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A wavelet tutorial from S.

Mallat's book

A WAVELET TOUR OF SIGNAL PROCESSING BY STÉPHANE MALLAT
Academic Press, 1998

A SHORT PRESENTATION BY F. CHAPLAIS

for those who hate preambles

Hardware and Software Requirements
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
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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:
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Fourier analysis (chapter 2) 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:
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chapter 3 about discrete signals (except for the FFT and 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 Four tours are proposed, corresponding to four different topics. These tours are linked to each other sequentially. Many links allow navigation from one to topic to another for a nonlinear browsing.
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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 Fourier Transforms and Convolutions 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/ Uvi Wave is another freeware Matlab Toolbox.

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Control and Systems Department http://cas. Mallat's book Updates: June 4.ensmp. 1999 Feedback is welcome.html (4 of 4) [11/15/2003 9:42:50 PM] .A wavelet tutorial from S.fr/~chaplais/Wavetour_presentation/Wavetour_presentation_US. with proof! May 18. 2001: added mathematical transition from filter banks to multiresolution analysis Last update: February 2. 1999: Full Strang and Fix conditions added.

the notion of instantaneous frequency should be handled with caution. An instrumental note that is held is a more complex signal. Nonetheless. in particular. the frequencies may vary with time. A one dimensional signal is T>0 periodic if it is unchanged by a translation of T. the signal is entirely determined by its values over an interval of length T. a music piece may be modelized as a sequence of signals defined over intervals whose length is http://cas.Frequency and Period Frequency Analysis As shown in this tour. the 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. Period and Frequency What is a frequency? A frequency is the inverse of a period. This is why we recall the primary definition of a frequency. As a first approximation.html (1 of 2) [11/15/2003 9:42:52 PM] . Note: this presentation is proper to the site and does not come from the book. In the representation over an interval of length T. Hence its support has an infinite length.ensmp. A musical example A purely synthetic music note can be represented by a sinusoidal wave. A music or a speech recording is even more complex.fr/~chaplais/Wavetour_presentation/Intro/Periodicity_US.

html (2 of 2) [11/15/2003 9:42:52 PM] .ensmp.Frequency and Period determined by the tempo.fr/~chaplais/Wavetour_presentation/Intro/Periodicity_US. the analysis of a signal as a Fourier series or a Fourier integral provides a representation of its frequency contents. Every elementary signal can be periodized. Fourier series http://cas. Fourier Analysis Classically.

Fourier has shown that any periodic signal can be decomposed into harmonically related sinusoids: This analysis seems to fits the needs of music coding by using a Fourier series for every tempo unit.fr/~chaplais/Wavetour_presentation/transformees/Fourier/Fourier_Series.Fourier Series Fourier Series An N-periodic signal can be represented as a series of harmonically related sinusoids.ensmp. Fourier transform http://cas. and the frequency contents is actually a sinusoid contents. it cannot efficiently represent signals which are not synchronized with a tempo. The Fourier series becomes the Fourier transform. A solution consists in using a transform where the frequency is allowed to have continuous variations. such as speech recordings or images. This causes represented as a discontinuous signal over a bad convergence of its Fourier series. More generally. The concept of period disappears in the process. It has several drawbacks: q q q there may be points where the Fourier series does not converge a periodic continuous signal with a period different from 2π is .html [11/15/2003 9:42:54 PM] .

such as differentiation. Fourier transform The Fourier transform of f in L2 is The inverse Fourier transform represents f as a sum of sinusoids Properties The Fourier transform has many algebraic properties.html (1 of 2) [11/15/2003 9:42:57 PM] . Note that sinusoidal waves are eigenvectors of the differentiation operator. It is a global representation of a signal.ensmp.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. This makes it possible for the Fourier transform to give indications http://cas.fr/~chaplais/Wavetour_presentation/transformees/Fourier/Fourier_Transform.

Fourier transform on the regularity of a signal.fr/~chaplais/Wavetour_presentation/transformees/Fourier/Fourier_Transform. There exist.html (2 of 2) [11/15/2003 9:42:57 PM] . a definition of the instantaneous frequency of an analytic signal. A global representation The Fourier transform is a global representation of the signal. however. It is useless in practice because it fails to detect the summation of two signals. Trying to discriminate each of the stacked frequencies leads to a frequency analysis that is localized in frequency as well as in time. Implementation To reduce the number of operations. This requires some understanding of the time-frequency localization of signal. The convergence condition on the Fourier transform only gives the worst order of regularity.ensmp. It is nonetheless a convenient means of defining synthetic signals for numerical experimentations. It cannot analyze it local frequency contents or its local regularity. Time-Frequency Localization http://cas. It ignores local regular behaviours. the Fast Fourier Transform separates odd and even frequencies when computing a discrete Fourier transform.

Algebraic properties of the Fourier transform Algebraic Properties of the Fourier Transform http://cas.ensmp.html [11/15/2003 9:43:00 PM] .fr/~chaplais/Wavetour_presentation/transformees/Fourier/Agebraic_Properties.

html [11/15/2003 9:43:13 PM] .ensmp.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 This property is extended to Lipschitz regularity: http://cas.fr/~chaplais/Wavetour_presentation/transformees/Fourier/Regularity_with_Fourier.

fr/~chaplais/Wavetour_presentation/Regularite/LipschitzDefUS.ensmp.fr/~chaplais/Wavetour_presentation/Regularite/LipschitzDefUS.http://cas.GIF [11/15/2003 9:43:15 PM] .GIF http://cas.ensmp.

html (1 of 2) [11/15/2003 9:43:21 PM] .Fast Fourier Transform Fast Fourier Transform The discrete Fourier transform of a discrete signal with N samples is Using this formula to compute the Fourier transform requires N2 complex additions and multiplications.fr/~chaplais/Wavetour_presentation/transformees/Fourier/FFTUS. A simple computation shows that the even frequency coefficients are the coefficients of the Fourier transform of the N/2 periodic signal fp[n] = f[n] + f[n+N/2] and that the odd frequency coefficients are the coefficients of the Fourier transform of fi[n] = (f[n]-f[n+N/2]) e-2iπn/N One verifies by induction that the number of operations required by this method to compute the Fourier transform is of the order of KN log2(N). This is the basic principle of the Fast Fourier Transform.ensmp. Convolutions and circular convolutions The circular convolution of two N periodic signals is defined by http://cas. where K is a constant which does not depend on N. Variants exist that reduce K.

two M periodic signals are defined: and one can verify that their circular convolution is equal to the convolution for 0<=n<2M.html (2 of 2) [11/15/2003 9:43:21 PM] . The circular convolution is itself computed by performing the FFT of the two signals. Fourier Transform Fast Windowed Fourier Transform Fast Wavelet Transform http://cas.ensmp. For that purpose.fr/~chaplais/Wavetour_presentation/transformees/Fourier/FFTUS. For two signals f and h with a length M>=32. computing their convolution with an FFT is faster than using the straightforward formula. computing their product and then its inverse FFT.Fast Fourier Transform The discrete Fourier transform of a circular convolution is the product of the two discrete Fourier transforms.

fr/~chaplais/Wavetour_presentation/Intro/Instantanous_Frequency.html (1 of 2) [11/15/2003 9:43:29 PM] . The analytic part fa of a real signal f is given by its Fourier transform: and fa can properly be decomposed into a module and a complex phase: The instantanneous frequency is the nonnegative derivative of the complex phase: For a sinusoidal wave. the instantaneous frequency of the sum of two ordinary sinusoidal waves is the average of their frequencies. Hence the caracterization of the instaneous frequency of a signal in a sense that is consistent with the Fourier analysis in simple cases http://cas. this definition coincides with the usual frequency.ensmp. which does not coincide with the result of a Fourier analysis. Unfortunately.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.

ensmp. Fourier transform http://cas.Instantanous Frequency of an Analytic Signal requires other mathematical tools.fr/~chaplais/Wavetour_presentation/Intro/Instantanous_Frequency. However. analytic signals are very useful in the synthesis of signals with a given time varying frequency contents.html (2 of 2) [11/15/2003 9:43:29 PM] .

Then and its Fourier root http://cas. the signal should be analyzed by functions which are localized both in time and frequency.Time-Frequency Atoms Time-Frequency Localization There is no finite energy function which is compactly supported both in the time and frequency domains. If f is in L2.fr/~chaplais/Wavetour_presentation/atomes/Time-frequency_atoms. These sinusoids are very well localized in the frequency. for instance. since their support has an infinite length. This is a consequence of periodicity. This time-frequency localization is limited by the following two results: The uncertainty theorem of Heisenberg. The time-frequency localization is measured in the mean squares sense and is represented as a Heisenberg box. The Fourier transform can be viewed as a representation of a function as a sum of sinusoidal waves. but not in time. signals that are compactly supported in the time and Fourier domains. To represent the frequency behavior of a signal locally in time.html (1 of 3) [11/15/2003 9:43:34 PM] .ensmp. then its time root deviation deviation are defined.

In particular. In the limit case of a sinusoid. The previous inequality is an equality if and only if f is a Gabor chirp .fr/~chaplais/Wavetour_presentation/atomes/Time-frequency_atoms. this means that there is no instantaneous frequency analysis for finite energy signals. it is impossible to have an function in L2 which is compactly supported both in the time and Fourier domains. Hence. if its Fourier transform is compactly supported.ensmp. Similarly. then its Fourier transform cannot be zero on a whole interval.Time-Frequency Atoms A balance has to be reached between the time and frequency resolution. even if the Heisenberg constraints are verified. This localization is represented as a Heisenberg box.html (2 of 3) [11/15/2003 9:43:34 PM] . http://cas. Time-frequency localization is thus achievable only in the mean squares sense. then it cannot be zero on a time interval. Compact supports If f is non zero with a compact support. is zero and is infinite.

html (3 of 3) [11/15/2003 9:43:34 PM] . while the other one leads to the wavelet transform. Windowed Fourier transforms and wavelet transforms http://cas. it is reasonable to expect that their Heisenberg boxes pave the time frequency plane. Two time frequency localization strategies are presented in parallel.ensmp.fr/~chaplais/Wavetour_presentation/atomes/Time-frequency_atoms.Time-Frequency Atoms For a family of vectors to be a basis of L2. the first one leads to the windowed Fourier transform.

fr/~chaplais/Wavetour_presentation. Windowed Fourier Transform http://cas. which require O(N2 log2(N)) operations. the formula is that of a discrete Fourier transform.html [11/15/2003 9:43:35 PM] .sformees/Fourier_Fenetre/Fast_Windowed_Fourier. Hence the computation is performed with N fast Fourier transforms.Fast Windowed Fourier Transform Fast Windowed Fourier Transform The discrete windowed Fourier transform of an N periodic signal is For a fixed m...ensmp.

Windowed Fourier Transform

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

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:

This atom has a frequency center ξ and is symmetric with respect to u. The time and frequency spreads of these functions are constant. The family is generated by time and frequency translations of one atom. Here are examples of Heisenberg boxes of windowed Fourier
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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

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. This energy spread is measured by three parameters.

Implementation
The Fast Windowed Fourier Transform is equivalent to a sequence of FFTs.

Specrogram examples

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Fast Wavelet Transform Fast Wavelet Transform The discrete wavelet transform uses a discrete sequence of scales aj for j<0 with a=21/v.K/2].ensmp. The wavelet support is assumed to be [-K/2.fr/~chaplais/Wavetour_presentation/transformees/Ondelettes/Fast_Wavelet_Transf.html [11/15/2003 9:43:42 PM] . The discrete wavelet transform of f is which is a circular convolution between f and ψ1[n]=ψ[-n]. wher V is an integer. that is The signal and wavelet are N-periodized. For a signal of size N and 1<=aj<=N/K. These circular convolutions are computed with an FFT which requires O(N log2(N)) operations. The scalogram is computed from the wavelet transform and a parobolic interpolation is performed between three succesive scales aj to better localize the wavelet ridges. Wavelet transform http://cas. called the number of voices in the octave. a discrete wavelet is defined by sampling the scale at aj and time (for scale 1) at its integer values.

html (1 of 4) [11/15/2003 9:43:47 PM] . Its frequency spread is proportional to the inverse of s. Outline The wavelet transform is defined by where the base atom ψ is a zero average function. It takes two arguments: time and scale. If the frequency center of ψ is η.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. Here is an example of http://cas. centered around zero with a finite energy. The family of vectors is obtained by translations and dilatations of the base atom: The previous function is centered around u.fr/~chaplais/Wavetour_presentation/transformees/Ondelettes/Wavelet_Transform. like the windowed Fourier atom. Its time spread is proportional to s.ensmp. then the frequency center of the dilated function is η/s.

stable and redundant representation of the signal. The redundancy implies the existence of a reproducing kernel.Wavelet Transform Heisenberg boxes of wavelet atoms: At the finer scales. the wavelet transform is left invertible.fr/~chaplais/Wavetour_presentation/transformees/Ondelettes/Wavelet_Transform. Scalogram http://cas. more Heisenberg boxes can be placed side to side because there is a better time resolution.html (2 of 4) [11/15/2003 9:43:47 PM] . in particular. Under the condition it is a complete.ensmp. Properties The wavelet transform has thus a time frequency resolution which depends on the scale s.

http://cas.Wavelet Transform If η denotes the frequency center of the base wavelet. A theorem caracterizes fast decaying wavelets with n vanishing moments as the nth derivatives of a fast decaying function.ensmp. It computes a discrete transform with circular convolutions.html (3 of 4) [11/15/2003 9:43:47 PM] . dyadic wavelets are often used. a wavelet is simply a finite energy function with a zero mean. which are themselves computed with a FFT.fr/~chaplais/Wavetour_presentation/transformees/Ondelettes/Wavelet_Transform. Implementation The wavelet transform is computed with a Fast Wavelet Transform. The dyadic wavelet transform is implemented by filter banks. the most important feature of a wavelet is the number of its vanishing moments: The vanishing moments property makes it possible to analyse the local regularity of a signal. The scalogram of a signal is defined by The normalized scalogram is . then the frequency center of a dilated wavelet is ξ=η/s. Choice of Window As far as the continuous wavelet transform is concerned. Besides its Heisenberg box. To speed up computations.

html (4 of 4) [11/15/2003 9:43:47 PM] .Wavelet Transform Scalogram examples http://cas.fr/~chaplais/Wavetour_presentation/transformees/Ondelettes/Wavelet_Transform.ensmp.

html [11/15/2003 9:43:49 PM] .ensmp.fr/~chaplais/Wavetour_presentation/transformees/Chirps/ChirpsUS.Chirps Chirps are analytic signals which have a particular instantaneous frequency. A gaussian chirp is defined by A linear chirp is defined by A quadratic chirp is defined by A hyperbolic chirp is defined by http://cas.

fr/~chaplais/Wavetour_presentation/transformees/Gabor/Gabor_Wavelet.ensmp.html [11/15/2003 9:43:53 PM] .Gabor Chirps and Wavelets f is a Gabor chirp if there is such that A Gabor wavelet is a particular Gabor chirp with For the wavelet is approximatively analytic. http://cas.

and time frequecy center which coincides with the signal's. which is a rectangle with a time width and a frequency heigth . http://cas.ensmp.html [11/15/2003 9:43:55 PM] .Heisenberg Box Heisenberg Box The "time frequency localization" of an atom is represented as a "Heisenberg box" located in the time frequency plane.fr/~chaplais/Wavetour_presentation/atomes/Heisenberg_box.

ensmp. 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. It takes two arguments: time and frequency.fr/~chaplais/Wavetour_presentation/transformees/Transforms. Outline 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. 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. The family of vectors is obtained by translations and http://cas.html (1 of 6) [11/15/2003 9:43:57 PM] . It takes two arguments: time and scale.Time Frequency Transforms 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. centered around zero with a finite energy.

The family is generated by time and frequency translations of one atom.fr/~chaplais/Wavetour_presentation/transformees/Transforms. The time and frequency spreads of these functions are constant. like the windowed Fourier atom. then the frequency center of the dilated function is η/s.ensmp.Time Frequency Transforms dilatations of the base atom: This atom has a frequency center ξ and is symmetric with respect to u. If the frequency center of ψ is η. Here is an example of Heisenberg boxes of wavelet atoms: http://cas. Its time spread is proportional to s. Here are examples of Heisenberg boxes of windowed Fourier atoms: The previous function is centered around u.html (2 of 6) [11/15/2003 9:43:57 PM] . Its frequency spread is proportional to the inverse of s.

This energy spread is measured by three parameters.ensmp.html (3 of 6) [11/15/2003 9:43:57 PM] . or rather its Fourier transform. stable.fr/~chaplais/Wavetour_presentation/transformees/Transforms.Time Frequency Transforms Properties The windowed Fourier transform has a constant time frequency resolution. redundant representation of the signal. Under the condition Implementation The Fast Windowed Fourier Transform is equivalent to a sequence of FFTs. Properties The wavelet transform has thus a time frequency resolution which depends on the scale s. http://cas. At the finer scales. This resolution can be can be changed by rescaling the window g. whose energy should be concentrated around 0. Hence it is invertible. The redundancy implies the existence of a reproducing kernel. It is a complete. Spectrogram The square modulus of the windowed Fourier transform is the spectrogram of a signal: Choice of Window The properties of the windowed Fourier transform are determined by the window g. more Heisenberg boxes can be placed side to side because there is a better time resolution.

the wavelet transform is left invertible.ensmp. then the frequency center of a dilated wavelet is ξ=η/s.fr/~chaplais/Wavetour_presentation/transformees/Transforms. Choice of Window As far as the continuous wavelet transform is http://cas. stable and redundant representation of the signal. The redundancy implies the existence of a reproducing kernel. in particular.html (4 of 6) [11/15/2003 9:43:57 PM] .Time Frequency Transforms Specrogram examples it is a complete. Scalogram If η denotes the frequency center of the base wavelet. The scalogram of a signal is defined by The normalized scalogram is .

html (5 of 6) [11/15/2003 9:43:57 PM] . which are themselves computed with a FFT. a wavelet is simply a finite energy function with a zero mean. http://cas. A theorem caracterizes fast decaying wavelets with n vanishing moments as the nth derivatives of a fast decaying function. It computes a discrete transform with circular convolutions. To speed up computations. dyadic wavelets are often used. the most important feature of a wavelet is the number of its vanishing moments: The vanishing moments property makes it possible to analyse the local regularity of a signal.fr/~chaplais/Wavetour_presentation/transformees/Transforms.ensmp. Implementation The wavelet transform is computed with a Fast Wavelet Transform. The dyadic wavelet transform is implemented by filter banks. Besides its Heisenberg box.Time Frequency Transforms concerned.

ensmp.fr/~chaplais/Wavetour_presentation/transformees/Transforms.Time Frequency Transforms Scalogram examples http://cas.html (6 of 6) [11/15/2003 9:43:57 PM] .

the energy of the window is well concentrated around 0. Three important parameters evaluate this energy spread: q the root mean square bandwidth ∆ω defined by If ∆ω is small.ensmp. q the maximal amplitude A of its first side lobes. whose energy should be concentrated around 0..Choice of WFT window Choice of Fourier Window The properties of the windowed Fourier transform are determined by the window g..fr/~chaplais/Wavetour_present.html (1 of 2) [11/15/2003 9:43:59 PM] . measured in decibels: http://cas. or rather its Fourier transform.mees/Fourier_Fenetre/Choice_of_WFT_window.

Name Rectangle Hamming Gaussian Hanning g(t) 1 0.89 -13 db 0 1.46 cos(2πt) exp(-18t2) cos2(πt) ∆ω A p 0.Choice of WFT window These side lobes can create "shadows" on each side of the frequency center.54 + 0.55 -55 db 0 1..html (2 of 2) [11/15/2003 9:43:59 PM] .44 -32 db 2 Blackman 0.5 cos(2πt) + 0.36 -43 db 0 1.ensmp.42 + 0.mees/Fourier_Fenetre/Choice_of_WFT_window..08 cos(4πt) 1.68 -58 db 2 http://cas. normalized so that g(0) = 1. q The polynomial exponent which describes the decay of the window's Fourier transform at high frequencies It sums up the behavior of the Fourier transform beyond the first side lobes.fr/~chaplais/Wavetour_present. The following table gives the values of these parameters for classical windows.

Spectrogram Examples

Spectrogram Examples
These few examples are made of analytic signals whose intanteous frequencies are known. They illustrate the windowed Fourier transform's ability to localize instaneous frequencies.

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

Now 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. Below is its spectrogram and the complex phase of its windowed Fourier transform, computed with a gaussian window. The components of this synthetic signal have explicit instantaneous frequencies.

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Spectrogram Examples

Here is the sum of two hyperbolic chirps and its spectrogram.

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Spectrogram Examples

The "instantaneous frequencies" are well tracked in the first 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. In these three examples, it seems that the instantaneous frequencies is traced by the spectrogram's mawima, provided these frequencies are not too close.

Windowed Fourier Ridges and Instantaneous Frequencies

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html (1 of 3) [11/15/2003 9:44:23 PM] . The definition of the Lipschitz regularity is Fourier condition Naturally. it is necessary to use a transform which is localized in time. A signal is regular if it can be locally approximated by a polynomial. Wavelet Transform Condition Assume that the wavelet has n vanishing moments: http://cas. The wavelet transform makes it possible to analyze the pointwise regularity of a function.ensmp.Regularity Analysis Regularity Analysis The Fourier transform analyses the global regularity of a function.fr/~chaplais/Wavetour_presentation/Regularite/Regularity. To get conditions on the local or even pointwise regularity of a signal. this a global regularity condition.

around v. The wavelet transform of this polynomial is zero. If f is a function which is a little bit more than n times differentiable at point v.Regularity Analysis and has n continuous derivatives with a fast decay.ensmp. Example http://cas. to the whole real axis.html (2 of 3) [11/15/2003 9:44:23 PM] . If this error can be uniformly estimated on an interval. This condition relates the pointwise regularity of a signal to the decay of its wavelet transform's modulus. of course. It can be extended to an interval and. A fast decaying wavelet has n vanishing moments if and only if its is the nth derivative of a fast decaying function. its order is that of the error between the polynomial and the function.fr/~chaplais/Wavetour_presentation/Regularite/Regularity. then it can be approximated by a polynomial of degree n. this yields a tool for regularity analysis on an interval.

ensmp.fr/~chaplais/Wavetour_presentation/Regularite/Regularity.html (3 of 3) [11/15/2003 9:44:23 PM] . computed with the derivative of a Gaussian. Zero coefficients are represented by a medium gray. Finer scales are at top.Regularity Analysis A signal and its wavelet transform. Notice the cones below the singularities. Detection of Singularities http://cas. the regular parts are medium gray. Hence.

fr/~chaplais/Wavetour_presentation/transformees/Ondelettes/momentsUS.http://cas.ensmp.ensmp.gif [11/15/2003 9:44:25 PM] .gif http://cas.fr/~chaplais/Wavetour_presentation/transformees/Ondelettes/momentsUS.

a progressively detailed image is displayed on screen.html (1 of 3) [11/15/2003 9:44:26 PM] . While browsing these pages. Definition A sequence Vj . of subspaces of L2(R) is a multiresolution approximation if the six following conditions are satisfied: Condition Interpretation http://cas. j in Z.fr/~chaplais/Wavetour_presentation/Multiresolution/Multiresolution_Approx. 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. you certainly have downloaded interlaced GIF images. During the download.Multiresolution Approximation Multiresolution Approximations Are The Foundation of Dyadic Wavelets Dyadic wavelets are wavelets which satisfy an additional scaling property. This idea of consecutive approximations at finer and finer resolutions is formalized by the concept of multiresolution approximation (or multiresolution analysis).ensmp.

Vj+1 is a subspace of Vj Vj is 2j translation invariant. all finite energy signals are perfectly 2. The union of the Vj is dense At the infinite resolution.fr/~chaplais/Wavetour_presentation/Multiresolution/Multiresolution_Approx. Condition 1 shows that this grid is obtained from the case j=0 by a 2j rescaling..Multiresolution Approximation There exists an underlying dyadic Vj+1 is obtained from Vj by sequence of time grids. There is an underlying time grid with step 2j. Riesz basis is a frame of linearly independent vectors. A less literary definition is available. The rescaling of θ does not modify the area of its Heisenberg box. the only finite energy signal is 0. Any low resolution signal is also a high resolution signal. e.ensmp.g. A make a Riesz basis of V0.html (2 of 3) [11/15/2003 9:44:26 PM] . 0 in L2. 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. the intervals satisfy a geometric a factor 2 rescaling progression with reason 2. like for non dyadic wavelets. For any j. in L reproduced. Examples of multiresolution approximations What of wavelets? http://cas. but it changes the proportions of the box. The intersection of the Vj is A a zero resolution.

html (3 of 3) [11/15/2003 9:44:26 PM] .ensmp.fr/~chaplais/Wavetour_presentation/Multiresolution/Multiresolution_Approx. Properties http://cas.Multiresolution Approximation The wavelets are used to build a basis in which are represented the details that are gained between a resolution and the next finer one.

Compare this algorithm to the decomposition and reconstruction algorithm over a basis of biorthogonal wavelets. In the decomposition case. For any j>=0. and let The algorithme à trous computes the fast dyadic wavelet transform in the following way: (the ~ filters are the dual filters of the biorthogonal system).Algorithme a trous Fast Dyadic Transform Algorithme à trous The fast dyadic wavelet transform is implemented using filter banks.. which means "holes algorithm"). This implementation is very close to the implementation of the fast (bi)orthogonal wavelet transform. Here the filter is "stretched" to take into account the rescaling and the convolution is performed without any subsampling. then the output is subsampled. except that no subsampling is performed.ensmp.ndelettes%20dyadiques/Algorithme_a_trousUS.fr/~chaplais/Wavetour_presenta. let and the discrete data is likened to the a0[n]. We also define For a given filter x with coefficients x[n].. the data is convolved with the symmetrized filter. xj[n] denotes the filter obtained by inserting 2j-1 zeroes between every x coefficient (hence the French name "algorithme à trous". Here is a scheme of the filter bank: http://cas.html (1 of 2) [11/15/2003 9:44:31 PM] .

.html (2 of 2) [11/15/2003 9:44:31 PM] .Algorithme a trous Dyadic Wavelet Transform Reconstruction From Dyadic Maxima http://cas.ndelettes%20dyadiques/Algorithme_a_trousUS.fr/~chaplais/Wavetour_presenta..ensmp.

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] .html (1 of 2) [11/15/2003 9:44:37 PM] . It reconstructs it by inserting zeroes.Perfect Reconstruction Filters Perfect Reconstruction and Conjugate Mirror Filter Banks A perfect reconstruction filter bank decomposes a signal by filtering and subsampling. 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.fr/~chaplais/Wavetour_presentation/filtres/Perfect_Reconstruction. this can be written as: a2 [n] = z(a1) * h2 [n] + z(d1) * g2 [n] . http://cas. The following figure illustrates the decomposition and reconstruction process. If z(x) denotes the signal obtained from x by inserting a zero between every sample. filtering and summation.ensmp.

Caracterization Perfect reconstruction filter banks are caracterized in a theorem by Vetterli. If. the g and g2 filters can easily be derived from the h and h2 filters. and the filter synthesis is equivalent to solving where h and h2 are trigonometric polynomials. the filters are called conjugate mirror filters.ensmp.fr/~chaplais/Wavetour_presentation/filtres/Perfect_Reconstruction. When the filters have a finite impulse response.Perfect Reconstruction Filters The filter bank is said to be a perfect reconstruction filter bank when a2 = a0 . From filters to wavelets http://cas. h = h2 and g = g2.html (2 of 2) [11/15/2003 9:44:37 PM] . additionally.

The makup of this signal explicitly introduces instantaneous frequencies. Here is the sum of two parallel linear chirps with its scalogram. http://cas. When the frequency increases.Normalized Saclogram examples Normalized Scalogram examples These few examples are based on the same synthetic signals as for the windowed Fourier transform.fr/~chaplais/Wavetour_presenta. and two modulated gaussians. They illustrate the wavelet transform's ability to localize instaneous frequencies. Their computations have been performed with a Gabor wavelet. the frequency resolution of the transform decreases..ensmp. Here is the normalized scalogram and the complex phase of the wavelet transform of a synthetic signal which is the sum of a linear chirp with an increasing frequency.transformees/Ondelettes/Scalogram_Examples. a quadratic chirp with a decreasing frequency.html (1 of 3) [11/15/2003 9:44:52 PM] ..

Normalized Saclogram examples Here is the sum of two hyperbolic chirps and its scalogram. the instantaneous frequencies are more blurred in the scalogram than in the spectrogram. The decreasing frequency resolution is masked by the vertical asymptotic tendency.transformees/Ondelettes/Scalogram_Examples. On the other hand...html (2 of 3) [11/15/2003 9:44:52 PM] . In the first example. http://cas.fr/~chaplais/Wavetour_presenta.ensmp. the variable time resolution of the wavelet transform makes it possible to track the hyperbolic frequency across time.

html (3 of 3) [11/15/2003 9:44:52 PM] .transformees/Ondelettes/Scalogram_Examples.fr/~chaplais/Wavetour_presenta.Normalized Saclogram examples Wavelet Ridges and Instantaneous Frequencies http://cas..ensmp..

fr/~chaplais/Wavetour_presentation/frames/Frames_IntroUS. http://cas. the frame is said to be tight. A frame is a family of vectors which can represent any finite energy signal by the sequence of its inner products with the vectors of the family. However. In general.ensmp. possibly redundant.html (1 of 3) [11/15/2003 9:44:57 PM] . If A=B. Example: consider a family of three vectors in the plane which are obtained by succesive rotations of a third of turn of one vector. 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. This family is a tight frame of the plane. One can see that not all sequences of values may represent a sequence of samples. Oversampling is an example of a represention of signals in a frame.Frames Frames Frames are a stable. A Riesz basis is a frame whose vectors are linearly independant. for any f in H. representation of signals. frames are a stable and redundant representation of signals. with A=B=3/2. It is a generalization of the concept of basis in a linear space. it may be possible that not all sequences of reals represent an finite energy signal.

then A<=1<=B. It is used to build a signal approximation from any sequence of real numbers. If A>1. For any f in H. The computation of (U*U)-1f can be performed by a conjugate gradient algorithm. and http://cas. U has one or an infinity of left inverses. The frame is then an orthonormal basis if and only if A=B=1.html (2 of 3) [11/15/2003 9:44:57 PM] . Pseudo Inverse U denotes the operateur which transforms a signal f into the sequence of its frame inner products. of U is the left inverse of U which is zero The pseudo-inverse on the orthogonal complement of the image of U. Dual Frame The image of the frame through (U*U)-1 is a frame called the dual frame. It is the minimum norm left inverse. A finite family is always a frame of the linear space that it generates.Frames Properties The frame vectors are supposed to be of unit norm.fr/~chaplais/Wavetour_presentation/frames/Frames_IntroUS. If the frame vectors are independent. then the frame is redundant.ensmp.

Frames If the original frame is a Riesz basis. that is Windowed Fourier Frames and Wavelet Frames http://cas. then the two frames form a biorthogonal basis system.fr/~chaplais/Wavetour_presentation/frames/Frames_IntroUS.html (3 of 3) [11/15/2003 9:44:57 PM] .ensmp.

Wavelet Frames To cover the time frequency plane with wavelet Heisenberg boxes.ensmp. continuously differentiable window that generates an orthogonal windowed Fourier basis (BalianLow theorem). Two important results should be emphasized: q there is no compactly supported. time steps which are inverse proportional to the frequecy step are used instead. it only logical to use a regular rectangular grid to place the time frequency centers. a tiling of the time frequency plane by the discrete family of Heisenberg boxes is desirable. The following differences with the windowed Fourier frames should be emphasized: http://cas. To get a frame after discretization of the windowed Fourier transform. Daubechies gives necessary conditions for the previous tiling to yield a frame: Sufficient conditions also exist. a regular grid is not used.fr/~chaplais/Wavetour_presentation/frames/Windowed_Frames. The wavelet is assumed to satisfy the reconstruction condition Daubechies gives the following necessary condition on the tiling to yield a frame: which garantees the invertibility of the wavelet transform. the latter being itself proportional to the scale.html (1 of 3) [11/15/2003 9:45:01 PM] . Sufficient conditions also exist.Windowed Frames Windowed Fourier Frames The Heisenberg boxes of windowed Fourier atoms have dimensions which do not depend on their time or frequency center. Hence.

Windowed Frames q the dual frame of a windowed Fourier frame is also a window Fourier frame. However. most interesting signal patterns are not naturally synchronized with frame intervals. in the cases of bases. Another time invariant represenation is the representation by dyadic wavelet maxima.html (2 of 3) [11/15/2003 9:45:01 PM] . the structure of a signal may be degraded at the lower resolutions. which is discrete in scale but not in time (in practice. a dual wavelet basis can be built by other means (look at the wavelet bases for more. Now. In particular. Why wavelet bases are studied nonetheless In practice.fr/~chaplais/Wavetour_presentation/frames/Windowed_Frames. this means that signals are oversampled when switching to coarser resolutions). the dyadic wavelet transform is implemented by perfect reconstruction filter banks. It is less redundant. especially the biorthogonal ones) Translation invariance In both cases (Fourier or wavelets). but is not complete.ensmp. http://cas. These fast filter banks correspond to wavelet bases which are built from multiresolution approximations. the dual frame of a wavelet frame is not a wavelet frame. the frame representation has the drawback of not being translation invariant with respect to time or frequency. q q there are continuously differentable wavelets that generate frames (look at the construction of wavelet bases for more) in the general case. This motivates the study of the dyadic wavelet transform.

ensmp.fr/~chaplais/Wavetour_presentation/frames/Windowed_Frames.html (3 of 3) [11/15/2003 9:45:01 PM] .Windowed Frames Multiresolution Approximations and Wavelet Bases http://cas.

ensmp.fr/~chaplais/Wavetour_presentation/transformees/Fourier_Fenetre/window-design.http://cas.gif http://cas.ensmp.gif [11/15/2003 9:45:03 PM] .fr/~chaplais/Wavetour_presentation/transformees/Fourier_Fenetre/window-design.

Windowed Fourier Rigdes

Windowed Fourier Ridges
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. The windowed Fourier ridges are the maxima points of the 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.

Time Frequency Resolution
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:

http://cas.ensmp.fr/~chaplais/Wavetour_presentat...transformees/Fourier_Fenetre/Fourier_Ridges.html (1 of 2) [11/15/2003 9:45:09 PM]

Windowed Fourier Rigdes

where s is the scaling which has been applied to the Fourier window, and ∆ω is the bandwidth of the unscaled window g. This is a condition on the absolute frequency difference. It is related to the structure of the time frequency tiling. Hence, the windowed Fourier ridges can detect instantaneous frequencies provided they are not too close.

Examples of Windowed Fourier Ridges

http://cas.ensmp.fr/~chaplais/Wavetour_presentat...transformees/Fourier_Fenetre/Fourier_Ridges.html (2 of 2) [11/15/2003 9:45:09 PM]

Wavelets

Orthogonal Wavelets
Let us recall that a multiresolution approximation is a nested sequence of linear spaces. The orthogonal complement Wj of Vj in Vj-1 can be thus defined:

Biorthogonal Wavelets
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-jtn), 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 Like in the orthogonal case, a signal in L2 can be written as ψ is an orthogonal wavelet associated to the multiresolution approximation. A signal f in L2 can be decomposed as

where φ is an orthogonal scaling function of the multiresolution.

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/ondelettes/Wavelets.html (1 of 4) [11/15/2003 9:45:17 PM]

Wavelets A theorem by Mallat and Meyer builds an orthogonal wavelet from a scaling function. From the real axis to the interval http://cas.ensmp. The wavelet is a cubic spline because it is a linear combination of cubic splines. The wavelet is not compactly supported.html (2 of 4) [11/15/2003 9:45:17 PM] .fr/~chaplais/Wavetour_presentation/ondelettes/Wavelets. Example Below is a biorthogonal system which includes a cubic B-spline. Dropping the orthogonality constraint makes possible to have both regularity and symmetry. Example Here is a cubic spline scaling function and the corresponding cubic spline Battle-Lemarié wavelet. and their Fourier transform.

Biorthogonal cubic B-spline scaling function Dual scaling function Properties Biorthogonal spline wavelet Dual Wavelet The construction of biorthogonal wavelets over the interval or in dimension 2 will not be presented here. It follows the same lines as in the orthogonal case.html (3 of 4) [11/15/2003 9:45:17 PM] . From dimension 1 to dimension 2 There are several methods to build wavelet bases on functional spaces in dimension greater than 1. http://cas.ensmp. The simplest ones uses separable wavelets. There are several methods to transform them into wavelet bases over an interval. Once discretized.fr/~chaplais/Wavetour_presentation/ondelettes/Wavelets. they are used to process finite signals.Wavelets Wavelet bases are bases of L2(R).

html (4 of 4) [11/15/2003 9:45:17 PM] .ensmp.fr/~chaplais/Wavetour_presentation/ondelettes/Wavelets.Wavelets Properties http://cas.

Definition The dyadic wavelet transform of f is defined by It defines a stable complete representation if its Heisenberg boxes cover all of the frequency axis. Time is not sampled. It is implemented by perfect reconstruction filter banks.Dyadic Wavelet Transform Dyadic Wavelet Transform Dyadic wavelet transforms are scale samples of wavelet transforms following a geometric sequence of ratio 2.html (1 of 2) [11/15/2003 9:45:21 PM] .ensmp. that is. This transform uses dyadic wavelets. if there exist A et B such that The family of dyadic wavelets is a frame of L2(R). http://cas.fr/~chaplais/Wavetour_presentation/ondelettes%20dyadiques/Dyadic_Transform.

Implementation The fast dyadic wavelet transform uses the same filters as for the computation of the fast wavelet transform of a discrete signal. The wavelets satisfy then scaling equations and the fast dyadic wavelet transform is implemented using filter banks.html (2 of 2) [11/15/2003 9:45:21 PM] . except that no subsampling is performed. it is possible to proceed as for the construction of orthogonal and biorthogonal wavelet bases. using conjugate mirror or perfect reconstruction filter banks. Back to top Next path http://cas.fr/~chaplais/Wavetour_presentation/ondelettes%20dyadiques/Dyadic_Transform. To do so.Dyadic Wavelet Transform Wavelet synthesis To build dyadic wavelets.ensmp. it is sufficient to satisfy the previous condition.

html (1 of 2) [11/15/2003 9:45:23 PM] .ensmp. numerical experiments have shown that it is possible to reconstruct usual signals with a relative mean sqaure error smaller than 10-2. Outline The continuous wavelet transform detects isolated singularities with their order of singularity. http://cas. only the dyadic wavelet transform is considered to take advantage of the fast algorithme à trous which implemented by filter banks. The regular part of the signal is coded in its coarsest approximation.Reconstruction From Dyadic Maxima Reconstruction From Dyadic Wavelet Modulus Maxima A signal is representated by its low pass approximation and the modulus maxima of its dyadic wavelet transform. It is sensible to try to reconstruct a signal from this coarse resolution and from its wavelet modulus maxima. In practice. This representation allows an almost perfect reconstruction of a signal. In practice. From a theoretical point of view. Meyer and Berman have proved that the representation by dyadic maxima is not complete because several signals may exhibit the same wavelet maxima.fr/~chaplais/Wavetour_presentation/ondelettes%20dyadiques/Dyadic_Maxima. On images. the difference is not visible.

Reconstruction From Dyadic Maxima Implementation A signal is to be reconstructed from the values and locations uj. Edge Dectection and Reconstruction http://cas.p of its wavelet modulus maxima. Since this problem actually bears on discrete signals. To this reconstruction a previously stored low frequency component defined by the sample averages is added. 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. this simplified probleme is an inverse frame problem. Here is a preview of it: Images. An example in PDF format (32 Kb) is available.ensmp. j being the scale and p the time localization. Solving this problem tends to create signal with modulus maxima at the right locations with the correct values.fr/~chaplais/Wavetour_presentation/ondelettes%20dyadiques/Dyadic_Maxima.html (2 of 2) [11/15/2003 9:45:23 PM] . which can be solved using a conjugate gradient algorithm.

Below are the modulus maxima of the previous example: http://cas. the following theorem proves that there cannot be a singularity without a local maximum of the wavelet transform at the finer scales.Detection of singularities Detection of singularities Wavelet transform modulus maxima are related to the singularities of the signal. More precisely.html (1 of 3) [11/15/2003 9:45:51 PM] . is sequence of modulus maxima is detected which converges to the singularity.fr/~chaplais/Wavetour_presentation/Regularite/Detection_of_singularities.ensmp. In the general case. This theorem indicates the presence of a maximum at the finer scales where a singularity occurs.

ensmp. and not to a scale. The decay rate of the maxima along the curves indicate the order of the isolated singularities (this a consequence of theorems 6.html (2 of 3) [11/15/2003 9:45:51 PM] . Instantanuous frequencies are detected from the maxima of the normalized scalogram: which differs in two ways: normalization. the maxima curves are connected and go through all of the finer scales. 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.fr/~chaplais/Wavetour_presentation/Regularite/Detection_of_singularities.6 when extended to an interval): http://cas.Detection of singularities Modulus maxima are in yellow (light grey on greyscale monitor). Warning: these are the modulus maxima of the wavelet transform. When the wavelet is the nth derivative of a gaussian.4 et 6. and the fact that the variable is homogeneous to a frequency. A PDF file shows the connection between wavelet modulus maxima and the signal singularities.

Fine scales are on the left. the slope is close to 1. For t=14. the slope is 1/2. 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. For t=108. it has a discontinuity.Detection of singularities The modulus maxima are displayed as a function of the scale in log-log axes.html (3 of 3) [11/15/2003 9:45:51 PM] . and the signal is 0-Lipschitz here. that is.fr/~chaplais/Wavetour_presentation/Regularite/Detection_of_singularities. which indicates that the signal is 1/2 Lipschitz here. and the slope gives the estimated singularity order.ensmp. Reconstruction From Dyadic Maxima http://cas.

html (1 of 3) [11/15/2003 9:45:56 PM] . The coefficients of h and g are defined by the scaling equations http://cas.ensmp. with h1[n] = h[-n] and g1[n] = g[-n].fr/~chaplais/Wavetour_presentation/ondelettes/Biortho_Wave_and_filt.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. The scaling equations imply the coefficients a1 [n] and d1 [n] of a 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] . In practice this recursion is initialized by considering that the discrete signal samples are some fine resolution coefficients.

The coefficients of h2 and g2 are defined by the scaling equations http://cas. a0[n] is reconstructed from a1 [n] and d1 [n] by inserting zeroes between two consecutive samples and summing their convolutions with the dual filters h2 et g2 which define the dual scaling equations: a0 [n] = z(a1) * h2 [n] + z(d1) * g2 [n] where the z operator represents the insertion of zeroes.Biorthogonal Wavelets and Discrete Filters or.ensmp.html (2 of 3) [11/15/2003 9:45:56 PM] .fr/~chaplais/Wavetour_presentation/ondelettes/Biortho_Wave_and_filt. in the Fourier domain: Conversely.

the scaling coefficients are considered to be samples of the function. Hence the construction of biorthogonal wavelets is equivalent to the synthesis of perfect reconstruction filters having a stability property. wavelet) are all zero but for one within their on resolution (resp. detail) space basis. For high resolutions. in the Fourier domain: This algorithm is used to evaluate the scaling functions and wavelets. Filtering http://cas. Indeed the coefficients of a scaling function (resp.ensmp.Biorthogonal Wavelets and Discrete Filters or.fr/~chaplais/Wavetour_presentation/ondelettes/Biortho_Wave_and_filt. The reconstruction algorithm provides the coefficients in the finer resolutions.html (3 of 3) [11/15/2003 9:45:56 PM] .

i.Vetterli g and g2 can be eliminated from the previous equations. the Fourier transforms of such filters are trigonometric polynomials. then there exists a real number a and an integer l such that Back to perfect reconstruction filters http://cas.ensmp.e.121) and (7. its determinant is a trigonometric monomial. which leads to the necessary condition: For filite impulse response filters.122) form a linear system with respect to h2 and g2.121) . and it can be shown that the associated matrix is unimodular. Equations (7.(7.fr/~chaplais/Wavetour_presentation/filtres/VitterliUS. In this ring. units are trigonometric monomials.html [11/15/2003 9:45:59 PM] .129) can be interpreted as Bezout identities in the ring of trigonometric polynomials.. and conditions (7.

37) on the conjugate mirror filter h for it to define a scaling function. The two decompositions are related by the following equations: aj[n] = Aj[2jn] dj[n] = Dj[2jn] http://cas.fr/~chaplais/Wavetour_presenta.From filters to wavelets From filters to wavelets Wavelets and scaling functions Biorthogonal wavelets and scaling functions are caracterized by a perfect reconstruction filter bank. A recursive decomposition which similar to the previous one can be performed by the algorithme à trous to generate low resolution signal Aj and a sequence of detail signals D1 . Indeed..... This is expressed by an additional condition (7. Dj.ndelettes%20dyadiques/FromFilters2Wavelets.. a perfect reconstruction filter bank (or any pair of conjugate mirror filters) does not necessarily generate a wavelet system. that is when the number of filter bank cascades goes to the infinity..ensmp. some attention has to be paid to the stability of the decomposition and reconstruction schemes as the number of scales increases. repeating this construction produces a low resolution signal aj and a sequence of detail signals d1 .html (1 of 2) [11/15/2003 9:46:03 PM] . orthogonal wavelets and scaling functions are caracterized by a pair of conjugate mirror filters. Perfect reconstruction filter banks and algorithme à trous The decomposition can be performed on the signal a1 to generate a signal a2 and a signal d2.. dj. Nonetheless..

From filters to wavelets

From algorithme à trous to scaling functions
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

http://cas.ensmp.fr/~chaplais/Wavetour_presenta...ndelettes%20dyadiques/FromFilters2Wavelets.html (2 of 2) [11/15/2003 9:46:03 PM]

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:

like Gabor wavelets. The atoms are similar to a windowed Fourier transform's, but, after rescaling, the window width is proportional to the "frequency" ξ=η/s. Hence, similar windows are used, but with a different time frequency tiling. The wavelet ridges are the maxima points of the normalized 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.

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/transformees/Ondelettes/Wavelet_Ridges.html (1 of 2) [11/15/2003 9:46:09 PM]

Wavelet Ridges

Time frequency resolution
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 where ∆ω is the wavelet bandwidth and η its frequency center. These conditions bear on the relative frequency differences. They are related to the structure of the time frequency tiling. Hence, the wavelet ridges can detect instantaneous frequencies provided their relative distances are not too small.

Examples of Wavelet Ridges

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/transformees/Ondelettes/Wavelet_Ridges.html (2 of 2) [11/15/2003 9:46:09 PM]

which is called a scaling function. The scaling function is a cubic spline because it is generated by cubic splines. in the Fourier domain http://cas. there is necessarily a sequence of real numbers h[n] such that or. Scaling Equation One can verify that the other resolutions are generated by a suitable dilatation of these bases of translated atoms.ensmp.fr/~chaplais/Wavetour_presentation/Multiresolution/Orthogonal_Multires. Observe the time frequency localization. It is a particular case of a biorthogonal system where both bases are equal.. Since the resolutions are embedded.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.html (1 of 3) [11/15/2003 9:46:16 PM] . Scaling function built from cubic spline approximations and its Fourier transform.

h is sais to be a Finite Impulse Response (FIR) filter. It is proved that h is a conjugate mirror filter. In particular.Orthogonal Multiresolution Approximations assuming the Fourier transform is continuous. the filter coefficients that correspond to the cubic spline scaling function are given. It entirely determines the scaling function and most of its properties.35) means that h is a conjugate mirror filter.html (2 of 3) [11/15/2003 9:46:16 PM] .37) garantees that the function defined by (7. the scaling function is compactly supported if and only if h has a finite number of non zero coefficients. The following one gives necessary and sufficient conditions for h to generate a scaling function: Condition (7. For more info. Condition (7.ensmp.36) is simply a normalization. http://cas. The study of the filters h which generate multiresolution approximations has produced many important theorems. see the page on the properties of of orthogonal wavelets and how they are related the the filter h.fr/~chaplais/Wavetour_presentation/Multiresolution/Orthogonal_Multires. Condition (7.38) has a finte energy. As an example.

html (3 of 3) [11/15/2003 9:46:16 PM] .ensmp. ϕ(t-n) > in V0 by a convolution with the conjugate mirror filter h and a subsampling: a1 [n] = a0 * h1 [2n] Back to Multiresolution Approximations http://cas.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 .fr/~chaplais/Wavetour_presentation/Multiresolution/Orthogonal_Multires.

ensmp. regularity and symmetry of the wavelet and scaling function are determined by the scaling filter. Rescaling can be interpreted as discrete filtering.fr/~chaplais/Wavetour_presentation/ondelettes/Properties_of_Orth_Wave. Vanishing moments. this equation becomes The h and g filters are a conjugate mirror filter bank.Properties of Orthogonal Wavelets Properties Dilated wavelets are related by a scaling equation. While this property is used to describe the approximating http://cas. It is a consequence of (7.60): In the Fourier domain. Scaling equation ψ(t/2) and φ(t) are related by a scaling equation. support.html (1 of 4) [11/15/2003 9:46:21 PM] . 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. similar to the equation which relates ϕ(t/2) and ϕ(t).

g. to generate an orthogonal wavelet with p vanishing moment. Atoms are thus compactly supported if and only if the filter h is. Compact support Compactly supported wavelets and scaling functions exist.(N2-N1+1)2].ensmp.html (2 of 4) [11/15/2003 9:46:21 PM] . in the wavelet case it has a "dual" usage. If the Fourier transform of the wavelet is p continuously differentiable.fr/~chaplais/Wavetour_presentation/ondelettes/Properties_of_Orth_Wave. e. and their supports are the same. a filter h with minimum length 2p had to be http://cas. then the three following conditions are equivalent: q q q the wavelet ψ has p vanishing moments 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. The scaling function is compactly supported if and only if the filter h has a finite support.N2]. If the support of the scaling function is [N1.Properties of Orthogonal Wavelets power of scaling functions. Daubechies has proved that. then the wavelet support is [(N1-N2+1)/2. the possibility to caracterize the order of isolated singularities. The number of vanishing moments is entirely determined by the coefficients h[n] of the filter h which is featured in the scaling equation.

where l is of the order of 0. The Daubechies filter coefficients are available as ASCII text files which can be used in a spreadsheet. have a length of 2p. and the only symmetric compactly supported conjugate mirror filter is the Haar filter. for a wavelet to be symmetric or antisymmetric. For large classes of orthogonal wavelets. http://cas.fr/~chaplais/Wavetour_presentation/ondelettes/Properties_of_Orth_Wave. the scaling function and wavelet are l-Lipschitz. there is no symmetric compactly supported orthogonal wavelet. with an infinite support. its filter must have a linear complex phase. Daubechies filters. Il is studied in a theorem by Tchamitchian The following two properties are important: q q there is no compactly supported orthogonal wavelet which indefinitely differentiable for Daubechies wavelets with a large p. They are generally implemented in the Fourier domain. Daubechies has proved that.html (3 of 4) [11/15/2003 9:46:21 PM] .Properties of Orthogonal Wavelets used. more regularity implies more vanishing moments. for instance. which corresponds to a discontinuous wavelet with one vanishing moment. Besides the Haar wavelet. which generate Daubechies wavelets.ensmp. Meyer wavelets are indefinitely differentiable orthogonal wavelets. 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.2 p. Regularity Wavelet regularity is much less important than their vanishing moments.

Properties of Orthogonal Wavelets Orthogonal Wavelets and Discrete Filters http://cas.fr/~chaplais/Wavetour_presentation/ondelettes/Properties_of_Orth_Wave.ensmp.html (4 of 4) [11/15/2003 9:46:21 PM] .

-13 0.-19 -0.050201753 -0.-8 9.ensmp.001103748 15.-5 6.032080869 0.000285414 19.-4 5.042068328 -0.766130398 0.000927187 16.008201477 10.-2 3.-7 8.008685294 0.002186714 13.-20 0.003882426 12.-15 -0.-12 0.433923147 -0.000146098 http://cas.110036987 0.html [11/15/2003 9:46:23 PM] .000462093 18.fr/~chaplais/Wavetour_presentation/Multiresolution/Coefficients_du_filtre_spl.-1 2.-10 -0.-3 4.-18 -0.-11 -0.001882120 14.-9 h[n] 0.Coefficients du filtre spline cubique n 0 1.004353840 11.000559952 17.000232304 20.-17 0.017176331 -0.-14 -0.017982291 0.-6 7.-16 0.

One of the most important is that a compactly supported (orthogonal) scaling function cannot symmetric and continuous. However. By definition of a multiresolution. Some of these restrictions (notably the absence of symmetry) can be avoided by using biorthogonal multiresolution approximations.fr/~chaplais/Wavetour_presentation/Multiresolution/Multiresolution_Properties. The symmetry is useful in the analysis of finite signals. This relation is called a scaling equation: http://cas. and the base atom is called a scaling function. which efficiently approximate regular signals. Construction and digital filters Multiresolution approximations are determined by one or two atoms φ which generate respectively the orthogonal or biorthogonal multiresolutions.ensmp. φ(t/2) is a linear combination of the φ(t-n). orthogonalities imposes some constraints that may not be desirable. Approximation The "approximation" denomination means that an orthogonal or biorthogonal multiresolution analysis (or approximation) can be related to a sequence of respectively orthogonal or oblique projectors.html (1 of 3) [11/15/2003 9:46:27 PM] . The order of approximation is determined by the degree of the polynomials that can be reconstructed in the resolutions. It is always possible to orthogonalize a multiresolution approximation. the multiresolution approximation is orthogonal.Properties of Multiresolution Approximations Properties Orhogonality and biorthogonality When the Riesz basis is an orthogonal basis.

these extra details can be decomposed in detail bases. The same way that approximations can be decomposed on resolution bases. It also represents the wavelet's ability to detect the isolated singularities of a signal. This atom is called a wavelet. Wavelets As the scale j gets finer the approximations becomes more accurate (see Lena). and finding them is equivalent to the design of a filter bank. Wavelet Bases http://cas. ore obtained by translating a single resealed atom.fr/~chaplais/Wavetour_presentation/Multiresolution/Multiresolution_Properties.Properties of Multiresolution Approximations In the Fourier domain. Switching from the resolution j to j-1 adds details to the signal.ensmp. this becomes The coefficients h[n] in the scaling equation entirely determine φ.html (2 of 3) [11/15/2003 9:46:27 PM] . Details bases. plus some stability conditions to be able to generate L2. The order of approximation of the multiresolution is equal to the number of vanishing moments of the wavelet. like resolution bases.

fr/~chaplais/Wavetour_presentation/Multiresolution/Multiresolution_Properties.ensmp.Properties of Multiresolution Approximations http://cas.html (3 of 3) [11/15/2003 9:46:27 PM] .

gif [11/15/2003 9:46:32 PM] .ensmp.http://cas.ensmp.gif http://cas.fr/~chaplais/Wavetour_presentation/ondelettes/MallatMeyer2US.fr/~chaplais/Wavetour_presentation/ondelettes/MallatMeyer2US.

N] supported signal can be represented as the product of a general signal with the caracteristic function of [0. The wavelets considered here are compactly supported. Wavelets which are completely inside the interval are not changed. This is equivalent to a signal periodization. This creates large wavelet coefficients when the periodized signal is not itself continuous.Wavelets Over an Interval Wavelets Over an Interval Until now.fr/~chaplais/Wavetour_presentation/ondelettes/Interval_Wavelets. each of the pieces have no vanishing moment. A [0.N]. in particular. Wavelet folding To bypass this problem. In most cases. the signal is symmetrically folded around http://cas. the last one being the most efficient.g. wavelets that are suited to the analysis of signals defined over the whole axis. Three methods are known to handle them.ensmp. Wavelet periodization The wavelets are periodized by the following transformation: with j<=log2N. signals are compactly supported.html (1 of 3) [11/15/2003 9:46:40 PM] . only wavelets over the real axis have been considered. are explicitely defined over a rectangle of pixels. The discontinuities of this function require special attention. Wavelets that ovelap the boudaries are cut into two pieces loacated at the left and right edges of the interval. e. Separately. images.

Porting the signal transformation to the wavelet basis shows that the vector family is a basis of L2[0. scaling functions with indices p<=k<N-p are not changed by this restriction. To recover the Strang and Fix condition on the interval. This puts orthogonal bases asides. Assuming that the support of ϕ is [-p+1. which is how to make wavelets over an interval with vanishing moments. Edge wavelets Boundary effects are explicitely handled. The following approach takes the problem at the root.html (2 of 3) [11/15/2003 9:46:40 PM] . p "left" edge scaling function and p "right" edge scaling functions are to be found such http://cas.ensmp. This yields a continuous periodic signal.fr/~chaplais/Wavetour_presentation/ondelettes/Interval_Wavelets.N]. Consider an Daubechies orthogonal basis with p vanishing moments. it appears that there exists a polynomial θk of degree k such that: for k<p. In fact.p]. From the Strang et Fix conditions.N] if the wavelet is symmetric or antisymmetric. This equation is multiplied by the caracteristic function of [0. the continuity problem reappears at the next derivative.Wavelets Over an Interval the right edge of the interval and periodized over the double sized interval.

ensmp. it reamains valid after rescaling since the nk. There remains to find the filters h and H which satisfy the scaling equation: where denotes the whole set of scaling functions obtained by translation at the resolution j. The coefficients of these filters are available in Wavelab.fr/~chaplais/Wavetour_presentation/ondelettes/Interval_Wavelets. up to a power of 2.html (3 of 3) [11/15/2003 9:46:40 PM] . Back to Wavelet Bases http://cas. using the function MakeCDJVFilter.Wavelets Over an Interval that If this equation is satisfied. are the scaling coefficients of θk at all resolutions. and to verify the orthogonality condition.

In the biorthogonal case.3. The projection of a signal f is: This projection is an approximation of f under the following conditions: The sufficient condition can be interpreted as follows: the projection on Vj is able to "catch" Taylor expansions of f up to degree p at intervals of length 2j. a projector on each resolution Vj.fr/~chaplais/Wavetour_presentation/Multiresolution/Strang_and_Fix. the decomposition defines a (non necessarily orthogonal) projector on V0.Strang and Fix conditions What approximations? An orthogonal multiresolution approximation defines an orthogonal projector on each of the resolution spaces. The general Stang and Fix conditions are available with proof (PDF v. after rescaling.html (1 of 2) [11/15/2003 9:46:53 PM] .ensmp. http://cas. 107 K). and.

fr/~chaplais/Wavetour_presentation/Multiresolution/Strang_and_Fix.ensmp.Strang and Fix conditions Remark The definition of multiresolution approximations specifies Is this compatible with the previous theorem? (Answer) Back to multiresolution approximations http://cas.html (2 of 2) [11/15/2003 9:46:53 PM] .

MakeCDJVFilter MakeCDJVFilter -. vanishing moments. smoothness. 'Precondition'.html (1 of 2) [11/15/2003 9:46:57 PM] . 'LowPass') a conditioning matrix ('Precondition'.fr/~chaplais/Wavetour_presentation/filtres/MakeCDJVFilter.c] = MakeCDJVFilter(request.b.degree) Inputs request string: 'HighPass'. and compact support of Daubechies wavelets on the line. http://cas.ensmp. 'LowPass'.c filter. left edge filter. right edge filter ('HighPass'.b.Set up filters for CDJV Wavelet Transform Usage [a. 'Postcondition') Description CDJV have developed an algorithm for wavelets on the interval which preserves the orthogonality. 'Postcondition' degree integer: 2 or 3 (number of vanishing moments) Outputs a.

fr/~chaplais/Wavetour_presentation/filtres/MakeCDJVFilter. http://cas.and postconditioning operators. and pre. See Also IWT_CDJV. Jawerth and Vial. CDJVDyadDown References Cohen.MakeCDJVFilter The algorithm for wavelets on the interval of CDJV involves four objects not present in the usual periodized algorithm: right edge filters.html (2 of 2) [11/15/2003 9:46:57 PM] . These objects are supplied by appropriate requests to MakeCDJVFilter. FWT_CDJV.ensmp. left edge filters. Daubechies. 1992.

html [11/15/2003 9:47:00 PM] .Two Dimensional Wavelets 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.ensmp.fr/~chaplais/Wavetour_presentation/ondelettes/Wavelets_in_dim_2. This yields the following scaling function and there are three wavelets: Back to Wavelets Bases http://cas.

gif [11/15/2003 9:47:01 PM] .fr/~chaplais/Wavetour_presentation/Multiresolution/ScalingEq.ensmp.ensmp.gif http://cas.http://cas.fr/~chaplais/Wavetour_presentation/Multiresolution/ScalingEq.

43 Server at cas.Index of /~chaplais/Wavetour_presentation/Tables/Daubechies Index of /~chaplais/Wavetour_presentation/Tables/Daubechies Name Parent Directory Daubechies_coefficients 04-Jun-1999 12:56 Daubechies_coefficie.0.6K 2.fr/~chaplais/Wavetour_presentation/Tables/Daubechies/ [11/15/2003 9:47:02 PM] ..> 04-Jun-1999 12:56 Last modified Size 2.fr Port 80 http://cas.6K Description Apache/2.> 04-Jun-1999 12:56 Daubechies_coefficie..ensmp.ensmp.7K 2.

fr/~chaplais/Wavetour_presentation/ondelettes/TchamitchianUS.ensmp.http://cas.ensmp.gif http://cas.fr/~chaplais/Wavetour_presentation/ondelettes/TchamitchianUS.gif [11/15/2003 9:47:04 PM] .

ensmp. Conjugate mirror filters are a particular instance of perfect reconstruction filter banks.Orthogonal Wavelets and Discrete Filters Orthogonal Wavelets and Discrete Filters g and h are conjugate mirror filters. In practice this recursion is initialized by considering that the discrete signal samples are some fine resolution coefficients. and elementary oversampling by zero insertion between two consecutive samples. The coefficients 1 [n] and d1 [n] of a signal in Vj and Wj are 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]. The dyadic nature of multiresolution approximations are closely related to the possibility of implementing elementary signal subsampling by erasing one sample every two. The coefficients of h are defined by the scaling equation http://cas.html (1 of 3) [11/15/2003 9:47:08 PM] .fr/~chaplais/Wavetour_presentation/ondelettes/Orth_Wavelets_and_Filters.

Orthogonal Wavelets and Discrete Filters or. a0[n] is reconstructed from a1 [n] and d1 [n] by inserting zeroes between two consecutive samples and summing their convolutions with h and g: a0 [n] = z(a1) * h [n] + z(d1) * g [n] where the z operator represents the insertion of zeroes.fr/~chaplais/Wavetour_presentation/ondelettes/Orth_Wavelets_and_Filters.html (2 of 3) [11/15/2003 9:47:08 PM] . in the Fourier domain: and the coefficients of g are defined by the wavelet scaling equation or. Wavelets and scaling functions are evaluated as in the orthogonal http://cas.ensmp. in the Fourier domain: Conversely.

fr/~chaplais/Wavetour_presentation/ondelettes/Orth_Wavelets_and_Filters.g. e. to compactly supported wavelets.ensmp. Hence the construction of orthogonal wavelets is equivalent to the synthesis of conjugate mirror filters having a stability property.html (3 of 3) [11/15/2003 9:47:08 PM] .Orthogonal Wavelets and Discrete Filters case. We will concentrate on Finite Impulse Response filters.. Filtering http://cas.

This can be verified by looking at the biorthogonal decomposition formulas.ensmp. Hence there is an equivalence theorem between vanishing moments and the number of zeroes of the filter's transfer. Thus the following three properties are equivalent: q q the wavelet ψ has p vanishing moments the dual scaling function ϕ2 generates http://cas. Vanishing moments A biorthogonal wavelet has m vanishing moments if and only if its dual scaling function generates polynomials up to degree m. 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.html (1 of 4) [11/15/2003 9:47:11 PM] .fr/~chaplais/Wavetour_presentation/ondelettes/Properties_of_Biorth_Wave. Scaling equation As in the orthogonal case.Properties of Biorthogonal Wavelets Properties Properties of biorthogonal wavelets are to be compared to the orthogonal case. provided that duality has to be taken into account.

and the wavelets are compactly supported. 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.fr/~chaplais/Wavetour_presentation/ondelettes/Properties_of_Biorth_Wave. Duality appears naturally. and this degree is equal to the number of vanishing moments of the dual wavelet.N2] and [M1. Wavelet balancing Consider the following decomposition of f: http://cas.html (2 of 4) [11/15/2003 9:47:11 PM] .Properties of Biorthogonal Wavelets q 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. because the filters determine the degree of the polynomials which can be generated by the scaling function.ensmp. Regularity Tchamitchian's theorem provides again a sufficient regularity condition.(M2-N1+1)] respectively. then the scaling functions have the same support.M2]. If the supports of the scaling functions are respectively [N1. then the corresponding wavelets have support [(N1M2+1)/2.(N2-M1+1)/2] and [(M1-N2+1)/2. Compact support If the filters h et h2 have a finite support. The atoms are thus compactly supported if and only if the filters h et h2 are.

then the scaling functions are symmetric with respect to n=1/2.fr/~chaplais/Wavetour_presentation/ondelettes/Properties_of_Biorth_Wave. This is why it is preferred to synthesize a decomposition filter h with many vanishing moments. It corresponds to the approximating power of the dual multiresolution sequence. it is possible to synthesize biorthogonal wavelets and scaling functions which are symmetric or antisymmetric and compactly supported. There is a general closed form formula for these filters. then the scaling functions have an even length and are symmetric. This makes it possible to use the folding technique to build wavelets on an interval. On the other hand. Symmetry Unlike the orthogonal case. while the wavelets are antisymmetric. with the number of zeroes of h. Example Spline wavelets and scaling functions are an interesting example of biorthogonal systems.ensmp. One of the scaling functions is a B-spline.Properties of Biorthogonal Wavelets The number of vanishing moments of a wavelet is determined by its dual filter. and hence of ψ. If the filters h and h2 have and odd length and are symmetric with respect to 0. http://cas. This regularity increases with the number of vanishing moments.html (3 of 4) [11/15/2003 9:47:11 PM] . If the filters have an even length and are symmetric with respect to n=1/2. this same filter h determines the regularity of ϕ. and possibly with a small support. and the wavelets are also symmetric. A coefficient table is available. that is.

ensmp.html (4 of 4) [11/15/2003 9:47:11 PM] .Properties of Biorthogonal Wavelets Biorthogonal Wavelets and Discrete Filters http://cas.fr/~chaplais/Wavetour_presentation/ondelettes/Properties_of_Biorth_Wave.

http://cas.ensmp.fr/~chaplais/Wavetour_presentation/ondelettes/decompjBiortho.gif http://cas.gif [11/15/2003 9:47:14 PM] .fr/~chaplais/Wavetour_presentation/ondelettes/decompjBiortho.ensmp.

35355339059 0.-1 2.0030210861 http://cas.03314563037 p= 3 .http://cas.2 -2.41984465133 -0.1767766953 -0.53033008589 0.ensmp. \tilde p=7 0.6 -6.1767766953 -0.ensmp.fr/~chaplais/Wavetour_presentation/Tables/Splines_biortho/splines [11/15/2003 9:47:17 PM] .4 -4.07466398507 -0.03133297871 0.0090632583 0.30115912592 0.06629126074 0.01683176542 -0.-4 0.9516421219 0. \tilde p =4 0.8 p .-3 4.\tilde p h[n] {\tilde h}[n] p = 2 .1 -1.70710678119 0.3 -3.5 -5.fr/~chaplais/Wavetour_presentation/Tables/Splines_biortho/splines n 0 1.02649924095 -0.99436891104 0.7 -7.-2 3.

The scaling function is a http://cas.ensmp. One quite interesting example is given by biorthogonal spline wavelets.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: In particular. spectral factorization is no longer required.fr/~chaplais/Wavetour_presentation/filtres/Synthesis_of_Biortho. Daubechies and Fauveau gives sufficient conditions for building biorthogonal wavelets. It is iteresting because it has symmetric scaling functions. and because there existe a closed form formula for the filters. The spline example The h filter is taken to be with ε=0 if p is even and ε =1 if p is odd.html (1 of 3) [11/15/2003 9:47:21 PM] . Biorthogonal wavelet synthesis A theorem by Cohen.

fr/~chaplais/Wavetour_presentation/filtres/Synthesis_of_Biortho.ensmp. the biorthogonal filter h2 of minimum length is given by Here is an example for p=3 and p2=7 Biorthogonal cubic B-spline scaling function Dual scaling function http://cas.Synthesis of Biorthogonal Wavelets B-spline of degree p-1 (this can verified by using the recursion which relates B-splines of different degrees). For q=(p+p2)/2. It is a symmetric function with respect to 0 if p is odd. The only constraint on the number of vanishing moments of the primal wavelet is that it should have the same parity as p. Hence the symmetries are the same as in the previous case.html (2 of 3) [11/15/2003 9:47:21 PM] . The corresponding wavelet is respectively symmetric or antisymmetric. and symmetric with respect to 1/2 if p is odd. The dual wavelet has p vanishing moments.

ensmp.fr/~chaplais/Wavetour_presentation/filtres/Synthesis_of_Biortho.html (3 of 3) [11/15/2003 9:47:21 PM] .Synthesis of Biorthogonal Wavelets Biorthogonal spline wavelet Dual Wavelet The same filters are used to implement the dyadic wavelet transform http://cas.

It is a consequence of (7. Hence there is an equivalence In the Fourier domain. Vanishing moments. Rescaling can be interpreted as discrete filtering.Construction of Wavelet Bases Properties Dilated wavelets are related by a scaling equation. This can be verified by looking at the biorthogonal decomposition formulas. Scaling equation As in the orthogonal case.html (1 of 5) [11/15/2003 9:47:32 PM] . regularity and symmetry of the wavelet and scaling function are determined by the scaling filter.fr/~chaplais/Wavetour_presentation/ondelettes/Construction_of_wave_bas.ensmp. similar to the equation which relates ϕ(t/2) and ϕ(t).60): Similar equations exist for the dual functions which determine the filters h2 and g2. support. this equation becomes http://cas. Vanishing moments A biorthogonal wavelet has m vanishing moments if and only if its dual scaling function generates polynomials up to degree m. Properties Properties of biorthogonal wavelets are to be compared to 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: Scaling equation ψ(t/2) and φ(t) are related by a scaling equation.

and the http://cas. 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. Thus the following three properties are equivalent: q q q the wavelet ψ has p vanishing moments the dual scaling function ϕ2 generates polynomials up to degree p the transfer function of the dual filter h2 and it p-1 first derivatives vanish at ω=π q the wavelet ψ has p vanishing moments the scaling function ϕ can generate polynomials of degree smaller than or equal to p and the dual result is also valid.html (2 of 5) [11/15/2003 9:47:32 PM] . The number of vanishing moments is entirely determined by the coefficients h[n] of the filter h which is featured in the scaling equation.ensmp. the possibility to caracterize the order of isolated singularities. e. and this degree is equal to the number of vanishing moments of the dual wavelet. in the wavelet case it has a "dual" usage. If the Fourier transform of the wavelet is p continuously differentiable. Compact support If the filters h et h2 have a finite support.Construction of Wavelet Bases The h and g filters are a conjugate mirror filter bank. Duality appears naturally. then the three following conditions are equivalent: q theorem between vanishing moments and the number of zeroes of the filter's transfer. provided that duality has to be taken into account. because the filters determine the degree of the polynomials which can be generated by the scaling function.g.fr/~chaplais/Wavetour_presentation/ondelettes/Construction_of_wave_bas. then the scaling functions have the same support. While this property is used to describe the approximating power of scaling functions.

a filter h with minimum length 2p had to be used. Atoms are thus compactly supported if and only if the filter h is. Compact support Compactly supported wavelets and scaling functions exist. Hence the regularity of the primal atoms are related to the primal filters. then the corresponding wavelets have support [(N1M2+1)/2. have a length of 2p.fr/~chaplais/Wavetour_presentation/ondelettes/Construction_of_wave_bas. The atoms are thus compactly supported if and only if the filters h et h2 are. wavelets are compactly supported.N2]. The Daubechies filter coefficients are available as ASCII text files which can be used in a spreadsheet. to generate an orthogonal wavelet with p vanishing moment. It corresponds to the approximating power of the dual http://cas. If the supports of the scaling functions are respectively [N1. which generate Daubechies wavelets. then the wavelet support is [(N1N2+1)/2.html (3 of 5) [11/15/2003 9:47:32 PM] . Daubechies filters.(N2-M1+1)/2] and [(M1N2+1)/2.(N2-N1+1)2]. The scaling function is compactly supported if and only if the filter h has a finite support. Remember that this condition bears on the filter h which determines the scaling equation.(M2-N1+1)] respectively. and their supports are the same. for instance.M2]. Regularity Tchamitchian's theorem provides again a sufficient regularity condition. Wavelet balancing Consider the following decomposition of f: The number of vanishing moments of a wavelet is determined by its dual filter.Construction of Wavelet Bases q the transfer function of the filter h and its p-1 first derivatives vanish at ω=π. Daubechies has proved that.N2] and [M1.ensmp. If the support of the scaling function is [N1.

with the number of zeroes of h. Daubechies has proved that.html (4 of 5) [11/15/2003 9:47:32 PM] . then the scaling functions have an even length and are symmetric. and the wavelets are also symmetric. This makes it possible to use the folding technique to build wavelets on an interval. Meyer wavelets are indefinitely differentiable orthogonal wavelets.Construction of Wavelet Bases Regularity Wavelet regularity is much less important than their vanishing moments. If the filters have an even length and are symmetric with respect to n=1/2. that is. If the filters h and h2 have and odd length and are symmetric with respect to 0.ensmp. its filter must have a Example http://cas. the scaling function and wavelet are l-Lipschitz. for a wavelet to be symmetric or antisymmetric. then the scaling functions are symmetric with respect to n=1/2. and possibly with a small support. where l is of the order of 0. this same filter h determines the regularity of ϕ. They are generally implemented in the Fourier domain. it is possible to synthesize biorthogonal wavelets and scaling functions which are symmetric or antisymmetric and compactly supported. rather than the real axis. q there is no compactly supported orthogonal wavelet which indefinitely differentiable for Daubechies wavelets with a large p. This regularity increases with the number of vanishing moments. Il is studied in a theorem by Tchamitchian The following two properties are important: q multiresolution sequence. more regularity implies more vanishing moments. This is why it is preferred to synthesize a decomposition filter h with many vanishing moments. Symmetry Unlike the orthogonal case. For large classes of orthogonal wavelets. with an infinite support.fr/~chaplais/Wavetour_presentation/ondelettes/Construction_of_wave_bas.2 p. On the other hand. while the wavelets are antisymmetric. and hence of ψ. Symmetry Symmetric scaling functions and wavelets are important because they are used to build bases of regular wavelets over an interval.

One of the scaling functions is a B-spline. A coefficient table is available. Orthogonal Wavelets and Discrete Filters Biorthogonal Wavelets and Discrete Filters http://cas. There is a general closed form formula for these filters.html (5 of 5) [11/15/2003 9:47:32 PM] . there is no symmetric compactly supported orthogonal wavelet.ensmp. Spline wavelets and scaling functions are an interesting example of biorthogonal systems.fr/~chaplais/Wavetour_presentation/ondelettes/Construction_of_wave_bas. Besides the Haar wavelet. which corresponds to a discontinuous wavelet with one vanishing moment. and the only symmetric compactly supported conjugate mirror filter is the Haar filter.Construction of Wavelet Bases linear complex phase.

250 Original signal 200 150 100 50 0 0 50 100 150 Reconstructed signal using a frame inverse on dyadic maxima Reconstructed signal using a frame inverse on dyadic maxima after a thresholding above T=10 200 250 .

ensmp. dyadic modulus maxima are used to dectect edges.fr/~chaplais/Wavetour_presentation/ondelettes%20dyadiques/Edge_Detection. Multiscale edges In images. To do so. the image will be assumed to be monochrome. what is most often perceived as an edge is a curve across which there is a sharp variation of brightness.html (1 of 4) [11/15/2003 9:47:52 PM] . While the actual concept of an edge is more involved and depends in particular on a priori knowledge about the featured objects. Provided that the two dimensional geometry is taken into account. this presentation has the advantage of leading to a precise mathematical definition of an "edge point". A similar algorithm to the one dimensional case reconstructs a good approximation of an image from its edges. To make things simpler. these edges can be interpreted as contours.Edge Detection Multiscale Edge Detection and Reconstruction As in the one dimensional case. consider a two dimensioanl wavelet defined by partial differentiation of a kernel: http://cas.

html (2 of 4) [11/15/2003 9:47:52 PM] . Remark It is rare that an image line has no hole in it. The brain compensate these defaults using more elaborate image analysis. 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. Notice that the use of color is useful.ensmp. 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.fr/~chaplais/Wavetour_presentation/ondelettes%20dyadiques/Edge_Detection.Edge Detection The dyadic wavelet transform is defined by with. for k=1.2. Another example analyses a classical wavelet picture. here is an optical illusion where joining edges is far from being obvious: http://cas. As illustration.

the frame inverse operator can be used to reconstruct a minimum norm image with prescribed values at the maxima locations. the two wavelets then approximate the partial derivatives of http://cas. one can see that the reconstruction error is visually neglectible. Mean square relative errors of l0-2 can be obtained. On an example.fr/~chaplais/Wavetour_presentation/ondelettes%20dyadiques/Edge_Detection.Edge Detection Reconstruction As in the one dimensional case.ensmp. Implementation The computations are performed with separable wavelets whose Fourier transforms are where g is a finite difference filter.html (3 of 4) [11/15/2003 9:47:52 PM] .

ensmp.fr/~chaplais/Wavetour_presentation/ondelettes%20dyadiques/Edge_Detection. The dyadic wavelet transform is computed by two dimensional extension of the algorithme à trous.Edge Detection where φ is a scaling function defined by a finite impulse response filter h.html (4 of 4) [11/15/2003 9:47:52 PM] . Back to top Next Path http://cas.

fr/~chaplais/Wavetour_presentation/ondelettes%20dyadiques/Circle. Wavelet transform angle for a non zero modulus Wavelet transform modulus maxima Horizontal wavelet transform Vertical wavelet transform Wavelet transform modulus http://cas.Cercle The original image is on top.html [11/15/2003 9:48:20 PM] .ensmp.

fr/~chaplais/Wavetour_presentation/ondelettes%20dyadiques/Lena_Edges.html [11/15/2003 9:50:28 PM] .Lena Edges A high resolution version of the example is available in PDF format (482K).ensmp. Original image: Horizontal wavelet transform Vertical wavelet transform Wavelet transform modulus Wavelet transform angle for a non zero modulus Wavelet transform modulus maxima Wavelet transform modulus maxima above a given threshold http://cas.

html [11/15/2003 9:51:49 PM] .Reconstruction of Lena Original Lena image Reconstruction from modulus maxima and coarse approximation Reconstruction from thresholded modulus maxima and coarse approximation http://cas.fr/~chaplais/Wavetour_presentation/ondelettes%20dyadiques/Reconstruction_of_Lena.ensmp.

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 coefficients a0[n] in Vj-1 by applying the filters h and g and subsampling the output: The coefficients 1 [n] and d1 [n] of a signal in Vj and Wj are 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] .Wavelets and Filters Orthogonal Wavelets and Discrete Filters g and h are conjugate mirror filters. with h1[n] = h[-n] and g1[n] = g[-n]. http://cas. Conjugate mirror filters are a particular instance of perfect reconstruction filter banks. a1 [n] = a0 * h1 [2n] and d1 [n] = a0* g1 [2n] . The dyadic nature of multiresolution approximations are closely related to the possibility of implementing elementary signal subsampling by erasing one sample every two.fr/~chaplais/Wavetour_presentation/ondelettes/wavelets_and_filters. with h1[n] = h[-n] and g1[n] = g[-n].ensmp. 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.html (1 of 4) [11/15/2003 9:51:54 PM] .

a0[n] is reconstructed from a1 [n] and d1 [n] by inserting zeroes between two consecutive samples and summing their convolutions with the dual filters h2 et g2 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. in the Fourier domain: and the coefficients of g are defined by the wavelet scaling equation or.ensmp.html (2 of 4) [11/15/2003 9:51:54 PM] . The coefficients of h are defined by the scaling equation In practice this recursion is initialized by considering that the discrete signal samples are some fine resolution coefficients. in the Fourier domain: or. The coefficients of h and g are defined by the scaling equations or. a0[n] is reconstructed from a1 [n] and d1 [n] by inserting zeroes between two consecutive samples and summing their convolutions with h and g: Conversely.fr/~chaplais/Wavetour_presentation/ondelettes/wavelets_and_filters. in the Fourier domain: Conversely.Wavelets and Filters In practice this recursion is initialized by considering that the discrete signal samples are some fine resolution coefficients.

wavelet) are all zero but for one within their on http://cas. The coefficients of h2 and g2 are defined by the scaling equations or. Indeed the coefficients of a scaling function (resp.fr/~chaplais/Wavetour_presentation/ondelettes/wavelets_and_filters. in the Fourier domain: Filtering This algorithm is used to evaluate the scaling functions and wavelets. to compactly supported wavelets.ensmp.html (3 of 4) [11/15/2003 9:51:54 PM] . Hence the construction of orthogonal wavelets is equivalent to the synthesis of conjugate mirror filters having a stability property.Wavelets and Filters where the z operator represents the insertion of zeroes.g. where the z operator represents the insertion of zeroes. Wavelets and scaling functions are evaluated as in the orthogonal case.. We will concentrate on Finite Impulse Response filters. e.

For high resolutions.html (4 of 4) [11/15/2003 9:51:54 PM] .ensmp. the scaling coefficients are considered to be samples of the function. Hence the construction of biorthogonal wavelets is equivalent to the synthesis of perfect reconstruction filters having a stability property. The reconstruction algorithm provides the coefficients in the finer resolutions.fr/~chaplais/Wavetour_presentation/ondelettes/wavelets_and_filters. detail) space basis. Filtering http://cas.Wavelets and Filters resolution (resp.

gif http://cas.http://cas.ensmp.ensmp.fr/~chaplais/Wavetour_presentation/Multiresolution/MallatMeyerUS.gif [11/15/2003 9:51:55 PM] .fr/~chaplais/Wavetour_presentation/Multiresolution/MallatMeyerUS.

It is a symmetric function with respect to 0 if p is odd. The corresponding wavelet is respectively symmetric or antisymmetric. A theorem by Cohen. The π frequency shift amounts to a change of sign every two coefficient. The best known filters are Daubechies's compactly supported filters.Filter Synthesis 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 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: In particular. An outline of the construction method is available. it is enough to verify that the transfer of h does not vanish on [π/2.ensmp. the biorthogonal filter h2 of minimum length is given by http://cas. To do so. It is iteresting because it has symmetric scaling functions. The spline example The h filter is taken to be Wavelet synthesis There remains to check that the filter h does generate a scaling function. Moreover.fr/~chaplais/Wavetour_presentation/filtres/Synthesis_of_Filters. The only constraint on the number of vanishing moments of the primal wavelet is that it should have the same parity as p.π/2] (theorem by Mallat and Meyer). a polynomial with respect to the shift and sign operators). this continuous time transfer must vanish up to the order p at π in order to have a wavelet with p vanishing moments. The construction on Daubechies'compactly supported orthogonal wavelets is presented here. Biorthogonal wavelet synthesis where h(ω) is a trigonometric polynomial (or. equivalently. The scaling function is a B-spline of degree p-1 (this can verified by using the recursion which relates B-splines of different degrees). Hence the symmetries are the same as in the previous case. One quite interesting example is given by biorthogonal spline wavelets. Daubechies and Fauveau gives sufficient conditions for building biorthogonal wavelets. spectral factorization is no longer required.html (1 of 2) [11/15/2003 9:52:02 PM] . with ε=0 if p is even and ε =1 if p is odd. and symmetric with respect to 1/2 if p is odd. For q=(p+p2)/2. and because there existe a closed form formula for the filters. The synthesis of such filters can be done using several methods. The dual wavelet has p vanishing moments.

Filter Synthesis The coefficients of the conjugatemirror filter h can be obtained in Wavelab. using the function MakeONFilter. are freeware Matlab toolbox.fr/~chaplais/Wavetour_presentation/filtres/Synthesis_of_Filters. Here is an example for p=3 and p2=7 The same filters are used to implement the dyadid wavelet transform Biorthogonal cubic B-spline scaling function Dual scaling function Biorthogonal spline wavelet Dual Wavelet The same filters are used to implement the dyadic wavelet transform http://cas.html (2 of 2) [11/15/2003 9:52:02 PM] .ensmp.

ensmp.gif [11/15/2003 9:52:06 PM] .ensmp.http://cas.gif http://cas.fr/~chaplais/Wavetour_presentation/Multiresolution/AMRDefUS.fr/~chaplais/Wavetour_presentation/Multiresolution/AMRDefUS.

gif [11/15/2003 9:52:07 PM] .ensmp.http://cas.gif http://cas.ensmp.fr/~chaplais/Wavetour_presentation/transformees/Ondelettes/WTHeis.fr/~chaplais/Wavetour_presentation/transformees/Ondelettes/WTHeis.

A cubic B-spline and its Fourier transform. London). j in Z. You can see an example of a Haar multiresolution of classical painting (Pan et Syrinx by Boucher.html (1 of 2) [11/15/2003 9:52:09 PM] . is a multiresolution approximation. National Gallery. The following movie (in QuickTime format) shows the succesive approximations of a wavelet classics. The sequence of polynomial splines spaces with steps 2j . θ is the characteristic function of [0. 1759. http://cas.fr/~chaplais/Wavetour_presentation/Multiresolution/Multiresolution_examples.1]. In this case.ensmp.Multiresolution Examples Examples The simplest multiresolution example is the Haar multiresolution. and the basis coefficients in a resolution space are computed by an average on a suitable interval.

fr/~chaplais/Wavetour_presentation/Multiresolution/Multiresolution_examples.html (2 of 2) [11/15/2003 9:52:09 PM] . an image per image display is available.Multiresolution Examples If you browse cannot display QuickTime movies. Back to Multiresolution Approximations http://cas.ensmp.

gif http://cas.http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Multiresolution/BoucherHaar.fr/~chaplais/Wavetour_presentation/Multiresolution/BoucherHaar.gif [11/15/2003 9:53:39 PM] .ensmp.

html [11/15/2003 9:53:47 PM] .fr/~chaplais/Wavetour_presentation/Multiresolution/LenaUS.ensmp.Lena see resolution: 1234 See all resolutions together Back to examples http://cas.

ensmp.ensmp.fr/~chaplais/Wavetour_presentation/Multiresolution/Lena1.fr/~chaplais/Wavetour_presentation/Multiresolution/Lena1.GIF http://cas.GIF [11/15/2003 9:53:49 PM] .http://cas.

ensmp.ensmp.GIF http://cas.fr/~chaplais/Wavetour_presentation/Multiresolution/Lena3.GIF [11/15/2003 9:54:26 PM] .http://cas.fr/~chaplais/Wavetour_presentation/Multiresolution/Lena3.

ensmp.fr/~chaplais/Wavetour_presentation/Multiresolution/Lena4.GIF [11/15/2003 9:54:57 PM] .fr/~chaplais/Wavetour_presentation/Multiresolution/Lena4.GIF http://cas.http://cas.ensmp.

Quatre Lenas http://cas.fr/~chaplais/Wavetour_presentation/Multiresolution/Quatre_Lenas.html [11/15/2003 9:54:58 PM] .ensmp.

fr Port 80 http://cas.Index of /~chaplais/Wavetour_presentation/Tables/Daubechies Index of /~chaplais/Wavetour_presentation/Tables/Daubechies Name Parent Directory Daubechies_coefficie.0.6K Description Apache/2.> 04-Jun-1999 12:56 Daubechies_coefficie.ensmp.43 Server at cas.7K 2.6K 2..fr/~chaplais/Wavetour_presentation/Tables/Daubechies/?C=N&O=D [11/15/2003 9:55:00 PM] ..> 04-Jun-1999 12:56 Daubechies_coefficients 04-Jun-1999 12:56 Last modified Size 2.ensmp.

6K Description Apache/2.6K 2.Index of /~chaplais/Wavetour_presentation/Tables/Daubechies Index of /~chaplais/Wavetour_presentation/Tables/Daubechies Name Parent Directory Daubechies_coefficients 04-Jun-1999 12:56 Daubechies_coefficie..fr/~chaplais/Wavetour_presentation/Tables/Daubechies/?C=M&O=A [11/15/2003 9:55:03 PM] ..7K 2.> 04-Jun-1999 12:56 Daubechies_coefficie.ensmp.43 Server at cas.> 04-Jun-1999 12:56 Last modified Size 2.fr Port 80 http://cas.ensmp.0.

6K 2..7K Description Apache/2..> 04-Jun-1999 12:56 Last modified Size 2.ensmp.fr/~chaplais/Wavetour_presentation/Tables/Daubechies/?C=S&O=A [11/15/2003 9:55:05 PM] .> 04-Jun-1999 12:56 Daubechies_coefficie.43 Server at cas.0.fr Port 80 http://cas.Index of /~chaplais/Wavetour_presentation/Tables/Daubechies Index of /~chaplais/Wavetour_presentation/Tables/Daubechies Name Parent Directory Daubechies_coefficients 04-Jun-1999 12:56 Daubechies_coefficie.6K 2.ensmp.

Index of /~chaplais/Wavetour_presentation/Tables/Daubechies Index of /~chaplais/Wavetour_presentation/Tables/Daubechies Name Parent Directory Daubechies_coefficients 04-Jun-1999 12:56 Daubechies_coefficie.> 04-Jun-1999 12:56 Last modified Size 2.0.6K 2..7K 2.fr/~chaplais/Wavetour_presentation/Tables/Daubechies/?C=D&O=A [11/15/2003 9:55:09 PM] .43 Server at cas.fr Port 80 http://cas.> 04-Jun-1999 12:56 Daubechies_coefficie.ensmp.ensmp.6K Description Apache/2..

Index of /~chaplais/Wavetour_presentation/Tables Index of /~chaplais/Wavetour_presentation/Tables Name Parent Directory Daubechies/ 08-Jul-1998 01:42 Last modified Size 2..43 Server at cas.fr/~chaplais/Wavetour_presentation/Tables/ [11/15/2003 9:55:13 PM] .0.6K 2.6K Description Daubechies_coefficie.> 01-Jul-1998 15:29 Splines_biortho/ 08-Jul-1998 01:42 Apache/2.fr Port 80 http://cas.> 01-Jul-1998 15:29 Daubechies_coefficie..ensmp.> 01-Jul-1998 15:29 Daubechies_coefficie..ensmp.6K 2.

315250351709 -.030841381836 .027983769417 -.054415842243 .ensmp.312871590914 .fr/~chaplais/Wavetour_presentation/Tables/Daubechies/Daubechies_coefficients p = 2 n 0 1 2 3 1 2 3 4 5 0 1 2 3 4 5 6 7 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 10 11 0 1 2 3 4 5 6 7 8 9 10 11 12 13 0 1 2 3 4 5 6 7 8 p = 3 p = 4 p = 5 p = 6 p = 7 p = 8 h_p[n] .016574541631 .129766867567 .396539319482 .332670552950 .035226291882 .000353713800 .097501605587 .010597401785 .135011020010 -.077852054085 .038029936935 -.032244869585 .fr/~chaplais/Wavetour_presentation/Tables/Daubechies/Daubechies_coefficients (1 of 2) [11/15/2003 9:55:27 PM] .017369301002 http://cas.071309219267 .187034811719 .459877502118 -.027522865530 -.714846570553 .085441273882 .630880767930 -.http://cas.031582039317 .ensmp.080612609151 -.000553842201 .006241490213 -.000429577973 -.077571493840 -.284015542962 .004777257511 -.675630736297 .012580751999 .001801640704 .032883011667 -.143906003929 -.242294887066 -.230377813309 .129409522551 0 .128747426620 -.724308528438 .482962913145 .603829269797 .138428145901 -.224036184994 .836516303738 .226264693965 -.585354683654 -.729132090846 .806891509311 .224143868042 -.012550998556 .015829105256 -.469782287405 -.160102397974 .111540743350 .003335725285 .494623890398 .001077301085 .751133908021 .000472484574 .

657288078051 .000250947115 .http://cas.188176800078 .003606553567 -.004870352993 -.000230385764 -.004281503682 .000685856695 -.022361662124 -.001847646883 .000013264203 http://cas.096840783223 .fr/~chaplais/Wavetour_presentation/Tables/Daubechies/Daubechies_coefficients (2 of 2) [11/15/2003 9:55:27 PM] .001395351747 .000116466855 .fr/~chaplais/Wavetour_presentation/Tables/Daubechies/Daubechies_coefficients p = 9 p = 10 9 10 11 12 13 14 15 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 -.000251963189 .127369340336 .604823123690 .026670057901 .038077947364 .001992405295 -.008746094047 -.030725681479 -.004723204758 -.000675449406 -.013981027917 .093057364604 -.ensmp.000039347320 .029457536822 .243834674613 .071394147166 -.067632829061 .148540749338 .281172343661 -.133197385825 -.000391740373 .033212674059 .293273783279 -.527201188932 .688459039454 .195946274377 .000093588670 -.000117476784 .ensmp.010733175483 .044088253931 .249846424327 -.

010597401785 .085441273882 .603829269797 .714846570553 .724308528438 .032883011667 -.160102397974 .836516303738 .txt n p = 2 0 1 2 3 p = 3 1 2 3 4 5 p = 4 0 1 2 3 4 5 6 7 p = 5 0 1 2 3 4 5 6 7 8 9 p = 6 0 1 2 3 4 5 h_p[n] .242294887066 -.315250351709 -.027983769417 -.077571493840 -.806891509311 .fr/~chaplais/Wavetour_presentation/Tables/Daubechies/Daubechies_coefficients.006241490213 -.129766867567 http://cas.030841381836 .187034811719 .332670552950 .txt (1 of 4) [11/15/2003 9:55:28 PM] .138428145901 -.224143868042 -.012580751999 .ensmp.035226291882 .226264693965 -.459877502118 -.630880767930 -.111540743350 .751133908021 .482962913145 .494623890398 .ensmp.129409522551 0 .135011020010 -.fr/~chaplais/Wavetour_presentation/Tables/Daubechies/Daubechies_coefficients.http://cas.003335725285 .032244869585 .230377813309 .

031582039317 .000429577973 -.044088253931 .017369301002 -.396539319482 .fr/~chaplais/Wavetour_presentation/Tables/Daubechies/Daubechies_coefficients.729132090846 .015829105256 -.000391740373 http://cas.469782287405 -.001077301085 .143906003929 -.077852054085 .000353713800 .004870352993 -.http://cas.012550998556 .fr/~chaplais/Wavetour_presentation/Tables/Daubechies/Daubechies_coefficients.000553842201 .008746094047 -.000472484574 .675630736297 .224036184994 .054415842243 .080612609151 -.013981027917 .ensmp.txt 6 7 8 9 10 11 p = 7 0 1 2 3 4 5 6 7 8 9 10 11 12 13 p = 8 0 1 2 3 4 5 6 7 8 9 10 11 12 13 .128747426620 -.016574541631 .004777257511 -.071309219267 .585354683654 -.284015542962 .027522865530 -.ensmp.txt (2 of 4) [11/15/2003 9:55:28 PM] .097501605587 .001801640704 .038029936935 -.312871590914 .

148540749338 .243834674613 .071394147166 -.604823123690 .033212674059 .249846424327 -.030725681479 -.http://cas.010733175483 .txt 14 15 p = 9 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 p = 10 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 .ensmp.195946274377 .657288078051 .188176800078 .000117476784 .281172343661 -.000251963189 .000039347320 .001847646883 .fr/~chaplais/Wavetour_presentation/Tables/Daubechies/Daubechies_coefficients.127369340336 .688459039454 .133197385825 -.txt (3 of 4) [11/15/2003 9:55:28 PM] .022361662124 -.ensmp.004723204758 -.038077947364 .003606553567 -.000230385764 -.096840783223 .293273783279 -.000675449406 -.000250947115 .026670057901 .093057364604 -.527201188932 .067632829061 .fr/~chaplais/Wavetour_presentation/Tables/Daubechies/Daubechies_coefficients.004281503682 .029457536822 .001395351747 http://cas.

000685856695 -.000093588670 -.fr/~chaplais/Wavetour_presentation/Tables/Daubechies/Daubechies_coefficients.txt (4 of 4) [11/15/2003 9:55:28 PM] .http://cas.ensmp.fr/~chaplais/Wavetour_presentation/Tables/Daubechies/Daubechies_coefficients.001992405295 -.txt 15 16 17 18 19 .000013264203 http://cas.000116466855 .ensmp.

Wavelet synthesis There remains to check that the filter h does generate a scaling function. this continuous time transfer must vanish up to the order p at π in order to have a wavelet with p vanishing moments. The construction on Daubechies'compactly supported orthogonal wavelets is presented here. http://cas. The π frequency shift amounts to a change of sign every two coefficient.π/2] (theorem by Mallat and Meyer).html (1 of 2) [11/15/2003 9:55:36 PM] .ensmp. equivalently. a polynomial with respect to the shift and sign operators). An outline of the construction method is available. The best known filters are Daubechies's compactly supported filters. are freeware Matlab toolbox.fr/~chaplais/Wavetour_presentation/filtres/Synthesis_of_Ortho.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 where h(ω) is a trigonometric polynomial (or. Moreover. it is enough to verify that the transfer of h does not vanish on [-π/2. using the function MakeONFilter. The synthesis of such filters can be done using several methods. The coefficients of the conjugatemirror filter h can be obtained in Wavelab. To do so.

fr/~chaplais/Wavetour_presentation/filtres/Synthesis_of_Ortho.ensmp.html (2 of 2) [11/15/2003 9:55:36 PM] .Synthesis of Compactly Supported Orthogonal Wavelets The same filters are used to implement the dyadid wavelet transform http://cas.

Since there is no orthogonality constraint.fr/~chaplais/Wavetour_presentation/Multiresolution/Biorthogonal_Multires.ensmp. such that the translations of θ and of θ∗ form a biorthogonal system: We have a biorthogonal bases system instead of a single orthogonal basis. http://cas.html (1 of 2) [11/15/2003 9:55:41 PM] . the Bspline can be kept as an atom et preserve thus both symmetry and compact support.(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). Example Below is a pair of biorthogonal scaling functions. n in Z. The first one is a cubic B-spline.Biorthogonal Multiresolution Approximations Biorthogonal Multiresolution Approximations A pair [(Vj).

ensmp.Biorthogonal Multiresolution Approximations Back to the Properties of Multiresolution Approximations http://cas.html (2 of 2) [11/15/2003 9:55:41 PM] .fr/~chaplais/Wavetour_presentation/Multiresolution/Biorthogonal_Multires.

trying to analyse a polynomial of degree n with (orthogonal. http://cas. the decomposition does reconstruct the polynomial.fr/~chaplais/Wavetour_presentation/Multiresolution/Strang_and_Fix_Paradox.Strang and Fix Paradox Yes. to symplify) wavelets with p>=n vanishing moments: yields a zero result. because the intersection of the resolution spaces is taken in L2.ensmp. In fact. Hence.html [11/15/2003 9:55:42 PM] . with zero coefficient on the second line of the decomposition. On the other hand. the second formula is more general and can represent functions which do not belong to L2. but polynomials do not have a finite energy.

Daubechies Filters (part 1) This presentation is inspired from the Daubechies classic.fr/~chaplais/Wavetour_presentation/filtres/Daubechies_Filters. Daubechies uses then the spectral factorization theorem: http://cas.ensmp.html (1 of 2) [11/15/2003 9:55:46 PM] . "Ten Lectures on Wavelets". There remains to find h. Daubechies gives the following result: Hence can easily be found. Observe that is symmetric with respect to the pulsation. 1992. SIAM.

Daubechies Filters (part 1) which leads to h.ensmp.html (2 of 2) [11/15/2003 9:55:46 PM] . The "classical" Daubechies filters are such that R=0. only the zeroes within the unit circle are kept.fr/~chaplais/Wavetour_presentation/filtres/Daubechies_Filters. in the spectral factorization. http://cas.

ensmp.GIF [11/15/2003 9:55:49 PM] .fr/~chaplais/Wavetour_presentation/filtres/CDFUS.ensmp.GIF http://cas.http://cas.fr/~chaplais/Wavetour_presentation/filtres/CDFUS.

Par=3 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.4 or 5. 'Symmlet'.2. 'Haar'. The Coiflet filters are designed to give both the mother and father wavelets 2*Par vanishing moments.MakeONFilter MakeONFilter -. http://cas. and is discontinuous.g. 'Daubechies'.Generate Orthonormal QMF Filter for Wavelet Transform Usage qmf = MakeONFilter(Type. The Beylkin filter places roots for the frequency response function close to the Nyquist frequency on the real axis. 'Beylkin'. 'Coiflet'.html (1 of 2) [11/15/2003 9:55:54 PM] .3. here Par may be one of 1. 'Vaidyanathan' Par integer. though not called as such.fr/~chaplais/Wavetour_presentation/filtres/MakeONFilter. e. if Type = 'Coiflet'.Par) Inputs Type string.ensmp.

8. The Vaidyanathan filter gives an exact reconstruction. but does not satisfy any moment condition. The filter has been optimized for speech coding.16.14. here indexed by Par. They are indexed by their length. FWT2_PO. Symmlets are the "least asymmetric" compactlysupported wavelets with maximum number of vanishing moments.ensmp.MakeONFilter The Daubechies filters maximize the smoothness of the father wavelet (or "scaling function") by maximizing the rate of decay of its Fourier transform.18 or 20. See Also FWT_PO. WPAnalysis References The books by Daubechies and Wickerhauser.10. IWT_PO.6. Par. which ranges from 4 to 10.html (2 of 2) [11/15/2003 9:55:54 PM] . http://cas. IWT2_PO.12.fr/~chaplais/Wavetour_presentation/filtres/MakeONFilter. which may be one of 4.

between the linear chirp and the lower frequency Gabor chirp. interferences can be observed in the figure below.ensmp. The frequency tracking gets worse as the frequencies increase..ees/Ondelettes/Examples_of_Wavelet_Ridges. Indeed.fr/~chaplais/Wavetour_present.. the relative frequency difference goes to 0 as t increases. Similarly. On the contrary. the increase of time resolution as the frequency increases makes it possible to track the instantaneous frequencies of the hyperbolic chirps: http://cas.html (1 of 2) [11/15/2003 9:55:56 PM] . and this creates "interferences" between the ridges. This is because the frequency resolution of the wavelet transform decreases when the frequency increases. for these linear chirps. at t=900.Examples of Fourier Ridges Examples of Wavelet Ridges Below are the wavelet ridges of the sum of parallel linear chirps.

fr/~chaplais/Wavetour_present..ees/Ondelettes/Examples_of_Wavelet_Ridges.Examples of Fourier Ridges Conclusion on Instantaneous Frequency Detection http://cas.html (2 of 2) [11/15/2003 9:55:56 PM] .ensmp..

Optimal basis search These transforms correspond to families of bases which can be represented as a maximal tree of time frequency refinements. but are not described here. This structure is suited to the search for an "optimal" orthogonal basis using a dynamic programming algorithm within the tree. Towards more general tilings Adapting the transforms is one of the reasons why time frequency localized transforms have been generalized to more general time frequency tilings.html (1 of 2) [11/15/2003 9:55:58 PM] .fr/~chaplais/Wavetour_presentation/transformees/Conclusion_on_detection. To detect the instantaneous frequencies of a signal. http://cas. The structure of the time frequency tiling achieved by the atoms of a time frequency transform determines its time frequency resolution. Wavelet packets and local cosine transforms are such generalizations.Conclusion on the Detection of Instantaneous Frequencies Conclusion on the Detection of Instantaneous Frequencies The illusion of intantaneous frequencies Because of the Heisenberg uncertainty theorem. They are explained in chapter 8 of the book. there is no intrinsic definition of the instantaneous frequencies of a finite energy signal.ensmp. an adapted time frequency transform must be used.

the cost of the basis coding has to be taken into account. Basis and matching pursuits are example of methods for a "best" basis selection.Conclusion on the Detection of Instantaneous Frequencies If non orthogonal bases are allowed. While this leads theoretically to a compact representation of the signal. the additivity of the cost is lost. Back to the top Next topic http://cas. because the basis is too much taylored on the signal.ensmp. Moreover.fr/~chaplais/Wavetour_presentation/transformees/Conclusion_on_detection. too much relaxation on the basis requirements may lead to a representation whithout any structure information. These best basis selections are explained in chapter 9 of the book.html (2 of 2) [11/15/2003 9:55:58 PM] .

Original image Wavelet transform along the horizontal direction Wavelet transform along the vertical direction Wavelet transform modulus Wavelet transform angle for a non zero modulus Wavelet transform modulus maxima Wavelet transform modulus maxima after some thresholding .

Fourier_Fenetre/Examples_of_Fourier_Ridges.. Now the ridges of a sum of chirps: Between t=500 and t=600.ensmp.html (1 of 2) [11/15/2003 9:59:20 PM] .fr/~chaplais/Wavetour_presenta. The limited time resolution at high frequencies explains why the windowed Fourier transforms fails to track the instantaneous frequencies of the sum of two hyperbolic chirps: http://cas. The two frequencies are well detected.Examples of Windowed Fourier Ridges Examples of Windowed Fourier Ridges Below are the windowed Fourier ridges of the sum of parallel linear chirps.. the transform fails to discriminate the frequencies because of its limited frequency resolution.

Conclusion on Instantaneous Frequency Detection http://cas.fr/~chaplais/Wavetour_presenta.html (2 of 2) [11/15/2003 9:59:20 PM] . the instantaneous frequencies vary too much within the Fourier window when close to the asymptote.Fourier_Fenetre/Examples_of_Fourier_Ridges.ensmp.Examples of Windowed Fourier Ridges Indeed...

fr/~chaplais/Wavetour_presentation/Tables/Daubechies/?C=S&O=D [11/15/2003 9:59:24 PM] .ensmp.43 Server at cas..7K 2.6K 2.ensmp.> 04-Jun-1999 12:56 Daubechies_coefficients 04-Jun-1999 12:56 Last modified Size 2..Index of /~chaplais/Wavetour_presentation/Tables/Daubechies Index of /~chaplais/Wavetour_presentation/Tables/Daubechies Name Parent Directory Daubechies_coefficie.fr Port 80 http://cas.> 04-Jun-1999 12:56 Daubechies_coefficie.0.6K Description Apache/2.

..> 01-Jul-1998 15:29 Daubechies_coefficie.fr/~chaplais/Wavetour_presentation/Tables/?C=N&O=D [11/15/2003 9:59:29 PM] .0.fr Port 80 http://cas..Index of /~chaplais/Wavetour_presentation/Tables Index of /~chaplais/Wavetour_presentation/Tables Name Parent Directory Splines_biortho/ 08-Jul-1998 01:42 Last modified Size 2.6K 2.> 01-Jul-1998 15:29 Daubechies_coefficie.ensmp.> 01-Jul-1998 15:29 Daubechies/ 08-Jul-1998 01:42 Apache/2.6K 2.ensmp.43 Server at cas.6K Description Daubechies_coefficie.

..> 01-Jul-1998 15:29 Daubechies_coefficie.6K 2.Index of /~chaplais/Wavetour_presentation/Tables Index of /~chaplais/Wavetour_presentation/Tables Name Parent Directory Daubechies_coefficie.6K Description Apache/2.6K 2..0.fr/~chaplais/Wavetour_presentation/Tables/?C=M&O=A [11/15/2003 9:59:31 PM] .43 Server at cas.ensmp.fr Port 80 http://cas.ensmp.> 01-Jul-1998 15:29 Daubechies_coefficie.> 01-Jul-1998 15:29 Daubechies/ Splines_biortho/ 08-Jul-1998 01:42 08-Jul-1998 01:42 Last modified Size 2.

0.> 01-Jul-1998 15:29 Daubechies_coefficie.6K 2..> 01-Jul-1998 15:29 Daubechies_coefficie.> 01-Jul-1998 15:29 Apache/2..43 Server at cas..ensmp.fr Port 80 http://cas.6K 2.ensmp.Index of /~chaplais/Wavetour_presentation/Tables Index of /~chaplais/Wavetour_presentation/Tables Name Parent Directory Daubechies/ Splines_biortho/ 08-Jul-1998 01:42 08-Jul-1998 01:42 Last modified Size 2.6K Description Daubechies_coefficie.fr/~chaplais/Wavetour_presentation/Tables/?C=S&O=A [11/15/2003 9:59:32 PM] .

ensmp.6K Description Daubechies_coefficie.ensmp.43 Server at cas..6K 2.Index of /~chaplais/Wavetour_presentation/Tables Index of /~chaplais/Wavetour_presentation/Tables Name Parent Directory Daubechies/ 08-Jul-1998 01:42 Last modified Size 2.fr/~chaplais/Wavetour_presentation/Tables/?C=D&O=A [11/15/2003 9:59:35 PM] .6K 2.fr Port 80 http://cas.> 01-Jul-1998 15:29 Daubechies_coefficie.> 01-Jul-1998 15:29 Daubechies_coefficie.> 01-Jul-1998 15:29 Splines_biortho/ 08-Jul-1998 01:42 Apache/2..0..

with proof!) http://cas.fr/~chaplais/Wavetour_presentation/ [11/15/2003 9:59:44 PM] . CHAPLAIS Version française ( US-English version Full Strang and Fix conditions added.A Wavelet Tour of Signal Processing (a Presentation) A WAVELET TOUR OF SIGNAL PROCESSING BY STÉPHANE MALLAT A SHORT PRESENTATION BY F.ensmp.

077852054085 .015829105256 -.396539319482 .000353713800 .ensmp.001077301085 .729132090846 .097501605587 .ensmp.459877502118 -.http://cas.836516303738 .fr/~chaplais/Wavetour_presentation/Tables/Daubechies_coefficients.027522865530 -.012550998556 .751133908021 .494623890398 .224143868042 -.003335725285 .fr/~chaplais/Wavetour_presentation/Tables/Daubechies_coefficients.016574541631 .284015542962 .006241490213 -.469782287405 -.001801640704 .160102397974 .004777257511 -.031582039317 .630880767930 -.224036184994 .230377813309 .675630736297 .010597401785 .085441273882 .187034811719 .080612609151 -.332670552950 .585354683654 -.129766867567 .724308528438 .226264693965 -.030841381836 .038029936935 -.077571493840 -.138428145901 -.129409522551 0 .000429577973 -.071309219267 .032244869585 .027983769417 -.017369301002 http://cas.315250351709 -.806891509311 .143906003929 -.032883011667 -.054415842243 .txt p = 2 n 0 1 2 3 1 2 3 4 5 0 1 2 3 4 5 6 7 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 10 11 0 1 2 3 4 5 6 7 8 9 10 11 12 13 0 1 2 3 4 5 6 7 8 p = 3 p = 4 p = 5 p = 6 p = 7 p = 8 h_p[n] .txt (1 of 2) [11/15/2003 9:59:46 PM] .603829269797 .714846570553 .111540743350 .012580751999 .035226291882 .242294887066 -.312871590914 .128747426620 -.000472484574 .135011020010 -.482962913145 .000553842201 .

000039347320 .txt (2 of 2) [11/15/2003 9:59:46 PM] .026670057901 .000675449406 -.195946274377 .148540749338 .013981027917 .071394147166 -.000116466855 .txt p = 9 p = 10 9 10 11 12 13 14 15 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 -.001847646883 .000013264203 http://cas.243834674613 .000117476784 .093057364604 -.096840783223 .000230385764 -.033212674059 .127369340336 .000250947115 .004281503682 .281172343661 -.fr/~chaplais/Wavetour_presentation/Tables/Daubechies_coefficients.000391740373 .029457536822 .188176800078 .http://cas.604823123690 .010733175483 .001992405295 -.008746094047 -.688459039454 .030725681479 -.000685856695 -.067632829061 .ensmp.ensmp.fr/~chaplais/Wavetour_presentation/Tables/Daubechies_coefficients.038077947364 .003606553567 -.657288078051 .249846424327 -.133197385825 -.000093588670 -.001395351747 .004723204758 -.022361662124 -.004870352993 -.293273783279 -.044088253931 .000251963189 .527201188932 .

43 Server at cas.fr Port 80 http://cas.0.ensmp.ensmp.Index of /~chaplais/Wavetour_presentation/Tables/Splines_biortho Index of /~chaplais/Wavetour_presentation/Tables/Splines_biortho Name Parent Directory splines 04-Jun-1999 12:56 Last modified Size 653 Description Apache/2.fr/~chaplais/Wavetour_presentation/Tables/Splines_biortho/ [11/15/2003 9:59:50 PM] .

.6K Description Daubechies_coefficie.43 Server at cas.6K 2.fr Port 80 http://cas.0.Index of /~chaplais/Wavetour_presentation/Tables Index of /~chaplais/Wavetour_presentation/Tables Name Parent Directory Splines_biortho/ Daubechies/ 08-Jul-1998 01:42 08-Jul-1998 01:42 Last modified Size 2.fr/~chaplais/Wavetour_presentation/Tables/?C=M&O=D [11/15/2003 9:59:53 PM] .6K 2..ensmp..> 01-Jul-1998 15:29 Daubechies_coefficie.> 01-Jul-1998 15:29 Apache/2.> 01-Jul-1998 15:29 Daubechies_coefficie.ensmp.

Index of /~chaplais/Wavetour_presentation/Tables Index of /~chaplais/Wavetour_presentation/Tables Name Parent Directory Daubechies_coefficie.6K 2.43 Server at cas..> 01-Jul-1998 15:29 Daubechies_coefficie.ensmp.fr Port 80 http://cas..> 01-Jul-1998 15:29 Splines_biortho/ Daubechies/ 08-Jul-1998 01:42 08-Jul-1998 01:42 Last modified Size 2.ensmp.6K 2.6K Description Apache/2.> 01-Jul-1998 15:29 Daubechies_coefficie..0.fr/~chaplais/Wavetour_presentation/Tables/?C=S&O=D [11/15/2003 9:59:54 PM] .

html (1 of 4) [11/15/2003 9:59:59 PM] . La version 2 ne restitue pas certains symboles mathématiques en police Symbol. mais en une quantité négligeable pour la compréhension de l'exposé.ensmp. Un écran en 256 niveau de gris est nécessaire (traitement http://cas.fr/~chaplais/Wavetour_presentation/Wavetour_presentation_fr. CHAPLAIS ce lien est pour ceux qui n'aiment pas les préambules Configuration souhaitée Ce site a été testé sous Netscape Navigator 2 et 3.Une presentation du livre de Stephane Mallat A WAVELET TOUR OF SIGNAL PROCESSING PAR STÉPHANE MALLAT Disponible en français! PRÉSENTÉ SUCCINCTEMENT PAR F.

Avertissement Cette présentation s'inspire du livre de S.Une presentation du livre de Stephane Mallat d'image oblige). Chemins de parcours Quatre parcours sont proposés. Mallat) le chapitre 11 sur le codage (qui sera probablement rajouté si j'en ai le temps) Une table des matières provisoire de la version française est disponible.ensmp. Elle s'intéresse plus particulièrement aux sujets suivants: q q q q q Analyse de Fourier (chapitre 2) Analyse temps-fréquence (chapitre 4. q q analyse fréquentielle des ondelettes dyadiques aux filtres http://cas. La plupart des images sont au format GIF entrelacé avec transparence sur le blanc. Mallat. De nombreuses passerelles existent par ailleurs de l'un à l'autre. et certain graphiques sont en couleurs pour mieux comparer les courbes. Ces sujets s'enchaînent.html (2 of 4) [11/15/2003 9:59:59 PM] . elle ne prétend pas en être un reflet exact. excepté les énergies quadratiques temps-fréquence)) Les frames (chapitre 5) Analyse de singularités et reconstruction (chapitre 6.fr/~chaplais/Wavetour_presentation/Wavetour_presentation_fr. excepté les multifractales) Bases d'ondelettes et bancs de filtres (chapitre 7) Sont omis: q q q q q le chapitre 3 sur l'échantillonnage (sauf les algorithmes de FFT et de convolutions rapides. couvrant quatre types de sujets. 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.

une Toolbox freeware pour Matlab. disponible à l'adresse http://cas.html (3 of 4) [11/15/2003 9:59:59 PM] .Une presentation du livre de Stephane Mallat q q q des filtres aux ondelettes dyadiques analyse de régularité frames Index Pour un accès direct.fr/~chaplais/Wavetour_presentation/Wavetour_presentation_fr.ensmp. 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 rapide et convolutions 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.

Centre Automatique et Systèmes Recherche options http://cas. Dernière mise à jour: 7 Mars 2001 Merci de me faire part de vos remarques. Des travaux pratiques sont également disponibles. Historique: 4 Juin 1999: ajout des conditions générales de Stang et Fix.edu/~wavelab/ Uvi Wave est une autre toolbox Matlab en freeware. Ils ne nécessitent qu'un logiciel compatible Matlab 4 (aucune toolbox n'est nécessaire) et ne requièrent aucune connaissance préalable.html (4 of 4) [11/15/2003 9:59:59 PM] . avec la preuve! 18 Mai 2001: ajout de la transition des bancs de filtres vers les analyses multirésolution.fr/~chaplais/Wavetour_presentation/Wavetour_presentation_fr.stanford.ensmp.Une presentation du livre de Stephane Mallat http://www-stat. Tout en se familiarisant avec Matlab. on implémente des filtres miroirs conjugués et et on les utilise pour comparer diverses méthodes d'approximation.

fr/~chaplais/Wavetour_presentation/Tables/Splines_biortho/?C=N&O=D [11/15/2003 10:00:00 PM] .0.Index of /~chaplais/Wavetour_presentation/Tables/Splines_biortho Index of /~chaplais/Wavetour_presentation/Tables/Splines_biortho Name Parent Directory splines 04-Jun-1999 12:56 Last modified Size 653 Description Apache/2.43 Server at cas.fr Port 80 http://cas.ensmp.ensmp.

ensmp.0.fr Port 80 http://cas.43 Server at cas.ensmp.fr/~chaplais/Wavetour_presentation/Tables/Splines_biortho/?C=M&O=A [11/15/2003 10:00:02 PM] .Index of /~chaplais/Wavetour_presentation/Tables/Splines_biortho Index of /~chaplais/Wavetour_presentation/Tables/Splines_biortho Name Parent Directory splines 04-Jun-1999 12:56 Last modified Size 653 Description Apache/2.

0.fr Port 80 http://cas.ensmp.ensmp.fr/~chaplais/Wavetour_presentation/Tables/Splines_biortho/?C=S&O=A [11/15/2003 10:00:03 PM] .Index of /~chaplais/Wavetour_presentation/Tables/Splines_biortho Index of /~chaplais/Wavetour_presentation/Tables/Splines_biortho Name Parent Directory splines 04-Jun-1999 12:56 Last modified Size 653 Description Apache/2.43 Server at cas.

fr/~chaplais/Wavetour_presentation/Tables/Splines_biortho/?C=D&O=A [11/15/2003 10:00:04 PM] .0.fr Port 80 http://cas.43 Server at cas.Index of /~chaplais/Wavetour_presentation/Tables/Splines_biortho Index of /~chaplais/Wavetour_presentation/Tables/Splines_biortho Name Parent Directory splines 04-Jun-1999 12:56 Last modified Size 653 Description Apache/2.ensmp.ensmp.

Decomposition and Reconstruction Schemes Decomposition Reconstruction http://cas.html [11/15/2003 10:00:05 PM] .ensmp.fr/~chaplais/Wavetour_presentation/ondelettes/Decomposition_and_Reconst.