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Mallat's book

A WAVELET TOUR

OF SIGNAL PROCESSING

BY STÉPHANE MALLAT

Academic Press, 1998

A SHORT PRESENTATION BY F.

CHAPLAIS

This site has been tested with Netscape Navigator 2 and 3. Version 2 fails to render

characters from the Symbol font, but this does does seriously affect the readability of

the presentation. A 256 gray level display is required to view the illustrations. Some

A wavelet tutorial from S. Mallat's book

graphs use color plots for better reading. Most images are interlaced GIF with

transparency color set to white.

Warning

This presentation is inspired from S.G. Mallat's book and does not pretend to reflect it

exactly. It is concerned with the following topics:

● time-frequency analysis (chapter 4, except for the quadratic

energy distributions))

● frames (chapter 5)

● singularity analysis and reconstruction (chapter 6 except for the

multifractals)

● wavelet bases and filter banks (chapter 7)

The following topics from the book are not covered here:

convolutions algorithms, which are briefly described)

● chapter 8 on wavelet packets and local cosine bases

● chapter 9 on approximation

● chapter 10 about estimation (which is being revised by S.G.

Mallat for the French edition and the second US edition)

● chapter 11 on compression and coding (hope to do it someday)

Proposed Tours

These tours are linked to each other sequentially. Many links allow

navigation from one to topic to another for a nonlinear browsing.

● Frequency Analysis

● From dyadic wavelets to filters

● From filters to dyadic wavelets

● Regularity Analysis

● Frames

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A wavelet tutorial from S. Mallat's book

Index

For direct access, here is a list of links that point to the main topics:

Fourier Transform

Instantaneous Frequency of an Analytic Signal

Time-Frequency Localization

Windowed Fourier Transform and Wavelet Transform

Frames and Riesz Bases

Windowed Fourier Frames and Wavelet Frames

Multiresolution Approximations

Wavelet Bases

Filter Banks

Regularity Analysis of a Signal

Detection of Singularities

Reconstruction from Dyadic Maxima

Edge Detection and Image Reconstruction

Algorithms:

Fast Windowed Fourier Transform

Fast Wavelet Transform

Fast Dyadic Wavelet Transform

Decomposition and Reconstruction over Orthonormal

Wavelet Bases

Numerical Computations

All numerical figures in the book have been computed using Wavelab, a freeware

Matlab Toolbox, available at

http://www-stat.stanford.edu/~wavelab/

A wavelet tutorial from S. Mallat's book

Updates:

June 4, 1999: Full Strang and Fix conditions added, with proof!

May 18, 2001: added mathematical transition from filter banks to multiresolution

analysis

Feedback is welcome.

Control and

Systems

Department

Frequency and Period

Frequency Analysis

As shown in this tour, the notion of instantaneous frequency should

be handled with caution. This is why we recall the primary

definition of a frequency.

Note: this presentation is proper to the site and does not come from the book.

What is a frequency?

translation of T. Hence its support has an infinite length.

Nonetheless, the signal is entirely determined by its values over an

interval of length T.

regularity of the signal implies the equality of the values of the

functions and of its derivatives at the left and right ends of the

interval.

A musical example

A purely synthetic music note can be represented by a sinusoidal

wave. An instrumental note that is held is a more complex signal.

A music or a speech recording is even more complex; in particular,

the frequencies may vary with time.

sequence of signals defined over intervals whose length is

Frequency and Period

periodized.

Fourier Analysis

Classically, the analysis of a signal as a Fourier series or a Fourier

integral provides a representation of its frequency contents.

Fourier series

Fourier Series

Fourier Series

An N-periodic signal can be represented as a

series of harmonically related sinusoids.

Fourier has shown that any periodic signal can be decomposed into

harmonically related sinusoids:

Fourier series for every tempo unit. It has several drawbacks:

converge

● a periodic continuous signal with a period different from 2π is

represented as a discontinuous signal over . This causes

a bad convergence of its Fourier series.

● More generally, it cannot efficiently represent signals which

are not synchronized with a tempo, such as speech recordings

or images.

allowed to have continuous variations. The Fourier series becomes

the Fourier transform. The concept of period disappears in the

process, and the frequency contents is actually a sinusoid contents.

Fourier transform

Fourier transform

Fourier Transform

The Fourier transform analyses the "frequency

contents" of a signal.

Its many properties make it suitable for studying

linear time invariant operators, such as

differentiation.

It is a global representation of a signal.

Fourier transform

The Fourier transform of f in L2 is

Properties

The Fourier transform has many algebraic properties. Note that

sinusoidal waves are eigenvectors of the differentiation operator.

Fourier transform

Implementation

To reduce the number of operations, the Fast Fourier Transform

separates odd and even frequencies when computing a discrete

Fourier transform.

A global representation

The Fourier transform is a global representation of the signal. It

cannot analyze it local frequency contents or its local regularity.

The convergence condition on the Fourier transform only gives the

worst order of regularity. It ignores local regular behaviours.

an analytic signal.

two signals. It is nonetheless a convenient means of defining

synthetic signals for numerical experimentations.

frequency analysis that is localized in frequency as well as in time.

This requires some understanding of the time-frequency

localization of signal.

Time-Frequency Localization

Algebraic properties of the Fourier transform

Algebraic Properties

of the Fourier Transform

Regularity analysis by means of the Fourier transform

Regularity Analysis

by Means of the Fourier

Transform

A function f is bounded and p times continuously differentiable

with bounded derivatives if

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Regularite/LipschitzDefUS.GIF

Fast Fourier Transform

The discrete Fourier transform of a discrete signal with N samples

is

complex additions and multiplications.

are the coefficients of the Fourier transform of the N/2 periodic

signal

and that the odd frequency coefficients are the coefficients of the

Fourier transform of

this method to compute the Fourier transform is of the order of KN

log2(N), where K is a constant which does not depend on N.

exist that reduce K.

The circular convolution of two N periodic signals is defined by

Fast Fourier Transform

product of the two discrete Fourier transforms.

convolution with an FFT is faster than using the straightforward

formula. For that purpose, two M periodic signals are defined:

and one can verify that their circular convolution is equal to the

convolution

performing the FFT of the two signals, computing their product

and then its inverse FFT.

Fourier Transform

Instantanous Frequency of an Analytic Signal

Instantaneous Frequency

of an Analytic Signal

A signal in L2 is analytic if its Fourier transform is zero for

negative frequencies. The analytic part fa of a real signal f is given

by its Fourier transform:

phase:

complex phase:

frequency. Unfortunately, the instantaneous frequency of the sum

of two ordinary sinusoidal waves is the average of their

frequencies, which does not coincide with the result of a Fourier

analysis.

a sense that is consistent with the Fourier analysis in simple cases

Instantanous Frequency of an Analytic Signal

with a given time varying frequency contents.

Fourier transform

Time-Frequency Atoms

Time-Frequency Localization

There is no finite energy function which is

compactly supported both in the time and

frequency domains.

The time-frequency localization is measured in the

mean squares sense and is represented as a

Heisenberg box.

function as a sum of sinusoidal waves. These sinusoids are very

well localized in the frequency, but not in time, since their support

has an infinite length. This is a consequence of periodicity.

signal should be analyzed by functions which are localized both in

time and frequency, for instance, signals that are compactly

supported in the time and Fourier domains.

results:

If f is in L2, then its time root deviation and its Fourier root

deviation are defined. Then

Time-Frequency Atoms

resolution. In the limit case of a sinusoid, is zero and is

infinite.

chirp .

Compact supports

If f is non zero with a compact support, then its Fourier transform

cannot be zero on a whole interval. Similarly, if its Fourier

transform is compactly supported, then it cannot be zero on a time

interval.

impossible to have an function in L2 which is compactly supported

both in the time and Fourier domains.

analysis for finite energy signals.

achievable only in the mean squares

sense.

This localization is represented as a Heisenberg box.

Time-Frequency Atoms

expect that their Heisenberg boxes pave the time frequency plane.

parallel; the first one leads to the windowed Fourier transform,

while the other one leads to the wavelet transform.

Fast Windowed Fourier Transform

Transform

The discrete windowed Fourier transform of an N periodic signal is

Hence the computation is performed with N fast Fourier

transforms, which require O(N2 log2(N)) operations.

Windowed Fourier Transform

The windowed Fourier transform replaces the

Fourier transform's sinusoidal wave by the

product of a sinusoid and a window which is

localized in time.

It takes two arguments: time and frequency.

Outline

The windowed Fourier transform is defined by

finite energy symmetric window g. The windowed Fourier

transform family of atoms is obtained by time translations and

frequency modulations of the original window:

to u.

The family is generated by time and frequency translations of one

atom. Here are examples of Heisenberg boxes of windowed Fourier

Windowed Fourier Transform

atoms:

Properties

The windowed Fourier transform has a constant time frequency

resolution. This resolution can be can be changed by rescaling the

window g. It is a complete, stable, redundant representation of the

signal. Hence it is invertible. The redundancy implies the existence

of a reproducing kernel.

Spectrogram

The square modulus of the windowed Fourier transform is the

spectrogram of a signal:

Choice of Window

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Windowed Fourier Transform

by the window g, or rather its Fourier transform, whose energy

should be concentrated around 0. This energy spread is measured

by three parameters.

Implementation

The Fast Windowed Fourier Transform is equivalent to a sequence

of FFTs.

Specrogram examples

Fast Wavelet Transform

The discrete wavelet transform uses a discrete sequence of scales aj

for j<0 with a=21/v, wher V is an integer, called the number of

voices in the octave.

size N and 1<=aj<=N/K, a discrete wavelet is defined by sampling

the scale at aj and time (for scale 1) at its integer values, that is

transform of f is

circular convolutions are computed with an FFT which requires

O(N log2(N)) operations.

parobolic interpolation is performed between three succesive scales

aj to better localize the wavelet ridges.

Wavelet transform

Wavelet Transform

Wavelet Transform

The wavelet transform replaces the Fourier

transform's sinusoidal waves by a family

generated by translations and dilations of a

window called a wavelet.

It takes two arguments: time and scale.

Outline

The wavelet transform is defined by

zero with a finite energy. The family of vectors is obtained by

translations and dilatations of the base atom:

Fourier atom. If the frequency center of ψ is η, then the frequency

center of the dilated function is η/s.

proportional to the inverse of s. Here is an example of

Wavelet Transform

side because there is a better time resolution.

Properties

The wavelet transform has thus a time frequency resolution

which depends on the scale s. Under the condition

in particular, the wavelet transform is left invertible. The

redundancy implies the existence of a reproducing kernel.

Scalogram

Wavelet Transform

frequency center of a dilated wavelet is ξ=η/s. The scalogram of a

signal is defined by

Choice of Window

As far as the continuous wavelet transform is concerned, a wavelet

is simply a finite energy function with a zero mean. Besides its

Heisenberg box, the most important feature of a wavelet is the

number of its vanishing moments:

local regularity of a signal.

moments as the nth derivatives of a fast decaying function.

Implementation

The wavelet transform is computed with a Fast Wavelet Transform.

It computes a discrete transform with circular convolutions, which

are themselves computed with a FFT.

dyadic wavelet transform is implemented by filter banks.

Wavelet Transform

Scalogram examples

Chirps

frequency.

Gabor Chirps and Wavelets

with

For

Heisenberg Box

Heisenberg Box

The "time frequency localization" of an atom is represented as a

"Heisenberg box" located in the time frequency plane, which is a

rectangle with a time width and a frequency heigth , and time

frequecy center which coincides with the signal's.

Time Frequency Transforms

The windowed Fourier transform replaces the Wavelet Transform

Fourier transform's sinusoidal wave by the The wavelet transform replaces the

product of a sinusoid and a window which is Fourier transform's sinusoidal waves

localized in time. by a family generated by translations

It takes two arguments: time and frequency. and dilations of a window called a

wavelet.

It takes two arguments: time and

Outline

scale.

The windowed Fourier transform is defined by

Outline

The wavelet transform is defined by

It uses an atom which is the product of a sinusoidal wave with a

finite energy symmetric window g. The windowed Fourier

transform family of atoms is obtained by time translations and

frequency modulations of the original window:

where the base atom ψ is a zero average function,

centered around zero with a finite energy. The

family of vectors is obtained by translations and

Time Frequency Transforms

to u.

The family is generated by time and frequency translations of one

The previous function is centered around u, like

atom. Here are examples of Heisenberg boxes of windowed

the windowed Fourier atom. If the frequency

Fourier atoms:

center of ψ is η, then the frequency center of the

dilated function is η/s.

spread is proportional to the inverse of s. Here is

an example of Heisenberg boxes of wavelet

atoms:

Time Frequency Transforms

Properties

The windowed Fourier transform has a constant time frequency

resolution. This resolution can be can be changed by rescaling the

window g. It is a complete, stable, redundant representation of the

signal. Hence it is invertible. The redundancy implies the existence

of a reproducing kernel.

Spectrogram

The square modulus of the windowed Fourier transform is the

spectrogram of a signal:

Choice of Window

At the finer scales, more Heisenberg boxes can be

The properties of the windowed Fourier transform are determined placed side to side because there is a better time

by the window g, or rather its Fourier transform, whose energy resolution.

should be concentrated around 0. This energy spread is measured

by three parameters. Properties

resolution which depends on the scale s. Under

The Fast Windowed Fourier Transform is equivalent to a sequence the condition

of FFTs.

Time Frequency Transforms

Specrogram examples

representation of the signal; in particular, the

wavelet transform is left invertible. The

redundancy implies the existence of a reproducing

kernel.

Scalogram

If η denotes the frequency center of the base

wavelet, then the frequency center of a dilated

wavelet is ξ=η/s. The scalogram of a signal is

defined by

Choice of Window

As far as the continuous wavelet transform is

Time Frequency Transforms

function with a zero mean. Besides its Heisenberg

box, the most important feature of a wavelet is the

number of its vanishing moments:

possible to analyse the local regularity of a signal.

with n vanishing moments as the nth derivatives

of a fast decaying function.

Implementation

The wavelet transform is computed with a Fast

Wavelet Transform. It computes a discrete

transform with circular convolutions, which are

themselves computed with a FFT.

often used. The dyadic wavelet transform is

implemented by filter banks.

Time Frequency Transforms

Scalogram examples

Choice of WFT window

Choice of Fourier

Window

The properties of the windowed Fourier transform are determined

by the window g, or rather its Fourier transform, whose energy

should be concentrated around 0. Three important parameters

evaluate this energy spread:

around 0.

decibels:

Choice of WFT window

frequency center.

window's Fourier transform at high frequencies

first side lobes.

classical windows, normalized so that g(0) = 1.

Name g(t) ∆ω A p

Rectangle 1 0,89 -13 db 0

Hamming 0,54 + 0,46 cos(2πt) 1,36 -43 db 0

Gaussian exp(-18t2) 1,55 -55 db 0

Hanning cos2(πt) 1,44 -32 db 2

Blackman 0,42 + 0,5 cos(2πt) + 0,08 cos(4πt) 1,68 -58 db 2

Spectrogram Examples

Spectrogram Examples

These few examples are made of analytic signals whose

intanteous frequencies are known.

instaneous frequencies.

Here is the sum of two parallel linear chirps with its spectrogram.

increasing frequency, a quadratic chirp with a decreasing

frequency, and two modulated gaussians. Below is its spectrogram

and the complex phase of its windowed Fourier transform,

computed with a gaussian window.

frequencies.

Spectrogram Examples

Spectrogram Examples

example. On the contrary, the spectrogram loses the frequency of

the hyperbolic chirp when it becomes high too fast. This is due to

the fixed time resolution of the windowed Fourier transform.

is traced by the spectrogram's mawima, provided these frequencies

are not too close.

Regularity Analysis

Regularity Analysis

The Fourier transform analyses the global regularity of a

function.

The wavelet transform makes it possible to analyze the

pointwise regularity of a function.

definition of the Lipschitz regularity is

Fourier condition

necessary to use a transform which is localized in time.

Assume that the wavelet has n vanishing moments:

Regularity Analysis

A fast decaying wavelet has n vanishing moments if and only if its is the nth

derivative of a fast decaying function.

then it can be approximated by a polynomial of degree n. The wavelet

transform of this polynomial is zero; around v, its order is that of the error

between the polynomial and the function. If this error can be uniformly

estimated on an interval, this yields a tool for regularity analysis on an

interval.

to the decay of its wavelet transform's modulus.

It can be extended to an interval and, of course, to the whole real axis.

Example

Regularity Analysis

A signal and its wavelet transform, computed with the derivative of a Gaussian.

Finer scales are at top.

Zero coefficients are represented by a medium gray.

Hence, the regular parts are medium gray.

Notice the cones below the singularities.

Detection of Singularities

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/transformees/Ondelettes/momentsUS.gif

Multiresolution Approximation

Multiresolution Approximations

Are The Foundation of Dyadic

Wavelets

Dyadic wavelets are wavelets which satisfy an

additional scaling property.

This property allows the implementation of a Fast

Dyadic Wavelet Transform with filter banks.

The definition of dyadic wavelets comes from the

definition of multiresolution approximations.

interlaced GIF images. During the download, a progressively

detailed image is displayed on screen.

resolutions is formalized by the concept of multiresolution

approximation (or multiresolution analysis).

Definition

A sequence Vj , j in Z, of subspaces of L2(R) is a multiresolution

approximation if the six following conditions are satisfied:

Condition Interpretation

Multiresolution Approximation

Vj+1 is obtained from Vj by sequence of time grids, e.g., the

a factor 2 rescaling intervals satisfy a geometric

progression with reason 2.

For any j, Vj+1 is a Any low resolution signal is also a

subspace of Vj high resolution signal.

There is an underlying time grid

Vj is 2j translation with step 2j. Condition 1 shows that

invariant. this grid is obtained from the case

j=0 by a 2j rescaling.

The intersection of the Vj is A a zero resolution, the only finite

0 in L2. energy signal is 0.

energy signals are perfectly

2

in L . reproduced.

The resolution Vj is generated by a

There is a function such that basis which is obtained by 2j

the integer translations of θ translations of a 2j rescaled θ. A

make a Riesz basis of V0. Riesz basis is a frame of linearly

independent vectors.

The rescaling of θ does not modify the area of its Heisenberg box,

but it changes the proportions of the box, like for non dyadic

wavelets.

Examples of multiresolution

approximations

What of wavelets?

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Multiresolution/Multiresolution_Approx.html (2 of 3) [11/15/2003 9:44:26 PM]

Multiresolution Approximation

the details that are gained between a resolution and the next

finer one.

Properties

Algorithme a trous

Algorithme à trous

The fast dyadic wavelet transform is implemented using filter banks. This

implementation is very close to the implementation of the fast (bi)orthogonal

wavelet transform, except that no subsampling is performed.

For a given filter x with coefficients x[n], xj[n] denotes the filter obtained by

inserting 2j-1 zeroes between every x coefficient (hence the French name

"algorithme à trous", which means "holes algorithm"), and let

The algorithme à trous computes the fast dyadic wavelet transform in the

following way:

basis of biorthogonal wavelets. In the decomposition case, the data is convolved

with the symmetrized filter, then the output is subsampled. Here the filter is

"stretched" to take into account the rescaling and the convolution is performed

without any subsampling.

Algorithme a trous

Perfect Reconstruction Filters

Perfect Reconstruction

and Conjugate Mirror Filter Banks

A perfect reconstruction filter bank decomposes a

signal by filtering and subsampling.

It reconstructs it by inserting zeroes, filtering and

summation.

Definition

A (discrete) two-channel multirate filter bank convolves a signal a0

with a low-pass filter h1[n] = h[-n] and a high-pass filter g1[n] = g[-

n] and then subsamples the output:

a1 [n] = a0 * h1 [2n]

and

d1 [n] = a0* g1 [2n] .

A reconstructed signal a2 is obtained by filtering the zero expanded

signals with a dual low-pass filter h2 and a dual high-pass filter g2.

If z(x) denotes the signal obtained from x by inserting a zero

between every sample, this can be written as:

The following figure illustrates the decomposition and

reconstruction process.

Perfect Reconstruction Filters

when a2 = a0 . If, additionally, h = h2 and g = g2, the filters are

called conjugate mirror filters.

Caracterization

Perfect reconstruction filter banks are caracterized in a theorem by

Vetterli. When the filters have a finite impulse response, the g and

g2 filters can easily be derived from the h and h2 filters, and the

filter synthesis is equivalent to solving

Normalized Saclogram examples

These few examples are based on the same synthetic signals as

for the windowed Fourier transform.

frequencies.

Here is the sum of two parallel linear chirps with its scalogram.

When the frequency increases, the frequency resolution of the

transform decreases.

wavelet transform of a synthetic signal which is the sum of a linear

chirp with an increasing frequency, a quadratic chirp with a

decreasing frequency, and two modulated gaussians. Their

computations have been performed with a Gabor wavelet.

frequencies.

Normalized Saclogram examples

in the scalogram than in the spectrogram. On the other hand, the

variable time resolution of the wavelet transform makes it possible

to track the hyperbolic frequency across time. The decreasing

frequency resolution is masked by the vertical asymptotic

tendency.

Normalized Saclogram examples

Frames

Frames

Frames are a stable, possibly redundant,

representation of signals.

It is a generalization of the concept of basis in a

linear space.

energy signal by the sequence of its inner products with the vectors

of the family. However, it may be possible that not all sequences of

reals represent an finite energy signal. Oversampling is an example

of a represention of signals in a frame. One can see that not all

sequences of values may represent a sequence of samples. In

general, frames are a stable and redundant representation of

signals.

Definition

A family of vectors in a Hilbert space H is a frame of H if

there are two constants A>0 and B>0 such that, for any f in H,

Example: consider a family of three vectors in the plane which are obtained by

succesive rotations of a third of turn of one vector. This family is a tight frame of the

plane, with A=B=3/2.

Frames

Properties

The frame vectors are supposed to be of unit norm.

then an orthonormal basis if and only if A=B=1. If A>1, then the

frame is redundant. A finite family is always a frame of the linear

space that it generates.

Pseudo Inverse

U denotes the operateur which transforms a signal f into the

sequence of its frame inner products.

on the orthogonal complement of the image of U. It is the

minimum norm left inverse.

numbers. The computation of (U*U)-1f can be performed by a

conjugate gradient algorithm.

Dual Frame

The image of the frame through (U*U)-1 is a frame called

the dual frame. For any f in H,

and

Frames

If the original frame is a Riesz basis, then the two frames form a

biorthogonal basis system, that is

Windowed Frames

Frames To cover the time frequency plane with wavelet

Heisenberg boxes, a regular grid is not used; time

The Heisenberg boxes of windowed

steps which are inverse proportional to the

Fourier atoms have dimensions which do frequecy step are used instead, the latter being

not depend on their time or frequency itself proportional to the scale.

center. To get a frame after discretization

of the windowed Fourier transform, a

tiling of the time frequency plane by the

discrete family of Heisenberg boxes is

desirable. Hence, it only logical to use a

regular rectangular grid to place the time

frequency centers.

reconstruction condition

Daubechies gives the following necessary

transform. Daubechies gives necessary conditions

condition on the tiling to yield a frame:

for the previous tiling to yield a frame:

emphasized:

continuously differentiable window

that generates an orthogonal The following differences with the windowed

windowed Fourier basis (Balian- Fourier frames should be emphasized:

Low theorem).

Windowed Frames

Fourier frame is also a window wavelets that generate frames (look at the

Fourier frame. construction of wavelet bases for more)

● in the general case, the dual frame of a

wavelet frame is not a wavelet frame.

However, in the cases of bases, a dual

wavelet basis can be built by other means

(look at the wavelet bases for more,

especially the biorthogonal ones)

Translation invariance

In both cases (Fourier or wavelets), the frame

representation has the drawback of not being

translation invariant with respect to time or

frequency. Now, most interesting signal patterns

are not naturally synchronized with frame

intervals. In particular, the structure of a signal

may be degraded at the lower resolutions.

transform, which is discrete in scale but not in

time (in practice, this means that signals are

oversampled when switching to coarser

resolutions).

representation by dyadic wavelet maxima. It is

less redundant, but is not complete.

nonetheless

In practice, the dyadic wavelet transform is

implemented by perfect reconstruction filter

banks. These fast filter banks correspond to

wavelet bases which are built from

multiresolution approximations.

Windowed Frames

Bases

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/transformees/Fourier_Fenetre/window-design.gif

Windowed Fourier Rigdes

The windowed Fourier ridges are the maxima

points of the spectrogram.

They indicate the instantaneous frequencies within

the limits of the transform's resolution.

The latter is determined by the Heisenberg boxes

which tile the time frequency plane.

Windows Used

The windows g used here are symmetric with respect to 0 and have

a support within [-1/2,1/2], as in the previous table.

spectrogram. If the amplitude and frequency have a small variation

within the Fourier window, and if the instantaneous frequency is

higher than the window's passing band, then the frequencies

which maximize the spectrogram approximate the

instantaneous frequencies. At these points, the complex phase of

the transform is almost constant.

The windowed Fourier ridges of the sum of two analytic signals

can discriminate their two instantaneous frequencies if their

difference is greater than the scaled window's bandwidth:

Windowed Fourier Rigdes

window, and ∆ω is the bandwidth of the unscaled window g.

related to the structure of the time frequency tiling.

frequencies provided they are not too close.

Wavelets

Orthogonal Wavelets

Let us recall that a multiresolution approximation is a nested Biorthogonal Wavelets

sequence of linear spaces. The orthogonal complement Wj of Vj in

Vj-1 can be thus defined: Biorthogonal wavelets are defined similarly to

orthogonal wavelets, except that the starting point is

biorthogonal multiresolution approximations. The

following decompositions are performed:

Then there is a function ψ such that the family ψj,n(t) = 2-j/2 ψ(2-jt-

n), n in Z, is an orthonormal basis of Wj. The family ψj,n, j in Z

and n in Z, is an orthonormal basis of L2 and

written as

ψ is an orthogonal wavelet associated to the multiresolution

approximation. A signal f in L2 can be decomposed as

Wavelets

a scaling function.

Example

Here is a cubic spline scaling function and the corresponding cubic

spline Battle-Lemarié wavelet, and their Fourier transform. The

wavelet is a cubic spline because it is a linear combination of cubic

splines.

Example

Below is a biorthogonal system which includes a cubic

B-spline. Dropping the orthogonality constraint makes

possible to have both regularity and symmetry.

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Wavelets

transform them into wavelet bases over an interval. Once

discretized, they are used to process finite signals.

There are several methods to build wavelet bases on functional

spaces in dimension greater than 1. The simplest ones uses

separable wavelets.

function

Properties

interval or in dimension 2 will not be presented here. It

follows the same lines as in the orthogonal case.

Wavelets

Properties

Dyadic Wavelet Transform

Dyadic wavelet transforms are scale samples of

wavelet transforms following a geometric

sequence of ratio 2. Time is not sampled.

This transform uses dyadic wavelets.

It is implemented by perfect reconstruction filter

banks.

Definition

The dyadic wavelet transform of f is defined by

cover all of the frequency axis, that is, if there exist A et B such

that

Dyadic Wavelet Transform

Wavelet synthesis

To build dyadic wavelets, it is sufficient to satisfy the previous

condition. To do so, it is possible to proceed as for the construction

of orthogonal and biorthogonal wavelet bases, using conjugate

mirror or perfect reconstruction filter banks.

The wavelets satisfy then scaling equations and the fast dyadic

wavelet transform is implemented using filter banks.

Implementation

The fast dyadic wavelet transform uses the same filters as for the

computation of the fast wavelet transform of a discrete signal,

except that no subsampling is performed.

Back to top

Next path

Reconstruction From Dyadic Maxima

Wavelet Modulus Maxima

A signal is representated by its low pass

approximation and the modulus maxima of its

dyadic wavelet transform.

This representation allows an almost perfect

reconstruction of a signal.

Outline

The continuous wavelet transform detects isolated singularities

with their order of singularity. The regular part of the signal is

coded in its coarsest approximation. It is sensible to try to

reconstruct a signal from this coarse resolution and from its

wavelet modulus maxima.

advantage of the fast algorithme à trous which implemented by

filter banks.

that the representation by dyadic maxima is not complete because

several signals may exhibit the same wavelet maxima.

reconstruct usual signals with a relative mean sqaure error smaller

than 10-2. On images, the difference is not visible.

Reconstruction From Dyadic Maxima

Implementation

A signal is to be reconstructed from the values and locations uj,p of

its wavelet modulus maxima, j being the scale and p the time

localization. This difficult problem is replaced in practice by a

simpler one which consists in finding a minimum norm signal

among those which have the assigned wavelet coefficients at the

maxima locations. Solving this problem tends to create signal with

modulus maxima at the right locations with the correct values.

simplified probleme is an inverse frame problem, which can be

solved using a conjugate gradient algorithm. To this reconstruction

a previously stored low frequency component defined by the

sample averages is added.

of it:

Detection of singularities

Detection of singularities

Wavelet transform modulus maxima are related to the

singularities of the signal.

singularity without a local maximum of the wavelet transform at the finer

scales.

This theorem indicates the presence of a maximum at the finer scales where a

singularity occurs. In the general case, is sequence of modulus maxima is

detected which converges to the singularity. Below are the modulus maxima of

the previous example:

Detection of singularities

A PDF file shows the connection between wavelet modulus maxima and the signal singularities.

Since log2(s) >=0 because of the discretization, the detection on the wavelet transform

is restricted to log2(s)>=1 to preserve the continuous case approximation.

Instantanuous frequencies are detected from the maxima of the normalized

scalogram:

which differs in two ways: normalization, and the fact that the

variable is homogeneous to a frequency, and not to a scale.

When the wavelet is the nth derivative of a gaussian, the maxima curves are

connected and go through all of the finer scales.

The decay rate of the maxima along the curves indicate the order of the isolated

singularities (this a consequence of theorems 6.4 et 6.6 when extended to an

interval):

Detection of singularities

The modulus maxima are displayed as a function of the scale in log-log axes,

and the slope gives the estimated singularity order. Below is such a curve for

two singularities: the solid line corresponds to the singularity at t=14 and the

dotted line to the singularity at t=108. Fine scales are on the left.

For t=14, the slope is 1/2, and the signal is 0-Lipschitz here, that is, it has a

discontinuity. For t=108, the slope is close to 1, which indicates that the signal

is 1/2 Lipschitz here.

Biorthogonal Wavelets and Discrete Filters

Biorthogonal Wavelets

and Discrete Filters

The scaling equations on the scaling functions and wavelets show

that the decomposition and reconstruction of a signal from a

resolution to the next one is implemented by perfect reconstruction

filter banks.

signal in Vj and Wj are computed from its coefficients a0[n] in Vj-1

by applying the filters h and g and subsampling the output:

a1 [n] = a0 * h1 [2n]

and

d1 [n] = a0* g1 [2n] .

with h1[n] = h[-n] and g1[n] = g[-n].

discrete signal samples are some fine resolution coefficients.

Biorthogonal Wavelets and Discrete Filters

inserting zeroes between two consecutive samples and summing

their convolutions with the dual filters h2 et g2 which define the

dual scaling equations:

where the z operator represents the insertion of zeroes.

Biorthogonal Wavelets and Discrete Filters

wavelets. Indeed the coefficients of a scaling function (resp.

wavelet) are all zero but for one within their on resolution (resp.

detail) space basis. The reconstruction algorithm provides the

coefficients in the finer resolutions. For high resolutions, the

scaling coefficients are considered to be samples of the function.

wavelets is equivalent to the synthesis

of perfect reconstruction filters having a

stability property.

Filtering

Vetterli

leads to the necessary condition:

filters are trigonometric polynomials, and conditions (7.121) and

(7.129) can be interpreted as Bezout identities in the ring of

trigonometric polynomials. In this ring, units are trigonometric

monomials. Equations (7.121) - (7.122) form a linear system with

respect to h2 and g2, and it can be shown that the associated matrix

is unimodular, i.e., its determinant is a trigonometric monomial.

then there exists a real number a and an integer l such that

From filters to wavelets

Wavelets and scaling functions

Biorthogonal wavelets and scaling functions are caracterized by a perfect

reconstruction filter bank; orthogonal wavelets and scaling functions are

caracterized by a pair of conjugate mirror filters. Nonetheless, a perfect

reconstruction filter bank (or any pair of conjugate mirror filters) does not

necessarily generate a wavelet system. Indeed, some attention has to be paid

to the stability of the decomposition and reconstruction schemes as the

number of scales increases, that is when the number of filter bank cascades

goes to the infinity. This is expressed by an additional condition (7.37) on the

conjugate mirror filter h for it to define a scaling function.

algorithme à trous

The decomposition can be performed on the signal a1 to generate a signal a2

and a signal d2; repeating this construction produces a low resolution signal

aj and a sequence of detail signals d1 .... dj.

performed by the algorithme à trous to generate low resolution signal Aj and

a sequence of detail signals D1 .... Dj. The two decompositions are related by

the following equations:

aj[n] = Aj[2jn]

dj[n] = Dj[2jn]

From filters to wavelets

In the Fourier domain, the transfer between a0 and Aj is

Let us operate a time rescaling T = 2-jt so that the interval between the non

zero coefficients of the slower filter is always one. Then the interval between

the non zero coefficients of the tightest filter is 2-j. The transfer becomes

Let j go to the infinity. If the previous transfer converges in L2, then its limit

is the Fourier transform of a finite energy signal which necessarily satisfies a

scaling equation:

Such functions are at the core of multiresolution analysis, which is itself the

sarting point for the definition of dyadic wavelets.

Multiresolution analysis

Filter Synthesis

Wavelet Ridges

Wavelet Ridges

The wavelet ridges are the maxima points of the

normalized scalogram.

They indicate the instantaneous frequencies within

the limits of the transform's resolution.

The latter is determined by the Heisenberg boxes

which tile the time frequency plane.

Wavelets used

Approximatively analytic wavelets are used:

transform's, but, after rescaling, the window width is proportional

to the "frequency" ξ=η/s.

frequency tiling.

scalogram. Under conditions which are similar to the

spectrogram's, the frequencies which maximize the normalized

scalogram approximate the instantaneous frequencies. The

difference is that the time frequency resolution structure is

different.

Wavelet Ridges

The wavelet ridges of the sum of two analytic signals can

discriminate their two instantaneous frequencies if their relative

differences are greater than the relative wavelet bandwidth:

and

are related to the structure of the time frequency tiling.

provided their relative distances are not too small.

Orthogonal Multiresolution Approximations

Orthogonal

Multiresolution Approximations

Orthogonalization

The Riesz basis can be transformed into an orthogonal basis generated by

integer translations of an elementary function, which is called a scaling

function. It is a particular case of a biorthogonal system where both bases

are equal.

Scaling function built from cubic spline approximations and its Fourier transform.

Observe the time frequency localization.

The scaling function is a cubic spline because it is generated by cubic splines..

Scaling Equation

One can verify that the other resolutions are generated by a suitable

dilatation of these bases of translated atoms. Since the resolutions are

embedded, there is necessarily a sequence of real numbers h[n] such that

Orthogonal Multiresolution Approximations

scaling function and most of its properties. In particular, the scaling

function is compactly supported if and only if h has a finite number of

non zero coefficients. h is sais to be a Finite Impulse Response (FIR)

filter. For more info, see the page on the properties of of orthogonal

wavelets and how they are related the the filter h.

scaling function are given.

has produced many important theorems. The following one gives

necessary and sufficient conditions for h to generate a scaling function:

(7.36) is simply a normalization. Condition (7.37) garantees that the

function defined by (7.38) has a finte energy.

Orthogonal Multiresolution Approximations

The scaling equations shows that the scaling coefficients a1 [n] = < a ,

ϕ(t/2-n) > of a in V1 are obtained from the scaling coefficients a0 [n] = <

a , ϕ(t-n) > in V0 by a convolution with the conjugate mirror filter h and a

subsampling:

a1 [n] = a0 * h1 [2n]

Properties of Orthogonal Wavelets

Properties

Dilated wavelets are related by a scaling equation.

Rescaling can be interpreted as discrete filtering.

Vanishing moments, support, regularity and

symmetry of the wavelet and scaling function are

determined by the scaling filter.

Scaling equation

ψ(t/2) and φ(t) are related by a scaling equation, similar to the

equation which relates ϕ(t/2) and ϕ(t). It is a consequence of

(7.60):

Vanishing moments

A wavelet has m vanishing moments if and only if its scaling

function can generate polynomials of degree smaller than or equal

to m. While this property is used to describe the approximating

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Properties of Orthogonal Wavelets

usage, e.g. the possibility to caracterize the order of isolated

singularities.

coefficients h[n] of the filter h which is featured in the scaling

equation.

differentiable, then the three following conditions are equivalent:

● the scaling function ϕ can generate

polynomials of degree smaller than or equal to

p

● the transfer function of the filter h and its p-1

first derivatives vanish at ω=π.

Compact support

Compactly supported wavelets and scaling functions exist.

h has a finite support, and their supports are the same. If the

support of the scaling function is [N1,N2], then the wavelet support

is [(N1-N2+1)/2,(N2-N1+1)2].

the filter h is.

Daubechies has proved that, to generate an orthogonal wavelet with

p vanishing moment, a filter h with minimum length 2p had to be

Properties of Orthogonal Wavelets

have a length of 2p. The Daubechies filter coefficients are available

as ASCII text files which can be used in a spreadsheet, for instance.

Regularity

Wavelet regularity is much less important than their vanishing

moments. Il is studied in a theorem by Tchamitchian

indefinitely differentiable

● for Daubechies wavelets with a large p, the scaling function

and wavelet are l-Lipschitz, where l is of the order of 0.2 p.

For large classes of orthogonal wavelets, more regularity

implies more vanishing moments.

with an infinite support. They are generally implemented in the

Fourier domain.

Symmetry

Symmetric scaling functions and wavelets are important because

they are used to build bases of regular wavelets over an interval,

rather than the real axis. Daubechies has proved that, for a wavelet

to be symmetric or antisymmetric, its filter must have a linear

complex phase, and the only symmetric compactly supported

conjugate mirror filter is the Haar filter, which corresponds to a

discontinuous wavelet with one vanishing moment. Besides the

Haar wavelet, there is no symmetric compactly supported

orthogonal wavelet.

Properties of Orthogonal Wavelets

Coefficients du filtre spline cubique

n h[n]

0 0,766130398

1,-1 0,433923147

2,-2 -0,050201753

3,-3 -0,110036987

4,-4 0,032080869

5,-5 0,042068328

6,-6 -0,017176331

7,-7 -0,017982291

8,-8 0,008685294

9,-9 0,008201477

10,-10 -0,004353840

11,-11 -0,003882426

12,-12 0,002186714

13,-13 0,001882120

14,-14 -0,001103748

15,-15 -0,000927187

16,-16 0,000559952

17,-17 0,000462093

18,-18 -0,000285414

19,-19 -0,000232304

20,-20 0,000146098

Properties of Multiresolution Approximations

Properties

Orhogonality and biorthogonality

approximation is orthogonal, and the base atom is called a scaling

function. It is always possible to orthogonalize a multiresolution

approximation.

desirable. One of the most important is that a compactly supported

(orthogonal) scaling function cannot symmetric and continuous.

The symmetry is useful in the analysis of finite signals.

be avoided by using biorthogonal multiresolution approximations.

Approximation

biorthogonal multiresolution analysis (or approximation) can be

related to a sequence of respectively orthogonal or oblique

projectors, which efficiently approximate regular signals. The order

of approximation is determined by the degree of the polynomials

that can be reconstructed in the resolutions.

atoms φ which generate respectively the orthogonal or biorthogonal

multiresolutions.

the φ(t-n). This relation is called a scaling equation:

Properties of Multiresolution Approximations

and finding them is equivalent to the design of a filter bank, plus

some stability conditions to be able to generate L2.

Wavelets

(see Lena). Switching from the resolution j to j-1 adds details to the

signal. The same way that approximations can be decomposed on

resolution bases, these extra details can be decomposed in detail

bases.

single resealed atom. This atom is called a wavelet. The order of

approximation of the multiresolution is equal to the number of

vanishing moments of the wavelet. It also represents the wavelet's

ability to detect the isolated singularities of a signal.

Wavelet Bases

Properties of Multiresolution Approximations

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/ondelettes/MallatMeyer2US.gif

Wavelets Over an Interval

Until now, only wavelets over the real axis have been considered,

e.g. wavelets that are suited to the analysis of signals defined over

the whole axis. In most cases, signals are compactly supported;

images, in particular, are explicitely defined over a rectangle of

pixels.

general signal with the caracteristic function of [0,N]. The

discontinuities of this function require special attention. Three

methods are known to handle them, the last one being the most

efficient.

Wavelet periodization

The wavelets are periodized by the following transformation:

Wavelets which are completely inside the interval are not changed.

Wavelets that ovelap the boudaries are cut into two pieces loacated

at the left and right edges of the interval. Separately, each of the

pieces have no vanishing moment. This creates large wavelet

coefficients when the periodized signal is not itself continuous.

Wavelet folding

To bypass this problem, the signal is symmetrically folded around

Wavelets Over an Interval

the right edge of the interval and periodized over the double sized

interval.

the vector family is a basis of L2[0,N] if the wavelet is symmetric

or antisymmetric. This puts orthogonal bases asides.

following approach takes the problem at the root, which is how to

make wavelets over an interval with vanishing moments.

Edge wavelets

Boundary effects are explicitely handled. Consider an Daubechies

orthogonal basis with p vanishing moments.

polynomial θk of degree k such that:

for k<p.

Assuming that the support of ϕ is [-p+1,p], scaling functions with

indices p<=k<N-p are not changed by this restriction. To recover

the Strang and Fix condition on the interval, p "left" edge scaling

function and p "right" edge scaling functions are to be found such

Wavelets Over an Interval

that

the nk, up to a power of 2, are the scaling coefficients of θk at all

resolutions. There remains to find the filters h and H which satisfy

the scaling equation:

translation at the resolution j, and to verify the orthogonality

condition.

function MakeCDJVFilter.

Strang and Fix conditions

What approximations?

An orthogonal multiresolution approximation defines an

orthogonal projector on each of the resolution spaces. In the

biorthogonal case, the decomposition

rescaling, a projector on each resolution Vj. The projection of a

signal f is:

conditions:

projection on Vj is able to "catch" Taylor expansions of f up to

degree p at intervals of length 2j.

The general Stang and Fix conditions are available with proof

(PDF v.3, 107 K).

Strang and Fix conditions

Remark

MakeCDJVFilter

MakeCDJVFilter -- Set up

filters for CDJV Wavelet

Transform

Usage

[a,b,c] = MakeCDJVFilter(request,degree)

Inputs

request

'Postcondition'

degree

Outputs

a,b,c filter, left edge filter, right edge

filter

('HighPass', 'LowPass')

'Postcondition')

Description

CDJV have developed an algorithm for wavelets on

the interval which preserves the orthogonality,

vanishing moments, smoothness, and compact

support of Daubechies wavelets on the line.

MakeCDJVFilter

CDJV involves four objects not present in the

usual periodized algorithm: right edge filters,

left edge filters, and pre- and post-

conditioning operators.

requests to MakeCDJVFilter.

See Also

References

Two Dimensional Wavelets

The simplest way to build two dimensional wavelet bases is to use

separable products on a one dimensional wavelet and scaling

function. This yields the following scaling function

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Multiresolution/ScalingEq.gif

Index of /~chaplais/Wavetour_presentation/Tables/Daubechies

Index of

/~chaplais/Wavetour_presentation/Tables/Daubechies

Name Last modified Size Description

Parent Directory -

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/ondelettes/TchamitchianUS.gif

Orthogonal Wavelets and Discrete Filters

Orthogonal Wavelets

and Discrete Filters

g and h are conjugate mirror filters.

Conjugate mirror filters are a particular instance of perfect

reconstruction filter banks. The dyadic nature of multiresolution

approximations are closely related to the possibility of

implementing elementary signal subsampling by erasing one

sample every two, and elementary oversampling by zero insertion

between two consecutive samples.

computed from its coefficients a0[n] in Vj-1 by applying conjugate

mirror filters and subsampling the output:

a1 [n] = a0 * h1 [2n]

and

d1 [n] = a0* g1 [2n] .

with h1[n] = h[-n] and g1[n] = g[-n].

discrete signal samples are some fine resolution coefficients.

Orthogonal Wavelets and Discrete Filters

equation

inserting zeroes between two consecutive samples and summing

their convolutions with h and g:

where the z operator represents the insertion of zeroes.

Orthogonal Wavelets and Discrete Filters

case.

wavelets is equivalent to the synthesis

of conjugate mirror filters having a

stability property.

We will concentrate on Finite Impulse Response

filters, e.g., to compactly supported wavelets.

Filtering

Properties of Biorthogonal Wavelets

Properties

Properties of biorthogonal wavelets are to be

compared to the orthogonal case.

Scaling equation

As in the orthogonal case, ψ(t) and ϕ(t/2) are related by a scaling

equation which is a consequence of the inclusions of the resolution

spaces from coarse to fine:

Similar equations exist for the dual functions which determine the

filters h2 and g2.

Vanishing moments

A biorthogonal wavelet has m vanishing moments if and only if its

dual scaling function generates polynomials up to degree m. This

can be verified by looking at the biorthogonal decomposition

formulas.

and the number of zeroes of the filter's transfer, provided that

duality has to be taken into account. Thus the following three

properties are equivalent:

● the dual scaling function ϕ2 generates

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Properties of Biorthogonal Wavelets

polynomials up to degree p

● the transfer function of the dual filter h2 and it

p-1 first derivatives vanish at ω=π

and the dual result is also valid. Duality appears naturally, because

the filters determine the degree of the polynomials which can be

generated by the scaling function, and this degree is equal to the

number of vanishing moments of the dual wavelet.

Compact support

If the filters h et h2 have a finite support, then the scaling functions

have the same support, and the wavelets are compactly supported.

If the supports of the scaling functions are respectively [N1,N2]

and [M1,M2], then the corresponding wavelets have support [(N1-

M2+1)/2,(N2-M1+1)/2] and [(M1-N2+1)/2,(M2-N1+1)]

respectively.

only if the filters h et h2 are.

Regularity

Tchamitchian's theorem provides again a sufficient regularity

condition. Remember that this condition bears on the filter h which

determines the scaling equation. Hence the regularity of the primal

atoms are related to the primal filters.

Wavelet balancing

Consider the following decomposition of f:

Properties of Biorthogonal Wavelets

its dual filter. It corresponds to the approximating power of the

dual multiresolution sequence. This is why it is preferred to

synthesize a decomposition filter h with many vanishing moments,

and possibly with a small support.

and hence of ψ. This regularity increases with the number of

vanishing moments, that is, with the number of zeroes of h.

Symmetry

Unlike the orthogonal case, it is possible to synthesize biorthogonal

wavelets and scaling functions which are symmetric or

antisymmetric and compactly supported. This makes it possible to

use the folding technique to build wavelets on an interval.

If the filters h and h2 have and odd length and are symmetric with

respect to 0, then the scaling functions have an even length and are

symmetric, and the wavelets are also symmetric. If the filters have

an even length and are symmetric with respect to n=1/2, then the

scaling functions are symmetric with respect to n=1/2, while the

wavelets are antisymmetric.

Example

Spline wavelets and scaling functions are an interesting example of

biorthogonal systems. One of the scaling functions is a B-spline. A

coefficient table is available. There is a general closed form

formula for these filters.

Properties of Biorthogonal Wavelets

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/ondelettes/decompjBiortho.gif

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Tables/Splines_biortho/splines

0 p = 2 , \tilde p =4 0,70710678119 0,99436891104

1,-1 0,35355339059 0,41984465133

2,-2 -0,1767766953

3,-3 -0,06629126074

4,-4 0,03314563037

0,1 p= 3 , \tilde p=7 0,53033008589 0,9516421219

-1,2 0,1767766953 -0,02649924095

-2,3 -0,30115912592

-3,4 0,03133297871

-4,5 0,07466398507

-5,6 -0,01683176542

-6,7 -0,0090632583

-7,8 0,0030210861

Synthesis of Biorthogonal Wavelets

Synthesis of Compactly

Supported

Biorthogonal Wavelets

Synthesis of perfect reconstruction filter

banks

The construction of perfect reconstruction filter banks is simpler

than the construction of conjugate mirror filters because the

quadrature condition is replaced by a Bezout identity:

A theorem by Cohen, Daubechies and Fauveau gives sufficient

conditions for building biorthogonal wavelets.

wavelets. It is iteresting because it has symmetric scaling functions,

and because there existe a closed form formula for the filters.

Synthesis of Biorthogonal Wavelets

which relates B-splines of different degrees). It is a symmetric

function with respect to 0 if p is odd, and symmetric with respect to

1/2 if p is odd. The corresponding wavelet is respectively

symmetric or antisymmetric. The dual wavelet has p vanishing

moments.

primal wavelet is that it should have the same parity as p. Hence

the symmetries are the same as in the previous case. For

q=(p+p2)/2, the biorthogonal filter h2 of minimum length is given

by

Synthesis of Biorthogonal Wavelets

dyadic wavelet transform

Construction of Wavelet Bases

Properties Properties

Dilated wavelets are related Properties of biorthogonal

by a scaling equation. wavelets are to be compared

to the orthogonal case.

Rescaling can be interpreted

as discrete filtering.

Scaling equation

Vanishing moments,

support, regularity and As in the orthogonal case, ψ(t) and

symmetry of the wavelet ϕ(t/2) are related by a scaling

equation which is a consequence of

and scaling function are the inclusions of the resolution spaces

determined by the scaling from coarse to fine:

filter.

functions which determine the filters

ψ(t/2) and φ(t) are related by a h2 and g2.

scaling equation, similar to the

equation which relates ϕ(t/2) and Vanishing moments

ϕ(t). It is a consequence of (7.60):

A biorthogonal wavelet has m

vanishing moments if and only if its

dual scaling function generates

polynomials up to degree m. This can

In the Fourier domain, this equation be verified by looking at the

becomes biorthogonal decomposition

formulas.

Construction of Wavelet Bases

The h and g filters are a conjugate and the number of zeroes of the

mirror filter bank. filter's transfer, provided that duality

has to be taken into account. Thus the

Vanishing moments following three properties are

equivalent:

A wavelet has m vanishing moments

if and only if its scaling function can ● the wavelet ψ has p

generate polynomials of degree

smaller than or equal to m. While this

vanishing moments

property is used to describe the ● the dual scaling

approximating power of scaling function ϕ2 generates

functions, in the wavelet case it has a

"dual" usage, e.g. the possibility to polynomials up to

caracterize the order of isolated degree p

singularities.

● the transfer function of

The number of vanishing moments is the dual filter h2 and it

entirely determined by the p-1 first derivatives

coefficients h[n] of the filter h which

is featured in the scaling equation. vanish at ω=π

If the Fourier transform of the and the dual result is also valid.

wavelet is p continuously Duality appears naturally, because the

differentiable, then the three filters determine the degree of the

following conditions are equivalent: polynomials which can be generated

by the scaling function, and this

● the wavelet ψ has p degree is equal to the number of

vanishing moments of the dual

vanishing moments wavelet.

● the scaling function ϕ

can generate Compact support

polynomials of degree If the filters h et h2 have a finite

smaller than or equal to support, then the scaling functions

p have the same support, and the

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Construction of Wavelet Bases

the supports of the scaling functions

the filter h and its p-1 are respectively [N1,N2] and

first derivatives vanish [M1,M2], then the corresponding

at ω=π. wavelets have support [(N1-

M2+1)/2,(N2-M1+1)/2] and [(M1-

Compact support N2+1)/2,(M2-N1+1)] respectively.

The atoms are thus

scaling functions exist.

compactly supported if and

The scaling function is compactly only if the filters h et h2 are.

supported if and only if the filter h

has a finite support, and their

supports are the same. If the support Regularity

of the scaling function is [N1,N2],

Tchamitchian's theorem provides

then the wavelet support is [(N1-

again a sufficient regularity

N2+1)/2,(N2-N1+1)2]. condition. Remember that this

condition bears on the filter h which

Atoms are thus compactly determines the scaling equation.

supported if and only if the Hence the regularity of the primal

atoms are related to the primal filters.

filter h is.

Daubechies has proved that, to Wavelet balancing

generate an orthogonal wavelet with

Consider the following

p vanishing moment, a filter h with

decomposition of f:

minimum length 2p had to be used.

Daubechies filters, which generate

Daubechies wavelets, have a length

of 2p. The Daubechies filter

coefficients are available as ASCII

The number of vanishing moments of

text files which can be used in a

a wavelet is determined by its dual

spreadsheet, for instance. filter. It corresponds to the

approximating power of the dual

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/ondelettes/Construction_of_wave_bas.html (3 of 5) [11/15/2003 9:47:32 PM]

Construction of Wavelet Bases

it is preferred to synthesize a

Wavelet regularity is much less decomposition filter h with many

important than their vanishing vanishing moments, and possibly

moments. Il is studied in a theorem with a small support.

by Tchamitchian

On the other hand, this same filter h

The following two properties are determines the regularity of ϕ, and

important: hence of ψ. This regularity increases

with the number of vanishing

● there is no compactly supported moments, that is, with the number of

orthogonal wavelet which zeroes of h.

indefinitely differentiable

● for Daubechies wavelets with a Symmetry

large p, the scaling function and

wavelet are l-Lipschitz, where l Unlike the orthogonal case, it is

is of the order of 0.2 p. For large possible to synthesize biorthogonal

classes of orthogonal wavelets, wavelets and scaling functions which

more regularity implies more are symmetric or antisymmetric and

vanishing moments. compactly supported. This makes it

possible to use the folding technique

Meyer wavelets are indefinitely to build wavelets on an interval.

differentiable orthogonal wavelets,

with an infinite support. They are If the filters h and h2 have and odd

generally implemented in the Fourier length and are symmetric with respect

domain. to 0, then the scaling functions have

an even length and are symmetric,

Symmetry and the wavelets are also symmetric.

If the filters have an even length and

Symmetric scaling functions and are symmetric with respect to n=1/2,

wavelets are important because they then the scaling functions are

are used to build bases of regular symmetric with respect to n=1/2,

wavelets over an interval, rather than while the wavelets are antisymmetric.

the real axis. Daubechies has proved

that, for a wavelet to be symmetric or Example

antisymmetric, its filter must have a

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/ondelettes/Construction_of_wave_bas.html (4 of 5) [11/15/2003 9:47:32 PM]

Construction of Wavelet Bases

linear complex phase, and the only Spline wavelets and scaling functions

symmetric compactly supported are an interesting example of

conjugate mirror filter is the Haar biorthogonal systems. One of the

filter, which corresponds to a scaling functions is a B-spline. A

discontinuous wavelet with one coefficient table is available. There is

vanishing moment. Besides the Haar a general closed form formula for

wavelet, there is no symmetric these filters.

compactly supported orthogonal

wavelet.

Filters

Orthogonal Wavelets and Discrete

Filters

250

Original signal Reconstructed signal

200 using a frame inverse

on dyadic maxima

Reconstructed signal

after a thresholding

150 using a frame inverse

above T=10

on dyadic maxima

100

50

0

0 50 100 150 200 250

Edge Detection

and Reconstruction

As in the one dimensional case, dyadic modulus

maxima are used to dectect edges.

Provided that the two dimensional geometry is

taken into account, these edges can be interpreted

as contours.

A similar algorithm to the one dimensional case

reconstructs a good approximation of an image

from its edges.

Multiscale edges

In images, what is most often perceived as an edge is a curve

across which there is a sharp variation of brightness. To make

things simpler, the image will be assumed to be monochrome.

While the actual concept of an edge is more involved and depends

in particular on a priori knowledge about the featured objects, this

presentation has the advantage of leading to a precise mathematical

definition of an "edge point".

differentiation of a kernel:

Edge Detection

The two coordinates of the dyadic wavelet transform are that of the

gradient of the convolution of the signal with the dilated kernel:

The multiscale edge points are the points where the dyadic

transform modulus is locally maximum along this direction. This

corresponds to a locally sharpest variation of image intensity

orthogonally to the lines of constant brightness.

Examples

A synthetic example analyzes the edges of a circle.

Remark

It is rare that an image line has no hole in it. The brain compensate

these defaults using more elaborate image analysis. Notice that the

use of color is useful. As illustration, here is an optical illusion

where joining edges is far from being obvious:

Edge Detection

Reconstruction

As in the one dimensional case, the frame inverse operator can be

used to reconstruct a minimum norm image with prescribed values

at the maxima locations. Mean square relative errors of l0-2 can be

obtained.

neglectible.

Implementation

The computations are performed with separable wavelets whose

Fourier transforms are

approximate the partial derivatives of

Edge Detection

filter h. The dyadic wavelet transform is computed by two

dimensional extension of the algorithme à trous.

Back to top

Next Path

Cercle

Wavelet

transform Wavelet

Horizontal Vertical Wavelet angle for a transform

wavelet wavelet transform non zero modulus

transform transform modulus modulus maxima

Lena Edges

Original image:

Wavelet

Wavelet transform

transform Wavelet modulus

Horizontal Vertical Wavelet angle for a transform maxima above

wavelet wavelet transform non zero modulus a given

transform transform modulus modulus maxima threshold

Reconstruction of Lena

Original Lena image

and coarse approximation

modulus maxima

and coarse approximation

Wavelets and Filters

Orthogonal Wavelets

and Discrete Filters Biorthogonal Wavelets

g and h are conjugate mirror filters. and Discrete Filters

Conjugate mirror filters are a particular instance of perfect The scaling equations on the scaling functions and

reconstruction filter banks. The dyadic nature of multiresolution wavelets show that the decomposition and reconstruction

approximations are closely related to the possibility of implementing of a signal from a resolution to the next one is

elementary signal subsampling by erasing one sample every two, implemented by perfect reconstruction filter banks.

and elementary oversampling by zero insertion between two

consecutive samples. The scaling equations imply the coefficients a1 [n] and d1

[n] of a signal in Vj and Wj are computed from its

The coefficients 1 [n] and d1 [n] of a signal in Vj and Wj are coefficients a0[n] in Vj-1 by applying the filters h and g

computed from its coefficients a0[n] in Vj-1 by applying conjugate and subsampling the output:

mirror filters and subsampling the output:

a1 [n] = a0 * h1 [2n]

a1 [n] = a0 * h1 [2n]

and

and d1 [n] = a0* g1 [2n] .

d1 [n] = a0* g1 [2n] .

with h1[n] = h[-n] and g1[n] = g[-n].

with h1[n] = h[-n] and g1[n] = g[-n].

Wavelets and Filters

discrete signal samples are some fine resolution coefficients.

In practice this recursion is initialized by considering that

The coefficients of h are defined by the scaling equation

the discrete signal samples are some fine resolution

coefficients.

equations

or, in the Fourier domain:

or, in the Fourier domain:

Conversely, a0[n] is reconstructed from a1 [n] and d1 [n] by inserting by inserting zeroes between two consecutive samples and

summing their convolutions with the dual filters h2 et g2

zeroes between two consecutive samples and summing their

convolutions with h and g: which define the dual scaling equations:

a0 [n] = z(a1) * h [n] + z(d1) * g [n] a0 [n] = z(a1) * h2 [n] + z(d1) * g2 [n]

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/ondelettes/wavelets_and_filters.html (2 of 4) [11/15/2003 9:51:54 PM]

Wavelets and Filters

case.

Hence the construction of orthogonal

equations

wavelets is equivalent to the synthesis of

conjugate mirror filters having a stability

property.

We will concentrate on Finite Impulse Response

or, in the Fourier domain:

filters, e.g., to compactly supported wavelets.

Filtering

and wavelets. Indeed the coefficients of a scaling function

(resp. wavelet) are all zero but for one within their on

Wavelets and Filters

algorithm provides the coefficients in the finer

resolutions. For high resolutions, the scaling coefficients

are considered to be samples of the function.

biorthogonal wavelets is

equivalent to the synthesis of

perfect reconstruction filters

having a stability property.

Filtering

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Multiresolution/MallatMeyerUS.gif

Filter Synthesis

Compactly Supported

Supported Biorthogonal Wavelets

Orthogonal Synthesis of perfect reconstruction filter

Wavelets banks

Synthesis of conjugate The construction of perfect reconstruction filter banks is simpler

mirror filters than the construction of conjugate mirror filters because the

quadrature condition is replaced by a Bezout identity:

A finite impulse congugate mirror

filter bank is caracterized by a filter h

which satisfies

In particular, spectral factorization is no longer required.

where h(ω) is a trigonometric A theorem by Cohen, Daubechies and Fauveau gives sufficient

polynomial (or, equivalently, a conditions for building biorthogonal wavelets.

polynomial with respect to the shift

and sign operators). The π frequency One quite interesting example is given by biorthogonal spline

shift amounts to a change of sign wavelets. It is iteresting because it has symmetric scaling

every two coefficient. Moreover, this functions, and because there existe a closed form formula for the

continuous time transfer must vanish filters.

up to the order p at π in order to have

a wavelet with p vanishing moments. The spline example

done using several methods. The best

known filters are Daubechies's

compactly supported filters. An

outline of the construction method is

available. with ε=0 if p is even and ε =1 if p is odd. The scaling function is a

B-spline of degree p-1 (this can verified by using the recursion

Wavelet synthesis which relates B-splines of different degrees). It is a symmetric

function with respect to 0 if p is odd, and symmetric with respect

There remains to check that the filter to 1/2 if p is odd. The corresponding wavelet is respectively

h does generate a scaling function. To symmetric or antisymmetric. The dual wavelet has p vanishing

do so, it is enough to verify that the moments.

transfer of h does not vanish on [-

π/2,π/2] (theorem by Mallat and The only constraint on the number of vanishing moments of the

Meyer). The construction on primal wavelet is that it should have the same parity as p. Hence

Daubechies'compactly supported the symmetries are the same as in the previous case. For

orthogonal wavelets is presented q=(p+p2)/2, the biorthogonal filter h2 of minimum length is given

here. by

Filter Synthesis

conjugatemirror filter h can be

obtained in Wavelab, are freeware

Matlab toolbox, using the function

MakeONFilter. Here is an example for p=3 and p2=7

implement the

dyadid wavelet transform

dyadic wavelet transform

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Multiresolution/AMRDefUS.gif

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/transformees/Ondelettes/WTHeis.gif

Multiresolution Examples

Examples

The simplest multiresolution example is the Haar multiresolution.

In this case, θ is the characteristic function of [0,1], and the basis

coefficients in a resolution space are computed by an average on a

suitable interval. You can see an example of a Haar multiresolution

of classical painting (Pan et Syrinx by Boucher, 1759, National

Gallery, London).

a multiresolution approximation.

approximations of a wavelet classics.

Multiresolution Examples

If you browse cannot display QuickTime movies, an image per image display is

available.

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Multiresolution/BoucherHaar.gif

Lena

see resolution:

1234

See all resolutions together

Back to examples

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Multiresolution/Lena1.GIF

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Multiresolution/Lena3.GIF

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Multiresolution/Lena4.GIF

Quatre Lenas

Index of /~chaplais/Wavetour_presentation/Tables/Daubechies

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Name Last modified Size Description

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Name Last modified Size Description

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Name Last modified Size Description

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http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Tables/Daubechies/Daubechies_coefficients

n h_p[n]

p = 2 0 ,482962913145

1 ,836516303738

2 ,224143868042

3 -,129409522551

p = 3 0 ,332670552950

1 ,806891509311

2 ,459877502118

3 -,135011020010

4 -,085441273882

5 ,035226291882

p = 4 0 ,230377813309

1 ,714846570553

2 ,630880767930

3 -,027983769417

4 -,187034811719

5 ,030841381836

6 ,032883011667

7 -,010597401785

p = 5 0 ,160102397974

1 ,603829269797

2 ,724308528438

3 ,138428145901

4 -,242294887066

5 -,032244869585

6 ,077571493840

7 -,006241490213

8 -,012580751999

9 ,003335725285

p = 6 0 ,111540743350

1 ,494623890398

2 ,751133908021

3 ,315250351709

4 -,226264693965

5 -,129766867567

6 ,097501605587

7 ,027522865530

8 -,031582039317

9 ,000553842201

10 ,004777257511

11 -,001077301085

p = 7 0 ,077852054085

1 ,396539319482

2 ,729132090846

3 ,469782287405

4 -,143906003929

5 -,224036184994

6 ,071309219267

7 ,080612609151

8 -,038029936935

9 -,016574541631

10 ,012550998556

11 ,000429577973

12 -,001801640704

13 ,000353713800

p = 8 0 ,054415842243

1 ,312871590914

2 ,675630736297

3 ,585354683654

4 -,015829105256

5 -,284015542962

6 ,000472484574

7 ,128747426620

8 -,017369301002

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Tables/Daubechies/Daubechies_coefficients

9 -,044088253931

10 ,013981027917

11 ,008746094047

12 -,004870352993

13 -,000391740373

14 ,000675449406

15 -,000117476784

p = 9 0 ,038077947364

1 ,243834674613

2 ,604823123690

3 ,657288078051

4 ,133197385825

5 -,293273783279

6 -,096840783223

7 ,148540749338

8 ,030725681479

9 -,067632829061

10 ,000250947115

11 ,022361662124

12 -,004723204758

13 -,004281503682

14 ,001847646883

15 ,000230385764

16 -,000251963189

17 ,000039347320

p = 10 0 ,026670057901

1 ,188176800078

2 ,527201188932

3 ,688459039454

4 ,281172343661

5 -,249846424327

6 -,195946274377

7 ,127369340336

8 ,093057364604

9 -,071394147166

10 -,029457536822

11 ,033212674059

12 ,003606553567

13 -,010733175483

14 ,001395351747

15 ,001992405295

16 -,000685856695

17 -,000116466855

18 ,000093588670

19 -,000013264203

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Tables/Daubechies/Daubechies_coefficients.txt

n h_p[n]

p = 2 0 ,482962913145

1 ,836516303738

2 ,224143868042

3 -,129409522551

p = 3 0 ,332670552950

1 ,806891509311

2 ,459877502118

3 -,135011020010

4 -,085441273882

5 ,035226291882

p = 4 0 ,230377813309

1 ,714846570553

2 ,630880767930

3 -,027983769417

4 -,187034811719

5 ,030841381836

6 ,032883011667

7 -,010597401785

p = 5 0 ,160102397974

1 ,603829269797

2 ,724308528438

3 ,138428145901

4 -,242294887066

5 -,032244869585

6 ,077571493840

7 -,006241490213

8 -,012580751999

9 ,003335725285

p = 6 0 ,111540743350

1 ,494623890398

2 ,751133908021

3 ,315250351709

4 -,226264693965

5 -,129766867567

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Tables/Daubechies/Daubechies_coefficients.txt

6 ,097501605587

7 ,027522865530

8 -,031582039317

9 ,000553842201

10 ,004777257511

11 -,001077301085

p = 7 0 ,077852054085

1 ,396539319482

2 ,729132090846

3 ,469782287405

4 -,143906003929

5 -,224036184994

6 ,071309219267

7 ,080612609151

8 -,038029936935

9 -,016574541631

10 ,012550998556

11 ,000429577973

12 -,001801640704

13 ,000353713800

p = 8 0 ,054415842243

1 ,312871590914

2 ,675630736297

3 ,585354683654

4 -,015829105256

5 -,284015542962

6 ,000472484574

7 ,128747426620

8 -,017369301002

9 -,044088253931

10 ,013981027917

11 ,008746094047

12 -,004870352993

13 -,000391740373

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Tables/Daubechies/Daubechies_coefficients.txt

14 ,000675449406

15 -,000117476784

p = 9 0 ,038077947364

1 ,243834674613

2 ,604823123690

3 ,657288078051

4 ,133197385825

5 -,293273783279

6 -,096840783223

7 ,148540749338

8 ,030725681479

9 -,067632829061

10 ,000250947115

11 ,022361662124

12 -,004723204758

13 -,004281503682

14 ,001847646883

15 ,000230385764

16 -,000251963189

17 ,000039347320

p = 10 0 ,026670057901

1 ,188176800078

2 ,527201188932

3 ,688459039454

4 ,281172343661

5 -,249846424327

6 -,195946274377

7 ,127369340336

8 ,093057364604

9 -,071394147166

10 -,029457536822

11 ,033212674059

12 ,003606553567

13 -,010733175483

14 ,001395351747

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Tables/Daubechies/Daubechies_coefficients.txt

15 ,001992405295

16 -,000685856695

17 -,000116466855

18 ,000093588670

19 -,000013264203

Synthesis of Compactly Supported Orthogonal Wavelets

Synthesis of Compactly

Supported

Orthogonal Wavelets

Synthesis of conjugate mirror filters

A finite impulse congugate mirror filter bank is caracterized by a

filter h which satisfies

polynomial with respect to the shift and sign operators). The π

frequency shift amounts to a change of sign every two coefficient.

Moreover, this continuous time transfer must vanish up to the order

p at π in order to have a wavelet with p vanishing moments.

The best known filters are Daubechies's compactly supported

filters. An outline of the construction method is available.

Wavelet synthesis

There remains to check that the filter h does generate a scaling

function. To do so, it is enough to verify that the transfer of h does

not vanish on [-π/2,π/2] (theorem by Mallat and Meyer). The

construction on Daubechies'compactly supported orthogonal

wavelets is presented here.

Wavelab, are freeware Matlab toolbox, using the function

MakeONFilter.

Synthesis of Compactly Supported Orthogonal Wavelets

dyadid wavelet transform

Biorthogonal Multiresolution Approximations

Biorthogonal

Multiresolution Approximations

A pair [(Vj),(V*l)] of multiresolution approximations is a

biorthogonal multiresolution system if and only if

Then V*0 has a Riesz basis of the form θ∗(t-n), n in Z, such that

the translations of θ and of θ∗ form a biorthogonal system:

basis.

Example

cubic B-spline. Since there is no orthogonality constraint, the B-

spline can be kept as an atom et preserve thus both symmetry and

compact support.

Biorthogonal Multiresolution Approximations

Strang and Fix Paradox

L2; but polynomials do not have a finite energy. Hence, trying to

analyse a polynomial of degree n with (orthogonal, to symplify)

wavelets with p>=n vanishing moments:

second line of the decomposition.

functions which do not belong to L2.

Daubechies Filters (part 1)

Lectures on Wavelets", SIAM, 1992.

that is symmetric with respect to the pulsation. Daubechies uses

then the spectral factorization theorem:

Daubechies Filters (part 1)

which leads to h.

The "classical" Daubechies filters are such that R=0; in the spectral

factorization, only the zeroes within the unit circle are kept.

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/filtres/CDFUS.GIF

MakeONFilter

MakeONFilter -- Generate

Orthonormal QMF Filter for

Wavelet Transform

Usage

qmf = MakeONFilter(Type,Par)

Inputs

Type

'Daubechies', 'Symmlet', 'Vaidyanathan'

Par

specifies a Coiflet-3 wavelet

Outputs

qmf quadrature mirror filter

Description

The Haar filter (which could be considered a

Daubechies-2) was the first wavelet, though not

called as such, and is discontinuous.

frequency response function close to the Nyquist

frequency on the real axis.

the mother and father wavelets 2*Par vanishing

moments; here Par may be one of 1,2,3,4 or 5.

MakeONFilter

of the father wavelet (or "scaling function") by

maximizing the rate of decay of its Fourier

transform. They are indexed by their length,

Par, which may be one of 4,6,8,10,12,14,16,18 or

20.

supported wavelets with maximum number of

vanishing moments, here indexed by Par, which

ranges from 4 to 10.

reconstruction, but does not satisfy any moment

condition. The filter has been optimized for

speech coding.

See Also

References

Examples of Fourier Ridges

Below are the wavelet ridges of the sum of parallel linear chirps.

is because the frequency resolution of the wavelet transform

decreases when the frequency increases. Indeed, for these linear

chirps, the relative frequency difference goes to 0 as t increases,

and this creates "interferences" between the ridges. Similarly,

interferences can be observed in the figure below, at t=900,

between the linear chirp and the lower frequency Gabor chirp.

increases makes it possible to track the instantaneous frequencies

of the hyperbolic chirps:

Examples of Fourier Ridges

Conclusion on the Detection of Instantaneous Frequencies

of Instantaneous Frequencies

The illusion of intantaneous frequencies

Because of the Heisenberg uncertainty theorem, there is no

intrinsic definition of the instantaneous frequencies of a finite

energy signal.

a time frequency transform determines its time frequency

resolution.

time frequency transform must be used.

Adapting the transforms is one of the reasons why time frequency

localized transforms have been generalized to more general time

frequency tilings.

generalizations. They are explained in chapter 8 of the book, but

are not described here.

These transforms correspond to families of bases which can be

represented as a maximal tree of time frequency refinements.

basis using a dynamic programming algorithm within the tree.

Conclusion on the Detection of Instantaneous Frequencies

lost. Basis and matching pursuits are example of methods for a

"best" basis selection.

signal, the cost of the basis coding has to be taken into account.

Moreover, too much relaxation on the basis requirements may lead

to a representation whithout any structure information, because the

basis is too much taylored on the signal.

Next topic

Original

image

Wavelet

transform

Wavelet Wavelet Wavelet Wavelet Wavelet modulus

transform transform transform transform transform maxima

along the along the modulus angle for a modulus after some

horizontal vertical non zero maxima thresholding

direction direction modulus

Examples of Windowed Fourier Ridges

Ridges

Below are the windowed Fourier ridges of the sum of parallel

linear chirps.

frequencies because of its limited frequency resolution.

windowed Fourier transforms fails to track the instantaneous

frequencies of the sum of two hyperbolic chirps:

Examples of Windowed Fourier Ridges

Fourier window when close to the asymptote.

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A Wavelet Tour of Signal Processing (a Presentation)

A WAVELET TOUR

OF SIGNAL PROCESSING

BY STÉPHANE MALLAT

A SHORT PRESENTATION BY F.

CHAPLAIS

Version française

US-English version

( Full Strang and Fix conditions added, with proof!)

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Tables/Daubechies_coefficients.txt

n h_p[n]

p = 2 0 ,482962913145

1 ,836516303738

2 ,224143868042

3 -,129409522551

p = 3 0 ,332670552950

1 ,806891509311

2 ,459877502118

3 -,135011020010

4 -,085441273882

5 ,035226291882

p = 4 0 ,230377813309

1 ,714846570553

2 ,630880767930

3 -,027983769417

4 -,187034811719

5 ,030841381836

6 ,032883011667

7 -,010597401785

p = 5 0 ,160102397974

1 ,603829269797

2 ,724308528438

3 ,138428145901

4 -,242294887066

5 -,032244869585

6 ,077571493840

7 -,006241490213

8 -,012580751999

9 ,003335725285

p = 6 0 ,111540743350

1 ,494623890398

2 ,751133908021

3 ,315250351709

4 -,226264693965

5 -,129766867567

6 ,097501605587

7 ,027522865530

8 -,031582039317

9 ,000553842201

10 ,004777257511

11 -,001077301085

p = 7 0 ,077852054085

1 ,396539319482

2 ,729132090846

3 ,469782287405

4 -,143906003929

5 -,224036184994

6 ,071309219267

7 ,080612609151

8 -,038029936935

9 -,016574541631

10 ,012550998556

11 ,000429577973

12 -,001801640704

13 ,000353713800

p = 8 0 ,054415842243

1 ,312871590914

2 ,675630736297

3 ,585354683654

4 -,015829105256

5 -,284015542962

6 ,000472484574

7 ,128747426620

8 -,017369301002

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Tables/Daubechies_coefficients.txt

9 -,044088253931

10 ,013981027917

11 ,008746094047

12 -,004870352993

13 -,000391740373

14 ,000675449406

15 -,000117476784

p = 9 0 ,038077947364

1 ,243834674613

2 ,604823123690

3 ,657288078051

4 ,133197385825

5 -,293273783279

6 -,096840783223

7 ,148540749338

8 ,030725681479

9 -,067632829061

10 ,000250947115

11 ,022361662124

12 -,004723204758

13 -,004281503682

14 ,001847646883

15 ,000230385764

16 -,000251963189

17 ,000039347320

p = 10 0 ,026670057901

1 ,188176800078

2 ,527201188932

3 ,688459039454

4 ,281172343661

5 -,249846424327

6 -,195946274377

7 ,127369340336

8 ,093057364604

9 -,071394147166

10 -,029457536822

11 ,033212674059

12 ,003606553567

13 -,010733175483

14 ,001395351747

15 ,001992405295

16 -,000685856695

17 -,000116466855

18 ,000093588670

19 -,000013264203

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Une presentation du livre de Stephane Mallat

A WAVELET TOUR

OF SIGNAL PROCESSING

PAR STÉPHANE MALLAT

Disponible en français!

CHAPLAIS

Configuration souhaitée

Ce site a été testé sous Netscape Navigator 2 et 3. La version 2 ne restitue pas certains

symboles mathématiques en police Symbol, mais en une quantité négligeable pour la

compréhension de l'exposé. Un écran en 256 niveau de gris est nécessaire (traitement

Une presentation du livre de Stephane Mallat

d'image oblige), et certain graphiques sont en couleurs pour mieux comparer les

courbes. La plupart des images sont au format GIF entrelacé avec transparence sur le

blanc.

Avertissement

Cette présentation s'inspire du livre de S. Mallat, elle ne prétend pas en être un reflet

exact. Elle s'intéresse plus particulièrement aux sujets suivants:

● Analyse temps-fréquence (chapitre 4, excepté les énergies

quadratiques temps-fréquence))

● Les frames (chapitre 5)

● Analyse de singularités et reconstruction (chapitre 6, excepté les

multifractales)

● Bases d'ondelettes et bancs de filtres (chapitre 7)

Sont omis:

de convolutions rapides, qui sont brièvement décrits)

● le chapitre 8 sur les paquets d'ondelettes et les bases de cosinus

locaux

● le chapitre 9 sur l'approximation

● le chapitre 10 sur l'estimation (qui est en train d'être réécrit par S.

Mallat)

● le chapitre 11 sur le codage (qui sera probablement rajouté si j'en

ai le temps)

Chemins de parcours

sujets s'enchaînent. De nombreuses passerelles existent par ailleurs

de l'un à l'autre.

● analyse fréquentielle

● des ondelettes dyadiques aux filtres

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Wavetour_presentation_fr.html (2 of 4) [11/15/2003 9:59:59 PM]

Une presentation du livre de Stephane Mallat

● analyse de régularité

● frames

Index

Pour un accès direct, voici une liste de liens menant aux principaux sujets:

Transformée de Fourier

Fréquence instantanée d'un signal analytique

Localisation temps-fréquence

Transformée de Fourier fenêtrée et transformée en ondelettes

Frames et bases de Riesz

Frames de Fourier fenêtrées et d'ondelettes

Approximations multirésolutions

Bases d'ondelettes

Bancs de filtres

Analyse de la régularité d'un signal

Détection de singularités

Reconstruction à partir des maxima

Détection de contours dans l'image et reconstruction

Algorithmes:

Transformée de Fourier fenêtrée rapide

Transformée en ondelettes rapide

Transformée dyadique rapide

Décomposition et reconstruction sur des bases

d'ondelettes orthonormées

Calculs numériques

Toutes les illustrations numériques du livre ont été réalisées sous Wavelab, une

Toolbox freeware pour Matlab, disponible à l'adresse

Une presentation du livre de Stephane Mallat

http://www-stat.stanford.edu/~wavelab/

Des travaux pratiques sont également disponibles. Ils ne nécessitent qu'un logiciel

compatible Matlab 4 (aucune toolbox n'est nécessaire) et ne requièrent aucune

connaissance préalable. Tout en se familiarisant avec Matlab, on implémente des

filtres miroirs conjugués et et on les utilise pour comparer diverses méthodes

d'approximation.

Historique:

4 Juin 1999: ajout des conditions générales de Stang et Fix, avec la preuve!

18 Mai 2001: ajout de la transition des bancs de filtres vers les analyses

multirésolution.

Centre

Automatique

et Systèmes

Recherche

options

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Decomposition and Reconstruction Schemes

Decomposition

Reconstruction