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A wavelet tutorial from S. Mallat's book

Academic Press, 1998

A SHORT PRESENTATION BY F.

Academic Press, 1998 A SHORT PRESENTATION BY F. CHAPLAIS for those who hate preambles Hardware and
Academic Press, 1998 A SHORT PRESENTATION BY F. CHAPLAIS for those who hate preambles Hardware and

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:

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:

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.

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

Uvi Wave is another freeware Matlab Toolbox.

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A wavelet tutorial from S. Mallat's book

Updates:

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

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

transition from filter banks to multiresolution analysis Last update: February 2, 1999 Feedback is welcome. Control
transition from filter banks to multiresolution analysis Last update: February 2, 1999 Feedback is welcome. Control

Last update: February 2, 1999

Feedback is welcome.

Last update: February 2, 1999 Feedback is welcome. Control and Systems Department

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Frequency and Period

Frequency Analysis

As shown in this tour, the notion of instantaneous frequency should be handled with caution. This is why we recall the primary definition of a frequency.

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

Period and Frequency

What is a frequency?

A frequency is the inverse of a period.

A one dimensional signal is T>0 periodic if it is unchanged by a

translation of T. Hence its support has an infinite length. Nonetheless, the signal is entirely determined by its values over an interval of length T.

determined by its values over an interval of length T. In the representation over an interval

In the representation over an interval of length T, 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.

A musical example

A purely synthetic music note can be represented by a sinusoidal

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

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

the frequencies may vary with time.

As a first approximation, a music piece may be modelized as a sequence of signals defined over intervals whose length is

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Frequency and Period

determined by the tempo. Every elementary signal can be periodized.

Fourier Analysis

Classically, the analysis of a signal as a Fourier series or a Fourier integral provides a representation of its frequency contents.

Fourier series

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Fourier Series

Fourier Series

An N-periodic signal can be represented as a series of harmonically related sinusoids.

Fourier has shown that any periodic signal can be decomposed into harmonically related sinusoids:

can be decomposed into harmonically related sinusoids: This analysis seems to fits the needs of music

This analysis seems to fits the needs of music coding by using a Fourier series for every tempo unit. It has several drawbacks:

there may be points where the Fourier series does not converge

a

periodic continuous signal with a period different from 2 is

represented as a discontinuous signal over

represented as a discontinuous signal over . This causes

. This causes

a

bad convergence of its Fourier series.

More generally, it cannot efficiently represent signals which are not synchronized with a tempo, such as speech recordings or images.

A solution consists in using a transform where the frequency is allowed to have continuous variations. The Fourier series becomes the Fourier transform. The concept of period disappears in the process, and the frequency contents is actually a sinusoid contents.

Fourier transform

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Fourier transform

Fourier Transform

The Fourier transform analyses the "frequency contents" of a signal.

Its many properties make it suitable for studying linear time invariant operators, such as differentiation.

It is a global representation of a signal.

Fourier transform

The Fourier transform of f in L 2 is

Fourier transform The Fourier transform of f in L 2 is The inverse Fourier transform represents

The inverse Fourier transform represents f as a sum of sinusoids

inverse Fourier transform represents f as a sum of sinusoids Properties The Fourier transform has many

Properties

The Fourier transform has many algebraic properties. Note that sinusoidal waves are eigenvectors of the differentiation operator.

This makes it possible for the Fourier transform to give indications

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Fourier transform

on the regularity of a signal.

Implementation

To reduce the number of operations, the Fast Fourier Transform separates odd and even frequencies when computing a discrete Fourier transform.

A global representation

The Fourier transform is a global representation of the signal. It cannot analyze it local frequency contents or its local regularity. The convergence condition on the Fourier transform only gives the worst order of regularity. It ignores local regular behaviours.

There exist, however, a definition of the instantaneous frequency of

an analytic signal.

It is useless in practice because it fails to detect the summation of two signals. It is nonetheless a convenient means of defining synthetic signals for numerical experimentations.

Trying to discriminate each of the stacked frequencies leads to a frequency analysis that is localized in frequency as well as in time. This requires some understanding of the time-frequency localization of signal.

Time-Frequency Localization

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Algebraic properties of the Fourier transform

Algebraic Properties of the Fourier Transform

transform Algebraic Properties of the Fourier Transform

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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

continuously differentiable with bounded derivatives if This property is extended to Lipschitz regularity :

This property is extended to Lipschitz regularity:

if This property is extended to Lipschitz regularity :

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

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Fast Fourier Transform

Fast Fourier Transform

The discrete Fourier transform of a discrete signal with N samples is

Fourier transform of a discrete signal with N samples is Using this formula to compute the

Using this formula to compute the Fourier transform requires N 2 complex additions and multiplications.

A simple computation shows that the even frequency coefficients are the coefficients of the Fourier transform of the N/2 periodic signal

f p [n] = f[n] + f[n+N/2]

and that the odd frequency coefficients are the coefficients of the Fourier transform of

f i [n] = (f[n]-f[n+N/2]) e -2i n/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 log 2 (N), where K is a constant which does not depend on N.

This is the basic principle of the Fast Fourier Transform. Variants exist that reduce K.

Convolutions and circular convolutions

The circular convolution of two N periodic signals is defined by

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Fast Fourier Transform

Fast Fourier Transform The discrete Fourier transform of a circular convolution is the product of the

The discrete Fourier transform of a circular convolution is the product of the two discrete Fourier transforms.

For two signals f and h with a length M>=32, computing their convolution with an FFT is faster than using the straightforward formula. For that purpose, two M periodic signals are defined:

For that purpose, two M periodic signals are defined: and one can verify that their circular

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

that their circular convolution is equal to the convolution for 0<=n<2M. The circular convolution is itself

for 0<=n<2M. The circular convolution is itself computed by performing the FFT of the two signals, computing their product and then its inverse FFT.

Fourier Transform

Fast Windowed Fourier Transform

Fast Wavelet Transform

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Instantanous Frequency of an Analytic Signal

Instantaneous Frequency of an Analytic Signal

A signal in L 2 is analytic if its Fourier transform is zero for

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

by its Fourier transform:

a of a real signal f is given by its Fourier transform: and f a can

and f a can properly be decomposed into a module and a complex phase:

properly be decomposed into a module and a complex phase: The instantanneous frequency is the nonnegative

The instantanneous frequency is the nonnegative derivative of the complex phase:

is the nonnegative derivative of the complex phase: For a sinusoidal wave, this definition coincides with

For a sinusoidal wave, this definition coincides with the usual

frequency. Unfortunately, the instantaneous frequency of the sum

of two ordinary sinusoidal waves is the average of their

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

Hence the caracterization of the instaneous frequency of a signal in a sense that is consistent with the Fourier analysis in simple cases

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Instantanous Frequency of an Analytic Signal

requires other mathematical tools.

However, analytic signals are very useful in the synthesis of signals with a given time varying frequency contents.

Fourier transform

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Time-Frequency Atoms

Time-Frequency Localization

There is no finite energy function which is compactly supported both in the time and frequency domains.

The time-frequency localization is measured in the mean squares sense and is represented as a Heisenberg box.

The Fourier transform can be viewed as a representation of a function as a sum of sinusoidal waves. These sinusoids are very well localized in the frequency, but not in time, since their support has an infinite length. This is a consequence of periodicity.

To represent the frequency behavior of a signal locally in time, the signal should be analyzed by functions which are localized both in time and frequency, for instance, signals that are compactly supported in the time and Fourier domains.

This time-frequency localization is limited by the following two results:

The uncertainty theorem of Heisenberg.

If f is in L 2 , then its time root deviation

deviation

If f is in L 2 , then its time root deviation deviation are defined. Then

are defined. Then

2 , then its time root deviation deviation are defined. Then and its Fourier root

and its Fourier root

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Time-Frequency Atoms

Time-Frequency Atoms A balance has to be reached between the time and frequency resolution. In the

A balance has to be reached between the time and frequency

resolution. In the limit case of a sinusoid, infinite.

resolution. In the limit case of a sinusoid, infinite. is zero and is The previous inequality

is zero and

In the limit case of a sinusoid, infinite. is zero and is The previous inequality is

is

The previous inequality is an equality if and only if f is a Gabor

chirp .

Compact supports

If f is non zero with a compact support, then its Fourier transform cannot be zero on a whole interval. Similarly, if its Fourier transform is compactly supported, then it cannot be zero on a time interval.

Hence, even if the Heisenberg constraints are verified, it is impossible to have an function in L 2 which is compactly supported both in the time and Fourier domains.

In particular, this means that there is no instantaneous frequency analysis for finite energy signals.

Time-frequency localization is thus achievable only in the mean squares sense.

This localization is represented as a Heisenberg box.

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Time-Frequency Atoms

For a family of vectors to be a basis of L 2 , it is reasonable to expect that their Heisenberg boxes pave the time frequency plane.

Two time frequency localization strategies are presented in parallel; the first one leads to the windowed Fourier transform, while the other one leads to the wavelet transform.

Windowed Fourier transforms and wavelet transforms

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Fast Windowed Fourier Transform

Fast Windowed Fourier Transform

The discrete windowed Fourier transform of an N periodic signal is

windowed Fourier transform of an N periodic signal is For a fixed m, the formula is

For a fixed m, the formula is that of a discrete Fourier transform. Hence the computation is performed with N fast Fourier

transforms, which require O(N 2 log 2 (N)) operations.

Windowed Fourier Transform

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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

Outline The windowed Fourier transform is defined by It uses an atom which is the product

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:

and frequency modulations of the original window: This atom has a frequency center and is symmetric

This atom has a frequency center 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:

Windowed Fourier Transform atoms : Properties The windowed Fourier transform has a constant time frequency resolution

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:

windowed Fourier transform is the spectrogram of a signal: Choice of Window

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 a j for j<0 with a=2 1/v , wher V is an integer, called the number of voices in the octave.

The wavelet support is assumed to be [-K/2,K/2]. For a signal of size N and 1<=a j <=N/K, a discrete wavelet is defined by sampling the scale at a j and time (for scale 1) at its integer values, that is

at a j and time (for scale 1) at its integer values, that is The signal

The signal and wavelet are N-periodized. The discrete wavelet transform of f is

are N-periodized. The discrete wavelet transform of f is which is a circular convolution between f

which is a circular convolution between f and 1 [n]= [-n]. These circular convolutions are computed with an FFT which requires O(N log 2 (N)) operations.

The scalogram is computed from the wavelet transform and a parobolic interpolation is performed between three succesive scales a j to better localize the wavelet ridges.

Wavelet transform

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Wavelet Transform

Wavelet Transform

The wavelet transform replaces the Fourier transform's sinusoidal waves by a family generated by translations and dilations of a window called a wavelet.

It takes two arguments: time and scale.

Outline

The wavelet transform is defined by

time and scale. Outline The wavelet transform is defined by where the base atom is a

where the base atom is a zero average function, centered around zero with a finite energy. The family of vectors is obtained by translations and dilatations of the base atom:

obtained by translations and dilatations of the base atom: The previous function is centered around u,

The previous function is centered around u, like the windowed Fourier atom. If the frequency center of is , then the frequency center of the dilated function is /s.

Its time spread is proportional to s. Its frequency spread is proportional to the inverse of s. Here is an example of

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Wavelet Transform

Heisenberg boxes of wavelet atoms:

Wavelet Transform Heisenberg boxes of wavelet atoms : At the finer scales, more Heisenberg boxes can

At the finer scales, more Heisenberg boxes can be placed side to side because there is a better time resolution.

Properties

The wavelet transform has thus a time frequency resolution which depends on the scale s. Under the condition

which depends on the scale s . Under the condition it is a complete, stable and

it is a complete, stable and redundant representation of the signal; in particular, the wavelet transform is left invertible. The redundancy implies the existence of a reproducing kernel.

Scalogram

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Wavelet Transform

If denotes the frequency center of the base wavelet, then the

frequency center of a dilated wavelet is = /s. The scalogram of a signal is defined by

is = /s. The scalogram of a signal is defined by The normalized scalogram is .

The normalized scalogram is

.
.

Choice of Window

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

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

Heisenberg box, the most important feature of a wavelet is the number of its vanishing moments:

of a wavelet is the number of its vanishing moments: The vanishing moments property makes it

The vanishing moments property makes it possible to analyse the local regularity of a signal.

A theorem caracterizes fast decaying wavelets with n vanishing

moments as the n th derivatives of a fast decaying function.

Implementation

The wavelet transform is computed with a Fast Wavelet Transform.

It computes a discrete transform with circular convolutions, which

are themselves computed with a FFT.

To speed up computations, dyadic wavelets are often used. The dyadic wavelet transform is implemented by filter banks.

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Wavelet Transform

Scalogram examples

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Chirps

Chirps are analytic signals which have a particular instantaneous frequency.

A gaussian chirp is defined by

instantaneous frequency. A gaussian chirp is defined by A linear chirp is defined by A quadratic

A linear chirp is defined by

A gaussian chirp is defined by A linear chirp is defined by A quadratic chirp is

A quadratic chirp is defined by

A linear chirp is defined by A quadratic chirp is defined by A hyperbolic chirp is

A hyperbolic chirp is defined by

chirp is defined by A hyperbolic chirp is defined by

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Gabor Chirps and Wavelets

f is a Gabor chirp if there is

Gabor Chirps and Wavelets f is a Gabor chirp if there is such that A Gabor
Gabor Chirps and Wavelets f is a Gabor chirp if there is such that A Gabor

such that

A Gabor wavelet is a particular Gabor chirp

is such that A Gabor wavelet is a particular Gabor chirp with For the wavelet is

with

such that A Gabor wavelet is a particular Gabor chirp with For the wavelet is approximatively

For

that A Gabor wavelet is a particular Gabor chirp with For the wavelet is approximatively analytic.

the wavelet is approximatively analytic.

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Heisenberg Box

Heisenberg Box

The "time frequency localization" of an atom is represented as a "Heisenberg box" located in the time frequency plane, which is a

rectangle with a time width

frequecy center which coincides with the signal's.

width frequecy center which coincides with the signal's. and a frequency heigth , and time

and a frequency heigth

coincides with the signal's. and a frequency heigth , and time

, and time

with the signal's. and a frequency heigth , and time

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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.

It takes two arguments: time and frequency.

Outline

The windowed Fourier transform is defined by

Outline The windowed Fourier transform is defined by It uses an atom which is the product

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:

Wavelet Transform

The wavelet transform replaces the Fourier transform's sinusoidal waves by a family generated by translations and dilations of a window called a wavelet.

It takes two arguments: time and scale.

Outline

The wavelet transform is defined by

time and scale. Outline The wavelet transform is defined by where the base atom is a

where the base atom is a zero average function, centered around zero with a finite energy. The family of vectors is obtained by translations and

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Time Frequency Transforms

Time Frequency Transforms This atom has a frequency center and is symmetric with respect to u.

This atom has a frequency center 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 atoms:

examples of Heisenberg boxes of windowed Fourier atoms : dilatations of the base atom: The previous

dilatations of the base atom:

of windowed Fourier atoms : dilatations of the base atom: The previous function is centered around

The previous function is centered around u, like the windowed Fourier atom. If the frequency center of is , then the frequency center of the dilated function is /s.

Its time spread is proportional to s. Its frequency spread is proportional to the inverse of s. Here is an example of Heisenberg boxes of wavelet atoms:

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Time Frequency Transforms

Properties

The windowed Fourier transform has a constant time frequency resolution. This resolution can be can be changed by rescaling the window g. It is a complete, stable, redundant representation of the signal. Hence it is invertible. The redundancy implies the existence of a reproducing kernel.

Spectrogram

The square modulus of the windowed Fourier transform is the spectrogram of a signal:

windowed Fourier transform is the spectrogram of a signal: Choice of Window The properties of the

Choice of Window

The properties of the windowed Fourier transform are determined by the window g, or rather its Fourier transform, whose energy should be concentrated around 0. This energy spread is measured by three parameters.

Implementation

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

Fourier Transform is equivalent to a sequence of FFTs. At the finer scales, more Heisenberg boxes

At the finer scales, more Heisenberg boxes can be placed side to side because there is a better time resolution.

Properties

The wavelet transform has thus a time frequency resolution which depends on the scale s. Under the condition

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Time Frequency Transforms

Specrogram examples

Time Frequency Transforms Specrogram examples it is a complete, stable and redundant representation of the signal;

it is a complete, stable and redundant representation of the signal; in particular, the wavelet transform is left invertible. The redundancy implies the existence of a reproducing kernel.

Scalogram

If denotes the frequency center of the base wavelet, then the frequency center of a dilated wavelet is = /s. The scalogram of a signal is defined by

is = /s. The scalogram of a signal is defined by The normalized scalogram is .

The normalized scalogram is

.
.

Choice of Window

As far as the continuous wavelet transform is

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Time Frequency Transforms

concerned, a wavelet is simply a finite energy function with a zero mean. Besides its Heisenberg box, the most important feature of a wavelet is the number of its vanishing moments:

of a wavelet is the number of its vanishing moments: The vanishing moments property makes it

The vanishing moments property makes it possible to analyse the local regularity of a signal.

A theorem caracterizes fast decaying wavelets

with n vanishing moments as the n th derivatives of a fast decaying function.

Implementation

The wavelet transform is computed with a Fast

Wavelet Transform. It computes a discrete transform with circular convolutions, which are themselves computed with a FFT.

To speed up computations, dyadic wavelets are often used. The dyadic wavelet transform is implemented by filter banks.

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Time Frequency Transforms

Scalogram examples

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Choice of WFT window

Choice of Fourier Window

The properties of the windowed Fourier transform are determined by the window g, or rather its Fourier transform, whose energy should be concentrated around 0. Three important parameters evaluate this energy spread:

0. Three important parameters evaluate this energy spread: ● the root mean square bandwidth defined by

the root mean square bandwidth defined by

spread: ● the root mean square bandwidth defined by If is small, the energy of the

If is small, the energy of the window is well concentrated around 0.

the maximal amplitude A of its first side lobes, measured in decibels:

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mees/Fourier_Fenetre/Choice_of_WFT_window.html

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Choice of WFT window

Choice of WFT window These side lobes can create "shadows" on each side of the frequency

These side lobes can create "shadows" on each side of the frequency center.

The polynomial exponent which describes the decay of the window's Fourier transform at high frequencies

of the window's Fourier transform at high frequencies It sums up the behavior of the Fourier

It sums up the behavior of the Fourier transform beyond the first side lobes.

The following table gives the values of these parameters for classical windows, normalized so that g(0) = 1.

Name Rectangle Hamming Gaussian Hanning
Name
Rectangle
Hamming
Gaussian
Hanning

g(t)

1

0,54 + 0,46 cos(2 t)

exp(-18t 2 )

cos 2 ( t)

t) e x p ( - 1 8 t 2 ) c o s 2 (

Blackman 0,42 + 0,5 cos(2 t) + 0,08 cos(4 t)

0,89 -13 db 0 A p 1,36 -43 db 0 1,55 -55 db 0 1,44
0,89 -13 db 0
A
p
1,36 -43 db 0
1,55 -55 db 0
1,44 -32 db 2
1,68 -58 db 2

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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.

sum of two parallel linear chirps with its spectrogram. Now a synthetic signal which is the

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.

http://cas.ensmp.fr/~chaplais/Wavetour_present

mees/Fourier_Fenetre/Spectrogram_Examples.html

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Spectrogram Examples

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

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

http://cas.ensmp.fr/~chaplais/Wavetour_present

mees/Fourier_Fenetre/Spectrogram_Examples.html

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Spectrogram Examples

Spectrogram Examples The "instantaneous frequencies" are well tracked in the first example. On the contrary, the

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

http://cas.ensmp.fr/~chaplais/Wavetour_present

mees/Fourier_Fenetre/Spectrogram_Examples.html

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Regularity Analysis

Regularity Analysis

The Fourier transform analyses the global regularity of a function.

The wavelet transform makes it possible to analyze the pointwise regularity of a function.

A signal is regular if it can be locally approximated by a polynomial. The definition of the Lipschitz regularity is

a polynomial. The definition of the Lipschitz regularity is Fourier condition Naturally, this a global regularity

Fourier condition

definition of the Lipschitz regularity is Fourier condition Naturally, this a global regularity condition. To get

Naturally, this a global regularity condition.

To get conditions on the local or even pointwise regularity of a signal, it is necessary to use a transform which is localized in time.

Wavelet Transform Condition

Assume that the wavelet has n vanishing moments:

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Regularity Analysis

Regularity Analysis and has n continuous derivatives with a fast decay. A derivative of a fast

and has n continuous derivatives with a fast decay.

A

derivative of a fast decaying function.

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

has n vanishing moments if and only if its is the n th If f is

If f is a function which is a little bit more than n times differentiable at point v,

then it can be approximated by a polynomial of degree n. The wavelet transform of this polynomial is zero; around v, its order is that of the error between the polynomial and the function. If this error can be uniformly estimated on an interval, this yields a tool for regularity analysis on an interval.

this yields a tool for regularity analysis on an interval. This condition relates the pointwise regularity

This condition relates the pointwise regularity of a signal to the decay of its wavelet transform's modulus.

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

Example

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Regularity Analysis

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

A signal and its wavelet transform, computed with the derivative of a Gaussian. Finer scales are at top. Zero coefficients are represented by a medium gray. Hence, the regular parts are medium gray. Notice the cones below the singularities.

Detection of Singularities

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

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Multiresolution Approximation

Multiresolution Approximations Are The Foundation of Dyadic Wavelets

Dyadic wavelets are wavelets which satisfy an additional scaling property.

This property allows the implementation of a Fast Dyadic Wavelet Transform with filter banks.

The definition of dyadic wavelets comes from the definition of multiresolution approximations.

While browsing these pages, you certainly have downloaded interlaced GIF images. During the download, a progressively detailed image is displayed on screen.

This idea of consecutive approximations at finer and finer resolutions is formalized by the concept of multiresolution approximation (or multiresolution analysis).

Definition

A sequence V j , j in Z, of subspaces of L 2 (R) is a multiresolution approximation if the six following conditions are satisfied:

Multiresolution Approximation

V j+1 is obtained from V j by

a factor 2 rescaling

For any j, V j+1 is a subspace of V j

V j is 2 j translation

invariant.

The intersection of the V j is

0 in L 2 .

The union of the V j is dense

in L 2 .

There is a function such that the integer translations of make a Riesz basis of V 0 .

There exists an underlying dyadic sequence of time grids, e.g., the intervals satisfy a geometric progression with reason 2.

Any low resolution signal is also a high resolution signal.

There is an underlying time grid with step 2 j . Condition 1 shows that this grid is obtained from the case j=0 by a 2 j rescaling.

A a zero resolution, the only finite energy signal is 0.

At the infinite resolution, all finite energy signals are perfectly reproduced.

The resolution V j is generated by a

basis which is obtained by 2 j translations of a 2 j rescaled . A Riesz basis is a frame of linearly independent vectors.

A less literary definition is available.

The rescaling of does not modify the area of its Heisenberg box, but it changes the proportions of the box, like for non dyadic

wavelets.

Examples of multiresolution

approximations

What of wavelets?

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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.

Properties

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Algorithme a trous

Fast Dyadic Transform Algorithme à trous

The fast dyadic wavelet transform is implemented using filter banks. This implementation is very close to the implementation of the fast (bi)orthogonal wavelet transform, except that no subsampling is performed.

For any j>=0, let

that no subsampling is performed. For any j>=0, let and the discrete data is likened to

and the discrete data is likened to the a 0 [n]. We also define

discrete data is likened to the a 0 [n]. We also define For a given filter

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

inserting 2 j -1 zeroes between every x coefficient (hence the French name "algorithme à trous", which means "holes algorithm"), and let

trous", which means "holes algorithm"), and let The algorithme à trous computes the fast dyadic wavelet

The algorithme à trous computes the fast dyadic wavelet transform in the following way:

the fast dyadic wavelet transform in the following way: (the ~ filters are the dual filters

(the ~ filters are the dual filters of the biorthogonal system).

Compare this algorithm to the decomposition and reconstruction algorithm over a basis of biorthogonal wavelets. In the decomposition case, the data is convolved with the symmetrized filter, then the output is subsampled. Here the filter is "stretched" to take into account the rescaling and the convolution is performed without any subsampling.

Here is a scheme of the filter bank:

http://cas.ensmp.fr/~chaplais/Wavetour_presenta

ndelettes%20dyadiques/Algorithme_a_trousUS.html

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Algorithme a trous

Algorithme a trous Dyadic Wavelet Transform Reconstruction From Dyadic Maxima

Dyadic Wavelet Transform

Reconstruction From Dyadic Maxima

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ndelettes%20dyadiques/Algorithme_a_trousUS.html

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Perfect Reconstruction Filters

Perfect Reconstruction and Conjugate Mirror Filter Banks

A perfect reconstruction filter bank decomposes a signal by filtering and subsampling.

It reconstructs it by inserting zeroes, filtering and summation.

Definition

A (discrete) two-channel multirate filter bank convolves a signal a 0

with a low-pass filter h 1 [n] = h[-n] and a high-pass filter g 1 [n] = g[-

n] and then subsamples the output:

a 1 [n] = a 0 * h 1 [2n] and d 1 [n] = a 0 * g 1 [2n] .

A reconstructed signal a 2 is obtained by filtering the zero expanded

signals with a dual low-pass filter h 2 and a dual high-pass filter g 2 .

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

between every sample, this can be written as:

a 2 [n] = z(a 1 ) * h 2 [n] + z(d 1 ) * g 2 [n] .

The following figure illustrates the decomposition and reconstruction process.

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Perfect Reconstruction Filters

Perfect Reconstruction Filters The filter bank is said to be a perfect reconstruction filter bank when

The filter bank is said to be a perfect reconstruction filter bank when a 2 = a 0 . If, additionally, h = h 2 and g = g 2 , the filters are called conjugate mirror filters.

Caracterization

Perfect reconstruction filter banks are caracterized in a theorem by

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

g 2 filters can easily be derived from the h and h 2 filters, and the filter synthesis is equivalent to solving

filters, and the filter synthesis is equivalent to solving where h and h 2 are trigonometric

where h and h 2 are trigonometric polynomials.

From filters to wavelets

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Normalized Saclogram examples

Normalized Scalogram examples

These few examples are based on the same synthetic signals as for the windowed Fourier transform.

They illustrate the wavelet transform's ability to localize instaneous frequencies.

Here is the sum of two parallel linear chirps with its scalogram. When the frequency increases, the frequency resolution of the transform decreases.

the frequency resolution of the transform decreases. Here is the normalized scalogram and the complex phase

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, a quadratic chirp with a decreasing frequency, and two modulated gaussians. Their computations have been performed with a Gabor wavelet.

The makup of this signal explicitly introduces instantaneous frequencies.

http://cas.ensmp.fr/~chaplais/Wavetour_presenta

transformees/Ondelettes/Scalogram_Examples.html

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Normalized Saclogram examples

Normalized Saclogram examples Here is the sum of two hyperbolic chirps and its scalogram. In the

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

is the sum of two hyperbolic chirps and its scalogram. In the first example, the instantaneous

In the first example, the instantaneous frequencies are more blurred in the scalogram than in the spectrogram. On the other hand, the variable time resolution of the wavelet transform makes it possible to track the hyperbolic frequency across time. The decreasing frequency resolution is masked by the vertical asymptotic tendency.

http://cas.ensmp.fr/~chaplais/Wavetour_presenta

transformees/Ondelettes/Scalogram_Examples.html

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Normalized Saclogram examples

Wavelet Ridges and Instantaneous Frequencies

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transformees/Ondelettes/Scalogram_Examples.html

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Frames

Frames

Frames are a stable, possibly redundant, representation of signals.

It is a generalization of the concept of basis in a linear space.

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, it may be possible that not all sequences of

reals represent an finite energy signal. Oversampling is an example

of a represention of signals in a frame. One can see that not all sequences of values may represent a sequence of samples. In general, frames are a stable and redundant representation of signals.

Definition

A family

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

two constants A>0 and B>0 such that, for any f in H, of vectors in a

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

f in H, of vectors in a Hilbert space H is a frame of H if

If A=B, the frame is said to be tight.

A Riesz basis is a frame whose vectors are linearly independant.

Example: consider a family of three vectors in the plane which are obtained by succesive rotations of a third of turn of one vector. This family is a tight frame of the plane, with A=B=3/2.

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Frames

Properties

The frame vectors are supposed to be of unit norm.

If the frame vectors are independent, then A<=1<=B. The frame is

then an orthonormal basis if and only if A=B=1. If A>1, then the frame is redundant. A finite family is always a frame of the linear

space that it generates.

Pseudo Inverse

U denotes the operateur which transforms a signal f into the

sequence of its frame inner products.

U has one or an infinity of left inverses.

The pseudo-inverse

on the orthogonal complement of the image of U. It is the minimum norm left inverse.

of the image of U. It is the minimum norm left inverse. of U is the

of U is the left inverse of U which is zero

It is used to build a signal approximation from any sequence of real numbers. The computation of (U * U) -1 f can be performed by a conjugate gradient algorithm.

Dual Frame

The image of the frame the dual frame. For any f in H,

The image of the frame the dual frame . For any f in H, through (U

through (U * U) -1 is a frame called

frame . For any f in H, through (U * U) -1 is a frame called

and

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Frames

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

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

the two frames form a biorthogonal basis system , that is Windowed Fourier Frames and Wavelet

Windowed Fourier Frames and Wavelet Frames

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Windowed Frames

Windowed Fourier Frames

The Heisenberg boxes of windowed Fourier atoms have dimensions which do not depend on their time or frequency center. To get a frame after discretization of the windowed Fourier transform, a tiling of the time frequency plane by the discrete family of Heisenberg boxes is desirable. Hence, it only logical to use a regular rectangular grid to place the time frequency centers.

rectangular grid to place the time frequency centers. Daubechies gives the following necessary condition on the

Daubechies gives the following necessary condition on the tiling to yield a frame:

necessary condition on the tiling to yield a frame: Sufficient conditions also exist. Two important results

Sufficient conditions also exist.

Two important results should be emphasized:

there is no compactly supported, continuously differentiable window that generates an orthogonal windowed Fourier basis (Balian- Low theorem).

Wavelet Frames

To cover the time frequency plane with wavelet Heisenberg boxes, a regular grid is not used; time steps which are inverse proportional to the frequecy step are used instead, the latter being itself proportional to the scale.

instead, the latter being itself proportional to the scale. The wavelet is assumed to satisfy the

The wavelet is assumed to satisfy the reconstruction condition

wavelet is assumed to satisfy the reconstruction condition which garantees the invertibility of the wavelet transform.

which garantees the invertibility of the wavelet transform. Daubechies gives necessary conditions for the previous tiling to yield a frame:

conditions for the previous tiling to yield a frame: Sufficient conditions also exist. The following differences

Sufficient conditions also exist.

The following differences with the windowed Fourier frames should be emphasized:

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Windowed Frames

the dual frame of a windowed Fourier frame is also a window Fourier frame.

there are continuously differentable wavelets that generate frames (look at the construction of wavelet bases for more)

in the general case, the dual frame of a wavelet frame is not a wavelet frame. However, in the cases of bases, a dual wavelet basis can be built by other means (look at the wavelet bases for more, especially the biorthogonal ones)

Translation invariance

In both cases (Fourier or wavelets), the frame representation has the drawback of not being translation invariant with respect to time or frequency. Now, most interesting signal patterns are not naturally synchronized with frame intervals. In particular, the structure of a signal may be degraded at the lower resolutions.

This motivates the study of the dyadic wavelet transform, which is discrete in scale but not in time (in practice, this means that signals are oversampled when switching to coarser resolutions).

Another time invariant represenation is the representation by dyadic wavelet maxima. It is less redundant, but is not complete.

Why wavelet bases are studied nonetheless

In practice, the dyadic wavelet transform is implemented by perfect reconstruction filter banks. These fast filter banks correspond to wavelet bases which are built from multiresolution approximations.

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Windowed Frames

Multiresolution Approximations and Wavelet Bases

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

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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:

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Windowed Fourier Rigdes

Windowed Fourier Rigdes where s is the scaling which has been applied to the Fourier window,

where s is the scaling which has been applied to the Fourier window, and 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

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Wavelets

Orthogonal Wavelets

Let us recall that a multiresolution approximation is a nested sequence of linear spaces. The orthogonal complement W j of V j in V j-1 can be thus defined:

W j of V j in V j - 1 can be thus defined: Then there

Then there is a function such that the family

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

and n in Z, is an orthonormal basis of L 2 and

j,n (t) = 2 -j/2 (2 -j t-

basis of L 2 and j , n (t) = 2 -j/2 (2 -j t- is

is an orthogonal wavelet associated to the multiresolution approximation. A signal f in L 2 can be decomposed as

approximation. A signal f in L 2 can be decomposed as where is an orthogonal scaling

where is an orthogonal scaling function of the multiresolution.

Biorthogonal Wavelets

Biorthogonal wavelets are defined similarly to orthogonal wavelets, except that the starting point is biorthogonal multiresolution approximations. The following decompositions are performed:

approximations. The following decompositions are performed: Like in the orthogonal case, a signal in L 2

Like in the orthogonal case, a signal in L 2 can be written as

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Wavelets

A theorem by Mallat and Meyer builds an orthogonal wavelet from a scaling function.

Example

Here is a cubic spline scaling function and the corresponding cubic spline Battle-Lemarié wavelet, and their Fourier transform. The wavelet is a cubic spline because it is a linear combination of cubic splines.

spline because it is a linear combination of cubic splines. The wavelet is not compactly supported.

The wavelet is not compactly supported.

From the real axis to the interval

not compactly supported. From the real axis to the interval Example Below is a biorthogonal system

Example

Below is a biorthogonal system which includes a cubic B-spline. Dropping the orthogonality constraint makes possible to have both regularity and symmetry.

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Wavelets

Wavelet bases are bases of L 2 (R). There are several methods to transform them into wavelet bases over an interval. Once discretized, they are used to process finite signals.

From dimension 1 to dimension 2

There are several methods to build wavelet bases on functional spaces in dimension greater than 1. The simplest ones uses separable wavelets.

Properties

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(3 of 4) [11/15/2003 9:45:17 PM] Biorthogonal cubic B-spline scaling function Biorthogonal
(3 of 4) [11/15/2003 9:45:17 PM] Biorthogonal cubic B-spline scaling function Biorthogonal

Biorthogonal cubic B-spline scaling function

9:45:17 PM] Biorthogonal cubic B-spline scaling function Biorthogonal spline wavelet Dual scaling function D u a

Biorthogonal spline wavelet

Dual scaling function

function Biorthogonal spline wavelet Dual scaling function D u a l W a v e l

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.

Wavelets

Properties

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Dyadic Wavelet Transform

Dyadic Wavelet Transform

Dyadic wavelet transforms are scale samples of wavelet transforms following a geometric

sequence of ratio 2. Time is not sampled.

This transform uses dyadic wavelets.

It is implemented by perfect reconstruction filter

banks.

Definition

The dyadic wavelet transform of f is defined by

Definition The dyadic wavelet transform of f is defined by It defines a stable complete representation

It defines a stable complete representation if its Heisenberg boxes cover all of the frequency axis, that is, if there exist A et B such that

the frequency axis, that is, if there exist A et B such that The family of

The family of dyadic wavelets is a frame of L 2 (R).

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Dyadic Wavelet Transform

Wavelet synthesis

To build dyadic wavelets, it is sufficient to satisfy the previous condition. To do so, it is possible to proceed as for the construction of orthogonal and biorthogonal wavelet bases, using conjugate

mirror or perfect reconstruction filter banks.

The wavelets satisfy then scaling equations and the fast dyadic

wavelet transform is implemented using filter banks.

Implementation

The fast dyadic wavelet transform uses the same filters as for the computation of the fast wavelet transform of a discrete signal, except that no subsampling is performed.

Back to top

Next path

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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.

This representation allows an almost perfect reconstruction of a signal.

Outline

The continuous wavelet transform detects isolated singularities with their order of singularity. The regular part of the signal is coded in its coarsest approximation. It is sensible to try to reconstruct a signal from this coarse resolution and from its wavelet modulus maxima.

In practice, only the dyadic wavelet transform is considered to take advantage of the fast algorithme à trous which implemented by filter banks.

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.

In practice, numerical experiments have shown that it is possible to reconstruct usual signals with a relative mean sqaure error smaller than 10 -2 . On images, the difference is not visible.

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Reconstruction From Dyadic Maxima

Implementation

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

its wavelet modulus maxima, j being the scale and p the time localization. This difficult problem is replaced in practice by a simpler one which consists in finding a minimum norm signal among those which have the assigned wavelet coefficients at the maxima locations. Solving this problem tends to create signal with modulus maxima at the right locations with the correct values.

Since this problem actually bears on discrete signals, this simplified probleme is an inverse frame problem, which can be solved using a conjugate gradient algorithm. To this reconstruction a previously stored low frequency component defined by the sample averages is added.

An example in PDF format (32 Kb) is available. Here is a preview

of it:

PDF format (32 Kb) is available. Here is a preview of it: Images, Edge Dectection and

Images, Edge Dectection and Reconstruction

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Detection of singularities

Detection of singularities

Wavelet transform modulus maxima are related to the singularities of the signal.

More precisely, the following theorem proves that there cannot be a singularity without a local maximum of the wavelet transform at the finer scales.

local maximum of the wavelet transform at the finer scales. This theorem indicates the presence of

This theorem indicates the presence of a maximum at the finer scales where a singularity occurs. In the general case, is sequence of modulus maxima is detected which converges to the singularity. Below are the modulus maxima of the previous example:

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Detection of singularities

Detection of singularities Modulus maxima are in yellow (light grey on greyscale monitor). A PDF file

Modulus maxima are in yellow (light grey on greyscale monitor). A PDF file shows the connection between wavelet modulus maxima and the signal singularities. Since log 2 (s) >=0 because of the discretization, the detection on the wavelet transform is restricted to log 2 (s)>=1 to preserve the continuous case approximation.

Warning: these are the modulus maxima of the wavelet transform. Instantanuous frequencies are detected from the maxima of the normalized scalogram:

are detected from the maxima of the normalized scalogram: which differs in two ways: normalization, and

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

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

When the wavelet is the n th derivative of a gaussian, the maxima curves are connected and go through all of the finer scales.

The decay rate of the maxima along the curves indicate the order of the isolated singularities (this a consequence of theorems 6.4 et 6.6 when extended to an interval):

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Detection of singularities

Detection of singularities The modulus maxima are displayed as a function of the scale in log-log

The modulus maxima are displayed as a function of the scale in log-log axes, and the slope gives the estimated singularity order. Below is such a curve for two singularities: the solid line corresponds to the singularity at t=14 and the dotted line to the singularity at t=108. Fine scales are on the left.

to the singularity at t=108. Fine scales are on the left. For t=14, the slope is

For t=14, the slope is 1/2, and the signal is 0-Lipschitz here, that is, it has a discontinuity. For t=108, the slope is close to 1, which indicates that the signal is 1/2 Lipschitz here.

Reconstruction From Dyadic Maxima

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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 a 1 [n] and d 1 [n] of a signal in V j and W j are computed from its coefficients a 0 [n] in V j-1 by applying the filters h and g and subsampling the output:

a 1 [n] = a 0 * h 1 [2n] and d 1 [n] = a 0 * g 1 [2n] .

with h 1 [n] = h[-n] and g 1 [n] = g[-n].

[2n] . with h 1 [n] = h[-n] and g 1 [n] = g[-n]. In practice

In practice this recursion is initialized by considering that the discrete signal samples are some fine resolution coefficients.

The coefficients of h and g are defined by the scaling equations

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Biorthogonal Wavelets and Discrete Filters

Biorthogonal Wavelets and Discrete Filters or, in the Fourier domain: Conversely, a 0 [n] is reconstructed

or, in the Fourier domain:

Wavelets and Discrete Filters or, in the Fourier domain: Conversely, a 0 [n] is reconstructed from

Conversely, a 0 [n] is reconstructed from a 1 [n] and d 1 [n] by inserting zeroes between two consecutive samples and summing their convolutions with the dual filters h 2 et g 2 which define the dual scaling equations:

a 0 [n] = z(a 1 ) * h 2 [n] + z(d 1 ) * g 2 [n]

where the z operator represents the insertion of zeroes.

[n] where the z operator represents the insertion of zeroes. The coefficients of h 2 and

The coefficients of h 2 and g 2 are defined by the scaling equations

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Biorthogonal Wavelets and Discrete Filters

Biorthogonal Wavelets and Discrete Filters or, in the Fourier domain: This algorithm is used to evaluate

or, in the Fourier domain:

Wavelets and Discrete Filters or, in the Fourier domain: This algorithm is used to evaluate the

This algorithm is used to evaluate the scaling functions and wavelets. Indeed the coefficients of a scaling function (resp. wavelet) are all zero but for one within their on resolution (resp. detail) space basis. The reconstruction algorithm provides the coefficients in the finer resolutions. For high resolutions, the scaling coefficients are considered to be samples of the function.

Hence the construction of biorthogonal wavelets is equivalent to the synthesis

of perfect reconstruction filters having a

stability property.

Filtering

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Vetterli

Vetterli g and g 2 can be eliminated from the previous equations, which leads to the

g and g 2 can be eliminated from the previous equations, which leads to the necessary condition:

previous equations, which leads to the necessary condition: For filite impulse response filters, the Fourier transforms

For filite impulse response filters, the Fourier transforms of such filters are trigonometric polynomials, and conditions (7.121) and (7.129) can be interpreted as Bezout identities in the ring of trigonometric polynomials. In this ring, units are trigonometric monomials. Equations (7.121) - (7.122) form a linear system with respect to h 2 and g 2 , and it can be shown that the associated matrix is unimodular, i.e., its determinant is a trigonometric monomial. then there exists a real number a and an integer l such that

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

Back to perfect reconstruction filters

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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; orthogonal wavelets and scaling functions are caracterized by a pair of conjugate mirror filters. Nonetheless, a perfect

reconstruction filter bank (or any pair of conjugate mirror filters) does not necessarily generate a wavelet system. Indeed, some attention has to be paid

to the stability of the decomposition and reconstruction schemes as the

number of scales increases, that is when the number of filter bank cascades goes to the infinity. This is expressed by an additional condition (7.37) on the

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

Perfect reconstruction filter banks and algorithme à trous

The decomposition can be performed on the signal a 1 to generate a signal a 2

and a signal d 2 ; repeating this construction produces a low resolution signal

a j and a sequence of detail signals d 1

d j .

a j and a sequence of detail signals d 1 d j . A recursive decomposition

A recursive decomposition which similar to the previous one can be

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

a sequence of detail signals D 1 the following equations:

D j . The two decompositions are related by

a j [n] = A j [2 j n]

d j [n] = D j [2 j n]

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ndelettes%20dyadiques/FromFilters2Wavelets.html

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From filters to wavelets

From algorithme à trous to scaling functions

In the Fourier domain, the transfer between a 0 and A j is

Fourier domain, the transfer between a 0 and A j is Let us operate a time

Let us operate a time rescaling T = 2 -j t 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

of the tightest filter is 2 - j . The transfer becomes Let j go to

Let j go to the infinity. If the previous transfer converges in L 2 , then its limit is the Fourier transform of a finite energy signal which necessarily satisfies a scaling equation:

signal which necessarily satisfies a scaling equation: Such functions are at the core of multiresolution analysis

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

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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:

Wavelets used Approximatively analytic wavelets are used: like Gabor wavelets . The atoms are similar to

like Gabor wavelets. The atoms are similar to a windowed Fourier transform's, but, after rescaling, the window width is proportional to the "frequency" = /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.

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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:

differences are greater than the relative wavelet bandwidth: and where is the wavelet bandwidth and its

and

are greater than the relative wavelet bandwidth: and where is the wavelet bandwidth and its frequency

where is the wavelet bandwidth and 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

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Orthogonal Multiresolution Approximations

Orthogonal Multiresolution Approximations

Orthogonalization

The Riesz basis can be transformed into an orthogonal basis generated by integer translations of an elementary function, which is called a scaling function. It is a particular case of a biorthogonal system where both bases are equal.

case of a biorthogonal system where both bases are equal. Scaling function built from cubic spline

Scaling function built from cubic spline approximations and its Fourier transform. Observe the time frequency localization. The scaling function is a cubic spline because it is generated by cubic splines

Scaling Equation

One can verify that the other resolutions are generated by a suitable dilatation of these bases of translated atoms. Since the resolutions are embedded, there is necessarily a sequence of real numbers h[n] such that

is necessarily a sequence of real numbers h[n] such that or, in the Fourier domain

or, in the Fourier domain

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Orthogonal Multiresolution Approximations

Orthogonal Multiresolution Approximations assuming the Fourier transform is continuous. It is proved that h is a

assuming the Fourier transform is continuous.

It is proved that h is a conjugate mirror filter. It entirely determines the scaling function and most of its properties. In particular, the scaling function is compactly supported if and only if h has a finite number of non zero coefficients. h is sais to be a Finite Impulse Response (FIR) filter. For more info, see the page on the properties of of orthogonal

wavelets and how they are related the the filter h.

As an example, the filter coefficients that correspond to the cubic spline scaling function are given.

The study of the filters h which generate multiresolution approximations has produced many important theorems. The following one gives necessary and sufficient conditions for h to generate a scaling function:

sufficient conditions for h to generate a scaling function: Condition (7.35) means that h is a

Condition (7.35) means that h is a conjugate mirror filter. Condition (7.36) is simply a normalization. Condition (7.37) garantees that the function defined by (7.38) has a finte energy.

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Orthogonal Multiresolution Approximations

The scaling equations shows that the scaling coefficients a 1 [n] = < a , (t/2-n) > of a in V 1 are obtained from the scaling coefficients a 0 [n] = < a , (t-n) > in V 0 by a convolution with the conjugate mirror filter h and a subsampling:

a 1 [n] = a 0 * h 1 [2n]

Back to Multiresolution Approximations

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Properties of Orthogonal Wavelets

Properties

Dilated wavelets are related by a scaling equation.

Rescaling can be interpreted as discrete filtering.

Vanishing moments, support, regularity and symmetry of the wavelet and scaling function are determined by the scaling filter.

Scaling equation

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

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

(7.60):

the

(t/2) and (t) . It is a consequence of (7.60): the In the Fourier domain, this

In the Fourier domain, this equation becomes

of (7.60): the In the Fourier domain, this equation becomes The h and g filters are

The h and g filters are a conjugate mirror filter bank.

Vanishing moments

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

function can generate polynomials of degree smaller than or equal

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

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Properties of Orthogonal Wavelets

power of scaling functions, in the wavelet case it has a "dual" usage, e.g. 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.

If the Fourier transform of the wavelet is p continuously differentiable, then the three following conditions are equivalent:

the wavelet has p vanishing moments

the scaling function 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 = .

Compact support

Compactly supported wavelets and scaling functions exist.

The scaling function is compactly supported if and only if the filter

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

support of the scaling function is [N 1 ,N 2 ], then the wavelet support

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

Atoms are thus compactly supported if and only if the filter h is.

Daubechies has proved that, to generate an orthogonal wavelet with

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

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Properties of Orthogonal Wavelets

used. Daubechies filters, which generate Daubechies wavelets, have a length of 2p. The Daubechies filter coefficients are available as ASCII text files which can be used in a spreadsheet, for instance.

Regularity

Wavelet regularity is much less important than their vanishing moments. Il is studied in a theorem by Tchamitchian

The following two properties are important:

there is no compactly supported orthogonal wavelet which indefinitely differentiable

for Daubechies wavelets with a large p, the scaling function and wavelet are l-Lipschitz, where l is of the order of 0.2 p. For large classes of orthogonal wavelets, more regularity implies more vanishing moments.

Meyer wavelets are indefinitely differentiable orthogonal wavelets, with an infinite support. They are generally implemented in the Fourier domain.

Symmetry

Symmetric scaling functions and wavelets are important because they are used to build bases of regular wavelets over an interval, rather than the real axis. Daubechies has proved that, for a wavelet to be symmetric or antisymmetric, its filter must have a linear complex phase, and the only symmetric compactly supported conjugate mirror filter is the Haar filter, which corresponds to a discontinuous wavelet with one vanishing moment. Besides the Haar wavelet, there is no symmetric compactly supported orthogonal wavelet.

Properties of Orthogonal Wavelets

Orthogonal Wavelets and Discrete Filters

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Coefficients du filtre spline cubique

h[n]

0,766130398

0,433923147

-0,050201753

-0,110036987

0,032080869

0,042068328

-0,017176331

-0,017982291

0,008685294

0,008201477

-0,004353840

-0,003882426

0,002186714

0,001882120

-0,001103748

-0,000927187

0,000559952

0,000462093

-0,000285414

-0,000232304

0,000146098

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Properties of Multiresolution Approximations

Properties

Orhogonality and biorthogonality

When the Riesz basis is an orthogonal basis, the multiresolution approximation is orthogonal, and the base atom is called a scaling function. It is always possible to orthogonalize a multiresolution approximation.

However, orthogonalities imposes some constraints that may not be desirable. One of the most important is that a compactly supported (orthogonal) scaling function cannot symmetric and continuous. The symmetry is useful in the analysis of finite signals.

Some of these restrictions (notably the absence of symmetry) can be avoided by using biorthogonal multiresolution approximations.

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, which efficiently approximate regular signals. The order of approximation is determined by the degree of the polynomials that can be reconstructed in the resolutions.

Construction and digital filters

Multiresolution approximations are determined by one or two atoms which generate respectively the orthogonal or biorthogonal multiresolutions.

By definition of a multiresolution, (t/2) is a linear combination of the (t-n). This relation is called a scaling equation:

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Properties of Multiresolution Approximations

Properties of Multiresolution Approximations In the Fourier domain, this becomes The coefficients h[n] in the scaling

In the Fourier domain, this becomes

Approximations In the Fourier domain, this becomes The coefficients h[n] in the scaling equation entirely

The coefficients h[n] in the scaling equation entirely determine , and finding them is equivalent to the design of a filter bank, plus

some stability conditions to be able to generate L 2 .

Wavelets

As the scale j gets finer the approximations becomes more accurate (see Lena). Switching from the resolution j to j-1 adds details to the signal. The same way that approximations can be decomposed on resolution bases, these extra details can be decomposed in detail bases.

Details bases, like resolution bases, ore obtained by translating a single resealed atom. This atom is called a wavelet. The order of approximation of the multiresolution is equal to the number of vanishing moments of the wavelet. It also represents the wavelet's ability to detect the isolated singularities of a signal.

Wavelet Bases

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Properties of Multiresolution Approximations

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

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Wavelets Over an Interval

Wavelets Over an Interval

Until now, only wavelets over the real axis have been considered, e.g. wavelets that are suited to the analysis of signals defined over the whole axis. In most cases, signals are compactly supported; images, in particular, are explicitely defined over a rectangle of pixels.

The wavelets considered here are compactly supported.

A [0,N] supported signal can be represented as the product of a

general signal with the caracteristic function of [0,N]. The discontinuities of this function require special attention. Three

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

Wavelet periodization

The wavelets are periodized by the following transformation:

The wavelets are periodized by the following transformation: with j<=log 2 N. This is equivalent to

with j<=log 2 N. This is equivalent to a signal periodization.

Wavelets which are completely inside the interval are not changed. Wavelets that ovelap the boudaries are cut into two pieces loacated

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

pieces have no vanishing moment. This creates large wavelet coefficients when the periodized signal is not itself continuous.

Wavelet folding

To bypass this problem, the signal is symmetrically folded around

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Wavelets Over an Interval

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

the interval and periodized over the double sized interval. This yields a continuous periodic signal. Porting

This yields a continuous periodic signal.

Porting the signal transformation to the wavelet basis shows that the vector family is a basis of L 2 [0,N] if the wavelet is symmetric or antisymmetric. This puts orthogonal bases asides.

In fact, the continuity problem reappears at the next derivative. The following approach takes the problem at the root, which is how to make wavelets over an interval with vanishing moments.

Edge wavelets

Boundary effects are explicitely handled. Consider an Daubechies orthogonal basis with p vanishing moments.

From the Strang et Fix conditions, it appears that there exists a polynomial k of degree k such that:

for k<p.

a polynomial k of degree k such that: for k<p. This equation is multiplied by the

This equation is multiplied by the caracteristic function of [0,N]. Assuming that the support of is [-p+1,p], scaling functions with indices p<=k<N-p are not changed by this restriction. To recover the Strang and Fix condition on the interval, p "left" edge scaling function and p "right" edge scaling functions are to be found such

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Wavelets Over an Interval

that

Wavelets Over an Interval that If this equation is satisfied, it reamains valid after rescaling since

If this equation is satisfied, it reamains valid after rescaling since the n k , up to a power of 2, are the scaling coefficients of k at all resolutions. There remains to find the filters h and H which satisfy the scaling equation:

find the filters h and H which satisfy the scaling equation: where translation at the resolution

where

translation at the resolution j, and to verify the orthogonality condition.

the resolution j, and to verify the orthogonality condition. denotes the whole set of scaling functions

denotes the whole set of scaling functions obtained by

The coefficients of these filters are available in Wavelab, using the function MakeCDJVFilter.

Back to Wavelet Bases

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Strang and Fix conditions

What approximations?

An orthogonal multiresolution approximation defines an orthogonal projector on each of the resolution spaces. In the biorthogonal case, the decomposition

spaces. In the biorthogonal case, the decomposition defines a (non necessarily orthogonal) projector on V 0

defines a (non necessarily orthogonal) projector on V 0 , and, after rescaling, a projector on each resolution V j . The projection of a signal f is:

each resolution V j . The projection of a signal f is: This projection is an

This projection is an approximation of f under the following conditions:

is an approximation of f under the following conditions: The sufficient condition can be interpreted as

The sufficient condition can be interpreted as follows: the projection on V j is able to "catch" Taylor expansions of f up to

degree p at intervals of length 2 j .

The general Stang and Fix conditions are available with proof (PDF v.3, 107 K).

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Strang and Fix conditions

Remark

The definition of multiresolution approximations specifies

The definition of multiresolution approximations specifies Is this compatible with the previous theorem? ( Answer )

Is this compatible with the previous theorem? (Answer)

Back to multiresolution approximations

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MakeCDJVFilter

MakeCDJVFilter -- Set up filters for CDJV Wavelet Transform

Usage

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

Inputs

request

string: 'HighPass', 'LowPass', 'Precondition', 'Postcondition'

degree

integer: 2 or 3 (number of vanishing moments)

Outputs

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

('HighPass', 'LowPass')

a conditioning matrix ('Precondition', 'Postcondition')

Description

CDJV have developed an algorithm for wavelets on the interval which preserves the orthogonality, vanishing moments, smoothness, and compact support of Daubechies wavelets on the line.

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MakeCDJVFilter

The algorithm for wavelets on the interval of CDJV involves four objects not present in the usual periodized algorithm: right edge filters, left edge filters, and pre- and post- conditioning operators.

These objects are supplied by appropriate requests to MakeCDJVFilter.

See Also

IWT_CDJV, FWT_CDJV, CDJVDyadDown

References

Cohen, Daubechies, Jawerth and Vial, 1992.

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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. This yields the following scaling function

scaling function. This yields the following scaling function and there are three wavelets: Back to Wavelets

and there are three wavelets:

the following scaling function and there are three wavelets: Back to Wavelets Bases

Back to Wavelets Bases

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

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Index of /~chaplais/Wavetour_presentation/Tables/Daubechies

Index of /~chaplais/Wavetour_presentation/Tables/Daubechies

Name

Last modified

Size Description

Parent DirectoryName Last modified Size Description - Daubechies_coefficients 04-Jun-1999 12:56 2.6K

-

Daubechies_coefficients 04-Jun-1999 12:56 2.6K 04-Jun-1999 12:56 2.6K

Daubechies_coefficie> 04-Jun-1999 12:56 2.7K

>

04-Jun-1999 12:56 2.7K

Daubechies_coefficie> 04-Jun-1999 12:56 2.6K

>

04-Jun-1999 12:56 2.6K

Apache/2.0.43 Server at cas.ensmp.fr Port 80

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Orthogonal Wavelets and Discrete Filters

Orthogonal Wavelets and Discrete Filters

g and h are conjugate mirror filters.

Conjugate mirror filters are a particular instance of perfect

reconstruction filter banks. The dyadic nature of multiresolution approximations are closely related to the possibility of implementing elementary signal subsampling by erasing one sample every two, and elementary oversampling by zero insertion between two consecutive samples.

The coefficients 1 [n] and d 1 [n] of a signal in V j and W j are computed from its coefficients a 0 [n] in V j-1 by applying conjugate mirror filters and subsampling the output:

a 1 [n] = a 0 * h 1 [2n] and d 1 [n] = a 0 * g 1 [2n] .

with h 1 [n] = h[-n] and g 1 [n] = g[-n].

[2n] . with h 1 [n] = h[-n] and g 1 [n] = g[-n]. In practice

In practice this recursion is initialized by considering that the discrete signal samples are some fine resolution coefficients.

The coefficients of h are defined by the scaling equation

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Orthogonal Wavelets and Discrete Filters

Orthogonal Wavelets and Discrete Filters or, in the Fourier domain: and the coefficients of g are

or, in the Fourier domain:

Wavelets and Discrete Filters or, in the Fourier domain: and the coefficients of g are defined

and the coefficients of g are defined by the wavelet scaling equation

of g are defined by the wavelet scaling equation or, in the Fourier domain: Conversely, a

or, in the Fourier domain:

by the wavelet scaling equation or, in the Fourier domain: Conversely, a 0 [n] is reconstructed

Conversely, a 0 [n] is reconstructed from a 1 [n] and d 1 [n] by inserting zeroes between two consecutive samples and summing their convolutions with h and g:

a 0 [n] = z(a 1 ) * h [n] + z(d 1 ) * g [n]

where the z operator represents the insertion of zeroes.

[n] where the z operator represents the insertion of zeroes. Wavelets and scaling functions are evaluated

Wavelets and scaling functions are evaluated as in the orthogonal

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Orthogonal Wavelets and Discrete Filters

case.

Hence the construction of orthogonal wavelets is equivalent to the synthesis

of conjugate mirror filters having a

stability property.

We will concentrate on Finite Impulse Response filters, e.g., to compactly supported wavelets.

Filtering

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Properties of Biorthogonal Wavelets

Properties

Properties of biorthogonal wavelets are to be compared to the orthogonal case.

Scaling equation

As in the orthogonal case, (t) and (t/2) are related by a scaling equation which is a consequence of the inclusions of the resolution spaces from coarse to fine:

the inclusions of the resolution spaces from coarse to fine: Similar equations exist for the dual

Similar equations exist for the dual functions which determine the filters h 2 and g 2 .

Vanishing moments

A biorthogonal wavelet has m vanishing moments if and only if its dual scaling function generates polynomials up to degree m. This can be verified by looking at the biorthogonal decomposition

formulas.

Hence there is an equivalence theorem between vanishing moments and the number of zeroes of the filter's transfer, provided that duality has to be taken into account. Thus the following three properties are equivalent:

the wavelet has p vanishing moments

the dual scaling function 2 generates

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Properties of Biorthogonal Wavelets

polynomials up to degree p the transfer function of the dual filter h 2 and it p-1 first derivatives vanish at =

and the dual result is also valid. Duality appears naturally, because the filters determine the degree of the polynomials which can be generated by the scaling function, and this degree is equal to the number of vanishing moments of the dual wavelet.

Compact support

If the filters h et h 2 have a finite support, then the scaling functions

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

If the supports of the scaling functions are respectively [N 1 ,N 2 ]

and [M 1 ,M 2 ], then the corresponding wavelets have support [(N 1 -

M 2 +1)/2,(N 2 -M 1 +1)/2] and [(M 1 -N 2 +1)/2,(M 2 -N 1 +1)]

respectively.

The atoms are thus compactly supported if and only if the filters h et h 2 are.

Regularity

Tchamitchian's theorem provides again a sufficient regularity condition. Remember that this condition bears on the filter h which determines the scaling equation. Hence the regularity of the primal atoms are related to the primal filters.

Wavelet balancing

Consider the following decomposition of f:

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Properties of Biorthogonal Wavelets

Properties of Biorthogonal Wavelets The number of vanishing moments of a wavelet is determined by its

The number of vanishing moments of a wavelet is determined by its dual filter. It corresponds to the approximating power of the dual multiresolution sequence. This is why it is preferred to synthesize a decomposition filter h with many vanishing moments, and possibly with a small support.

On the other hand, this same filter h determines the regularity of , and hence of . This regularity increases with the number of vanishing moments, that is, with the number of zeroes of h.

Symmetry

Unlike the orthogonal case, it is possible to synthesize biorthogonal wavelets and scaling functions which are symmetric or antisymmetric and compactly supported. This makes it possible to use the folding technique to build wavelets on an interval.

If the filters h and h 2 have and odd length and are symmetric with respect to 0, then the scaling functions have an even length and are symmetric, and the wavelets are also symmetric. If the filters have an even length and are symmetric with respect to n=1/2, then the scaling functions are symmetric with respect to n=1/2, while the wavelets are antisymmetric.

Example

Spline wavelets and scaling functions are an interesting example of biorthogonal systems. One of the scaling functions is a B-spline. A coefficient table is available. There is a general closed form

formula for these filters.

Properties of Biorthogonal Wavelets

Biorthogonal Wavelets and Discrete Filters

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

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

n

p ,\tilde p

h[n]

{\tilde h}[n]

0

p

= 2

,

\tilde p =4

0,70710678119

0,99436891104

1,-1

0,35355339059

0,41984465133

2,-2

-0,1767766953

3,-3

-0,06629126074

4,-4

0,03314563037

0,1

p=

3

,

\tilde p=7

0,53033008589

0,9516421219

-1,2

0,1767766953

-0,02649924095

-2,3

-0,30115912592

-3,4

0,03133297871

-4,5

0,07466398507

-5,6

-0,01683176542

-6,7

-0,0090632583

-7,8

0,0030210861

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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:

the quadrature condition is replaced by a Bezout identity: In particular, spectral factorization is no longer

In particular, spectral factorization is no longer required.

Biorthogonal wavelet synthesis

A theorem by Cohen, Daubechies and Fauveau gives sufficient

conditions for building biorthogonal wavelets.

One quite interesting example is given by biorthogonal spline 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

the filters. The spline example The h filter is taken to be with =0 if p

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

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Synthesis of Biorthogonal Wavelets

B-spline of degree p-1 (this can verified by using the recursion which relates B-splines of different degrees). It is a symmetric function with respect to 0 if p is odd, and symmetric with respect to 1/2 if p is odd. The corresponding wavelet is respectively symmetric or antisymmetric. The dual wavelet has p vanishing moments.

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. For q=(p+p 2 )/2, the biorthogonal filter h 2 of minimum length is given by

biorthogonal filter h 2 of minimum length is given by Here is an example for p=3

Here is an example for p=3 and p 2 =7

length is given by Here is an example for p=3 and p 2 =7 Biorthogonal cubic

Biorthogonal cubic B-spline scaling function

and p 2 =7 Biorthogonal cubic B-spline scaling function D u a l s c a

Dual scaling function

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Synthesis of Biorthogonal Wavelets

Synthesis of Biorthogonal Wavelets Biorthogonal spline wavelet D u a l W a v e l

Biorthogonal spline wavelet

of Biorthogonal Wavelets Biorthogonal spline wavelet D u a l W a v e l e

Dual Wavelet

The same filters are used to implement the dyadic wavelet transform

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Construction of Wavelet Bases

Properties

Dilated wavelets are related by a scaling equation.

Rescaling can be interpreted as discrete filtering.

Vanishing moments, support, regularity and symmetry of the wavelet and scaling function are determined by the scaling filter.

Scaling equation

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

equation which relates (t/2) and

(t). It is a consequence of (7.60):

relates (t/2) and (t) . It is a consequence of (7.60): In the Fourier domain, this

In the Fourier domain, this equation becomes

of (7.60): In the Fourier domain, this equation becomes Properties Properties of biorthogonal wavelets are to

Properties

Properties of biorthogonal wavelets are to be compared to the orthogonal case.

Scaling equation

As in the orthogonal case, (t) and (t/2) are related by a scaling equation which is a consequence of the inclusions of the resolution spaces from coarse to fine:

the inclusions of the resolution spaces from coarse to fine: Similar equations exist for the dual

Similar equations exist for the dual

functions which determine the filters

h 2 and g 2 .

Vanishing moments

A biorthogonal wavelet has m vanishing moments if and only if its dual scaling function generates polynomials up to degree m. This can be verified by looking at the biorthogonal decomposition

formulas.

Hence there is an equivalence

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Construction of Wavelet Bases

The h and g filters are a conjugate

mirror filter bank.

Vanishing moments

A

wavelet has m vanishing moments

if

and only if its scaling function can

generate polynomials of degree smaller than or equal to m. While this property is used to describe the approximating power of scaling functions, in the wavelet case it has a "dual" usage, e.g. 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.

If

the Fourier transform of the

wavelet is p continuously differentiable, then the three following conditions are equivalent:

 

the wavelet has p vanishing moments

the scaling function can generate

polynomials of degree smaller than or equal to

p

theorem between vanishing moments and the number of zeroes of the filter's transfer, provided that duality has to be taken into account. Thus the following three properties are equivalent:

the wavelet has p vanishing moments

the dual scaling function 2 generates polynomials up to degree p

the transfer function of the dual filter h 2 and it p-1 first derivatives vanish at =

and the dual result is also valid. Duality appears naturally, because the filters determine the degree of the polynomials which can be generated by the scaling function, and this degree is equal to the number of vanishing moments of the dual wavelet.

Compact support

If the filters h et h 2 have a finite support, then the scaling functions have the same support, and the

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Construction of Wavelet Bases

the transfer function of the filter h and its p-1 first derivatives vanish at = .

Compact support

Compactly supported wavelets and scaling functions exist.

The scaling function is compactly supported if and only if the filter h has a finite support, and their supports are the same. If the support of the scaling function is [N 1 ,N 2 ], then the wavelet support is [(N 1 -

N 2 +1)/2,(N 2 -N 1 +1)2].

Atoms are thus compactly supported if and only if the filter h is.

Daubechies has proved that, to

generate an orthogonal wavelet with

p vanishing moment, a filter h with

minimum length 2p had to be used. Daubechies filters, which generate Daubechies wavelets, have a length of 2p. The Daubechies filter coefficients are available as ASCII

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

wavelets are compactly supported. If the supports of the scaling functions are respectively [N 1 ,N 2 ] and

[M 1 ,M 2 ], then the corresponding

wavelets have support [(N 1 -

M 2 +1)/2,(N 2 -M 1 +1)/2] and [(M 1 -

N 2 +1)/2,(M 2 -N 1 +1)] respectively.

The atoms are thus compactly supported if and only if the filters h et h 2 are.

Regularity

Tchamitchian's theorem provides again a sufficient regularity condition. Remember that this condition bears on the filter h which determines the scaling equation. Hence the regularity of the primal atoms are related to the primal filters.

Wavelet balancing

Consider the following decomposition of f:

Wavelet balancing Consider the following decomposition of f: The number of vanishing moments of a wavelet

The number of vanishing moments of a wavelet is determined by its dual filter. It corresponds to the approximating power of the dual

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Construction of Wavelet Bases

Regularity

Wavelet regularity is much less important than their vanishing moments. Il is studied in a theorem

by Tchamitchian

The following two properties are important:

there is no compactly supported orthogonal wavelet which indefinitely differentiable

for Daubechies wavelets with a large p, the scaling function and wavelet are l-Lipschitz, where l is of the order of 0.2 p. For large classes of orthogonal wavelets, more regularity implies more vanishing moments.

Meyer wavelets are indefinitely differentiable orthogonal wavelets, with an infinite support. They are generally implemented in the Fourier domain.

Symmetry

Symmetric scaling functions and wavelets are important because they are used to build bases of regular wavelets over an interval, rather than the real axis. Daubechies has proved that, for a wavelet to be symmetric or antisymmetric, its filter must have a

multiresolution sequence. This is why it is preferred to synthesize a decomposition filter h with many vanishing moments, and possibly with a small support.

On the other hand, this same filter h determines the regularity of , and hence of . This regularity increases with the number of vanishing moments, that is, with the number of zeroes of h.

Symmetry

Unlike the orthogonal case, it is possible to synthesize biorthogonal wavelets and scaling functions which are symmetric or antisymmetric and compactly supported. This makes it possible to use the folding technique

to build wavelets on an interval.

If the filters h and h 2 have and odd length and are symmetric with respect to 0, then the scaling functions have an even length and are symmetric, and the wavelets are also symmetric. If the filters have an even length and are symmetric with respect to n=1/2, then the scaling functions are symmetric with respect to n=1/2, while the wavelets are antisymmetric.

Example

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Construction of Wavelet Bases

linear complex phase, and the only symmetric compactly supported conjugate mirror filter is the Haar filter, which corresponds to a discontinuous wavelet with one vanishing moment. Besides the Haar wavelet, there is no symmetric compactly supported orthogonal wavelet.

Orthogonal Wavelets and Discrete

Filters

Spline wavelets and scaling functions are an interesting example of biorthogonal systems. One of the scaling functions is a B-spline. A coefficient table is available. There is a general closed form formula for these filters.

Biorthogonal Wavelets and Discrete

Filters

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Original signal
Reconstructed signal
using a frame inverse
on dyadic maxima
Reconstructed signal
using a frame inverse
on dyadic maxima
after a thresholding
above T=10
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Edge Detection

Multiscale Edge Detection and Reconstruction

As in the one dimensional case, dyadic modulus maxima are used to dectect edges.

Provided that the two dimensional geometry is taken into account, these edges can be interpreted as contours.

A similar algorithm to the one dimensional case reconstructs a good approximation of an image from its edges.

Multiscale edges

In images, what is most often perceived as an edge is a curve across which there is a sharp variation of brightness. To make things simpler, the image will be assumed to be monochrome. While the actual concept of an edge is more involved and depends in particular on a priori knowledge about the featured objects, this presentation has the advantage of leading to a precise mathematical definition of an "edge point".

To do so, consider a two dimensioanl wavelet defined by partial differentiation of a kernel:

wavelet defined by partial differentiation of a kernel:

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Edge Detection

The dyadic wavelet transform is defined by

Edge Detection The dyadic wavelet transform is defined by with, for k=1,2, The two coordinates of

with, for k=1,2,

The dyadic wavelet transform is defined by with, for k=1,2, The two coordinates of the dyadic

The two coordinates of the dyadic wavelet transform are that of the gradient of the convolution of the signal with the dilated kernel:

of the convolution of the signal with the dilated kernel: The multiscale edge points are the

The multiscale edge points are the points where the dyadic transform modulus is locally maximum along this direction. This corresponds to a locally sharpest variation of image intensity orthogonally to the lines of constant brightness.

Examples

A synthetic example analyzes the edges of a circle.

Another example analyses a classical wavelet picture.

Remark

It is rare that an image line has no hole in it. The brain compensate these defaults using more elaborate image analysis. Notice that the use of color is useful. As illustration, here is an optical illusion where joining edges is far from being obvious:

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Edge Detection

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

Reconstruction

As in the one dimensional case, the frame inverse operator can be used to reconstruct a minimum norm image with prescribed values at the maxima locations. Mean square relative errors of l0 -2 can be obtained.

On an example, one can see that the reconstruction error is visually neglectible.

Implementation

The computations are performed with separable wavelets whose Fourier transforms are

with separable wavelets whose Fourier transforms are where g is a finite difference filter; the two

where g is a finite difference filter; the two wavelets then approximate the partial derivatives of

the two wavelets then approximate the partial derivatives of

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Edge Detection

where is a scaling function defined by a finite impulse response filter h. The dyadic wavelet transform is computed by two dimensional extension of the algorithme à trous.

Back to top

Next Path

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Cercle

The original image is on top.

 

Wavelet transform

Wavelet

Horizontal

Vertical

Wavelet

angle for a

transform

wavelet

wavelet

transform

non zero

modulus

transform

transform

modulus

modulus

maxima

transform transform modulus modulus maxima

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Lena Edges

A high resolution version of the example is available in PDF format (482K).

Original image:

example is available in PDF format (482K). Original image:   Wavelet   Wavelet transform transform
 

Wavelet

 

Wavelet

transform

transform

Wavelet

modulus

Horizontal

Vertical

Wavelet

angle for a

transform

maxima above

wavelet

wavelet

transform

non zero

modulus

a given

transform

transform

modulus

modulus

maxima

threshold

transform modulus modulus maxima threshold

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Reconstruction of Lena

Reconstruction of Lena O r i g i n a l L e n a i

Original Lena image

Lena O r i g i n a l L e n a i m a

Reconstruction from thresholded modulus maxima and coarse approximation

from thresholded modulus maxima and coarse approximation Reconstruction from modulus maxima and coarse approximation

Reconstruction from modulus maxima and coarse approximation

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Wavelets and Filters

Orthogonal Wavelets and Discrete Filters

g and h are conjugate mirror filters