms define a sequence x(0) . x(K) of restored images evolving according to some equation [112]. In contrast. Van Cittert proposed the following iteration: x(n+1) = x(n) + α y − Hx(n) (C.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.5 Iterative methods The three most common iterative deconvolution methods are the Van Cittert [112]. . 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 .4) R N to represent a diagonal matrix of size N by N with the entries of a along the diagonal. 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. .

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 . The methods are therefore unusual in that it is crucial to terminate the algorithm before convergence is reached.5 229 or the maximum likelihood estimate. 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. 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. The Richardson-Lucy method can be viewed in the same way except that it uses a different observation model. 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. (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 . 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.Appendix C. The effect has been explained [15] with an eigenvector analysis but here we give an alternative treatment based on the Fourier transform.

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 small gains the assumed SNR actually increases.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 = . Figure C. and the level of blurring mi for that coefficient. However. K. This may lead to high frequency noise artefacts in reconstructed images. 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. 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. Similarly we can also take the Fourier transform of the Landweber method.1 shows the assumed SNR values for gains mi varying between 0 and 1 if K = 3 and α = 1. The assumption about the SNR level of a Fourier coefficient is a function of α. The only difference is the multiplication by H T .230 Appendix C.

8 1 Figure C.Appendix C.1: Effective assumption about SNR levels for Van Cittert restoration (K = 3.5 231 70 60 Assumed SNR/dB 50 40 30 20 10 0 0. .6 Filter gain 0.4 0.2 0.α = 1).

6 Filter gain 0.8 1 Figure C.α = 1).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: Effective assumption about SNR levels for Landweber restoration (K = 3. assumed SNR levels even for low gains and therefore the restored results should avoid the high frequency artifacts of the Van Cittert method. 60 The figure shows that the Landweber method has a smooth decrease in 50 Assumed SNR/dB 40 30 20 10 0 0 0.4 0.232 Appendix C. .2 shows this assumed SNR values for gains mi varying between 0 and 1 if K = 3 and α = 1.2 0.

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. However. In other words. 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). An explicit definition of the assumed cost function is given by substituting the above expressenions for the assumned SNR levels into equation C. In particular. 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. O( a ) represents a polynomial function of in which every exponent of is at least a. the restored image from this shifted Richardson-Lucy method will tend to the Landweber solution in the limit as → 0.1. We use the notation O( a ) to represent terms that are of order a .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. .Appendix C. −y) rather than h(x. 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. We have described the link between the iterative methods and Wiener filtering.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. 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/ .

y) as [90] JT V (u) = y x |∇u|dxdy .7 Total variation and Markov Random Fields The total variation functional JT V (u) is defined on a continuous function u(x. 115. 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. 0.234 Appendix C. This operator is chosen to apply little regularisation where the signal energy is expected to be high. 1}. If both the blurring operator H and the regularising operator C represent linear.7 C. 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. but significant regularisation where the noise energy dominates the signal.7 1 0.8 1  0. 61]. One common choice for the coefficients is a discrete approximation to a 2-D Laplacian filter such as [115]  0.6 Constrained Least Squares Constrained least squares methods use f (x) = Cx 2 for some square matrix C known as the regularising operator [15. C.7 1 0. 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     Recent attempts to solve this problem have been based on Hopfield neural networks [133. spaceinvariant filters then the energy function can be efficiently represented in terms of the Fourier coefficients of the image x. 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).7   1 −6.

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. Their mirror wavelet transform is similar to a standard real . σ 2 is the amount of noise added after blurring. 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. 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. To avoid difficulties with the nondifferentiability the functional Jβ (u) is often used instead [123] Jβ (u) = y x |∇u|2 + β 2 dxdy.9. Markov Random Fields [56.Appendix C.5) where Px (f) is the power spectral density of the signal. Kalifa and Mallat [58] use α = 0 together with a mirror wavelet basis. and α is a parameter that controls the amount of regularisation. This algorithm and the mirror wavelet basis are described in detail in section C. and instead favours edges and tends to produce piecewise constant images. 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. C. The prior pdf corresponding to total variation denoising therefore penalises oscillations in an image as this increases the total variation. Wiener filtering corresponds to α = 1 with no wavelet denoising.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.25 usually gave good results [84]. Several choices for the amount of regularisation and the wavelet denoising method have been proposed. Both the inverse filter and the wavelet denoising can be used to reduce the level of noise. Donoho [38] uses α = 0 so that all the noise removal must be done by the wavelet denoising. This approach is known as WaRD standing for Wavelet-based Regularized Deconvolution. H(f) is the Fourier transform of the linear blurring filter.

Instead minimax estimation makes use of a prior set Θ where the signal is guaranteed to be. The estimator is designed to minimise this maximum risk. The extra filtering produces greater frequency localisation for high frequencies. Bayesian techniques require stochastic models of the expected signals. Player B has to choose the test images1 . 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. . Θ) = sup E x∈Θ ˆ F(y) − x 2 .236 Appendix C. Consider the following game. the minimax approach avoids using the prior pdf on the grounds that the prior is not a sufficiently “good” model. 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 . This approach is standard in the theory of games. Extra filtering can also be applied to the DT-CWT to produce a complex wavelet packet transform [52]. 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]. defined as ˆ r(F. Suppose that after A has designed the algorithm 1 The idea is that B chooses the test image x. This test image is then blurred and degraded according to equation 9. However. Instead the estimator is based on the maximum risk. 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 estimator is then designed by trying to minimise the maximum risk over Θ. It is claimed [58] that there is no “good” stochastic model for natural images. A standard result is that this total risk is minimised by using the posterior mean estimate.1 before being given to A.8 wavelet transform except that additional filtering steps are performed on the highpass subbands. x) = EN ˆ F(y) − x 2 . Player A has to design a deconvolution algorithm to maximise the SNR of deconvolved images. Note that this is a function of the original signal x. The risk of the estimator is defined to be [58] ˆ r(F.

but models can often give a reasonable guide to the relative probability of small deviations from a real world image. 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.9 237 B is allowed to see the program and construct a test image deliberately designed to produce the algorithm’s worst possible performance. The Bayesian method has the potential to give better reconstructions but it is possible that certain images will be very badly restored. The problem with this claim is that it is not clear what “good” means. if “good” is taken to mean that the resulting algorithms give high accuracy results then the claim can be experimentally tested. 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.9 Mirror wavelet deconvolution This section describes the algorithm for deconvolution using mirror wavelets proposed by Kalifa and Mallat [58]. the minimax approach gives results with a known worst case performance. 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. In summary. The conclusions in these two cases are widely accepted. However. This is the case for most real world images. As we are interested in getting good results on typical images we select the Bayesian method. Unfortunately. the values used in the published experiments were not given. but when the model used to produce images is unknown. C. Furthermore. . We mentioned earlier the claim that there is no “good” model for natural images. We make use of what we believe to be a reasonable choice but it is possible that other choices could give better performance. for commercial reasons. 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. We agree that realisations from typical Bayesian models do not produce realistic images. 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). The performance of the method depends on the choice of parameter values. For example. Later results will show that the Bayesian model is good in this sense.Appendix C. using B’s stochastic model for the prior pdf.


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.

. 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]). the iterative minimisation algorithm is based upon another iterative algorithm. 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. The first three methods use a prior that is a function of the noisy image and are therefore known as empirical Bayes methods. and p is a parameter chosen near 1. Pi˜ a and Puetter use a Pixon method [94.10 243 iterative algorithm. In other words. which itself requires wavelet and Fourier transforms to evaluate. {λi } are scaling parameters for the different wavelet coefficients.Appendix C. The parameters in the Pixon method are coefficients of certain kernel functions. K parameters corresponding to the K different subbands but the Pixon method only allows at most one of these parameters to be non-zero). One example that has already been mentioned in this dissertation is the Hidden Markov Tree (HMT) model discussed in chapter 3. for a particular position in the image there will be. 99] that adapts the number of parameters n describing the image to the smallest number consistent with the observed data. 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. say. 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.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. 5. There are many other choices for the image prior that have been used in other applications.

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