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Dyadic Warped Wavelets

Gianpaolo Evangelista∗
October 5, 2000

1 Introduction
Since its introduction in 1982 [20], the wavelet paradigm provided new ways of
looking at signals. The rule of the game is that signal decompositions in terms
of a trend plus fluctuations (details) at several scales may be more interest-
ing or more efficient than conventional representations based on local Fourier
analysis. This is particularly apparent in image processing where, depending
on the distance from the camera and the zoom factor, the same object may
appear at different scales in different pictures. The ability of analyzing images
at several scales should take good care of these aspects. The same concept also
has relevance in the representation of audio signals. The analysis of most fea-
tures of sound requires mixed time and frequency characterization. The human
hearing sense is particularly gifted at classifying acoustic patterns according
to both their time of occurrence and brightness of their local frequency spec-
trum. Gabor expansions and the Short-Time Fourier Transform (STFT) were
among the first tools employed to capture the time-frequency picture in terms
of a spectrogram. Since time and frequency are conjugate variables, the uncer-
tainty principle states that we cannot achieve indefinitely accurate resolution in
both time and frequency domains. Local Fourier analysis is based on a uniform
frequency resolution, while our perception is based on a non-linear frequency
scale, as reflected by both cochlear models and psychoacoustic theories. In west-
ern music, musical tones are arranged on a tempered scale, i.e., tones that are
spaced by one octave, corresponding to power of 2 frequency ratios,√are given
the same name; tones within the same octave progress as powers of 12 2. While
the tempered scale is to be considered a compromise between complexity and
accuracy, it does reflect that ”power-of-something” organization of wavelet rep-
resentations. In wavelet analysis, signals are correlated to several scaled version
of a unique bandpass function, the wavelet. Now, scaling a bandpass function
∗ The author is with the Audio-Visual Communications Laboratory, Federal Institute of

Technology, EPFL, Ecublens - CH-1015, Lausanne, Switzerland and with the Dept. of Phys-
ical Sciences, Univ. of Naples “Federico II,” Complesso Universitario MSA - I-80126, Naples,
Italy (e-mail: gianpaolo.evangelista@epfl.ch). This work was partially supported by the Swiss
National Funds under Grant 21-57220.99.

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changes both its passband and its center frequency. Hence, the wavelet rep-
resentation has non-uniform frequency resolution. Since wavelets are wavelets,
i.e., they are localized in time, scaling also changes the time resolution while pre-
serving the uncertainty product. As a result, higher frequencies are represented
with higher time resolution and lower frequencies with lower time resolution.
A first formal contribution to the theory of wavelets [17] was the definition
of the integral wavelet transform, in which scale and shift are continuous pa-
rameters and a 1D signal leads to a 2D representation. The integral transform
is redundant and computationally not efficient. Redundancy can be removed by
suitable sampling leading to a discrete 2D representation. This very idea gen-
erated efficient algorithms as well. Time-scale sampling led to the construction
of bases adjusted on a non-uniform time-frequency scale [8] and to fast iterative
algorithms for their computation based on multirate filter banks [18] for the
dyadic case where scale is sampled to powers of 2. Excellent reference books in
the field are [9][19][26] and [25] among the others.
However, this is not the end of the story since the dyadic wavelet bases
constrain the frequency resolution to one octave, clearly not sufficient in many
applications of which audio is an example. Attempts to improve the frequency
resolution of wavelet bases by a rational factor, while feasible from a computa-
tional point of view, led to difficult design procedures in order to satisfy regular-
ity constraints [3]. In practice, the frequency resolution factor is limited to ratios
of small integers. The invariance in shape of the wavelets at different scales is
also lost. Other attempts led to wavelet packets [7], which disrupt the scale con-
cept by subdividing each dyadic analysis band into uniform bands. Recently,
frequency warping has been introduced in wavelet analysis to provide wavelets
with arbitrary frequency resolution [1][2]. Frequency warping techniques allow
for arbitrary choice of analysis bands by means of a deformation of the frequency
axis. In fact, by deforming the frequency axis according to a suitable map, the
signal is adjusted to the analysis bands of the transform, e.g., smaller bands
are mapped into octaves. This can be achieved in an arbitrary fashion, which
is an important point if we want to adapt the signal representation either to
objective or perceptual bands associated to a single feature. For example, in
audio processing one may be interested in adjusting the transform on a percep-
tual scale, e.g., Bark or ERB. However, frequency warping a continuous-time
signal is not exactly a computable and efficient operation. Fortunately, there
exist computationally attractive methods for frequency warping discrete-time
signals. These are based on the discrete Laguerre transform, whose computa-
tion is achieved by means of a chain of digital all-pass filters in a structure based
on rational transfer functions [5][22][21][4]. This transform can be shown to be
the unique solution for implementing one-to-one warping maps in digital struc-
tures. In [16] the author applied the Laguerre transform to the discrete-time
wavelet transform and the pitch-synchronous wavelet transform [11][12] in order
to obtain, respectively, design constrained flexible bandwidth wavelet analysis
and pitch-synchronous adapted analysis of quasi-periodic inharmonic signals.
The Laguerre transform yields a one-parameter family of frequency warping
maps. Although the family is quite rich, it does not allow for true arbitrary

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bandwidth selection when cascaded with the wavelet transform. In particular,
one cannot exactly achieve the desired power-of-something character of ideal
wavelet transforms. In [15] the author showed that iterated frequency warping
by means of Laguerre maps leads to wavelets with arbitrary frequency reso-
lution, whose bandwidths can be assigned by selecting a set of parameters.
Interestingly enough, the resulting wavelets are still based on a dyadic scheme,
which is a natural setting for iterated band splitting. The computation of the
transform is achieved by intertwining the discrete-time Laguerre transform with
a two-channel critically sampled quadrature-mirror filter bank. This defines an
equivalent frequency warped filter bank whose resampling operators are modi-
fied to warped operators, equivalent to resampling in the Laguerre domain. The
general scheme preserves the pruned-tree structure typical of ordinary dyadic
wavelets, in which all the filter banks are suitably warped.
In this paper, the case where the choice of the design parameters leads to
orthogonal and complete wavelets with arbitrary resolution factor 0 < a < 1 is
examined in detail. Single-step continuous-time frequency warping requires an
a-homogeneous selfsimilar warping map and is otherwise a trivial generalization
of the wavelet transform, obtained by global unitary equivalence. The construc-
tion of continuous-time wavelets based on iterated frequency warping requires
an extension of many theorems in wavelet analysis. Our trip starts with the
general multiresolution approximation in which shift operators are replaced by
generic unitary operators. As a particular case we consider a group of frequency
dependent generalized shift operators. We show that these operators are unitar-
ily equivalent to ordinary shift operators via the warping operator and, together
with the dilation operator, generate the warped multiresolution approximation.
Next, the theory of warped Riesz bases is presented together with a general-
ization of shift-invariant subspaces. The introduction of the dilation operator
brings us to warped scaling functions and warped two-scale equations. We show
that the warped multiresolution approximation leads to orthogonal and com-
plete frequency warped dyadic wavelets. Vice-versa, warped scaling functions
defined by means of infinite products of iteratively warped mirror filters lead to
a warped multiresolution approximation. Next we move to the construction of
the iterated warping map. We show that iterated warping is most conveniently
associated with conjugacy and Schröder’s equation, leading to a generalized
form of self-similarity. This property is also useful for showing convergence of
the parameter sequence via an extension of Königs’ theorem [24] to parametric
maps on the real axis. We show that the Laguerre family of maps satisfies all
the properties required to define a multiresolution approximation on arbitrary
scale, from which the mentioned computational structure follows.
Like the globally frequency warped wavelets, the dyadic warped wavelets
are not obtained by scaling and translating a unique mother wavelet. While
invariance in shape by scaling is preserved, the wavelets at each scale level are
obtained by repeated application of the generalized frequency dependent shift.
As a result, time-shift is replaced by a continuous-time all-pass filtering opera-
tion resulting in a discrete-time all-pass filtering operation for the computation
of the analysis coefficients.

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The paper is organized as follows. In section 2 we outline the construction of
warped wavelets and illustrate some of the alternatives in the use and definition
of iterated warped wavelets. In section 3 we illustrate a general construction
of multiresolution approximation based on dilation and generalized shift oper-
ators. This brings us naturally to the definition of a unitary warping operator
and to its application to Fourier and wavelet analysis. In section 4 we show that
the warped multiresolution approximation based on warped Riesz bases leads
to warped forms for the two-scale equations and to the definition of warped
quadrature mirror filters and warped scaling functions. In section 5 we show
that, under proper conditions, warped quadrature mirror filters generate well-
defined warped scaling functions in L2 (R) forming an orthogonal scaling system.
There we show that the axioms of the warped multiresolution approximation
are indeed satisfied. In section 6 we define warped wavelets from warped scaling
functions and investigate on their regularity. In section 7 we provide procedures
for the construction of warping maps oriented to the discrete computation of
warped wavelet expansions. In this context we show that the discrete-time La-
guerre transform is a fundamental tool. We detail properties of the Laguerre
warped filter banks and discrete-time warped wavelets. An extension of Königs’
models for the determination of the eigenfunctions of the composition opera-
tor is presented whose application to the iterated Laguerre maps is crucial for
checking the consistency of the theory. In section 8 we are concerned with the
computation of the warped wavelet expansion from zero-level signal approxima-
tions. This leads to the construction of asymptotically scale a warped wavelets
based on variable parameter iterated Laguerre maps.

2 Warped Wavelets in Brief


Recently, frequency warping has been considered as a gateway to wavelets with
arbitrary frequency resolution. However, the success of dyadic wavelets rests
upon the availability of a fast algorithm for the computation of the transform.
Our iterated frequency warping construction allows for the definition of warp-
ing maps resulting from the interaction of discrete-time frequency warping and
dyadic upsampling.
The frequency warping operation considered in this paper is obtained by the
application of a unitary linear operator in L2 (R) whose action on a function f
is defined in Fourier domain as follows:
q

F [W f ] (ω) = dω F [f ] (Γ(ω)), (1)

where F denotes the L2 (R) Plancherel extension of the Fourier transform op-
erator. The operator W includes frequency axis deformation by means of a
continuously differentiable map Γ(ω) and energy equalization by multiplication
by the square root of the derivative Γ0 (ω). Clearly, application of global fre-
quency warping is always possible in order to transform wavelet bases into other
bases whose frequency resolution is controlled by the map Γ(ω). Unfortunately,

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frequency warping of continuous-time signals cannot be exactly computed. We
have to resort to an incremental warping method in which the map Γ(ω) results
from an infinite iteration of discrete-time frequency warping operations. Not all
maps Γ(ω) are nicely embedded in the iterative algorithm for computing signal
expansions over dyadic wavelet bases. In this paper we show that the following
condition
1 1
Γ(a−1 Γ−1 (ω + 2kπ)) = Γ(a−1 Γ−1 (ω)) + 2kπ (2)
2 2
is sufficient for embedding scale a wavelets in the dyadic scheme. One should
recognize that (2) imposes a strong structure to the map Γ(ω). In fact, the
function θ(ω) = 12 Γ(a−1 Γ−1 (ω)) is well suited as characteristic of a discrete-
time warping operator acting, in Fourier domain, from L2 ([−π, +π]) onto itself.
By iteration of the frequency halved inverse map θ−1 ( ω2 ) = Γ(aΓ−1 (ω)) one can
define an auxiliary warped scaling function ϕ,e given in Fourier domain as follows

H 12 Γ(ak Γ−1 (ω))

Y
Φ (ω) = F[ϕ]
e e (ω) = √ ,
k=0
2

where H is the frequency response of the low-pass section of a quadrature mirror


filter bank. If Γ(ω) = ω and a = 21 one can easily recognize that the warped
scaling function reverts to the scaling function associated to ordinary wavelet
e − m), m ∈ Z, are shown to form an orthogonal
bases. The pure translates ϕ(t
Riesz basis for a linear space that can be used as reference space in a general-
ized multiresolution approximation scheme. However, one should recognize that
frequency resolution increase is not obtained by pure dilation in this case. It is
easy to see that the scaling function ϕb = W ϕ,
e whose Fourier transform is
r ∞ 1 k

dΓ Y H 2 Γ(a ω)
Φ
b (ω) = √ ,
dω 2
k=0

nicely works with respect to a dilation by a operator Da , making it a good


candidate for the generation of scale a wavelets. However, if the translates
of ϕe generate an orthogonal basis, the same is not true for the translates of
ϕ.
b Clearly, since the warping operator is unitary, the basis generator operator
is a warped form of the shift-by-one operator, corresponding to multiplication
by e−jΓ(ω) in Fourier domain. Correspondingly, wavelets at the same scale
level are obtained by all-pass filtering a unique function. Our construction of
generalized multiresolution approximation is based on these simple ideas. We
show that, starting from either ϕ b or ϕe one can construct orthogonal warped
wavelet bases that are amenable to discrete computation. However, considera-
tions related to the computation of the zero-level approximation lead us to the
conclusion that expansion on the wavelet basis generated by ϕ b requires signal
prewarping, which, as already pointed out, is not implementable. While not
requiring signal pre-warping, the basis generated by ϕ e is not rooted on a pure
scale a multiresolution. A better solution considers the use of the analogous
of ϕe built with heterogenous warping maps. A theorem on iterated maps and

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eigenfunctions of the composition operator proves that the same map Γ can be
realized in infinitely many ways with equal or unequal maps. We present an
algorithm for building approximate scale a wavelets such that the computation
of the associated signal expansion does not require signal prewarping. A key
issue is that the Laguerre transform represents the unique discrete-time unitary
warping operator that is computable by means of realizable signal processing
structures. This means that in order to obtain warped wavelets in a computable
form one needs to constrain the map θ(ω) to belong to the one-parameter family
of Laguerre maps. In the heterogeneous map case the Laguerre parameters can
be obtained by enforcing an exponential cutoff condition on the scaling func-
tion. The computational structure intertwines discrete-time Laguerre warping
with quadrature mirror filter banks. This gives rise to a warped form of QMF,
equivalent to frequency warping both filters and resampling operators.

3 Multiresolution Approximation
In this section we define a general multiresolution approximation scheme mim-
icking the dyadic multiresolution scheme on which ordinary wavelet sets are
based [19]. The new ingredient is the introduction of a family of unitary opera-
tors replacing the shift operators of the ordinary multiresolution approximation.
The case of interest for the construction of dyadic warped wavelets is when the
family of unitary operators forms a group and is completely characterized by a
unique phase function. This is specialized in the warped multiresolution approx-
imation. The dilation operator considered here has arbitrary scale factor a<1.
This will allow for the construction of dyadic warped wavelets with arbitrary
scale.

3.1 General Multiresolution Approximation


Inspired by the definition of multiresolution approximation on dyadic scale [19]
we can provide the following definition of multiresolution approximation on arbi-
trary scale allowing room for general shift operators as ”translation” generators.

Definition 1 A general multiresolution approximation (GMRA) of L2 (R) is a


sequence {Vn }n∈Z of closed subspaces of L2 (R) satisfying the following proper-
ties

• {Vn }n∈Z is decreasing, i.e.,

∀n ∈ Z, Vn+1 ⊂ Vn (3)

• There exists a family of unitary operators F = {Uk }k∈Z in L2 (R), with

U0 = I (identity operator)
U−k = Uk† (adjoint operator)

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such that V 0 is closed under the action of F, i.e.,

f ∈ V0 ⇐⇒ Um f ∈ V0 , ∀m ∈ Z. (4)

• There exists a real number a ∈ (0, 1) called scale factor such that ∀n ∈ Z,

f ∈ Vn ⇔ Da f ∈ Vn+1 (5)

where Da is the unitary dilation operator:



Da f (t) = af (at), (6)

with inverse Da−1 = D a1 and nth power Dan = Dan .


• \
Vn = {0} (7)
n∈Z

• [
Vn = L2 (R) (8)
n∈Z

• There exists a function ζ such that {Um ζ(t)}m∈Z is a Riesz basis of V 0

Remark 2 From (4) and (5) it follows that ∀(n, m) ∈ Z2 ,

f ∈ Vn ⇔ Dan Um Da−n f ∈ Vn (9)

In fact by (5) f ∈V n ⇔ Da−n f ∈V 0 and by (4) g ∈V 0 ⇐⇒ Um g ∈V 0 so that

f ∈ Vn ⇔ Um Da−n f ∈ V0 ⇔ Dan Um Da−n f ∈ Vn

Example 3 An example of GMRA is obtained from a family F of unitary op-


erators forming a group G with respect to the product of operators. Let T be
the generator of the group and suppose that the group is canonically ordered,
i.e., Um = T m , ∀m ∈ Z. Then Um+n = Um Un = Un Um . Notice that the GMRA
reverts to the ordinary multiresolution approximation (MRA) if the generator
T = S, where S is the shift-by-one operator [Sf ] (t) = f (t − 1).

Remark 4 In this work we will be mostly concerned with groups of unitary


operators generated by a time-invariant generalized shift operator T defined in
the Fourier domain by the product

F [T f ] (ω) = F (ω)Q0,1 (ω),

where F denotes the Fourier-Plancherel transform on L2 (R) and F (ω) = F [f ] (ω).


Since T is unitary, ∀ f ∈ L2 (R) we must have
2 2 2
kf k − 2 kT f k + T † T f =0

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By Plancherel theorem the last equality becomes
Z +∞ 2
1 2

2
|F (ω)| 1 − |Q0,1 (ω)| dω = 0 (10)
2π −∞
This implies that
2
|Q0,1 (ω)| = 1 a.e.
Except on a set of zero Lebesgue measure we can write

Q0,1 (ω) = e−jΓ(ω) (11)

where Γ is a real function of ω ∈ R. The action of T is equivalent to multiplica-


tion by e−jΓ(ω) in the Fourier domain. By repeated application of (11), for any
m ∈ Z the action of T m is equivalent to multiplication by

Q0,m (ω) = e−jmΓ(ω)

in Fourier domain. Furthermore, the action of the dilation operator may be


described in Fourier domain by the action
1
F [Da f ] (ω) = a− 2 F a−1 ω

(12)

It follows that the action of the operator Dan T m Da−n in remark 2 is equivalent
to multiplication by
−n
Qn,m (ω) = e−jmΓ(a ω)

3.2 Frequency Warping Operators


Discrete and continuous-time frequency warping operators are at the heart of our
construction of dyadic warped wavelets. We consider a regular class of warping
operators whose warping characteristic is a smooth monotonically increasing
function. We provide the following definition.

Definition 5 Suppose that Γ is a strictly increasing and continuously differen-


tiable real function1 . Given any f ∈ L2 (R) the warping operator W is defined
by its action in the Fourier domain as follows:
q

F [W f ] (ω) = dω F (Γ(ω)) (13)

Based on definition 5 we can show the following lemma.

Lemma 6 The warping operator W is unitary in L2 (R). Its adjoint W † has


Fourier domain action
q
−1
F W † f (ω) = dΓdω F (Γ−1 (ω))
 
(14)
1 Throughout this paper we consider strictly increasing maps in C 1 (R). However, most of

our results can be easily generalized to maps in C 1 (R) whose first derivative is zero at most
on a countable set of points.

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Proof. The warping operator preserves the L2 (R) norm, in fact
Z +∞
2 1 dΓ 2
kW f k = |F (Γ(ω))| dω, (15)
2π −∞ dω
where, by definition 5, Γ is strictly increasing and continuously differentiable.
Thus Γ is invertible and we can perform the change of variable α = Γ(ω) in
(15), obtaining
2 2
kW f k = kf k
With the same change of variable one can show that ∀ (f, g) ∈ L2 (R) × L2 (R)
hW f, W gi = hf, gi .
Thus, the warping operator is isometric. Moreover, W is surjective on L2 (R).
In fact, let g ∈ L2 (R) and pick
Z +∞ q
1 dΓ−1 −1
f (t) = dω G(Γ (ω))ejωt dω
2π −∞
where G = F[g]. Then q
dΓ−1 −1
F (ω) = dω G(Γ (ω))
and q q
dΓ−1
F [W f ] (ω) = dΓ
dω dα G(Γ−1 ◦ Γ(ω)) = G(ω)
α=Γ(ω)

Thus, for any g ∈ L (R) there exists an f ∈ L2 (R) such that W f = g. It follows
2

that W is invertible in L2 (R) with inverse


q
−1
F W −1 f (ω) = dΓdω F (Γ−1 (ω)).
 

Since W is isometric and invertible in L2 (R) then W is unitary with W † = W −1 .

3.2.1 Warped Fourier Analysis


Warped Fourier Series Consider a function F ∈ L2 ([−π, π]). The Fourier
series X
f [n]e−jnω ,
n∈Z

where Z +π
1
f [n] = F (ω)ejnω dω, n∈Z (16)
2π −π

converges in the L2 ([−π, π]) sense to F (ω). Let θ ∈ C1 ([−π, π]) be a strictly
increasing function mapping [−π, π] one-to-one and onto itself2 . In (16) we can
2 This hypothesis can be weakened a bit by including one-to-one maps in C 1 ([−π, π]) whose
0
first derivative is zero at most on a countable set of points. In this case the derivative θ must
be replaced by its absolute value.

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perform the change of variable ω = θ(Ω) to obtain
Z +π Z +π r
1 jnθ(Ω) dθ 1 dθ
f [n] = F (θ(Ω))e dΩ = F (θ(Ω))Λ∗n (Ω)dΩ, (17)
2π −π dΩ 2π −π dΩ

where r
dθ −jnθ(ω)
Λn (ω) ≡ e , n ∈ Z.

The set {Λn }n∈Z is orthonormal and complete in L2 ([−π, π]). In fact,
Z +π Z +π Z +π
1 1 dθ 1
Λn (ω)Λ∗m (ω)dω = ej[m−n]θ(ω) dω = ej[m−n]Ω dΩ = δn,m .
2π −π 2π −π dω 2π −π

Furthermore, given any G ∈ L2 ([−π, π]) one can find F ∈ L2 ([−π, π]) such that
r
dθ−1
F (ω) = G(θ−1 (ω)),

and, in the L2 ([−π, π]) sense,
r r
dθ dθ X X
G(ω) = F (θ(ω)) = f [n]e−jnθ(ω) = f [n]Λn (ω), (18)
dω dω
n∈Z n∈Z

where, from (17)


Z +π
1
f [n] = G(ω)Λ∗n (ω)dω. (19)
2π −π

Equations (18) and (19) define a warped form of the Fourier series expansion.
The relationship between the coefficients g[n] of the Fourier series of G(ω)
and those of the warped Fourier series is also interesting. By Parseval’s theorem,
from (19) we have X
f [n] = g[k]λ∗n [k] (20)
k∈Z

and from (18) we have: X


g[k] = f [n]λn [k], (21)
n∈Z

where
Z +π Z +π
r
1 jkω 1 dθ j[kω−nθ(ω)]
λn [k] = Λn (ω)e dω = e dω.
2π −π 2π −π dω

The coefficients of the warped series are obtained by projecting the Fourier co-
efficients over the set {λn }n∈Z . Indeed, the completeness and orthonormality of
the set {Λn }n∈Z in L2 ([−π, π]) is equivalent to the completeness and orthonor-
mality of the set {λn }n∈Z in `2 (Z). In fact, the sequence of Fourier coefficients
g[k] can be expanded over this set as in (21) and the expansion coefficients are

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exactly those of the warped Fourier series representing G(ω). Independently of
the Fourier series representation, if f is a signal in `2 (Z) then (21) is equivalent
to frequency warp the signal and by means of (20) the warped signal is unwarped
to obtain the original signal. In other words, the discrete-time unitary warping
operator is characterized by the kernel
w[k, n] = λn [k].
From (20) the inverse kernel, i.e., the kernel of the unwarping operator is given
by
w−1 [k, n] = λ∗k [n]
and this, of course, coincides with the kernel of the adjoint warping operator
obtained by exchanging the indices n and k in the complex conjugate of λn [k].

Warped Fourier Transform Similarly to the warped Fourier series one can
introduce warped Fourier transform pairs. Given F ∈ L1 (R), let
Z +∞
1
f (t) = F (ω)ejωt dω.
2π −∞
If Γ ∈ C1 (R) is a strictly increasing function mapping the real axis one-to-one
onto itself3 we can perform the change of variable ω = Γ(Ω) in the last integral
to obtain Z +∞
1
f (t) = G1 (Ω)ejΓ(Ω)t dΩ, (22)
2π −∞
where

G1 (Ω) = F (Γ(Ω)).

Notice that G1 ∈ L1 (R) since
Z +∞ Z +∞
|G1 (Ω)| dΩ = |F (Ω)| dΩ < ∞.
−∞ −∞

Suppose for the sake of simplicity that f ∈ L1 (R), so that F is continuous, then
G1 (Ω) is continuous and
dΓ +∞
Z
G1 (Ω) = f (t)e−jΓ(Ω)t dt. (23)
dΩ −∞
Hence, (23) and (22) constitute a warped Fourier transform pair. We have the
following warped form of Riemann-Lebesgue lemma.
Lemma 7 (Generalized Riemann-Lebesgue) If F1 ∈ L1 (R) and Γ ∈ C1 (R)
is a strictly increasing function mapping the real axis one-to-one onto itself and
Z +∞
1
f (t) = F1 (Ω)ejΓ(Ω)t dΩ (24)
2π −∞
then f (t) is continuous and bounded on R and f (t) → 0 as |t| → ∞.
3 Here again it suffices to assume that Γ0 = 0 on at most a countable set of points.

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Proof. It suffices to perform the change of variable ω = Γ(Ω) in the integral
in (24) and to apply the ordinary Riemann-Lebesgue lemma.
If F ∈ L2 (R) then it is convenient to rewrite (22) as follows:
Z +∞ r
1 dΓ jΓ(Ω)t
f (t) = G2 (Ω) e dΩ, (25)
2π −∞ dΩ

where the integral is in the Fourier-Plancherel sense and


r

G2 (Ω) = F (Γ(Ω)).
dΩ
Notice that G2 ∈ L2 (R) and
r Z +∞

G2 (Ω) = f (t)e−jΓ(Ω)t dt (26)
dΩ −∞

in the L2 (R) sense. Thus, (26) and (25) constitute a warped Fourier transform
pair. If G2 = F [g2 ] then g2 is related to f via the warping operator W defined
in (13):
g2 (t) = W f (t).

3.3 Warped Multiresolution Approximation


In this section we specialize the definition of general multiresolution approxima-
tion provided in section 3.1 to the case where the family of unitary ”translation”
operators forms a group of time-invariant operators, characterized by a smooth
increasing phase function Γ (ω) . In the sense of definition 5, this function serves
as warping characteristic of a warping operator. We show that the general-
ized shift operators are unitarily equivalent to ordinary shift operators via the
associated warping operator.
First, we provide the following definition of warped multiresolution approx-
imation:

Definition 8 A warped multiresolution approximation (WMRA) is any real-


ization of the GMRA in which the family F of unitary operators forms a group
with generator T defined by the following action in the Fourier domain

∀f ∈ L2 (R), F [T f ] (ω) = F (ω)e−jΓ(ω) (27)

where Γ (ω) is a strictly increasing and continuously differentiable real function


called warping characteristic. According to (13), the function Γ (ω) defines the
warping operator associated to the WMRA.

Next, we show that generalized shift operators are unitarily equivalent to


ordinary shift operators via the warping operator built on the phase function
Γ (ω). We have the following lemma.

12
Lemma 9 The warping operator W of a WMRA establishes a unitary equiva-
lence of the generator T and the shift-by-one operator S, i.e.,

T = W SW †

Proof. By definition,
q
−1 −1
F W † T f (ω) = dΓdω F (Γ−1 (ω))e−jΓ(Γ (ω)) =
 
q
−1
= dΓdω F (Γ−1 (ω))e−jω = F SW † f (ω),
 

hence
T = W SW †

Remark 10 From lemma 9 it immediately follows that

∀m ∈ Z, T m = W S m W † .

Therefore the group of generalized shift operators is unitarily equivalent to the


group of ordinary shift operators. This property is preserved through scale via
the scaled warping operator Dan W as follows:

∀ (n, m) ∈ Z2 , Dan T m Da−n = Dan W S m W † Da−n .

3.4 Globally Warped Wavelets


In [1][2] Baraniuk and Jones exploited unitary frequency warping in order to
define warped wavelets. Their construction may be summarized as follows: the
signal is unwarped by means of the inverse warping operator W † , then the
expansion coefficients on a dyadic wavelet basis are computed. Reconstruction
is achieved by applying the warping operator W to the wavelet expansion of
the unwarped signal. Given an orthogonal and complete set of dyadic wavelets
{ψn,m }n,m∈Z , where
h i
ψn,m (t) = 2−n/2 ψ(2−n t − m) = Dn1 S m ψ (t) , (28)
2

one defines the warped wavelets as follows:

ψbn,m = W ψn,m ,
n o
where W is defined as in (13). The set ψbn,m is orthogonal since
n,m∈Z

hW ψn0 ,m0 , W ψn,m i = ψn0 ,m0 , W † W ψn,m = hψn0 ,m0 , ψn,m i = δn0 ,n δm0 ,m

13
and complete since, by unitary equivalence, given x ∈ L2 (R) it is always possible
to find y ∈ L2 (R) such that x = W y. Hence, by expanding y over the dyadic
wavelet set and exploiting the continuity of the warping operator we have
X X
x(t) = W y(t) = W yn,m ψn,m = yn,m ψbn,m (t), (29)
n,m∈Z n,m∈Z

where
D E
yn,m = hy, ψn,m i = W † x, ψn,m = hx, W ψn,m i = x, ψbn,m .

In Fourier domain the warped wavelets are related to the dyadic wavelets as
follows
p
b n,m (ω) = F [W ψn,m ] (ω) = Γ0 (ω)Ψn,m (Γ(ω))
Ψ
p n
= 2n Γ0 (ω)Ψ(2n Γ(ω))e−j2 mΓ(ω) . (30)

The warped wavelets are not simply generated by dilating and translating a
mother wavelet. Rather, the “translated wavelets” are generated by all-pass
n n
filtering e−j2 mΓ(ω) , i.e., by repeated action of the operator T 2 , where T is given
in (27). Scaling also depends on the warping map Γ(ω). However, frequency
warped wavelets have the remarkable property that their essential frequency
support can be arbitrarily assigned by proper choice of the map Γ(ω). Indeed, if
the cutoff frequencies of dyadic wavelets are fixed at 2−n π, the cutoff frequencies
of the warped wavelets are

ωn = Γ−1 (2−n π).

Genuine scale a wavelets, 0 < a < 1, may be generated by selecting as warping


map an a-homogeneous function (as defined in [27]), satisfying

Γ(aω) = 12 Γ(ω). (31)

The example reported in fig.1 considers the function


πω − loga |ω|
Γ(ω) = 2 π
|ω|
as dyadic to scale a conversion function. Notice that (31) denotes a partial form
of self-similarity of the warping map. Repeated application of (31) shows that

Γ a−n ω = 2n Γ(ω) .

(32)

By deriving both sides of (32) with respect to ω we obtain


n
Γ0 (a−n ω) = (2a) Γ0 (ω) . (33)

Substituting (32) and (33) in (30) we obtain

b n,m (ω) = a−n/2 Ψ


Ψ b −n ω)e−jmΓ(a−n ω)
b 0,m (a−n ω) = a−n/2 Ψ(a

14
3

2.5

G
1.5

0.5

0
0 0.5 1 1.5 2 2.5 3
w

Figure 1: Example of a-homogeneous warping map.

which shows that


ψbn,m = Dan T m ψ,
b

i.e., warped wavelets generated by an a-homogeneous warping map are obtained


by generalized shift and dilation of a unique warped mother wavelet ψ.
b Without
loss of generality we can assume that

Γ(π) = π.

In that case the cutoff frequencies of the scale a warped wavelets are fixed at

ωn = an π .

If a > 21 then the warped wavelets achieve a finer frequency resolution than
the one obtained by ordinary dyadic wavelets. However, as already pointed
out, there is no exact algorithm for computing the globally-warped wavelet
transform.

4 From WMRA and Warped Scaling Functions


to Warped QMFs
In this section we begin our construction of dyadic wavelet bases by iterated
frequency warping. Our journey starts by showing that given a Riesz basis in
the WMRA one can find a unitarily equivalent basis spanning a shift-invariant
subspace of L2 (R). This auxiliary basis and associated space is easier to deal
with and will lead to the definition of the auxiliary scaling function. Next we find
a frequency domain equivalent condition for the orthogonality of warped Riesz

15
bases and we obtain warped forms of the two-scale equation. This equation leads
to warped quadrature mirror filters (QMF) obtained by discrete-time warping
a classical QMF pair. In order to obtain a genuine QMF pair one needs an
extra requirement on the warping maps, which guarantees that the frequency
responses of the filters are 2π-periodic, hence they do correspond to discrete-
time filters. This result is formalized in theorem 15.

4.1 Warped Riesz Bases


Among the axioms defining the GMRA and the WMRA (see sections 3.1 and
3.3) one postulates the existence of a warped Riesz basis obtained by repeated
application of the generalized shift operator to a unique function. The next
proposition shows that this Riesz basis is unitarily equivalent to an auxiliary
Riesz basis obtained by repeated applications of the ordinary shift operator.
This basis spans a shift invariant subspace of L2 (R) unitarily equivalent to the
space V0 spanned by the warped Riesz basis, as shown in the next proposition.

Proposition 11 Let W be the warping operator associated to a WMRA with


generator T . The family {T m ζ(t)}m∈Z is a Riesz basis for the space

V0 = span{T m ζ|m ∈ Z} ⊆ L2 (R)


n o
e − m)
if and only if the family ζ(t where ζe = W † ζ is a Riesz basis for the
m∈Z
space
V e − m)|m ∈ Z} ⊆ L2 (R)
e 0 = span{ζ(t
m
o the family {T ζ(t)}m∈Z is orthonormal if and only if the family
Furthermore,
n
e − m)
ζ(t is orthonormal.
m∈Z

Proof. Let ζm = T m ζ = W S m W † ζ, where the last equality follows from


lemma 9. Let ζem (t) = S m ζ(t)
e = ζ(te − m) = W † ζm (t). If {ζm (t)}
m∈Z is a Riesz
basis for V0 then the functions ζm (t) are linearly independent and there exist
two positive constants A and B such that for any f ∈ V0 one can find a sequence
of coefficients c[m] satisfying
P+∞
f (t) = m=−∞ c[m]ζm (t)

in L2 (R) with
1 2 P+∞ 2 1 2
kf k ≤ m=−∞ |c[m]| ≤ kf k (34)
B A
Since W is unitary then W † f = kf k and

1 2 P+∞ 2 1 2
W †f ≤ m=−∞ |c[m]| ≤ W †f (35)
B A
Moreover, W † is continuous. Let {fn } be a Cauchy sequence in V 0 considered
as a subspace of L2 (R). Therefore ∀ > 0 ∃N ∈ N such that kfn − fm k < ,

16
∀n, m > N. Since kfn − fm k = W † fn − W † fm , it follows that W † fn is a


Cauchy sequence in V
e 0 , whose limit is in V
e 0 since V
e 0 is a closed subspace of
2
L (R). Also,
 †  P+∞ P+∞
W f (t) = m=−∞ c[m] W † ζm (t) = m=−∞ c[m]ζem (t)
 
(36)
in L2 (R). n o
Since W is unitary then the functions ζem (t) are linearly independent
m∈Z
if and only if the functions {ζm (t)}m∈Z , are linearly independent. By (35) and

(36), if f ∈ V0 ⊆ L2 (R) n then oW f ∈ V0 . It follows that if {ζm (t)}m∈Z is a
e
Riesz basis for V0 then ζem (t) is a Riesz basis for Ve 0.
m∈Z
Vice-versa, by acting on V e 0 with W one can show with a similar argument
that {ζm (t)}m∈Z is a Riesz basis for V0 .
From lemma 9 it follows that
D E D E D E D E
e S m ζe = S k W † ζ,
S k ζ, b S m W † ζb = W S k W † ζ,
b W S m W † ζb = T k ζ,
b T m ζb
n o n o
Hence the family T m ζb is orthonormal if and only if the family S m ζe
m∈Z m∈Z
is orthonormal.
The next proposition provides equivalent Fourier domain conditions for a
function to generate an orthogonal warped Riesz basis.
Proposition 12 Let T be the generalized shift generator of a WMRA with
warping characteristic Γ(ω) and scale factor a. A function ζ(t) generates a
Riesz basis {T m ζ(t)}m∈Z for the space

V0 = span{T m ζ|m ∈ Z}
if and only if there exist two constants A > 0 and B > 0 such that for almost
all ω ∈ [−π, π]
1 2
P+∞
≤ k=−∞ Z(ω e + 2kπ) ≤ 1 (37)
B A
where Ze = F[W † T m ζ].
Furthermore, let {T m ζ(t)}m∈Z be a Riesz basis for V 0 and let

Z(ω)
e
Φ(ω)
e = F [ϕ]
e (ω) = r
P+∞ 2
k=−∞ Z(ω
e + 2kπ)

Then {Dan T m ϕ}
b m∈Z , where ϕ
b = W ϕ,
e is an orthonormal basis for Vn for any
n ∈ Z.
Proof. Let ζm = T m ζ and ζem (t) = W † ζm (t) = ζe0 (t − m). As in the proof
of proposition 11, to any f ∈ V0 such that
P+∞
f (t) = m=−∞ c[m]ζm (t) (38)

17
there corresponds a g(t) = W † f (t) with the following decomposition
 

 †  P+∞
W f (t) = m=−∞ c[m]ζem (t). (39)

The two decompositions (38) and (39) share the same coefficients. The Fourier
transform of the last equation yields

F[W † f ](ω) = C(ω)Z(ω),


e (40)

e = F[W † ζ] and
where Z
P+∞ −jmω
C(ω) = m=−∞ c[m]e

is a 2π-periodic Fourier series. Since W is unitary, we have


Z +∞ 2
2 2 2 e
kf k = W † f = 2π 1
|C(ω)| Z(ω) dω
−∞
Z +π 2
1
P+∞ 2 e
= 2π k=−∞ |C(ω)| Z(ω + 2kπ) dω
−π

The expressions
+K Z
X +π 2
2 e
|C(ω)| Z(ω + 2kπ) dω
k=−K −π

and
Z +π +K
X 2
2
|C(ω)| Z(ω
e + 2kπ) dω
−π k=−K

either diverge or both converge to the same limit as K → ∞. If (37) is satisfied


and f ∈ V0 ⊆ L2 (R) then they both converge and
Z +π
2 1 2 P+∞ 2 2
A kf k ≤ 2π |C(ω)| dω = m=−∞ |c[m]| ≤ B kf k (41)
−π

for any sequence c[m] satisfying (39). Any non-zero sequence c[m] obtains kf k >
0, i.e., f 6= 0. Therefore the elements of {T m ζ(t)}m∈Z are linearly independent
and they form a Riesz basis.
Conversely, if {T m ζ(t)}m∈Z is a Riesz basis then (41) is satisfied for any
sequence c[m] in `2 (Z). If (37) is not verified then one can construct a non-zero
2π-periodic function C(ω) such that (37) is not verified on a subset of [−π, π] of
non-zero measure. Hence (41) is not verified contradicting the hypothesis that
{T m ζ(t)}m∈Z is a Riesz basis.
Let {ζm }m∈Z where ζm = T m ζ be a Riesz basis for V0 . We want to find a ϕ b
such that the families {Dan T m ϕ}b m∈Z are orthonormal or any n ∈ Z. Since the
scaling operator Da is unitary then the family {Dan T m ϕ} b m∈Z is orthonormal if
and only if the family {T m ϕ} b m∈Z is orthonormal. It suffices to construct an

18
b ∈ V0 over
orthonormal basis for V0 . In order to accomplish this we expand ϕ
{ζm }m∈Z :
P+∞
ϕ(t)
b = m=−∞ b[m]ζm (t).
To the function ϕ(t)
b there corresponds the function
P+∞
e = W †ϕ
 
ϕ(t) b (t) = m=−∞ b[m]ζem (t).

By proposition 11 the family {T m ϕ}


b m∈Z is orthonormal if and only if the family
{ϕ(t
e − m)}m∈Z is orthonormal. By performing the same calculations for deriving
(40) we obtain

Φ(ω)
e = F[ϕ](ω)
e = F[W † ϕ](ω)
b = B(ω)Z(ω)
e (42)

where P+∞ −jmω


B(ω) = m=−∞ b[m]e

is 2π-periodic. Since

hϕ(t
e − m), ϕ(t
e − r)i = hϕ(t),
e e + m − r)i ,
ϕ(t

then, by Plancherel theorem, the set {ϕ(t


e − m)}m∈Z is orthonormal if and only
if
Z +∞ 2
1
δk,0 = hϕ(t),
e ϕ(t
e + k)i = Φ(ω)
e e−jkω dω (43)
2π −∞
+∞ Z (2m+1)π 2
1 X
= Φ(ω)
e e−jkω dω
2π m=−∞ (2m−1)π
+∞ Z +π 2
1 X e + 2mπ) e−jkω dω.
= Φ(ω
2π m=−∞ −π

Suppose that {ϕ(t


e − m)}m∈Z is orthonormal. By the monotone convergence
theorem applied to the partial sums
+M
X 2
Φ(ω
e + 2mπ)
m=−M

we obtain
+∞ Z +π 2 +∞
Z +π X 2
1 X e + 2mπ) dω = 1
1= Φ(ω Φ(ω
e + 2mπ) dω
2π m=−∞ −π 2π −π m=−∞

so that
Z +π +∞ 2
1 X
e + 2mπ) dω < ∞.
Φ(ω
2π −π m=−∞

19
Also,
+M
X 2 +∞
X 2
e + 2mπ) e−jkω ≤
Φ(ω Φ(ω
e + 2mπ) .
m=−M m=−∞

Therefore by the dominated convergence theorem we can interchange the sum


and integral signs in the last member of (43), obtaining
Z +π +∞ 2
1 X
e + 2mπ) e−jkω dω,
δk,0 = Φ(ω (44)
2π −π m=−∞

which implies
+∞
X 2
Φ(ω
e + 2mπ) =1 a.e. (45)
m=−∞

Vice-versa, if (45) is verified then (44) holds and we can apply the dominated
convergence theorem to the partial sums
+M
X 2
e + 2mπ) e−jkω
Φ(ω
m=−M

to obtain (43) so that the set {ϕ(t


e − m)}m∈Z is orthonormal.
By (42) since B(ω) is 2π-periodic then
+∞
X 2 +∞
X 2
2
Φ(ω
e + 2mπ) = |B(ω)| Z(ω
e + 2mπ) . (46)
m=−∞ m=−∞

By (37), the quantity


+∞
X 2
R(ω) = Z(ω
e + 2mπ) > 0.
m=−∞

If in (42) we let s
1
B(ω) = (47)
R(ω)
then C(ω) is 2π-periodic with finite energy and (45) is verified so that the
set {ϕ(t
e − m)}m∈Z is orthonormal. Vice-versa, if the set {ϕ(t e − m)}m∈Z is
orthonormal then (45) is verified and from (46) we obtain (47).

4.2 Warped Scaling Functions


Like ordinary scaling functions, warped scaling functions are strategical for the
construction of warped wavelet bases. Based on our results on warped Riesz
bases we can provide the following definition of warped scaling function.

20
Definition 13 A scaling function of the WMRA is a function ϕb ∈ L2 (R) such
n m
that the families {Da T ϕ}
b m∈Z are orthonormal for any n ∈ Z.

b ∈ L2 (R) is a
Remark 14 From the proof of proposition 12 it follows that ϕ
scaling function if and only if
+∞
X 2
Φ(ω
e + 2mπ) =1 a.e. (48)
m=−∞

e = W † ϕ.
where ϕ b It follows from (14) that an equivalent condition is
+∞
X dΓ−1 b Γ−1 (ω + 2mπ)
 2
Φ =1 a.e.
m=−∞
dα α=ω+2mπ

4.3 Warped Two-Scale Equations


Suppose that ϕ b ∈ L2 (R) is a scaling function of a WMRA and let ϕ bn,m =
n m
Da T ϕ.b Consider the coefficients of the orthogonal projection of f ∈ L2 (R)
over the basis {ϕ
bn+1,m }m∈Z of Vn+1 :

fn+1 [m] = hf, ϕ


bn+1,m i . (49)

We are looking for an algorithm to compute fn+1 [m] from the coefficients fn [k] =
bn,k i of the orthogonal projection of f ∈ L2 (R) over the basis {ϕ
hf, ϕ bn,m }m∈Z
of Vn . The GMRA property (3) ensures that Vn+1 ⊂ Vn . Hence ϕ bn+1,m (t) ∈
Vn+1 has the following expansion over {ϕ bn,m }m∈Z :
+∞
X
ϕ
bn+1,m (t) = hϕ bn,k i ϕ
bn+1,m , ϕ bn,k (t). (50)
k=−∞

From definition 13 and the fact that the dilation operator Da is unitary it follows
that the scalar product in (50) does not depend on the scale index n:

hϕ bn,k i = Dan+1 T m ϕ,
bn+1,m , ϕ b Dan T k ϕ
b = Da T m ϕ,
b T kϕ
b ≡ bm [k] (51)

Substituting (50) in (49) we obtain


* +∞
+ +∞ +∞
X X X
fn+1 [m] = f, bm [k] ϕ
bn,k = b∗m [k] hf, ϕ
bn,k i = b∗m [k]fn [k].
k=−∞ k=−∞ k=−∞
(52)
Therefore, our algorithm for iteratively computing the projection coefficients
does not depend on scale and is based on operations on sequences only. In
particular, the coefficients b0 [k] relate a dilation by a of the scaling function to
its generalized shifts obtained by repeated application of the operator T :
+∞
√ X
b0 [k] T k ϕ
 
aϕ(at)
b = [Da ϕ]
b (t) = b (t). (53)
k=−∞

21
Equation (53), which generalizes the two-scale equation of ordinary MRA schemes,
is called the (time-domain) warped two-scale equation. More generally, we have
+∞
X
[Da T m ϕ] bm [k] T k ϕ
 
b (t) = b (t) (54)
k=−∞

By Fourier transforming both sides of (54) and taking (27) and (12) into account,
we obtain
1 b  ω  −jmΓ( ωa )
√ Φ e = Bm (Γ(ω))Φ b (ω) (55)
a a
where
+∞
X
Bm (ω) = bm [k]e−jkω
k=−∞

is a 2π-periodic function. Its argument is only relevant modulo 2π:

Bm (Γ(ω)) = Bm (hΓ(ω)i2π ).

Applying lemma 9 and using the fact that the warping operator W is unitary
we obtain from (51):
D E
bm [k] = Da W S m ϕ, b = W † Da W S m ϕ,
e W Skϕ e Skϕ
e = W f S m ϕ,
e Skϕ
e ,

e = W †ϕ
where ϕ b and we defined
f ≡ W † Da W.
W (56)

The operator W
f has Fourier domain action
r
f g (ω) = d Υ G (Υ(ω))
h i
F W

where
Υ(ω) ≡ Γ a−1 Γ−1 (ω) .

(57)
Like the function Γ (ω) , the map Υ(ω) is increasing and continuously differen-
tiable. Therefore W
f is a well-defined unitary warping operator. Furthermore,
r
h i h i
−jmΥ(ω) dΥe
F WS ϕ
f m
e (ω) = F W ϕf e (ω) e = Φ (Υ(ω)) e−jmΥ(ω) .

In other words, by defining the generalized shift operator Te with Fourier domain
action h i
F Teg (ω) ≡ G (ω) e−jΥ(ω) ,

for any m ∈ Z, we have


f S m = Tem W
W f. (58)

22
The warped two-scale equation (54) induces a similar equation for ϕ.
e In fact,
by substituting for ϕ e and by applying the operator W † on both sides of
b = Wϕ
(54) we obtain
+∞
X
 †
W Da T m W ϕ bm [k] W † T k W ϕ
  
e (t) = e (t),
k=−∞

which, from lemma 9, (56) and (58) becomes

h i +∞
X
Tem W
fϕe (t) = e − k)
bm [k]ϕ(t (59)
k=−∞

or, in the Fourier domain:


r
dΥe
Φ (Υ(ω)) e−jmΥ(ω) = Bm (ω)Φ
e (ω) , (60)

Equation (59) relates a warped and shifted version of ϕ
e to its integer translates.
The scaling factor is embedded in the map Υ(ω) given in (57). Therefore (59)
is implicitly another form of the two-scale equation.
By taking the magnitude square of (60), exploiting the 2π-periodicity of
Bm (ω) and orthogonality condition (45) we obtain:
+∞ 2
2
X dΥ
|Bm (ω)| = Φ
e (Υ(ω + 2kπ)) (61)
dα α=ω+2kπ
k=−∞

The right hand side does not depend on m. Thus, the functions Bm (ω) differ
at most for a phase factor. A consequence of (60) is that

Bm (ω) = e−jmΥ(ω) B0 (ω) (62)


n o
on the set ω | e
Φ (ω) 6= 0 .

4.4 Warped Quadrature Mirror Filters


A discrete-time quadrature mirror filter (QMF) is characterized by a 2π-periodic
frequency response H(ω) satisfying the following power complementarity rela-
tionship:
2 2
∀ω ∈ R, |H(ω)| + |H(ω + π)| = 2.
QMFs play an essential role in both the construction of dyadic wavelets and
the computation of signal expansion over dyadic wavelet bases. In this section
we show that the warped two-scale equation relating warped scaling functions
at two different scales leads to a warped form of QMF. We will constrain the
warped frequency response to be 2π-periodic, i.e., to represent a discrete-time
filter.

23
By applying the operator W f † , defined in (56), on both sides of (59), the
warped two-scale equation for ϕe with m = 0 can be rewritten in Fourier domain
as follows: r
d Υ−1
B0 (Υ−1 (ω))Φ
e Υ−1 (ω) .

Φ (ω) =
e (63)

Let r
d θ−1
B0 θ−1 (ω)

H (ω) ≡

where
Υ(ω) 1
= Γ a−1 Γ−1 (ω)

θ(ω) = (64a)
2 2
so that ω 
θ−1 = Υ−1 (ω) = Γ aΓ−1 (ω) .

(65)
2
With this substitution, (63) becomes

e (ω) = √1 H ω Φ e θ−1 ω
    
Φ . (66)
2 2 2

Except for the presence of the mapping θ−1 , this form of the two-scale equation
is similar to that obtained from ordinary MRA. Repeated application of (66)
leads to the following expression for Φ
e (ω) in terms of a product:

e (ω) = √1 H ω Φ e θ−1 ω
    
Φ
2 2 2
    
1 ω 1 −1  ω  e −1 1 −1  ω 
= H H θ Φ θ θ
2 2 2 2 2 2
−1
N
!
H 12 Γ(ak Γ−1 (ω))

Y
e Γ(aN Γ−1 (ω)) ,

= ... = √ Φ
k=0
2

where we used (65) and the fact that

Υ−1 ◦ Υ−1 ◦ ... ◦ Υ−1 (ω) = Γ aN Γ−1 (ω) .



| {z }
N times

If Γ(0) = 0 and if Φ(ω)


e is continuous at ω = 0 then

e Γ(aN Γ−1 (ω)) = Φ(0)



lim Φ e
N →∞

and
∞ 1 k −1

Y H 2 Γ(a Γ (ω))
Φ
e (ω) = Φ(0)
e √ . (67)
k=0
2
The following theorem relates the warped scaling function with quadrature mir-
ror filters. In order to ensure that H(ω) is 2π-periodic we need an extra condition
on the map Υ(ω), given in (70) and (71).

24
Theorem 15 Let ϕ b ∈ L2 (R) ∩ L1 (R) be a scaling function associated with a
WMRA with scale factor a ∈ (0, 1) and increasing and continuously differen-
tiable warping characteristic Γ (ω) satisfying the following conditions:

Γ (ω) = −Γ (−ω) (odd parity), (68)

Γ (π) = π (69)
and
Υ(ω) ≡ Γ a−1 Γ−1 (ω) = 2θ(ω),

(70)
where
θ(ω + 2kπ) = θ(ω) + 2kπ. (71)
Let
b T kϕ
b0 [k] = Da ϕ, b
and
+∞
X
B0 (ω) = b0 [k]e−jkω ,
k=−∞

Then the 2π-periodic function


r
dθ−1
H(ω) ≡ B0 (θ−1 (ω)) (72)

satisfies
2 2
∀ω ∈ R, |H(ω)| + |H(ω + π)| = 2
and √
H(0) = 2

Proof. From (71) and (70) it follows that θ0 (ω) is 2π-periodic and Υ0 (ω) =
0
2θ (ω). Substituting this result in (61) we obtain
+∞ 2
2 dθ X
|B0 (ω)| = 2 Φ
e (2θ(ω) + 4kπ)) ,

k=−∞

e = W † ϕ.
where ϕ b Therefore
+∞
2 dθ−1 2 X 2
|H(ω)| = B0 (θ−1 (ω)) =2 Φ(2ω
e + 4kπ) .

k=−∞

Hence, from (48) we have


+∞
X 2
2 2
|H(ω)| + |H(ω + π)| = 2 Φ(2ω
e + 2kπ) = 2.
k=−∞

25
From (66), (68) and (70) it follows that

e (0) = √1 H (0) Φ
e θ−1 (0) = √1 H (0) Φ

Φ e (0) . (73)
2 2

e (0) 6= 0. We are
Therefore, to show that H (0) = 2 it suffices to show that Φ
going to show that the GMRA property (8) implies Φ (0) = 1. Consider the
e
orthogonal projection of f ∈ L2 (R) over Vn :
+∞
X
PVn f = hf, ϕ
bn,m i ϕ
bn,m . (74)
m=−∞

Property (8) of GMRA is equivalent to


2
lim kf − PVn f k = 0.
n→−∞

By Plancherel theorem this is in turn equivalent to


2
lim kF [f ] − F [PVn f ]k = 0. (75)
n→−∞

In particular, select an f ∈ L2 (R) such that F (ω) = F [f ] (ω) 6= 0 is bounded


and has compact support included in [−π, π] , e.g., pick f (t) = sinc(t). Let

gn [m] = hf, ϕ
bn,m i (76)

then
+∞
X
F [PVn f ] (ω) = gn [m] Φ
b n,m (ω) (77)
m=−∞
+∞
1 b ω  X
gn [m] e−jmΓ( an )
ω
= √ nΦ n
a a m=−∞
1 b ω
   ω 
= √ nΦ G n Γ n
a an a

where
+∞
X
Gn (ω) = gn [m] e−jmω (78)
m=−∞

is a 2π-periodic function represented by the Fourier series on the right hand


side. By (76), (74) and by Bessel’s inequality
+∞
X 2 2
|gn [m]| ≤ kf k < ∞,
m=−∞

26
then the series (78) converges in L2 ([−π, π]). Notice that
1
gn [m] = hf, ϕ
bn,m i = hF [f ] , F [ϕ
bn,m ]i (79)

Z +π
1 b ∗ ω ejmΓ( aωn ) dω
 
= √ F (ω) Φ
2π an −π an
√ Z +Γ( πn ) −1
an a dΓ
F (an Γ−1 (Ω))Φ
b ∗ Γ−1 (Ω) ejmΩ dΩ.

=
2π −Γ( aπn ) dΩ

where the last equality was obtained by performing the variable change Ω =
Γ aωn . Since for n ≤ 0 π
Γ n ≤ Γ (π) = π,
a
then
 √ dΓ−1
an dω F (an Γ−1 (ω))Φb ∗ Γ−1 (ω) if |ω| < Γ aπn
 
Gn (ω) = (n ≤ 0).
0 if Γ aπn < |ω| < π
(80)
One can check that Gn (ω) ∈ L2 ([−π, π]). In fact, there exists a B > 0 such that
r
dΓ−1
F (an Γ−1 (ω)) ≤ B

on |ω| ≤ Γ aπn . Therefore


2 dΓ−1 b −1 2
|Gn (ω)| ≤ an B 2

Φ Γ (ω)

2
= an B 2 Φ
e (ω) , |ω| ≤ π

e (ω) ∈ L2 (R), hence its restriction to [−π, π] is in L2 ([−π, π]).


and Φ
From (77) and (80) we obtain
2
ω

F (ω) Φ    2
e Γ ω
b
an
F [PVn f ] (ω) = ω
 = F (ω) Φ . (81)
Γ0 an
an

b ∈ L2 (R) ∩ L1 (R), thus Φ(ω)


But ϕ b ∈ L∞ (R) ∩ C0 (R) and Γ (ω) ∈ C1 (R) with
0
Γ (ω) 6= 0, therefore Φ (Γ (ω)) is continuous and
e

2
lim F [PVn f ] (ω) = F (ω) Φ
e (0) .
n→−∞

On the other hand, from (75) and (81) we have


+π 2 2
Z
e Γ ω
  
2
lim |F (ω)| 1 − Φ dω = 0. (82)
n→−∞ −π an

27
e (ω) ≤ 1 a.e., hence
From (48) it follows that Φ

2 2
e Γ ω
  
2 2
|F (ω)| 1 − Φ ≤ |F (ω)| a.e.
an

and, by applying the dominated convergence theorem to (82), we obtain


+π 2 2
Z
e Γ ω
  
2
0= |F (ω)| lim 1− Φ dω
−π n→−∞ an
2 2
Z +π
2
= |F (ω)| 1 − Φ
e (0) dω
−π

2 √
which gives Φ
e (0) = 1 and (73) yields H (0) = 2.

Remark 16 The previous theorem shows that the Fourier domain two-scale
equations (55) or (60) are governed by 2π-periodic functions Bm (ω) satisfying
the following power complementarity relationship:

dθ−1 2 dθ−1 2
∀ω ∈ R, Bm (θ−1 (ω)) + Bm (θ−1 (ω + π)) = 2,
dω dα α=ω+π

i.e., they are warped QMF, where by (62) and (64a) we have

Bm (ω) = e−j2mθ(ω) .

5 From Warped QMF to Warped Scaling Func-


tions and WMRA
In this section we reverse the steps undertaken in section 4. We establish suf-
ficient conditions for the warping map and warped QMF to generate by gen-
eralized shift an orthogonal warped scaling functions system in L2 (R), via the
infinite product (67). For this product to converge and define a genuine scaling
function we need extra requirements on the warping map and on the QMF, as
formalized in theorem 17.

5.1 L2 (R) Orthogonality of the Scaling Function System


The following theorem provides a sufficient condition for a QMF to generate a
genuine scaling function. The technical condition (90) on the QMF is classical in
wavelet analysis and it can be generalized to a necessary and sufficient condition
[6]. For the sake of simplicity we shall refrain from taking this step. We found
that an additional technical condition for the convergence of the infinite product
(91) can be stated in terms of a linear bound on the elementary maps θ(ω)
associated to the warping map, as shown in the next theorem.

28
Theorem 17 Let Γ(ω) ∈ C1 (R) be a monotonically increasing function such
that
Γ (ω) = −Γ (−ω) (odd parity), (83)
and
Γ (π) = π. (84)
Suppose that there exists a ∈ (0, 1) such that

Υ(ω) ≡ Γ a−1 Γ−1 (ω) = 2θ(ω),



(85)

where
θ(ω + 2kπ) = θ(ω) + 2kπ (86)
and that there exists A ∈ (0, 1) such that ∀ω ∈ R
ω
θ−1 ≤ A |ω| . (87)
2
Let H(ω) be a 2π-periodic function continuously differentiable in a neighborhood
of ω = 0 and satisfying the following requirements:
2 2
∀ω ∈ R, |H(ω)| + |H(ω + π)| = 2, (88)

H(0) = 2 (89)
and
inf |H(ω)| > 0, (90)
|ω|< π
2

then the set of functions n o


WfnS mϕ
e
m∈Z

where
∞ 1 k −1

Y H 2 Γ(a Γ (ω))
Φ
e (ω) = F[ϕ]
e (ω) = √ (91)
k=0
2
and p
F[W e (ω) = F[W † Da W ϕ]
f ϕ] e (ω) = Υ0 (ω)Φ
e (Υ (ω))

is orthonormal in L2 (R) for any n ∈ Z. Equivalently, the set of functions

{Dan T m ϕ}
b m∈Z ,

where T acts in Fourier domain by multiplication by e−jΓ(ω) and


p
Φ
b (ω) = F[ϕ] e (ω) = Γ0 (ω)Φ
b (ω) = F[W ϕ] e (Γ (ω)) , (92)

is orthonormal in L2 (R) for any n ∈ Z .

29
Proof. Consider the functions
e n (ω) ≡ Φ
Φ e (ω) χ[−2n π,2n π] (ω), (93)

where 
1 if ω ∈ [a, b]
χ[a,b] (ω) =
0 otherwise
is the characteristic function of the interval [a, b] . Define

Υ−1 k −1
k (ω) ≡ Γ(a Γ (ω)) = Υ−1 ◦ Υ−1 ◦ ... ◦ Υ−1 (ω) (94)
| {z }
k times

with ω
Υ−1 (ω) = Υ−1
1 (ω) = Γ(aΓ
−1
(ω)) = θ−1 ,
2
and Υ−1
0 (ω) = ω. From (94), (91) and (93) we can write

n−1 1 −1

Y H 2 Υk (ω)
Φ
e n (ω) = √ χ[−2n π,2n π] (ω).
k=0
2

Define
+2n π n−1 1 −1
 2
H 2 Υk (ω)
Z 2
Z
1 e n (ω) ejmω dω = 1 jmω
Y
In [m] = Φ e dω.
2π 2π −2n π 2
k=0
(95)
We are going to prove by induction that In [m] = δm,0 . First consider

+2π ω
 2
H
Z
1 jmω 2
I1 [m] = e dω
2π −2π 2

and split the integral on the right hand side into two integrals:
Z 0 ω  2 Z 2π ω  2 
1
I1 [m] = ejmω H dω + ejmω H dω .
4π −2π 2 0 2

Then perform the change of variable ω 0 = ω+2π in the first integral and combine
the two integrals back together to obtain:
Z 2π   2  ω  2
1 ω
I1 [m] = ejmω H −π + H dω.
4π 0 2 2

By condition (88) the terms in parentheses sum up to 2, hence,


Z 2π
1
I1 [m] = ejmω dω = δm,0
2π 0

30
as required. Consider now In [m] for n > 1. By splitting the integral in (95) into
two integrals we have

0 n−1 1 −1
 2
H 2 Υk (ω)
Z
1 jmω
Y
In [m] = e dω
2π −2n π 2
k=0
+2n π n−1 1 −1
 2
H 2 Υk (ω)
Z
1 jmω
Y
+ e dω.
2π 0 2
k=0

Perform the change of variable ω 0 = ω + 2n π in the first integral and combine


the two integrals back together to obtain:
Z 2n π Y H 1 Υ−1 (ω − 2n π) 2 n−1 Y H 1 Υ−1 (ω) 2
n−1   !
1 jmω 2 k 2 k
In [m] = e + dω.
2π 0 2 2
k=0 k=0

From (86) we obtain

θ(θ−1 (ω) + 2rπ) = θ(θ−1 (ω)) + 2rπ = ω + 2rπ,

thus
θ−1 (ω + 2rπ) = θ−1 (ω) + 2rπ,
hence
Υ−1 (ω + 22 rπ) = Υ−1 (ω) + 2rπ.
In particular, for any s ≥ 0

Υ−1 (ω − 2s+2 π) = Υ−1 (ω) − 2s+1 π

and for any n > k

Υ−1 n −1
k (ω − 2 π) = Υk−1 (Υ
−1
(ω) − 2n−1 π) = Υ−1 −1
k−2 (Υ2 (ω) − 2
n−2
π)
= ... = Υ−1 −1
1 (Υk−1 (ω) − 2
n−k+1
π) = Υ−1
k (ω) − 2
n−k
π.

Consequently, since H(ω) is 2π-periodic, we can write


Z 2n π   2   2!
1 jmω 1 −1 1 −1
In [m] = e H Υ (ω) − π) + H Υ (ω)
4π 0 2 n−1 2 n−1
n−2 1 −1
 2
Y H 2 Υk (ω)
× dω.
2
k=0

By condition (88) the terms in parentheses sum up to 2, hence,

2n−1 π n−2 1 −1
 2
H 2 Υk (ω)
Z
1 jmω
Y
In [m] = e dω = In−1 [m]
2π −2n−1 π 2
k=0

31
By induction, since we proved that I1 [m] = δm,0 then
In [m] = δm,0 ∀n ≥ 1. (96)
The product
∞ 1 −1

Y H 2 Υk (ω)

k=0
2
is pointwise convergent for any ω ∈ R and uniformly convergent on compact
sets. In order to see this, remark that the absolute convergence of the product
is equivalent to the convergence of the sums

H 21 Υ−1

k (ω)
X
√ −1 .
k=0
2

Since
√ H(ω) is continuously differentiable in a neighborhood of ω = 0 and H(0) =
2 then there exist ε > 0 and C0 > 0 such that
H (ω)
√ − 1 ≤ C0 |ω|
2
whenever |ω| < ε. By condition (87) we have Υ−1 (ω) ≤ A |ω| and ∀k ≥ 0

Υ−1 k
k (ω) ≤ A |ω| , with A < 1. (97)

From (88) it follows that |H (ω)| ≤ 2. Given ω ∈ R, pick k0 such that Ak0 |ω| <
ε, then
kX0 −1 ∞
H 21 Υ−1 H 12 Υ−1
 
k (ω) k (ω)
X
√ −1 + √ −1
k=0
2 k=k
2
0
∞ ∞
C0 X −1 C0 |ω| X k
≤ 2k0 + Υk (ω) ≤ 2k0 + A = 2k0 + C1 |ω| .
2 2
k=k0 k=k0

Therefore the product converges absolutely, hence pointwise, and uniformly on


any compact set. Clearly,
∞ 1 −1
2
2 Y H 2 Υk (ω) 2
lim Φ
e n (ω) = = Φ e (ω)
n→∞ 2
k=0

By Fatou’s lemma and (96) we have


Z +∞ 2
Z +∞ 2
1 e (ω) dω ≤ lim 1
Φ Φ
e n (ω) dω = 1
2π −∞ n→∞ 2π −∞

hence the product converges to the function Φe (ω) ∈ L2 (R).


By Plancherel theorem we have
Z +∞ Z +∞ 2
1
hϕ(t),
e e − m)i =
ϕ(t ϕ(t)
e ϕ e∗ (t − m)dt = e (ω) ejmω dω.
Φ (98)
−∞ 2π −∞

32
Suppose that there exists C > 0 such that
2 2 2
e n (ω) ejmω = Φ
Φ e n (ω) ≤C Φ
e (ω) ∈ L1 (R) (99)

e n (ω) ejmω ,
then by the dominated convergence theorem applied to the sequence Φ
we have
Z +∞ 2
Z +∞ 2
1 jmω 1 e n (ω) ejmω dω
Φ (ω) e
e dω = lim Φ
2π −∞ n→∞ 2π −∞

= lim In [m] = δm,0 .


n→∞

e n (ω) converges in L2 (R) to Φ


Therefore, Φ e (ω) and by (98) the family of functions

{ϕ(t
e − m)}m∈Z

forms an orthonormal set in L2 (R).


We need to show (99). For |ω| > 2n π we have Φ
e n (ω) = 0, thus (99) is obviously
n
verified for any C > 0. Suppose |ω| ≤ 2 π then
∞ 1 −1
 n−1 1 −1
 ∞ 1 −1

Y H 2 Υk (ω)
Y H 2 Υk (ω)
Y H 2 Υk (ω)
Φ
e (ω) = √ = √ √
k=0
2 k=0
2 k=n
2
Υ−1


e n (ω) Φ
e
n (ω) . (100)

The function Υ−1


n (ω) maps [−2n π, 2n π] one-to-one and onto [−π, π] . In fact,
−1 −1 ω
Υ (ω) = θ 2 is by hypotheses odd and monotonically increasing. Fur-
thermore,
θ−1 (π) = θ−1 (−π + 2π) = −θ−1 (π) + 2π,
hence
Υ−1 (2π) = θ−1 (π) = π
and for any r > 0

Υ−1 (2r+1 π) = θ−1 (2r π) = θ−1 (0) + 2r π = 2r π.

Therefore
−1
Υ−1 n
n (2 π) = Υn−1 (Υ (2 π)) = Υ−1
−1 n
n−1 (2
n−1
π) = ... = Υ−1
1 (2π) = π.

Hence, in order to prove (99) it suffices to show that


2 1
Φ
e (ω) ≥ f or |ω| ≤ π, (101)
C
since if (101) is true then from (100) we have
2 1 e 2
Φ
e (ω) ≥ Φn (ω) f or |ω| ≤ 2n π.
C

33
2 2
In order to show (101) observe that by (88) |H (ω)| ≤ 2 = |H (0)| . Since
H (ω) is continuously differentiable in a neighborhood of ω = 0 then this point
2
is a maximum for |H (ω)| and
2 2
d |H (ω)| d ln |H (ω)|
=2 = 0.
dω dω
ω=0 ω=0

Therefore, there exists ε > 0 such that


2
|H (ω)|
− |ω| ≤ ln ≤ 0 ∀ |ω| ≤ ε.
2
For |ω| ≤ ε, by (97) we have
(∞
1 −1
 2) ∞
( )
2 X H 2 Υk (ω)
X Υ−1
k (ω)
Φ (ω) = exp
e ln ≥ exp −
2 2
k=0 k=0

( )
|ω| X
≥ exp − Ak = e−C2 |ω| ≥ e−C2 ε . (102)
2
k=0

Suppose now ε < |ω| ≤ π and pick an integer k0 such that Ak0 |ω| < ε. By
condition (90), since

Υ−1 −1
k (ω) ≤ Υk (π) ≤ π, ∀k ≥ 0,

then we have
0 −1
kY 1 −1
 2 k 0
K2

2 2 H 2 Υk (ω)
Υ−1 ≥ e−C2 ε

Φ
e (ω) = Φ
e
k0 (ω)
2 2
k=0

where K = inf |ω|< π2 |H(ω)| ≤ 2. Collecting our results, the constant
 k 0
2
C = eC2 ε
K2

verifies (101) and hence (99). From the orthonormality of the setn{S m ϕ} o it
e m∈Z
n m
follows by unitary equivalence and lemma 9 the orthonormality of Wf S ϕ e
m∈Z
and of {Dan T m ϕ}
b m∈Z for any n ∈ Z.

5.2 Satisfaction of the GMRA Axioms


In order to show that the warped scaling system generated by warped QMF
leads to a genuine warped multiresolution scheme we need to show that the
axioms of the GMRA are satisfied (see section 3.1). The next theorem shows
that the construction of the scaling function system via warped QMF satisfies
axioms (3), (4) and (5) of the GMRA .

34
Theorem 18 In the same hypotheses as theorem 17 we have

Vn+1 ⊂ Vn , n ∈ Z, (103)

f ∈ V0 ⇐⇒ T m f ∈ V0 (104)
and
f ∈ Vn ⇐⇒ Da f ∈ Vn+1 , (105)
where
Vn = span{Dan T m ϕ
b | m ∈ Z}.

Proof. In order to prove (103) we show that any basis function of Vn+1
can be written as a linear combination of the basis functions of Vn , i.e., that
there exist sequences qn,m [k] such that
X
ϕ
b n+1,m (t) = qn,m [k]ϕ
b n,k (t), (106)
k

b n,m = Dan T m ϕ,
where ϕ b and by theorem 17

qn,m [k] = hϕ b n,k i ∈ `2 (Z).


b n+1,m , ϕ

By taking the Fourier transform of both sides of (106) we obtain

b n+1,m (ω) = Qn,m Γ ω


  
Φ Φ
b n,0 (ω), (107)
an
where   ω  X
qn,m [k]e−jkΓ( an )
ω
Qn,m Γ n =
a
k

and
b (ω) = e−jkΓ( an ) Φ
ω
Φ bn,k ] (ω) = F[Dan T k ϕ]
b n,k (ω) = F[ϕ b n,0 (ω).
From (92) and (91) we have

ω  Y H 12 Γ(ar−n−1 ω)
r  
b n+1,m (ω) = √ 1 e−jmΓ( an+1
Φ
ω
) Γ0 √
an+1 an+1 r=0 2

ω  H 12 Γ(a−n−1 ω) Y H 21 Γ(ar−n ω)
r   
−jmΓ( n+1
ω
) 0
=e a Γ √ √
an+1 2an+1 r=0
2
s
ω
H 12 Γ(a−n−1 ω) b
 
Γ0 an+1
= e−jmΓ( an+1 )
ω

ω
 √ Φ n,0 (ω). (108)
Γ0 an 2a

By comparing this equation with (107) we obtain


s
Γ0 a1 Γ−1 (ω)
   
1 −1
−jmΓ( a Γ (ω)) 1 1 −1
Qn,m (ω) = e H Γ Γ (ω)
2aΓ0 (Γ−1 (ω)) 2 a
p
= e−j2mθ(ω) θ0 (ω)H (θ(ω)) , (109)

35
where, as in theorem 17,
 
1 1 −1
θ(ω) = Γ Γ (ω) .
2 a

Since by hypotheses θ(ω) and H (ω) are bounded 2π-periodic functions and
θ0 (ω) is positive and bounded in [−π, +π] then qn,m [k] are well defined as the
coefficients of the Fourier series representing Qn,m (ω) , which by (107) and (108)
satisfy (106). Thus, Vn+1 ⊆ Vn . In order to prove that Vn+1 ⊂ Vn we show
that there exist functions in Vn that are orthogonal to any basis element of
Vn+1 . To the purpose, define

G(ω) = e−jω H ∗ (ω + π)

and, similarly to (107) and (109),

b n+1,m (ω) = Rn,m Γ ω


  
Ψ Φ
b n,0 (ω),
an
where p
Rn,m (ω) = e−j2mθ(ω) θ0 (ω)G (θ(ω)) .
We have
Z +∞
D E 1 b ∗n+1,m (ω)dω
ϕ
b n+1,k , ψb n+1,m = Φ
b n+1,k (ω)Ψ
2π −∞
Z +∞ 2
1   ω 

  ω 
= Qn,k Γ n Rn,m Γ n Φ
b n,0 (ω) dω.
2π −∞ a a

By performing the variable change

ω = an Γ−1 (Ω)

in the last integral and using the fact that

b n,0 (ω) = √1 Φb ω ,
 
Φ
an an

we obtain
Z +∞ 2
D E 1 ∗
ϕ
b n+1,k , ψb n+1,m = Qn,k (Ω) Rn,m (Ω) Φ
e (Ω) dΩ, (110)
2π −∞

where, as usual, r
dΓ−1 b −1 
Φ
e (Ω) = Φ Γ (Ω) .
dΩ
By writing the integral in (110) as a sum of integrals over the intervals

[(2r − 1)π, (2r + 1)π] , r ∈ Z,

36
using (48) and the 2π-periodicity of Qn,k (Ω) and Rn,m (Ω) , we obtain
Z +π
D E 1 ∗
ϕ
b n+1,k , ψb n+1,m = Qn,k (ω) Rn,m (ω) dω
2π −π
Z +π
1 dθ
= e−j[2(k−m)−1]θ(ω) H(θ(ω))H(θ(ω) + π) dω
2π −π dω
Z +π
1
= e−j[2(k−m)−1]ω H(ω)H(ω + π)dω = 0
2π −π

where the last equality follows from the fact that the odd-indexed Fourier series
coefficients of the π-periodic function H(ω)H(ω + π) are zero. Hence, the func-
tions ψb n+1,m , which are non-zero by (88), are orthogonal to any basis element
b n+1,k of Vn+1 . Hence Vn+1 ⊂ Vn . Inorder to prove (104) consider a function
ϕ
f ∈ V0 . By theorem 17 the functions T k ϕ b k∈Z form an orthogonal basis of
V0 , hence X
f= b[k]T k ϕ,
b b ∈ `2 (Z).
k

Since T is unitary hence continuous, then


X X
T mf = T m b[k]T k ϕ
b= b[k]T k+m ϕ
b ∈ V0 .
k k

Vice-versa, if T m f ∈ V0 then
X
T mf = c[k]T k ϕ,
b c ∈ `2 (Z).
k

Hence
X X
f = T −m (T m f ) = T −m c[k]T k ϕ
b= c[k]T k−m ϕ
b ∈ V0 .
k k

In
 order to prove (105) consider a function f ∈ Vn . By theorem 17 the functions
Dan T k ϕ
b k∈Z form an orthogonal basis of Vn , hence
X
f= d[k]Dan T k ϕ,
b d ∈ `2 (Z).
k

Since Da is continuous, then


X X
Da f = Da d[k]Dan T k ϕ
b= d[k]Dan+1 T k ϕ
b ∈ Vn+1 .
k k

Vice-versa, if Da f ∈ Vn+1 then


X
Da f = e[k]Dan+1 T k ϕ,
b e ∈ `2 (Z).
k

37
Hence
X X
f = Da−1 (Da f ) = Da−1 e[k]Dan+1 T k ϕ
b= e[k]Dan T k ϕ
b ∈ Vn .
k k

The next theorem shows that the construction of the scaling function system
via warped QMF also satisfies property (8) of the GMRA.

Theorem 19 In the same hypotheses as theorem 17 the GMRA property (8) is


verified, i.e.,
[
Vn = L2 (R) (111)
n∈Z

where
Vn = span{Dan T m ϕ
b | m ∈ Z}.

Proof. Consider the orthogonal projection of f ∈ L2 (R) over

bn,m | m ∈ Z}
Vn = span{ϕ

bn,m = Dan T m ϕ
where ϕ b:

X
PVn f = hf, ϕ
bn,m i ϕ
bn,m .
m∈Z

In theorem 18 we showed that ∀n ∈ Z, Vn+1 ⊂ Vn , thus, in order to prove


(111) it suffices to show that

lim kf − PVn f k = 0
n→−∞

But PVn is an orthogonal projector hence


2 2 2
kf − PVn f k = kf k − kPVn f k .

Therefore it suffices to show that


2 2
lim kPVn f k = kf k .
n→−∞

Since the warping operator (13) and the dilation operator Da are both unitary
and
bn,m = Dan T m W ϕ
ϕ e = Dan W S m ϕ,
e
then
2
2
X

kPVn f k = W Da−n f, S m ϕ
e m
S ϕ
e
m∈Z

38
By Plancherel theorem
2
2 1 2 1 e X
kPVn f k = kF[PVn f ]k = Φ(ω) sn (m)e−jmω (112)
2π 2π
m∈Z

where
Z +∞ q
† 1 −1
sn (m) = W Da−n f, S m ϕ
e = an dΓdω F (an Γ−1 (ω))Φ
e ∗ (ω)ejmω dω
2π −∞

with F (ω) = F[f ] (ω) . Since the set of bounded functions with compact support
is dense in L2 (R) we can assume that f ∈ L2 (R) is bandlimited, i.e., that F (ω)
is bounded and has compact support. The proof will then follow by a density
argument. Hence, assume there exist an arbitrarily large positive integer N
such that
supp F (ω) ⊂ −a−N π, +a−N π
 

and an arbitrarily large but finite constant B such that

|F (ω)| ≤ B ∀ω ∈ R.

From (83), (84), (85) and (86) it follows that Γ(a−k π) = 2k π and

supp F (an Γ−1 (ω)) ⊂ [−2N +n π, +2N +n π].

Therefore, for n ≤ −N

supp F (an Γ−1 (ω)) ⊂ [−π, π].

Furthermore, Φ(ω)
e ≤ 1 and Γ−1 ∈ C1 (R), therefore there exists a constant
dΓ−1
C < ∞ such that dω < C for |ω| ≤ π. Hence for n ≤ −N

an
Z 2
dΓ−1
dω F (an Γ−1 (ω))Φ(ω)
e dω ≤ an B 2 C < ∞,
2π −π

so that q
−1
Sn (ω) = an dΓdω F (an Γ−1 (ω))Φ
e ∗ (ω) ∈ L2 ([ − π, +π])

and the series X


sn (m)e−jmω
m∈Z
2
converges in L ([ − π, +π]) to Sn (ω) since
X 2
X 2 2
|sn (m)| = W † Da−n f, S m ϕ
e ≤ kf k < ∞.
m∈Z m∈Z

39
From (112) we have
+∞
an
Z 4
2 dΓ−1 2
kPVn f k = dω Φ(ω)
e F (an Γ−1 (ω)) dω
2π −∞
Z +∞    4
1 e Γ ω 2
= Φ |F (ω)| dω
2π −∞ an

But F ∈ L2 (R) and Φe (ω) ≤ 1, hence by the dominated convergence theorem


we have
Z +∞    4
2 1 e Γ ω 2 2
lim kPVn f k = lim Φ |F (ω)| dω = kf k ,
n→−∞ 2π −∞ n→−∞ an

where the last equality follows from the continuity of Γ and inequality (102) in
the proof of theorem 17.

Theorem 20 In the same hypotheses as theorem 17 we have


\
Vn = {0}. (113)
n∈Z

Proof. To prove (113) is equivalent to show that for any f ∈ L2 (R) we have

lim kPVn f k = 0, (114)


n→∞

where PVn is the orthogonal projection operator on Vn . Since kPVn f k ≤ kf k


then {PVn }n∈Z is a sequence of bounded operators. Furthermore, since Vn ⊂
Vn−1 for any n ∈ Z then kPVn f k is a decreasing sequence and the limit always
exists. Therefore if (114) is true for any f belonging to a set dense in L2 (R)
then (114) is true for any f ∈ L2 (R). Since {ϕ bn,m = Dan ϕ
bn,m }m∈Z , where ϕ b0,m
is an orthogonal basis of Vn then
+∞
X
PVn f = hf, ϕ
bn,m i ϕ
bn,m .
m=−∞

For any finite n the operator Dan is unitary. Therefore we have


+∞
X +∞
X
PVn f = hf, Dan ϕ
b0,m i Dan ϕ
b0,m = Dan Da−n f, ϕ
b0,m ϕ
b0,m
m=−∞ m=−∞

= Dan PV0 Da−n f,

with equality in L2 (R). Hence

kPVn f k = Dan PV0 Da−n f = PV0 Da−n f . (115)

But
PV0 Da−n f ≤ kPV0 k Da−n f = Da−n f , (116)

40
where
kPV0 k = sup kPV0 f k = 1.
kxk=1

Notice that for any finite n and f ∈ L2 (R) we have kDa−n f k = 1. However,  if f
is rapidly decreasing, i.e., if there exist a positive constant C and a β ∈ 0, 12
such that
C
|f (t)| ≤ 1−β
,
(1 + |t|)
then
Z +∞ Z +∞
2 2 dt
Da−n f = a−n f (a−n t) dt ≤ C 2 an(1−2β) 2(1−β)
.
−∞ −∞ (an + |t|)

Therefore
lim Da−n f = 0 (117)
n→∞

in this case. Thus, if we pick f ∈ S(R) then (117) is true and (115)(116) imply
(114). Since the Schwartz class S(R) is dense in L2 (R) then the theorem is
proved for any f ∈ L2 (R) as well.

6 Warped Wavelets
In this section we construct orthonormal bases of iterated frequency warped
wavelets based on our results on WMRA and warped scaling functions illus-
trated in the previous sections. We start with the following definition.
Definition n21 A wavelet
o function associated to a WMRA is a function ψ such
b
n mb 2
that the set Da T ψ is orthonormal and complete in L (R).
n∈Z,m∈Z

In sections 4 and 5 we showed that given a WMRA one can always construct a
scaling function ϕb ∈ L2 (R) such that the sets {Dan T m ϕ}
b m∈Z are orthonormal for
n T m ϕ|m 2
any n ∈ Z. The spaces Vn = span{D
T a b ∈ Z} ⊂
S L (R) 2form a decreasing
sequence with Vn ⊂ Vn−1 , Vn = {0} and Vn = L (R). In order to
n∈Z n∈Z
construct a warped wavelet basis of L2 (R)
n it suffices
o to determine a function
n mb
ψ such that for any n ∈ Z the family Da T ψ
b forms an orthonormal
m∈Z
basis of the orthogonal complement Wn of Vn in Vn−1 . In other words we
let Wn = span{Dan T m ψ|m
b ∈ Z} and ensure that Vn−1 = Vn ⊕ Wn . Since
Wn ⊂ Vn−1 then the function ψbn,m ≡ Dn T m ψb has the following decomposition
a

+∞ D
X E
ψbn,m = ψbn,m , ϕ
bn−1,k ϕbn−1,k (118)
k=−∞

where
D E D E D E
bn−1,k = Dan T m ψ,
ψbn,m , ϕ b Dn−1 T k ϕ
a b = Da T m ψ,
b T kϕ
b ≡ cm [k]

41
does not depend on the scale index n. By Fourier transforming both sides of
(118) and replacing ω with an−1 ω we obtain
1 b  ω  −jmΓ( ωa )
√ Ψ e = Cm (Γ (ω)) Φ
b (ω) , (119)
a a
where
+∞
X
Cm (ω) = cm [k]e−jkω
k=−∞

is a 2π-periodic function. Equation (119) should be compared with the two-


scale equation for the scaling function (55). Introducing the auxiliary wavelet
function ψe = W † ψ and proceeding as in section 4.3 we can rewrite (119) as
follows r
dΥ e
Ψ (Υ (ω)) e−jmΥ(ω) = Cm (ω) Φe (ω) , (120)

where
Υ (ω) = Γ(a−1 Γ−1 (ω)).
By taking the magnitude square of (120) and exploiting the 2π-periodicity of
Cm (ω) and orthogonality condition (45) we obtain
+∞ 2
2
X dΥ
|Cm (ω)| = Ψ
e (Υ(ω + 2kπ))
dα α=ω+2kπ
k=−∞

Since the right hand side does not depend on m then the functions Cm (ω) differ
at most for a phase factor and, similar to (62), we have

Cm (ω) = e−jmΥ(ω) C0 (ω)


n o
on the set ω | e
Φ (ω) 6= 0 . Moreover, equation (120) for m = 0 can be unwarped
to obtain r
−1
e (ω) = dΥ C0 Υ−1 (ω) Φ e Υ−1 (ω) .
 
Ψ (121)

Letting r
d θ−1
C0 θ−1 (ω)

G (ω) ≡

where
Υ(ω) 1
= Γ a−1 Γ−1 (ω)

θ(ω) =
2 2
equation (121) becomes

e (ω) = √1 G ω Φ e θ−1 ω
    
Ψ . (123)
2 2 2
The
n following
o lemma provides equivalent conditions on G (ω) for the family
n mb
Da T ψ to form an orthonormal basis of Wn .
m∈Z

42
Lemma 22 Given a WMRA with increasing warping characteristic Γ ∈ C1 (R),
scale factor a and scaling function ϕ
b = Wϕ
e satisfying

e (ω) = √1 H ω Φ e θ−1 ω
    
Φ ,
2 2 2

where θ−1 ω −1
 
2 = Γ aΓ (ω) is such that

∀k ∈ Z, θ−1 (ω + 2kπ) = θ−1 (ω) + 2kπ (124)

and H (ω) is a 2π-periodic function such that


2 2
|H(ω)| + |H(ω + π)| = 2, a.e. (125)

and √
H(0) = 2,
n o
the family Dan T m ψb forms an orthonormal basis of the orthogonal com-
m∈Z
plement Wn of Vn = span{Dan T m ϕ|mb ∈ Z} ⊂ Vn−1 if and only if there exists
a 2π-periodic function G (ω) such that
2 2
|G(ω)| + |G(ω + π)| = 2, a.e. (126)

G(ω)H ∗ (ω) + G(ω + π)H ∗ (ω + π) = 0, a.e. (127)


and
e (ω) = √1 G ω Φ
e θ−1 ω
    
Ψ (128)
2 2 2
where ψe = W † ψ.
b

Proof. Since by remark 10


D E D E D E D E
Dan T m ψ, b ψb = W † T m W ψ,
b Dn ψb = T m ψ, e W † ψb = S m ψ,
e ψe ,
a

n o
where S is the shift-by-one operator, the family Dan T m ψb is orthonormal
n o m∈Z
e − m)
if and only if the family ψ(t is orthonormal. Using proposition 12
m∈Z
we can show that this is true if and only if
+∞
X 2
Ψ(ω
e + 2mπ) = 1 a.e. (129)
m=−∞

43
As shown at the beginning of this section Dan T m ψb ∈ Vn−1 if and only if Ψ
e (ω)
satisfies (128). Hence for almost every ω ∈ R we have
+∞ 2 +∞ 2 2
X 1 X ω 
e θ−1 ω + mπ
  
1= Ψ(ω
e + 2mπ) = G + mπ Φ
m=−∞
2 m=−∞ 2 2
2 +∞ 2
1 ω X
e θ−1 ω + 2mπ
  
= G Φ
2 2 m=−∞
2
2 +∞  2
1 ω
 X
e θ−1 ω + (2m + 1)π
 
+ G +π Φ . (130)
2 2 m=−∞
2

Since θ−1 satisfies (124) and since by remark 14 the function Φ


e satisfies

+∞
X 2
Φ(ω
e + 2mπ) =1 a.e. (131)
m=−∞

from (130) we obtain (126). Since


D E D E D E D E
† m e W †ϕ
Dan T m ψ,
b Dn ϕ
a b = T mb
ψ, ϕ
b = W T W ψ, b = S me
ψ, ϕ
e ,
n o
then the family Dan T m ψb is orthogonal to the family {Dan T m ϕ}
b m∈Z if and
m∈Z
only if D E
∀m ∈ Z, e − m), ϕ(t)
ψ(t e = 0.

Since both ψe and ϕe belong to L2 (R), by Plancherel theorem the last condition
is equivalent to
Z +∞
1 e ∗ (ω)e−jmω dω
0= Ψ(ω)
e Φ
2π −∞
+∞ Z +π
1 X e ∗ (ω + 2kπ)e−jmω dω.
= Ψ(ω
e + 2kπ)Φ (132)
2π −π
k=−∞

Since the product Ψ(ω)


e Φe ∗ (ω) belongs to L1 (R), then

+∞ Z +π Z +∞
1 X ∗ 1 e ∗ (ω) dω < ∞.
Ψ(ω + 2kπ)Φ (ω + 2kπ) dω =
e e Ψ(ω)
e Φ
2π −π 2π −∞
k=−∞

By the monotone convergence theorem applied to the partial sums


+K
X
Ψ(ω e ∗ (ω + 2kπ)
e + 2kπ)Φ
k=−K

44
we obtain
+∞ Z +π
1 X e ∗ (ω + 2kπ) dω
Ψ(ω
e + 2kπ)Φ
2π −π
k=−∞
Z +π +∞
1 X
e ∗ (ω + 2kπ) dω.
= Ψ(ω
e + 2kπ)Φ
2π −π k=−∞

so that
Z +π +∞
1 X
e ∗ (ω + 2kπ) dω < ∞.
Ψ(ω
e + 2kπ)Φ
2π −π k=−∞

Also,
+K
X +∞
X
Ψ(ω e ∗ (ω + 2kπ)e−jmω ≤
e + 2kπ)Φ Ψ(ω e ∗ (ω + 2kπ) .
e + 2kπ)Φ
k=−K k=−∞

Therefore by the dominated convergence theorem we can interchange the sum


and integral signs in the last member of (132), obtaining for any m ∈ Z
Z +π +∞
1 X
e ∗ (ω + 2kπ)e−jmω dω = 0,
Ψ(ω
e + 2kπ)Φ
2π −π k=−∞

which is equivalent to
+∞
X
Ψ(ω e ∗ (ω + 2kπ) = 0
e + 2kπ)Φ a.e. (133)
k=−∞

By substituting (66) and (128) in (133) we have for almost every ω ∈ R


+∞
X
0=2 Ψ(ω e ∗ (ω + 2kπ)
e + 2kπ)Φ
k=−∞
+∞ ω ω 2
e θ−1 ω + kπ
X     
= G + kπ H ∗ + kπ Φ
2 2 2
k=−∞
ω  +∞
ω  X 2
e θ−1 ω + 2kπ
   
=G H∗ Φ
2 2 2
k=−∞
ω ω +∞ 2
e θ−1 ω + π + 2kπ
  X   

+G +π H +π Φ ,
2 2 2
k=−∞

which, by (131) is equivalent to (127).


In order to verify that

Vn−1 = Vn ⊕ Wn (134)

45
it suffices to show that given any sequence x[n] ∈ `2 (Z) there exist two sequences
y[n] ∈ `2 (Z) and z[n] ∈ `2 (Z) such that
+∞
X +∞
X +∞
X
x[m]Dan−1 T m ϕ
b= y[m]Dan T m ϕ
b+ z[m]Dan T m ψ.
b
m=−∞ m=−∞ m=−∞

Equivalently, by applying the unitary operator W † Da−n on both sides of the last
equation and using the fact that T = W SW † , we need to satisfy the following
equation
+∞
X +∞
X +∞
X
f†S mϕ
x[m]W e= y[m]S m ϕ
e+ z[m]S m ψ,
e (135)
m=−∞ m=−∞ m=−∞

where
f = W † Da W
W
is, as in (56), the warping operator with characteristic Υ(ω). By Fourier trans-
forming both sides of (135) we obtain
r
dΥ−1
X(Υ−1 (ω))Φ(Υ
e −1 (ω)) = Y (ω)Φ(ω)
e + Z(ω)Ψ(ω).
e (136)

Recalling that Υ−1 (ω) = θ−1 ω2 and substituting (66) and (128) in (136) we


show that the equation is satisfied if


s
dθ−1   ω  ω ω 
X θ−1 = Y (ω)H + Z(ω)G .
dα α= ω 2 2 2
2

Conditions (125), (126) and (127) can be put in the following matrix form:

T† (ω)T(ω) = 2I a.e.,

where I is the 2 × 2 identity matrix and


 
H(ω) G(ω)
T(ω) = .
H(ω + π) G(ω + π)

Therefore, an equivalent set of conditions is obtained from

T(ω)T† (ω) = 2I a.e.,

which yields, in particular, the following relationships:


2 2
|H(ω)| + |G(ω)| = 2, a.e.

H(ω)H ∗ (ω + π) + G(ω)G∗ (ω + π) = 0, a.e.

46
From these it is easy to verify that
1 h ω  ∗ ω  ω  ω i
Y (ω) = R H +R + π H∗ +π
2 2 2 2 2
1 h ω  ∗ ω  ω 
∗ ω
 i
Z(ω) = R G +R +π G +π
2 2 2 2 2
is a solution of (136) where
r
dθ−1
X θ−1 (ω)

R (ω) =

and both Y (ω) and Z(ω) are 2π-periodic Fourier series with coefficients y[m]
and z[m] in `2 (Z). Hence (134) is verified.

Remark 23 If H(ω) and G(ω) are continuous, then conditions (125), (126)
and (127) of lemma 22 are verified everywhere. In practice this is always ver-
ified since H(ω) and G(ω) are the frequency responses of rational filters. Fur-
thermore, given H(ω) one can determine G(ω) as follows:

G(ω) = e−jω H ∗ (ω + π) .

One can see that this position verifies the ensemble of conditions, although it is
not the only possible solution.

Theorem 24 Given a WMRA with increasing warping characteristic Γ ∈ C1 (R),


scale factor a and scaling function ϕ
b = Wϕ e satisfying

e (ω) = √1 H ω Φ e θ−1 ω
    
Φ ,
2 2 2

where θ−1 ω2 = Γ aΓ−1 (ω) is such that


 

∀k ∈ Z, θ−1 (ω + 2kπ) = θ−1 (ω) + 2kπ

and H (ω) is a 2π-periodic function such that


2 2
|H(ω)| + |H(ω + π)| = 2, a.e. (137)

and √
H(0) = 2,
n o
the set Dan T m ψb where ψb = W ψe and ψe is given in Fourier domain as
n∈Z,m∈Z
follows
e (ω) = √1 G ω Φ
e θ−1 ω
    
Ψ
2 2 2
with
G(ω) = e−jω H ∗ (ω + π) .
is orthonormal and complete in L2 (R).

47
Proof. The function
n G(ω)osatisfies the conditions of lemma 22. Hence for
any n ∈ Z the family Dan T m ψb forms an orthogonal basis of the orthogonal
m∈Z
complement Wn of Vn = span{Dan T m ϕ|m b ∈ Z} ⊂ Vn−1 . The spaces {Wn }n∈Z
are orthogonal since, given any pair of them Wn and Wk with k > n we have
Wk ⊂ Vk−1 ⊂ . . . ⊂ Vn and we know that Wn is orthogonal to Vn so that
Wn is orthogonal to Wk as well. Furthermore, given any m ∈ Z and n > m,
we have
n
!
M
Vm = Wm+1 ⊕ Vm+1 = Wm+1 ⊕ Wm+2 ⊕ Vm+2 = . . . = Wr ⊕ Vn .
r=m+1

Since {Vn }n∈Z is a WMRA then limn→∞ Vn = {0} and limm→−∞ Vm =


L2 (R). therefore !
+∞
M
L2 (R) = Wr .
r=−∞

Hence the union of orthonormal bases of Wn , n ∈ Z, is an orthonormal basis


of L2 (R).

6.1 Regularity
In the theory of dyadic wavelet bases, it is important to investigate on the
approximation power of wavelets on classes of regular functions. We will briefly
detail the analogous concept for warped wavelets. If ψ(t)b has N vanishing
moments, i.e., if Z +∞
tn ψ(t)dt
b = 0, 0≤n<N (138)
−∞

then polynomial signals of degree less than N will have zero projection on the
wavelet set. More generally, signals that are closely approximated by polyno-
mials have small wavelet coefficients at fine scale. In compact support wavelets,
this property also holds for local polynomial behavior. The same is approx-
imately true for non compact support wavelets with fast time-domain decay.
If Ψ(ω)
b is N times continuously differentiable at ω = 0 it is easy to see that
condition (138) is equivalent to

dn Ψ
b
= 0, 0 ≤ n < N. (139)
dω n
ω=0

In turn, if the map Γ is N + 1 times continuously differentiable at ω = 0 then


(139) is equivalent to

dn Ψ
e
= 0, 0≤n<N
dω n
ω=0

48
and, from (66), to
dn H
= 0, 0 ≤ n < N.
dω n ω=π
Essentially, this last properties is linked to the number of proper factors (1 +
e−jω ) in H(ω). Next we are going to show that these factors help increasing the
smoothness of the warped scaling function.
Our construction of warped multiresolution analysis of sections 4 and 5 was
based on an auxiliary warped scaling function whose Fourier transform is given
by a convergent product of the form

H 12 Υ−1

Y (ω)
Φ
e (ω) = √n (140)
n=0
2

where H is a low-pass QMF and

Υ−1
n (ω) = Υ
−1
◦ Υ−1 ◦ ... ◦ Υ−1 (ω) = Γ(an Γ−1 (ω)),
| {z }
n times
with
Υ−1 (ω) = Γ aΓ−1 (ω) = −Υ−1 (−ω)


such that
∀k ∈ Z, Υ−1 (ω + 4kπ) = Υ−1 (ω) + 2kπ. (141)

The QMF H has necessarily a zero at ω = π since the conditions H(0) = 2 and
2 2 2
|H(ω)| + |H(ω + π)| = 2 imply that |H(π)| = 0. For any factor of H of the
form
1 + e−jω
√ (142)
2
the Fourier transform of an ordinary scaling function

Y H(2−k ω)
Φ(ω) = √
k=1
2

has a factor
∞ −k ω
Y 1 + e−j2 ω ω sin
= e−j 2 ω 2 , (143)
2 2
k=1
1
which decays as |ω| as |ω| → ∞. The rate of decay of Φ(ω) increases with the
number of factors (142) of H. For any factor (142) the Fourier transform of the
auxiliary warped scaling function (140) has a factor
∞ 1 −1
Y 1 + e−j 2 Υn (ω)
.
n=0
2

It follows from (141) that for any k ∈ Z,

Υ−1 (4kπ) = Υ−1 (0) + 2kπ = 2kπ,

49
hence, for any r ∈ Z,
1 −1
Υ (4(2r + 1)π) = (2r + 1) π.
2
More generally, for any n ∈ N ∪ {0} and r ∈ Z
1 −1 n+1
Υ (2 (2r + 1)π) = (2r + 1) π.
2 n
Thus, each factor
1 −1
1 + e−j 2 Υn (ω)
2
has exactly the same zeros, located at ω = 2n+1 (2r + 1)π, as the factor
−(n+1)
1 + e−j2 ω

2
in (143). Furthermore, we have
1 −1
1 + e−j 2 Υn (ω) −1
n dΥn (ω)
lim −(n+1)
= 2
ω→2n+1 (2r+1)π 1 + e−j2 ω dω ω=2n+1 (2r+1)π
n
dΥ−1 (ω)

= 2 , (144)
dω ω=0

dΥ−1 (ω)
where the last equality is obtained by observing that ndω is 2n+1 π-periodic
−1 −1
and Υn (ω) is the composition of n maps Υ (ω). For any finite n the limit
(144) is finite and the following factorization is well defined:
N 1 −1 N +1 −k
! N 1 −1
Y 1 + e−j 2 Υn (ω) Y 1 + e−j2 ω Y 1 + e−j 2 Υn (ω)
= .
n=0
2
k=1
2 n=0
1 + e−j2−(n+1) ω

The following lemma provides a sufficient condition for the factorization of the
infinite product.
Lemma 25 Let Υ−1 be a real and odd increasing function in C1 (R) such that
∀k ∈ Z, Υ−1 (ω + 4kπ) = Υ−1 (ω) + 2kπ.
If there exists a positive constant β < 1 such that Υ−1 (ω) ≤ β |ω| then the
product
∞ 1 −1
Y 1 + e−j 2 Υn (ω)
, (145)
n=0
1 + e−j2−(n+1) ω
where for any n ∈ N
Υ−1
n (ω) = Υ
−1
◦ Υ−1 ◦ ... ◦ Υ−1 (ω)
| {z }
n times

and Υ−1
0 (ω) = ω, converges uniformly on any compact subset of R.

50
Proof. The convergence of the product (145) is equivalent to the conver-
gence of the sum
N 1 −1 N
sin 2−2 Υ−1 −n

X 1 + e−j 2 Υn (ω) X n (ω) − 2 ω
SN = −1 =
n=0
1 + e−j2−(n+1) ω n=0
cos(2−(n+2) ω)

as N → ∞. Clearly, for any finite N, the sum SN is bounded since (144) holds
and Υ−1 ∈ C1 (R). Given any ω ∈ R, pick N large enough so that 2−(N +1) |ω| ≤
π. Then cos(2−(n+2) ω) ≥ 2−1/2 for any n > N . Since Υ−1 (ω) is linearly
bounded then Υ−1 n
n (ω) ≤ β |ω| and
∞ ∞
sin 2−2 Υ−1 −n

n (ω) − 2 ω |ω| X
X
−(n+2) ω)
≤ √ (β n + 2−n ).
n=N +1
cos(2 2 2 n=N +1

Since β < 1 then the last sum can be made arbitrarily small by picking N large
enough. Hence SN converges uniformly on any compact subset of R and so does
the product in (145).
Under the same assumptions granting uniform convergence of the product
(140) in theorem 17, lemma 25 guarantees that one can construct arbitrarily
smooth auxiliary warped scaling functions by increasing the number of factors
(142) of H. Using (137) one can show that this is equivalent to increase the
flatness of H about ω = 0. The procedure given in [8] for constructing maximally
flat FIR QMF is now a classical result of wavelet theory. In [10] the author
pointed out that half-band Butterworth filters are IIR QMF that are maximally
flat by construction. Notice that no new QMF design procedure is required for
wavelets constructed by iterated warping.

7 Construction of Iterated Warping Maps


In this section we focus on the construction of the warping map Γ (ω) from
elementary maps. In sections 4.3 and 4.4 we related warped scaling functions to
warped QMFs. The key issue was that for the construction to work we need
ω
Γ aΓ−1 (ω) = θ−1 = Υ−1 (ω),

(146)
2
where
θ−1 (ω + 2kπ) = θ−1 (ω) + 2kπ.
This assumption is carried over as hypotheses of the theorems of section 5, with
the additional constraint that
ω 
∀ω ∈ R, θ−1 ≤ A |ω| .
2
with 0 < A < 1, needed for the convergence of the product defining the warped
scaling function. Equation (146) can be interpreted as an eigenvalue equation
for the composition-by-Υ−1 operator:
Γ−1 ◦ Υ−1 = aΓ−1 . (147)

51
That is, the inverse warping map Γ−1 is an eigenfunction of the composition-
by-Υ−1 operator with eigenvalue a ∈ (0, 1). Equation (147) plays a key role
in the construction of warping maps suitable for wavelet analysis. Our goal is
to determine a class of discrete-time warping maps that can be exactly imple-
mented in numerical computations. Then we need to construct the map Γ as
an eigenfunction of the composition operator.

7.1 Realizable Discrete-Time Warping Maps: the Laguerre


Transform
We are interested in discrete-time warping operators that can be implemented
in rational discrete-time filter structures. In section 3.2.1 we considered warped
Fourier series and proved that the set {Λn }n∈Z , where
r
dθ −jnθ(ω)
Λn (ω) ≡ e , n ∈ Z,

is orthonormal and complete in L2 ([−π, π]) for any one-to-one map θ ∈ C1 ([−π, +π]).
Correspondingly, the set {λn }n∈Z where
Z +π Z +π
r
1 jkω 1 dθ j[kω−nθ(ω)]
λn [k] = Λn (ω)e dω = e dω.
2π −π 2π −π dω

is complete and orthonormal in `2 (Z). The functions Λn satisfy the following


recurrence:
Λn (ω) = Λn−1 (ω)e−jθ(ω) , (148)
with p
Λ0 (ω) = θ0 (ω). (149)
We showed that the discrete-time unwarping operator has kernel

w−1 [k, n] = λ∗k [n],

i.e., that if X
x
b[k] = w−1 [k, n]x[n] = hx, λk i (150)
n∈Z

then r
X
−jkω dθ−1
X θ−1 (ω) .

X(ω)
b ≡ x
b[k]e = (151)

k∈Z

If the signal is causal, i.e., if x[k] = 0 for k < 0, then the scalar product (150)
may be computed by convolving the time-reversed signal y[−k] = x[k] by the
causal part of λn [k] and sampling the result at n = 0:

X ∞
X
hx, λn i = x[k]λn [k] = y[0 − k]λn [k] .
k=0 k=0

52
dispersive delay line

e- jS (g) e- jS (g)
time dS
x[k]
reversal dg

k=0 k=0 k=0

^
x[0] ^
x[1] ^
x[2]

Figure 2: Structure for unwarping signals by means of a sampled dispersive


delay line.

b =.9

p
_
2

b =-.9
0 p
_
0 p
2
g

Figure 3: The one-parameter family of Laguerre warping maps.

dispersive delay line


N[k] C0 (z) A(z) A(z)
^
x[0] ^
x[1] ^
x[2]

x[k]

Figure 4: Structure for warping signals via the Laguerre transform.

53
Thus, unwarping may be computed by means of a cascade of all-pass filters
forming a dispersive, i.e., frequency dependent, delay line sampled at n = 0, as
shown in fig. 2. However, for numerical implementations one needs to constrain
−θ(ω) to be the phase of a causal and stable, rational filter. In this case it is
easy to show that θ(ω) is one-to-one with odd parity and fixing the point π if
and only if −θ(ω) is the phase of a first-order real all-pass filter with transfer
function
z −1 − b
A(z) = , −1 < b < 1,
1 − bz −1
with
b sin ω
θ(ω) = ω + 2 arctan , −1 < b < 1. (152)
1 − b cos ω
This one-parameter family of warping maps is shown in fig. 3. The inverse
mapping θ−1 (ω) is obtained from (152) simply by reversing the sign of b, as it
can be seen from the following identity:
z −1 −b
1−bz −1 + b
z −1 −b
= z −1 .
1 + b 1−bz −1

Thus, the family contains the maps and their inverses and also the identity map,
obtained by setting b = 0. The derivative can be factored into its causal and
anticausal parts:
√ √
dθ 1 − b2 1 − b2 1 − b2
= 2
= −jω
.
dω 1 − 2 cos ω + b 1 − be 1 − bejω
If we replace Λ0 (ω) in (149) with the causal square root of the derivative, i.e.,
if we let √
1 − b2
Λ0 (ω) =
1 − be−jω
and we keep recurrence (148) with θ defined as in (152), then the resulting
sequences λn [k] can be defined as stable and causal for n ≥ 0 and anticausal for
n < 0. The corresponding set {λn }n∈Z is known as the complete and orthogonal
real discrete Laguerre basis [5] [16]. Clearly, a causal signal will have zero
projection on the anticausal elements, i.e., we can consider the set {λn }n=0,1,...
as a basis for the space `2 (N ∪ {0}). In this case, equations (150) and (151) are,
respectively, replaced by
X∞
x
b[k] = x[n]λk [n] (153)
n=0

and
X(ω)
b = Λ†0 (ω)X(θ−1 (ω)),
where

X ∞
X
Λ†n (ω) = λk [n]e−jkω = λ†n [k]e−jkω . (154)
k=0 k=0

54
Here λ†n [k] denotes the transposed Laguerre sequence, i.e.,

λ†n [k] = λk [n].

Since the Laguerre warping operator is unitary, then the transposed sequences
coincide with the inverse sequences, i.e., with the Laguerre sequences based on
sign-reversed parameter b.
The discrete-time Laguerre warping operator has kernel

w[k, n] = λn [k],

i.e., if X X
x[k] = w[k, n]b
x[n] = x
b[n]λn [k],
n∈Z n∈Z

then X X
X(ω)
b ≡ b[k]e−jkω =
x x[n]Λn (ω) = Λ0 (ω)X (θ(ω)) .
k∈Z n∈Z

Thus, warping can be computed by means of a tapped dispersive delay line


with signal samples as tap weights, as shown in fig. 4. Clearly, by exchanging
the roles of θ and θ−1 , i.e., by reversing the sign of b, the unwarping algorithm
becomes a warping algorithm and vice-versa. Therefore, the structures in fig. 4
and fig. 2 are alternative schemes for warping or unwarping signals. Laguerre
warping is the unique orthogonal and invertible form of discrete-time frequency
warping that can be computed by means of causal and stable rational filters.
Furthermore, considerations on the minimum group delay lead to the conclusion
that full bandwidth finite-length N signals are well approximated by means of
a superposition of the first
1 + |b|
M≈ N
1 − |b|
Laguerre sequences. Laguerre expansion of finite-length signals essentially re-
quires finite computation.

7.2 Laguerre Warped Filter Banks and Discrete-Time Wavelets


In the classical construction of dyadic wavelets [19][9] a two-channel critically
sampled filter bank serves as building block for the computation of the expansion
coefficients. This orthogonal perfect reconstruction (OPR) filter bank is based
on two quadrature mirror filters (QMF) with transfer functions H(z), low-pass,
and G(z), high-pass, satisfying the following aliasing cancellation condition:

T(z)T(z)
e = T(z)T(z)
e = 2I, (155)

where I is the 2 × 2 identity matrix,


 
H(z) G(z)
T(z) =
H(−z) G(−z)

55
and
T(z)
e = T† (1/z ∗ ) .
In our construction of warped wavelets we encountered frequency warped two-
channel filter banks (see sections 4, 5 and 6). In [16] the author introduced
the Laguerre frequency warped OPR filter bank and in [15] he proposed the
iteration of the warped filter bank for the construction of arbitrary bandwidth
wavelets. Using the results of section 7.1, in this section we review the main
properties of the Laguerre warped filter bank and of its iterates.

7.2.1 Two-Channel Laguerre Warped Filter Bank


Consider the structure in the upper part of fig. 5, where the signal is frequency
unwarped by means of the Laguerre transform prior to filtering and downsam-
pling, denoted by the symbol [↓]. The block LT denotes the causal realization
(153) of the operator (150), which is computed as a scalar product over the
Laguerre set. Prior to downsampling, the output of the filter F driven by the
signal x is given in the frequency domain by

F (ω)Λ†0 (ω)X(θ−1 (ω)) = F (θ(θ−1 (ω)))Λ†0 (ω)X(θ−1 (ω)),

where

X
X(ω) = x[k]e−jω ,
k=0

and Λ†0 (ω)is given in (154). Thus, unwarping followed by filtering is equivalent
to prewarping the filter, to obtain F (θ(ω)), and unwarping the filtered signal, as
shown in the bottom part of fig. 5. The warped downsampling operator simply
performs downsampling in the Laguerre domain, i.e., decimation of the Laguerre
expansion coefficients. If the filter F (ω) has cutoff at ω = ωc , the prewarped
filter F (θ(ω)) has cutoff at ω = θ−1 (ωc ). The original pass-band is restored after
Laguerre transforming, with the difference that signal components lying in the
warped stop-band are trapped by the warped filter. Similarly, one can show
that the two structures in fig. 6 are equivalent since warping the filtered signal
is equivalent to warp the signal and filter with the prewarped filter F (θ(ω)).
The warped upsampling block performs zero insertion and inverse Laguerre
transformation (ILT). For the case of upsampling factor 2, if x is the input
signal of either one of the two structures, the output signal y is given in Fourier
domain as follows:
Y (ω) = Λ0 (ω)F (θ(ω))X(2θ(ω)). (156)
Consider now the Laguerre warped multirate filter bank structure shown in
fig. 7. The structure consists of a two-channel OPR filter bank, based on a
QMF pair satisfying (155), enclosed by the LT and ILT blocks. Clearly, the
entire structure is OPR since these properties are inherited from the component
blocks. A consequence of (155) is that
2 2
|H(ω)| + |H(ω + π)| = 2.

56
LT F(w)

F(q(w)) LT

warped downsampler

Figure 5: Equivalent warped downsampling filtering structures.

This implies that if H(ω) is low-pass with a zero at ω = π then


2
|H(0)| = 2

and π 2
H = 1.
2
π
As a result, the filter H is half-band with cutoff frequency ωc = 2. Another
consequence of (155) is that
2 2
|H(ω)| + |G(ω)| = 2,

which, together with our previous result, implies that the filter G is high-pass
with a zero at ω = 0 and half-band with cutoff frequency ωc = π2 . From our
previous considerations, the equivalent cutoff frequency of the two filters is
moved by warping to
π π 1−b
bc = θ−1 ( ) = − 2 arctan b = 2 arctan
ω .
2 2 1+b
The equivalent warped downsampling operator, which embeds unwarping and
conventional downsampling, resets the band of the filtered signal to half-band
prior to downsampling. By combining the Laguerre transform with an orthogo-
nal filter bank one obtains an orthogonal perfect reconstruction structure whose
complementary bands can be arbitrarily allocated by fixing the Laguerre param-
eter b, as shown in fig. 8.

7.2.2 Discrete-Time Warped Wavelets


Discrete-time dyadic warped wavelets are associated to the iterated warped filter
bank structure shown in fig. 9. This structure is obtained by nesting warped
filter banks along the low-pass (upper) branch of the warped filter bank of fig.

57
F(w) ILT

ILT F(q(w))
warped upsampler

Figure 6: Equivalent warped upsampling filtering structures.

nk
x[k] LT H*(1/z* ) H(z) ILT x[k]

G*(1/z* ) G(z)
wk
AWFB SWFB

Figure 7: Warped filter bank structure.

58
2
1.5 |H(q(w))| 2 |G(q(w))| 2

1
0.5

(a) 0
0 0.5 1 1.5 2 2.5 3

2
|H(q(w))| 2 |G(q(w))| 2

1
0.5
(b) 0
0 0.5 1 1.5 2 2.5 3

2
1.5 |H(q(w))| 2 |G(q(w))| 2

1
0.5
(c) 0
0 0.5 1 1.5 2 2.5 3
w

Figure 8: Equivalent frequency responses for the warped two-channel filter bank:
(a) with b = −0.3, (b) original QMF (b = 0) and (c) with b = 0.3.

59
FN,m

AWFB SWFB
N N
AWFB SWFB
AWFB 2 2 SWFB
1 1

Y1,m
Y2,m
YN,m

Figure 9: Iterated warped filter bank structure for the computation of the
discrete-time frequency warped wavelet transform.

7, in much the same way as filter banks are nested for the computation of the
ordinary dyadic wavelet transform. The scaling sequence is obtained as the
impulse response of the upper branch of the synthesis section. The frequency
response of this branch, obtained by repeated use of (156) with initial input
X(ω) = 1, gives the discrete-time Fourier transform (DTFT) of the N th scaling
sequence ϕN,0 [k]:
∞ N  
X
−jkω
Y Ωk (ω)
ΦN,0 (ω) = ϕN,0 [k]e = Λ0,k (Ωk−1 (ω))H , (157)
2
k=0 k=1

where

Ω0 (ω) = ω (158)
Ωk (ω) = 2θk ◦ Ωk−1 (ω),
p
1 − b2k
Λ0,k (ω) =
1 − bk e−jω
and
bk sin ω
θk (ω) = ω + 2 arctan , −1 < bk < 1. (159)
1 − bk cos ω
Here we allow the Laguerre maps θk , k = 1, ..., N to have possibly distinct
parameters. Due to the upsampling operators, the synthesis structure is time-
varying. Therefore, to completely characterize the structure we need to consider
the responses to all the possible shifts of the impulse. Correspondingly, the
frequency responses are obtained by repeated use of (156) with initial input
X(ω) = e−jmω and provide the following relationship:

ΦN,m (ω) = e−jmΩN (ω) ΦN,0 (ω).

Similarly, the Laguerre warped wavelet sequences ψn,m are obtained as the
impulse responses to all the possible shifts of the lower branches of the synthesis

60
structure, which include a high-pass section followed by n − 1 low-pass sections,
as shown in fig. 9. We obtain the following recurrence in terms of their DTFTs:
 
Ω1 (ω)
Ψ1,0 (ω) = Λ0,1 (ω)G
2
 
Ωn (ω)
Ψn,0 (ω) = Λ0,n (Ωn−1 (ω))G Φn−1,0 (ω), n = 2, 3, ...
2
Ψn,m (ω) = e−jmΩn (ω) Ψn,0 (ω). (160)

As previously observed, the filter H has cutoff frequency at π2 . The cutoff fre-
quency of the nth warped scaling
 sequence
 is given by the cutoff frequency of
the narrowest band filter H Ωn2(ω) in the product (157), i.e.,

ωn = Ω−1
n (π).

The determination of the Laguerre parameters needed to attain arbitrary cutoff


frequencies is the object of the following proposition.

Proposition 26 Given any choice of cutoff frequencies ωn where for any n ∈ N


we have ωn+1 < ωn and 0 < ωn < π there exists a unique solution for the
Laguerre parameters bk , k = 1, ..., n, to the system of equations

ωn = Ω−1
n (π), n ∈ N,

where Ωn (ω) are given in (158). The solution is obtained by the following re-
currence
π ω 
1
b1 = tan − (161)
 4 2 
π Ωk−1 (ωk )
bk = tan − .
4 2
Proof. Clearly,
−1 π
  
−1
ωn = Ω−1
n (π) = Ω n−1 θ n .
2
Since (159) with sign-reversed bk provides the map θk−1 , then
π π
Ωn−1 (ωn ) = θn−1 = − 2 arctan bn ,
2 2
which gives (161). To prove the existence of a solution we need to show that
−1 < bk < 1, ∀k ∈ N. Indeed, 0 < ω1 < π implies that −1 < b1 < 1. Suppose
that a solution has been found for n = 1, 2, ..., k − 1 with −1 < bn < 1. Then
the map Ωk−1 (ω) is a composition of strictly increasing maps fixing the point
ω = 0. Therefore Ωk−1 (ω) is strictly increasing and ωk > 0 implies Ωk−1 (ωk ) > 0
and bk < 1. Furthermore, since ωk < ωk−1 then Ωk−1 (ωk ) < Ωk−1 (ωk−1 ) = π,
therefore bk > −1. By induction on k the solution exists. Since, as observed,

61
for any k ∈ N we have 0 ≤ Ωk−1 (ωk) ≤ π then  the argument of the tangent in
(161) is always within the interval − π4 , + π4 . Since the tangent is one-to-one
in this interval then the solution is unique.
Thus, at least for discrete-time wavelets, iterated warping achieves arbitrary
band allocation in the dyadic scheme by moving the original cutoff frequencies
2−n π to arbitrary but ordered locations. In audio applications, cutoff frequen-
cies may be arranged on a perceptual scale, such as Bark or ERB scale, leading
to perceptually organized orthogonal transforms [13][14]. In other applications,
the cutoff frequencies may match characteristics of the signal or optimum crite-
ria.

7.3 Schröder’s Equation and Generalized Königs’ Models


Eigenvalue equations for the composition operator were introduced by Schröder
and solved by Königs in a different setting than the one needed for our purposes.
An account for the theory in the inner unit disk can be found in an excellent
book by J. H. Shapiro [23]. In our case we need to transpose the results to the
real line and to allow for parametric maps leading to an asymptotic eigenvalue
equation. The following theorem will play an essential role for the construction
of iterated warping maps.
Theorem 27 Let f (ω; η) be a 1-parameter family of maps of the real line into
itself, fixing the point ω = 0 for any value of the parameter η.
Let fn (ω) ≡ f (ω; ηn ), where ηn , n ∈ N, is a sequence of values of the param-
eter η such that
• ∀n ∈ N, fn has bounded derivatives up to order 2 and |fn0 (0)| > 0
• ∀n ∈ N, |fn (ω)| ≤ αn |ω| with 0 < αn < ∞
• αn < 1 for all but finitely many integers n
Fn (ω) F 0 (ω)
then the sequences 0 and n0 , with Fn ≡ f1 ◦ f2 ◦ · · · ◦ fn and
Fn (0) Fn (0)
n
Fn0 (0) = fk0 (0), both converge uniformly on any compact subset of R.
Q
k=1

Furthermore, if f∞ (ω) ≡ lim fn (ω) exists finite and differentiable at ω = 0


n
then Schröder’s equation
0
F ◦ f∞ = f∞ (0)F, (162)
Fn 0
is satisfied by F ≡ lim 0 . If the maps fn (ω) are one-to-one and |f∞ 6 1
(0)| =
n Fn (0)
then the solution is unique up to a multiplicative constant.
Proof. Clearly, since fn (ω) is differentiable, with fn (0) = 0, |fn0 (0)| > 0 and
Fn ≡ f1 ◦ f2 ◦ · · · ◦ fn then, for any finite n,
n
Y
Fn0 (0) = fk0 (0) 6= 0.
k=1

62
Fn (ω)
In order to show uniform convergence of we transform this ratio into a
Fn0 (0)
product:

Fn (ω) Fn (ω)  
fn−1 ◦fn (ω)
 
f1 ◦f2 ◦···◦fn (ω)

0
= Q
n = ω ff0n(0)
(ω)
ω f 0 (0) f (ω) · · · f 0 (0) f ◦f ◦···◦f (ω)
Fn (0) n n−1 n 1 2 3 n
fk0 (0)
k=1

Thus,
n
Fn (ω) Y
= ω Qk (ϕk,n (ω)), (163)
Fn0 (0)
k=1

where
fk (ω)
Qk (ω) ≡
fk0 (0) ω
and
ϕk,n (ω) ≡ fk+1 ◦ fk+2 ◦ · · · ◦ fn (ω),
with ϕn,n (ω) = ω. Convergence of the product in (163) is equivalent to conver-
gence of the sum
Xn
|1 − Qk (ϕk,n (ω))|.
k=1

Notice that
fk0 (0) ω−fk (ω)
|1 − Qk (ω)| = fk0 (0) ω .

Let Ak be an upper bound for 12 |fk00 (ω)|. Since fk (ω) is twice differentiable and
fk (0) = 0, it follows from Lagrange’s theorem that |fk (ω) − fk0 (0) ω| ≤ Ak ω 2 .
Thus,
Ak
|1 − Qk (ω)| ≤ 0 |ω| ≤ A |ω| ,
|fk (0)|
where
Ak
A ≡ sup
k |fk0 (0)|
is finite since|fk0 (0)|
> 0.
By hypothesis, there exists an integer K such that fk (ω) is linearly bounded
with constant αk ≤ α < 1 for any k > K. Therefore

|ϕk,n (ω)| = |fk+1 ◦ fk+2 ◦ · · · ◦ fn (ω)| ≤ αn−k |ω| ∀k ≥ K. (164)

Thus,
n
X n
X n−K
X
n−k
|1 − Qk (ϕk,n (ω))| ≤ A α |ω| = A |ω| αm
k=K k=K m=0

On the other hand, for k < K and any finite n we have:


fk ◦ϕk,n (ω) αk
|1 − Qk (ϕk,n (ω))| ≤ 1 + |Qk (ϕk,n (ω))| = 1 + fk0 (0) ϕk,n (ω) ≤1+ fk0 (0) <∞

63
where the last inequality follows from the fact that fk (ω) is linearly bounded
and fk0 (0) 6= 0. Therefore
n
X n−K
X
|1 − Qk (ϕk,n (ω))| ≤ (1 + C)(K − 1) + A |ω| αm
k=1 m=0

with
αk
C≡ max 0 ,
k∈{1,...,K−1} fk (0)

and α < 1, so that the sum on the left hand side and the product in (163) both
converge uniformly on any compact subset of R.
The convergence of the sequence
n
Fn0 (ω) Y fk0 ◦ ϕk,n (ω)
=
Fn0 (0) fk0 (0)
k=1

is equivalent to the convergence of the sum


n n
X fk0 ◦ ϕk,n (ω) X f 0 (0) − f 0 ◦ ϕk,n (ω)
k k
1− 0 = . (165)
fk (0) fk0 (0)
k=1 k=1

Since fk0 is differentiable with bounded fk00 and fk0 (0) 6= 0 then

fk0 (ω) − fk0 (0) 2Ak |ω|


≤ 0 ≤ 2A |ω| .
fk0 (0) |fk (0)|

From (164) we have


n n−K
X fk0 (0) − fk0 ◦ ϕk,n (ω) X
0 ≤ 2A |ω| αm
fk (0) m=0
k=K

with α < 1. Furthermore, since fk0 is bounded then there exists a constant B
such that for any ω ∈ R
K−1
X fk0 (0) − fk0 ◦ ϕk,n (ω)
≤B
fk0 (0)
k=1

Fn0 (ω)
Hence the sum in (165) and both converge uniformly on any compact
Fn0 (0)
subset of R.
In order to prove that
Fn
F ≡ lim (166)
n Fn0 (0)
satisfies Schröder’s equation it suffices to observe that for any finite n we have:
Fn ◦ fn+1 0 Fn+1
= fn+1 (0) 0
Fn0 (0) Fn+1 (0)

64
and that both limits as n → ∞ of the left and right hand sides exist.
To prove the unicity of the solution, suppose that F and G are two distinct
solutions of Schröder’s equation obtained as in (166) by means of two distinct
sequences fn (ω) and gn (ω) both converging to the same function f∞ (ω) as n →
0
∞, with |f∞ 6 1. Since fn (ω) and gn (ω) are one-to-one and continuously
(0)| =
0
differentiable for any n ∈ N then F, G and f∞ (ω) are one-to-one. Let a = f∞ (0),
then from (162) we have

F −1 (aF (ω)) = f∞ (ω), (167)

and
G ◦ f∞ ◦ G−1 (ω) = aω. (168)
Substituting (167) into (168) we obtain

G ◦ F −1 ◦ aF ◦ G−1 (ω) = aω,

or
H(aω) = aH(ω), (169)
−1
where H = G ◦ F . Without loss of generality we can assume a < 1, since if
a > 1 we can transform (169) in the following way

H(a−1 ω) = a−1 aH(a−1 ω) = a−1 H(aa−1 ω) = a−1 H(ω),

with a−1 < 1. By repeated use of (169) we obtain

H(an ω) = an H(ω). (170)

The function H is continuously differentiable. By deriving both sides of (170)


with respect to ω we obtain

dH d
an = H(an ω) = an H 0 (ω),
dβ β=an ω dω

or, dividing by an , for any n ∈ N and for any ω ∈ R we have

dH
= H 0 (ω),
dβ β=an ω

which implies that


H 0 (ω) = H 0 (0).
Since by continuity (169) also implies that H(0) = 0, then

G ◦ F −1 (ω) = H(ω) = H 0 (0)ω.

Therefore
G = H 0 (0)F
and the solution of (162) is unique up to a multiplicative constant.

65
7.3.1 Realization of Warping Maps by Iterated Laguerre Maps: the
Constant Parameter Case
Theorem 27 can be applied to the composition-by-Υ−1 operator, in order to
solve (147). In our case of interest, Υ−1 = θ−1 ω2 where θ belongs to the
family of Laguerre warping maps (152). We let
ω  ω b sin ω2
ϑ−1 (ω; b) = θ−1 = − 2 arctan , (171)
2 2 1 + b cos ω2

instantiate the one-parameter family of theorem 27. The family ϑ−1 (ω; b) is
indefinitely differentiable with respect to ω. Furthermore,
∂ϑ−1 ν
= > 0,
∂ω ω=0 2
for −1 < b < 1, where
1−b
ν= .
1+b
The simplest case arises when the sequence of parameters is constant. According
to theorem 27, in order to satisfy the eigenfunction equation

Γ−1 ◦ Υ−1 = aΓ−1 (172)

with eigenvalue a, we need


ν = 2a.
Hence, for 0 < a < 1 we have
∂ϑ−1
0< <1
∂ω ω=0

and 0 < ν < 2, which implies


1
− < b < 1. (173)
3
Furthermore, one can show that

ϑ−1 (ω; b) ≤ C |ω| , 12 ≤ C < 1 if b > 0


. (174)
ϑ−1 (ω; b) ≤ ν2 |ω| = a |ω| if b < 0

In either case there exists a positive constant A < 1 such that ϑ−1 (ω; b) ≤
A |ω| . Hence all of the hypotheses are verified. We let

Υ−1
k (ω) = Υ
−1
◦ Υ−1 ◦ ... ◦ Υ−1 (ω) ;
| {z }
k times

since
dΥ−1
k
= ak
dω ω=0

66
then an eigenfunction of the composition-by-Υ−1 operator can be obtained as
follows
−1
b −1 (ω) = lim Υk (ω) .
Γ (175)
k→∞ ak
This eigenfunction can serve as inverse warping map in our construction of
dyadic warped wavelets of section 5. Theorem 27 also ensures that Γ−1 (ω)
is increasing and continuously differentiable, since the convergence of the it-
erated map and its first derivative is uniform and each map is increasing and
continuously differentiable. The odd parity condition is clearly met since each
component map Υ−1 (ω) has odd parity. Although the condition Γ b −1 (π) = π is
not generally met, as shown in theorem 27, the eigenfunction of the composi-
tion operator is defined up to a multiplicative constant. Thus, the eigenfunction
b −1 (ω) can be the normalized as follows
Γ

b −1 (ω)
Γ
Γ−1 (ω) = π (176)
b −1 (π)
Γ

to ensure that Γ−1 (π) = π.


The next lemma gives more insight on the origin of limitation (173). If
that condition is not respected then convergence to non-zero fixed points of the
iterates Υ−1
k (ω) prevents (175) from converging.

Lemma 28 The map ϑ−1 (ω; b) given in (171) has always a fixed points in
ω = 0. Additionally, if
1−b
ν= > 2,
1+b
then the map ϑ−1 (ω; b) has fixed points in ω = ωf where
r
2
ωf = ±4 arctan 1 − . (177)
ν
The points ω = 0 and ω = ωf are the only possible fixed points of the map
ϑ−1 (ω; b). The fixed points in ωf are stable if ν > 2. The fixed point in ω = 0
is stable if ν < 2, unstable if ν > 2 and marginally stable if ν = 2.

Proof. The fixed point equation ϑ−1 (ω; b) = ω, ω ∈ R, can be equivalently


rewritten as follows:

ϑ−1 (ω + 4kπ; b) = ω + 4kπ, −2π ≤ ω < 2π, k ∈ Z. (178)

From (171) it follows that

ϑ−1 (ω + 4kπ; b) = ϑ−1 (ω; b) + 2kπ, k ∈ Z.

Thus, (178) becomes

ϑ−1 (ω; b) = ω + 2kπ, −2π ≤ ω < 2π, k ∈ Z.

67
Since ϑ−1 (ω; b) − ω < 2π for −1 < b < 1 then the last equation does not have
solutions for k 6= 0. Consider the case k = 0. For −2π ≤ ω < 2π, the map
ϑ−1 (ω; b) can be rewritten as follows
 ω
ϑ−1 (ω; b) = 2 arctan ν tan .
4
In this interval there is a fixed point if
ω ω
tan = ν tan . (179)
2 4
This equation has the solution ω = 0, where the derivative of the map has value
ν
2 . Therefore, the fixed point in ω = 0 is stable if ν < 2, unstable if ν > 2 and
marginally stable if ν = 2. To obtain other solutions we exploit in (179) the
trigonometric identity
ω 2 tan ω4
tan =
2 1 − tan2 ω4
and let x = tan ω4 . We obtain the following equation for the fixed points ωf :
1 ν
= ,
1 − x2 2
which has real solutions r
2
x=± 1−
ν
if and only if ν ≥ 2, in which case ϑ−1 (ω; b) has the fixed points (177). In these
points
∂ϑ−1 1
= ≤ 1,
∂ω ω=ωf ν−1
where strict inequality holds for ν > 2, which proves stability of the fixed points
ωf . If ν = 2 the two fixed points in ωf collapse into a fixed point in ω = 0,
which has derivative equal to 1 and is therefore marginally stable.
Examples of normalized warping maps Γ(ω) generated by means of iterated
Laguerre maps with constant parameter are reported in fig. 10 and 12. Maps
generated with a < 12 are smooth while those for a > 12 show a higher complexity.
This is apparent in fig. 11 and 13 where we plot their derivatives. However,
one can also appreciate that the degree of complexity is increasing with |ω| . In
fact, the derivative is a smooth function about ω = 0, a property of interest for
assessing the regularity of warped wavelets (see section 6.1). In fig. 14 and 15 we
report, respectively, the warped scaling function ϕ(t)
e and wavelet ψ(t)e generated
by means of Daubechies QMF pair of degree 11 and a = 0.7. These should be
compared with the warped scaling function ϕ(t) b and wavelet ψ(t)b shown in fig.
16 and 17, respectively. The latter have a higher oscillatory behavior and longer
essential support than their unwarped relatives. The phenomenon is relevant
only for a > 12 , as it can be seen from fig. 18 and 19 where the warped scaling
function ϕ(t)
b and wavelet ψ(t) b for a = 0.3 are displayed. This is to be ascribed
to the narrower bandwidth and steeper transition bands attained by warping
with a > 12 , as shown in fig. 20.

68
2500

2000

1500

1000

500

0
0 10 20 30 40 50 60 70 80 90 100
w

Figure 10: Warping map Γ(ω) generated by means of Laguerre maps with con-
stant parameter (a = 0.7).

12

10

0
0 10 20 30 40 50 60 70 80 90 100
w

q

Figure 11: The function dω for a = 0.7 showing complex behavior but smooth-
ness around ω = 0.

69
20

18

16

14

12

10

0
0 10 20 30 40 50 60 70 80 90 100
w

Figure 12: Warping map Γ(ω) generated by means of Laguerre maps with con-
stant parameter (a = 0.3).

0.9

0.8

0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
0 10 20 30 40 50 60 70 80 90 100
w

q

Figure 13: The function dω for a = 0.3 is smooth.

70
1.2

0.8

0.6

0.4

0.2

-0.2

-0.4
0 1 2 3 4 5 6 7 8
t

Figure 14: Warped scaling function ϕ(t)


e generated by Laguerre maps with a =
0.7.

1.5

0.5

-0.5

-1

-1.5
0 1 2 3 4 5 6 7 8
t

Figure 15: Warped wavelet ψ(t)


e generated by Laguerre maps with a = 0.7.

71
1

0.8

0.6

0.4

0.2

-0.2

-0.4

-0.6
0 5 10 15 20 25 30
t

Figure 16: Warped scaling function ϕ(t)


b generated by Laguerre maps with a =
0.7.

0.5

0.4

0.3

0.2

0.1

-0.1

-0.2

-0.3

-0.4

-0.5
0 10 20 30 40 50 60
t

Figure 17: Warped wavelet ψ(t)


b generated by Laguerre maps with a = 0.7.

72
1.2

0.8

0.6

0.4

0.2

-0.2

0 1 2 3 4 5 6 7
t

Figure 18: Warped scaling function ϕ(t)


b generated by Laguerre maps with a =
0.3.

0.5

-0.5

-1

0 1 2 3 4 5 6 7
t

Figure 19: Warped wavelet ψ(t)


b generated by Laguerre maps with a = 0.3.

73
^
F(w) ^
Y(w)
1.4
0.7

1.2
a=0.3 0.6
a=0.3

1
0.5

0.8
0.4

0.6
0.3

0.4 0.2

0.2 0.1

0 0
0 2 4 6 8 10 12 14 0 5 10 15 20 25 30 35
w w

0.9 0.9

a=0.5 a=0.5
0.8 0.8

0.7 0.7

0.6 0.6

0.5 0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 2 4 6 8 10 12 14 0 5 10 15 20 25 30 35
w w

1.4
1.4

1.2 a=0.7 a=0.7


1.2

1
1

0.8
0.8

0.6
0.6

0.4 0.4

0.2 0.2

0 0
0 2 4 6 8 10 12 14 0 5 10 15 20 25 30 35
w w

Figure 20: Magnitude FT of warped scaling functions ϕ(t)


b (left column) and
warped wavelets ψ(t)
b (right column) for a = 0.3, a = 0.5 (ordinary) and a = 0.7.

74
7.3.2 Realization of Warping Maps by Iterated Laguerre Maps with
Variable Parameter
A case of interest in the construction of iterated warping maps arises when
the elementary maps selected from the Laguerre family are not identical and
one wishes to find a solution of the asymptotic eigenfunction equation (147).
As illustrated in section 7.2.2, the parameter of each map may be selected by
constraining the value attained at a specific point by the iterated map
−1 −1
Ω−1 −1
n (ω) = ϑ1 ◦ ϑ2 ◦ · · · ◦ ϑn (ω),

where
ϑ−1
n (ω) = ϑ
−1
(ω; bn ).
As remarked, the family ϑ−1 (ω; b) satisfies the hypotheses of theorem 27. Fur-
thermore, the sequence of maps ϑ−1 n (ω) are required to be linearly bounded,
i.e.,
ϑ−1
n (ω) ≤ cn |ω|

where cn < 1 for all but finitely many n ∈ N. As seen in (173) this amounts to
say that
1
− < bn < 1 (180)
3
for all but finitely many n ∈ N. If this condition is met then the sequence
1 −1
Ω (ω) ,
γn n
where
n
dΩ−1
n
Y νk
γn = = ,
dω ω=0 2
k=1

with
1 − bk
νk = ,
1 + bk
converges, uniformly on any compact subset of R, to an increasing and contin-
uously differentiable map

e −1 (ω) = lim 1 Ω−1 (ω) .


Ω (181)
n
n γn

Moreover, if the maps ϑ−1 −1


n (ω) converge to a map ϑ∞ (ω), or, equivalently, if
−1
the parameter sequence νk converges, then Ω e (ω) is an eigenfunction of the
composition-by-ϑ−1∞ operator. A relevant case for the construction of warped
wavelet bases is given by the exponential cutoff condition

Ω−1 n
n (π) = a π, (182)

which we are going to explore in detail. In proposition 26 we proved the existence


and unicity of the solution for the general case of decreasing cutoff frequencies.

75
However, we need to ensure that condition (180) is verified and that the pa-
rameter sequence converges. Direct study of the iterated map is difficult due to
the high-complexity of the non-linear map involved in the cutoff to parameter
conversion algorithm 161. We will need the following lemma.

Lemma 29 In the exponential cutoff condition

Ωk (ak π) = π, 0 < a < 1, k ∈ N

for the iterated Laguerre warping map Ωk (ω) = ϑk (Ωk−1 (ω)), where
tan ω2
ϑk (ω) = 4 arctan , |ω| ≤ π,
νk
and Ω0 (ω) = ω, we have the following alternatives:
1
a> =⇒ ν1 ≥ νk > 1 ∀k > 1
2
1
a = =⇒ νk = 1 ∀k ∈ N
2
1
a < =⇒ ν1 ≤ νk < 1, ∀k > 1
2
Proof. The case a = 12 is trivial. We will provide a proof for the case a > 12 .
The proof for the case a < 12 is similar. Suppose that a > 12 , then

ν1 = tan > 1.
2
For k ∈ N we have
Ωk (ak+1 π) Ωk (aΩ−1
k (π))
νk+1 = tan = tan . (183)
2 2
Suppose that for any k ∈ N the increasing function Ωk (aΩ−1
k (ω)) is concave on
(0, π). Since Ωk (0) = Ω−1
k (0) = 0 and

d
Ωk (aΩ−1
k (ω)) =a
dω ω=0

then
Ωk (aΩ−1
k (ω)) ≤ aω, ∀ω ∈ [0, π].

Therefore, from (183) we have



νk+1 ≤ tan = ν1 .
2
Furthermore, since by definition Ω0 (ω) = ω then

Ω0 (aΩ−1
0 (ω)) = aω = arctan ν1 . (184)
π

76
For k > 1 we have
ω 2ω
Ωk−1 (aΩ−1 −1
k−1 (ω)) ≥ Ωk−1 (aΩk−1 (π)) = arctan νk .
π π
Since ϑ−1
k (π) = 2 arctan νk , if νk > 1 then

ϑk ◦ Ωk−1 ◦ aΩ−1 −1
k−1 ◦ ϑk (π) ϑk ( π4 arctan2 νk )
νk+1 = tan ≥ tan (185)
2 2
tan( π2 arctan2 νk )
= tan 2 arctan > 1.
νk

The concavity of Ωr (aΩ−1


r (ω)) can be checked by showing that its second deriva-
tive
d2 −1 aΩ0r (aΩ−1
r (ω))
 −1 −1

2
Ω r (aΩ r (ω)) = 2 aRr (aΩr (ω)) − Rr (Ωr (ω)) (186)
dω −1

Ω0r (Ωr (ω))

is negative, where
d Ω00 (ω)
Rr (ω) = log Ω0r (ω) = r0 .
dω Ωr (ω)
The proof proceeds by induction. For k = 2, (184) and (185) show that ν2 > 1.
To show that Ω1 (aΩ−1
1 (ω)) is concave on (0,π) it suffices to prove that

aR1 (aω) < R1 (ω)

for ω ∈ (0, Ω−11 (π)) = (0, aπ). Since a < 1, it suffices to show that R1 (ω) is
strictly increasing in this interval. We have

ϑ001 (ω) (ν 2 − 1) tan ω2


R1 (ω) = 0 = 12
ϑ1 (ω) (ν1 + tan2 ω2 )

and
(ν12 − 1)(1 + tan2 ω2 )(ν12 − tan2 ω2 )
R10 (ω) = .
2(ν12 + tan2 ω2 )2
Thus R10 (ω) > 0 if |ω| < 2 arctan ν1 = aπ, as needed. As induction step, suppose
that νr > 1, r = 1, ..., k, and that aRk−1 (aω) < Rk−1 (ω) for ω ∈ (0, Ω−1
k−1 (π)) =
(0, ak−1 π). Since Ω−1
k−1 (ω) is increasing and maps (0, π) onto (0, a k−1
π) then
aRk (aΩk (ω)) < Rk (Ωk (ω)) on (0, π) and (186) implies that Ωk−1 (aΩ−1
−1 −1
k−1 (ω))
is concave on (0, π). Then we can use (185) to show that νk+1 > 1. Furthermore,
since Ωk (ω) = ϑk (Ωk−1 (ω)) then

ϑ00k (Ωk−1 (ω))Ω0k−1 (ω)


Rk (ω) = + Rk−1 (ω).
ϑ0k (Ωk−1 (ω))

We need to show that aRk (aω) < Rk (ω) on (0, ak π). By the induction step
assumption aRk−1 (aω) < Rk−1 (ω) for ω ∈ (0, ak−1 π) ⊃ (0, ak π). Furthermore,

77
since νr > 1, r = 1, ..., k−1, then Ω1 (ω) = ϑ1 (ω) is convex on (0, π), Ω2 (ω) = ϑ2 ◦
ϑ1 (ω) is convex on (0, ϑ−11 (π)) = (0, aπ) ⊂ (0, π), ... , Ωk−1 (ω) = ϑk−1 ◦Ωk−2 (ω)
is convex on (0, ak−2 π). Therefore Ω0k−1 (ω) is increasing on (0, ak−2 π) ⊃ (0, ak π)
so that Ω0k−1 (aω) < Ω0k−1 (ω). It remains to show that for ω ∈ (0, ak π)

aQk (Ωk−1 (aω)) < Qk (Ωk−1 (ω)), (187)

where
ϑ00k (ω)
Qk (ω) = .
ϑ0k (ω)
Since Ωk−1 (ω) is increasing then Ωk−1 (aω) < Ωk−1 (ω). In order to prove (187)
it suffices to show that Qk (ω) is increasing on (0, Ωk−1 (ak π)) = (0, 2 arctan νk ).
This can be done in the same way as we showed that R1 (ω) is increasing, with
ν1 replaced by νk . Hence, both conditions νk+1 > 1 and aRk (aω) < Rk (ω) on
(0, ak π) are verified and by induction, νk > 1 for any k ∈ N.
The following proposition provides a positive answer to the question of the
convergence of the parameters of the iterated Laguerre maps achieving expo-
nential cutoff.

Proposition 30 In the exponential cutoff condition

Ωk (ak π) = π, 0 < a < 1, k ∈ N

for the iterated Laguerre warping map Ωk (ω) = ϑk (Ωk−1 (ω)), where

tan ω2
ϑk (ω) = 4 arctan , |ω| ≤ π,
νk
and Ω0 (ω) = ω, the product

Y 2a
,
νk
k=1

where
Ωk−1 (ak π)
νk = tan ,
2
always converges.

Proof. Since Ω−1 −1 −1 −1 −1


k (ω) = Ωk−1 (ϑk (ω)) with Ω0 (ω) = ω and Ωk (0) = 0,
k = 1, 2, ..., then
n n
dΩ−1
n (ω)
Y dϑ−1
k
Y νk
= = .
dω ω=0 dω ω=0 2
k=1 k=1

The cutoff condition and the invertibility of Ωn imply that

Ω−1 n
n (π) = a π.

78
Hence
n
Y 2a Ω−1
n (π) ϑ−1 −1
1 ◦ ... ◦ ϑn (π)
Pn = = = .
νk dΩ−1
n (ω) dϑ−1 −1
dϑn
k=1 π dω π 1
dω ··· dω
ω=0 ω=0 ω=0

We can transform the composition of ϑ−1


k maps into a product as follows:

1 ϑ−1
n (π) ϑ−1 −1
n−1 ◦ ϑn (π) ϑ−1 −1
1 ◦ ... ◦ ϑn (π)
Pn = ···
π dϑ−1 dϑ−1 dϑ−1
n
dω ϑ−1 (π) n−1 ϑ−1 −1
2 ◦ ... ◦ ϑn (π)
1

ω=0 n dω ω=0
ω=0
n
1 Y ϑ−1
k (ξn,k )
= ,
π dϑ−1
k=1
k
dω ξn,k
ω=0

where ξn,n = π and for k = 1, 2, ..., n − 1


ξn,k ≡ ϑ−1 −1 −1
k+1 ◦ ... ◦ ϑn (π) = Ωk (Ωn (π))
= Ωk (an π) < Ωk (ak π) = π.
The product Pn converges as n → ∞ if and only if

n
X ϑ−1
k (ξn,k )
Sn = −1
dϑ−1
k=1
k
dω ξn,k
ω=0

converges as n → ∞. But
dϑ−1
ϑ−1 ϑ−1
k (ξn,k ) −
k
ξn,k
k (ξn,k )

ω=0
−1 = ≤ Ak |ξn,k |
dϑ−1 dϑ−1

k
ξn,k k
dω ξn,k
ω=0 ω=0

where Ak ≥ 0 is such that


−1
1 ∂ 2 ϑ−1
 −1
k dϑk
2
≤ Ak , f or |ω| ≤ π.
2 ∂ω dω ω=0

dϑ−1
Clearly Ak < ∞ since ϑ−1
k is indefinitely differentiable and
k
dω = νk
2 >0
ω=0
1
since by proposition 29 either νk ≥ 1 for ≤ a < 1 or νk ≥ ν1 =2 tan aπ
2 > 0 for
0 < a < 12 . Let A = supk∈N Ak < ∞, then
n
X
Sn ≤ A ξn,k .
k=1

Suppose 12 < a < 1, then, for any k ∈ N, νk > 1 and Ωk (ω) is convex on
(0, ak+1 π), hence ξn,k = Ωk (an π) ≤ an−k Ωk (ak π) = an−k π so that
n−1
X
Sn ≤ Aπ ar .
r=0

79
Suppose 0 < a ≤ 21 then, for any k ∈ N, νk ≤ 1 and ϑ−1
k is convex or linear at
−1 |ω|
most on (0, 2π), therefore ϑk (ω) ≤ 2 so that
π
ξn,k ≤
2n−k
and
n−1
X 1
Sn ≤ Aπ .
r=0
2r
Thus, for 0 < a < 1 we have always
lim Sn < ∞,
n→∞

and the product Pn converges as n → ∞.


Q∞ 2a
Remark 31 The convergence of the product k=1 νk implies that

lim νk = 2a. (188)


k→∞

This is quite a remarkable result since the dependency of νk on a is quite com-


plex. To give an idea we write down the fourth iterate:
4
tan a π
tan 2 arctan 2
tan aπ
tan 2 arctan tan a
2

tan 2 arctan 2
tan aπ
2
ν4 = tan 2 arctan 3 .
tan a π
tan 2 arctan 2
tan aπ
tan 2 arctan tan a π
2
2
tan 2 arctan 2
tan aπ
2

2x
Even though tan 2 arctan x can be simplified to the rational function 1−x 2 , the

dependency on a remains inaccessible as k grows, while (188) shows that asymp-


totically νk depends linearly on a. In particular, since a < 1 then limk→∞ νk < 2
and νk ≥ 2 for at most a finite number of integers k. Thus, theorem 27 applies
to the iterated maps obtained by enforcing the exponential cutoff condition. Nu-
merical experiments show that for a > 12 at most ν1 ≥ 2 while νk < 2 for k > 1.
Furthermore, the rate of convergence is exponential:
νn = 2a + O(a2n−1 ).
e −1 (ω) in (181) is an eigenfunction of the composition-
By theorem 27, the map Ω
−1
by-ϑ∞ operator with eigenvalue a:
e −1 ◦ ϑ−1
Ω e −1 ,
∞ = aΩ (189)
where ϑ−1∞ has parameter ν∞ = 2a. Since the solution of Schröder’s equation
e −1 by defin-
(189) is unique up to a multiplicative constant, one can normalize Ω
ing
πΩe −1 (ω)
Ω−1 (ω) = .
e −1 (π)

80
By (182) we have
n ∞
e −1 (π) = lim a π = π 2a
Y
Ω .
n γn νk
k=1

Therefore
1 Ω−1 (ω) Ω−1 (ω)
Ω−1 (ω) = Q∞ 2a lim Qnn νk = lim n n ,
k=1 νk
n
k=1 2
n a

is a solution of Schröder’s equation (189) satisfying Ω−1 (π) = π. By unicity,


this solution is the same as the function Γ−1 found in (176) and constructed by
iterating the map ϑ−1∞ . In the warped wavelet context this is a remarkable result
since the same asymptotic warping map may be realized in infinitely many ways.

8 Computation of the Dyadic Warped Wavelet


Transform
As pointed out in sections 4.3 and 4.4, the computation of the expansion co-
efficients of a signal f over a dyadic warped wavelet basis can be performed
iteratively by means of a warped QMF bank. In practice, complete knowledge
is assumed of the projection of the signal at a given scale level. The expansion
coefficients at higher scales are obtained by discrete computation. Without loss
of generality, we can assume that the expansion coefficients f0,k of f over the
level n = 0 scaling set are known and we form the subsignal
+∞
X
f0 (t) = [PV0 f ] (t) = f0,k ϕ
b0,k (t).
k=−∞

In the applications, we often assume that f (t) is closely approximated by f0 (t).


The scaling coefficients at higher scale levels (n > 0) can be expressed in terms
of f0,k as follows:
+∞
X +∞
X
hf, ϕ
bn,m i = f0,k hϕ bn,m i =
b0,k , ϕ f0,k W S k ϕ,
e Dan W S m ϕ
e
k=−∞ k=−∞
+∞
X
= f0,k ϕ∗n,m [k],
k=−∞

where
ϕn,m [k] = Dan W S m ϕ, e = W † Dan W S m ϕ,
e W Skϕ e Skϕ
e

81
are scaling sequences. Clearly, by Plancherel theorem we have:
+∞
X
Φn,m (ω) = ϕn,m [k]e−jkω
k=−∞
+∞ r
1 X −jkω +∞ dΥn e
Z
= e Φ(Υn (Ω))e−jmΥn (Ω) Φ
e ∗ (Ω)ejkΩ dΩ
2π −∞ dΩ
k=−∞
r +∞
dΥn −jmΥn (ω) X e ∗
= e Φ (ω + 2kπ)Φ(Υ
e n (ω + 2kπ)), (190)

k=−∞

where we used the same notation as in section 5 and the fact that Υn (ω+2kπ) =
Υn (ω) + 2n+1 kπ. But,

H 12 Υ−1

r (ω)
Y
Φ(ω) =
e √
r=0
2
−1
and Υ−1 −1
r (Υn (ω)) = Υn−r (ω) for r > n and Υr (Υn (ω)) = Υr−n (ω) for r ≤ n,
hence
n 1

Y H 2 Υs (ω)
Φ(Υ
e n (ω + 2kπ)) = Φ(ω
e + 2kπ) √ .
s=1
2
Plugging this result in (190) and using (48) we obtain
r n  
−jmΥn (ω) 1 dΥn Y 1
Φn,m (ω) = e H Υs (ω) . (191)
2n dω s=1 2

Furthermore,
n
dΥn Y
= Υ0 (Υs−1 (ω))
dω s=1

hence
√ n p  
−jmΥn (ω)
Y 1
Φn,m (ω) = e 2−n 0
Υ (Υs−1 (ω))H Υs (ω) .
s=1
2

Similarly, one can show that


√ p

1

−jmΥn (ω)
Ψn,m (ω) = e 2−1 Υ0 (Υn−1 (ω))G Υn (ω) Φn−1,0 (ω),
2
D E
where ψn,m [k] = ψbn,m , ϕ
b0,k . The last two equations should be compared with
(157) and (160) obtained from iterated Laguerre warped filter banks. Identity
is obtained by making the following associations

Υ(ω) = 2θ(ω)
Υs (ω) = Ωs (ω)

82
with identical parameters for the Laguerre maps θk (ω) = θ(ω) and recalling
that Λ0 (ω) is the causal square root of θ0 (ω). The iterated Laguerre warped
filter bank with identical maps is therefore suitable for the computation of the
dyadic warped wavelet transform of causal signals. Moreover, the constructive
results shown in section 7.3.1 show that the common Laguerre parameter has
to be set to
1 − 2a
b=
1 + 2a
and the global warping map Γ(ω), i.e., the characteristic of the operator W,
results from (176).
A problem in the computation of the dyadic warped wavelets lies in the fact
that the coefficients f0,k should be obtained either by unwarping the continuous-
time signal f (t) with the map Γ−1 (ω) or by computing the scalar products of
the signal with the scaling functions ϕb0,k (t). This is exactly the same drawback
as that encountered in the globally warped wavelets described in section 3.4. In
the ordinary dyadic wavelet expansion, the coefficients f0,k are assimilated with
the samples of the signal f (k). This is a reasonable assumption if the signal
is bandlimited in [−π, π] since, due to the fact that the level n = 0 scaling
functions are obtained by pure time-shifted copies of the same function ϕ(t),
the coefficients f0,k are obtained by means of a sampled convolution of f (t) with
ϕ∗ (−t), i.e., by passing through a full band quasi-ideal filter the bandlimited
signal. This approximation is not feasible in the dyadic warped wavelets since
the level n = 0 scaling functions are obtained by all-pass filtering the same
function ϕ(t),
b resulting in frequency dependent delays. In fact, to assume that

b0,k i = f, W S k ϕ
f (k) ≈ hf, ϕ e

is equivalent to assume that

f (k) ≈ W † f, S k ϕ
e .

Since ϕe is a quasi-ideal filter, this would imply that W † f ≈ f, i.e., that warping
does not considerably alter the signal, which is of course not true. Equivalently,
one could use the set ϕ e − k) as starting point. One can construct the
e0,k (t) = ϕ(t
wavelets ψen,m = W † ψbn,m , which are globally unwarped versions of the ψbn,m ,
i.e., unitarily equivalent to the scale a wavelet set ψbn,m . For n > 0 the cutoff
frequencies ω en of the wavelets ψen,m are determined by the cutoff frequency of
the narrowest band filter in (191), i.e., by the equation

en = Υ−1
ω n −1
n (π) = Γ(a Γ (π)) = Γ(an π),

while the cutoff frequencies ω


bn of the wavelets ψbn,m are given by

bn = Γ−1 (e
ω ωn ) = Γ−1 (Υ−1 n
n (π)) = a π.

A viable solution, satisfactory from both computational and approximation


points of view is to use warped wavelets based on iterated Laguerre warping

83
map with variable parameter as shown in section 7.3.2. The iterated Laguerre
map
−1 −1
Ω−1 −1
n (ω) = ϑ1 ◦ ϑ2 ◦ · · · ◦ ϑn (ω),

is constrained to satisfy the exponential cutoff condition (182). We showed that

Ω−1
n (ω) Υ−1
n (ω)
lim = lim = Γ−1 (ω). (192)
n an n an
For n ≤ 0 we let
ξn,m = ϕ
en,m ,
while for n > 0 we define new scaling functions as follows:
+∞
X
ξn,m (t) = e − k)
ϕn,m [k]ϕ(t (193)
k=−∞

where the sequences ϕn,m [k] form the coefficients of the Fourier series
r n  
−jmΩn (ω) 1 dΩn Y 1
Φn,m (ω) = e H Ω s (ω) .
2n dω s=1 2

Hence, in Fourier domain we have

Ξn,m (ω) = Φn,m (ω)Φ(ω).


e

Clearly, since for n ≤ 0 the scaling functions ξn,m and ϕ en,m coincide then
theorem 17 applies to {ξn,m }m∈Z for any n ∈ Z − N. For any n > 0 the set
{ξn,m }m∈Z is orthogonal in L2 (R) by construction since the sequences ϕn,m [k]
are orthogonal in `2 (Z). Hence the set {ξn,m }m∈Z is orthogonal for any n ∈ Z.
Similarly, the spaces
Un = span {ξn,m | m ∈ Z}
satisfy
Un+1 ⊂ Un , ∀n ∈ Z,
f ∈ U0 ⇐⇒ S m f ∈ U0
by construction and by theorem 18. Theorem 19 is also verified since the spaces
Un are unitarily equivalent to the spaces Vn for n ≤ 0 and Un+1 ⊂ Un . In
order to show the completeness of the set of wavelets

 ψen,m (t) n≤0
ζn,m (t) = +∞
P
 e − k) n > 0
ψn,m [k]ϕ(t
k=−∞

where
√ p

1

−jmΩn (ω)
Ψn,m (ω) = e 2−1 ϑ0n (Ωn−1 (ω))G Ωn (ω) Φn−1,0 (ω),
2

84
it remains to prove that \
Un = {0}. (194)
n∈Z

Notice that for any n ∈ Z − N

f ∈ Un−1 ⇐⇒ W † Da W f ∈ Un ,

however, this property is no longer true when n > 0 in view of definition (193).
To prove (194) consider the orthogonal projection of f over the space Un :
+∞
X +∞
X
PUn f = hf, ξn,m i ξn,m = Da−n f, Da−n ξn,m Dan Da−n ξn,m
m=−∞ m=−∞
−n
= Dan PU
e n Da f ,

where PU
e n is the orthogonal projection operator over the space

e n = span Da−n ξn,m | m ∈ Z .



U

Hence
−n −n
kPUn f k = Dan PU e n Da f ≤ PU
e n Da f = PU en Da−n f .

As in the proof of theorem 20, if f ∈ S(R) then

lim Da−n f = 0.
n→∞

In order to complete the proof of (194) we need to show that limn→∞ PU en


exists finite. Clearly, for any finite n, PU
en is a well-defined orthogonal projection
operator since {Da−n ξn,m | m ∈ Z} is an orthogonal set in L2 (R), hence PU
en =
1. We have:
√ √
F Da−n ξn,m (ω) = an Ξn,m (ω) = an Φn,m (an ω)Φ(a e n ω).
 


e ∈ L2 (R) ∩ L1 (R) and H(0) = 2 we have
For ϕ
e n ω) = Φ(0)
lim Φ(a e = 1.
n→∞

Furthermore,
n
r 1
√ n

n dΩn (an ω) Y H 2 Ωs (a ω)
lim an Φ n,0 (a ω) = lim √ . (195)
n→∞ n→∞ dω s=1
2

As shown in section 7.3.2, theorem 27 applies to iterated Laguerre maps under


exponential cutoff constraint. Hence (192) is true and

lim Ωn (an ω) = Γ(ω). (196)


n→∞

85
Furthermore, Ωn ∈ C1 (R) and both (196) and the sequence of its first deriva-
tives are uniformly convergent. Thus,
r
dΩn (an ω) p 0
lim = Γ (ω).
n→∞ dω
Concerning the product in (195) we have
n n 1 −1 n

H 12 Ωs (an ω)

Y Y H 2 Qn,s (Ωn (a ω))
√ = √ ,
s=1
2 s=1
2

where
ϑ−1 −1 −1

Q−1 s+1 ◦ ϑs+2 ◦ · · · ◦ ϑn (ω) if s < n .
n,s (ω) =
ω if s = n
Since by proposition 30 and (174) for s large enough each map ϑ−1
s+1 (ω) is linearly
bounded with coefficient less than one and since (196) holds uniformly on ω, we
can use the same arguments as in the proof of theorem 17 to show that
n
H 21 Ωs (an ω)

Y
lim √ = Φ(Γ(ω)).
e
n→∞
s=1
2

Collecting our results, we have


√ p
lim an Ξn,m (ω) = Γ0 (ω)Φ(Γ(ω))
e Φ(0)
e = Φ(ω),
b
n→∞

Furthermore, n
lim e−jmΩn (a ω)
= e−jmΓ(ω) .
n→∞

Thus,
lim e n = kPV0 k = 1.
PU
n→∞

Consequently,
lim kPUn f k = 0
n→∞

for any f ∈ S(R). Since S(R) is dense in L2 (R) and using the same arguments
as in theorem 24 we have proved the following theorem.

Theorem 32 Let H(ω) be a 2π-periodic function continuously differentiable in


a neighborhood of ω = 0 satisfying the following requirements:
2 2
∀ω ∈ R, |H(ω)| + |H(ω + π)| = 2,

H(0) = 2
and
inf |H(ω)| > 0.
|ω|< π
2

86
Let
G(ω) = e−jω H ∗ (ω + π)
and let
Γ(ω) = lim Ωn (an ω), 0 < a < 1,
n→∞

where 
ϑk (Ωk−1 (ω)) k = 1, 2, ...
Ωk (ω) = ,
ω k=0
with
tan ω2
ϑk (ω) = 4 arctan , |ω| ≤ π,
νk
satisfying the exponential cutoff condition

Ωk (ak π) = π, k ∈ N.

Let 
fnS mϕ
 W e n≤0
ξn,m (t) = +∞
P
 e − k) n > 0
ϕn,m [k]ϕ(t
k=−∞

where
f = W † Da W,
W
∞ 1 k −1

Y H 2 Γ(a Γ (ω))
Φ
e (ω) = F[ϕ]
e (ω) = √ ,
k=0
2
with  ω
Γ(aΓ−1 (ω)) = ϑ−1∞ (ω) = 2 arctan 2a tan
4
and the sequences ϕn,m [k] have the following Fourier series representation
r n  
−jmΩn (ω) 1 dΩn Y 1
Φn,m (ω) = e H Ωs (ω) .
2n dω s=1 2

Then the set of wavelets



 ψen,m (t) n≤0
ζn,m (t) = +∞
P , m∈Z
 e − k) n > 0
ψn,m [k]ϕ(t
k=−∞

where
e (ω) = √1 G ω Φ
 
e ϑ−1

Ψ ∞ (ω)
2 2
and
√ p

1

−jmΩn (ω)
Ψn,m (ω) = e 2−1 ϑ0n (Ωn−1 (ω))G Ωn (ω) Φn−1,0 (ω)
2

is orthonormal and complete in L2 (R).

87
Remark 33 In the proof of the previous theorem we showed that

lim Da−n ξn,m = ϕ


b0,m .
n→∞

For n large we have


ξn,m ≈ Dan ϕ
b0,m = ϕ
bn,m .
Hence, the modified warped scaling functions and wavelets generated by iter-
ated Laguerre maps with exponential cutoff asymptotically tend to the globally
warped scaling functions and wavelets, respectively. Furthermore, a finite num-
ber of cutoff frequencies can always be altered while preserving orthogonality and
completeness of the wavelets. Therefore, one can adjust the modified wavelets
on arbitrary perceptual scales.

9 Acknowledgments
The author wishes to thank Dr. Jérôme Lebrun for fruitful discussions.

10 Conclusions
In this paper we presented an extension of the theory of orthogonal wavelet
bases using iterated frequency warping as a tool for designing the frequency
resolution of the basis elements. Our theory started with the definition of gen-
eralized multiresolution approximation, from which the construction of wavelet
bases by iterated warping follows. Most of the theorems in sections 3 to 6 are
extensions of the results found in [19] and.[9], from which many ideas for their
proof were drawn. A relevant part of this work is devoted to the construction
of warping maps. In this context, original results were obtained by considering
the warping map as an eigenfunction of the composition operator. We were con-
cerned with realizable frequency warping methods that can be translated into
efficient algorithms. For this reason we constrained the warping map to the class
of maps obtained by alternating dyadic scaling with the discrete-time Laguerre
transform. We showed that asymptotically scale a wavelets can be constructed
in computable form by constraining the wavelet cutoff frequencies to obey an
exponential law. Warped wavelet decompositions lead to unconventional tilings
of the time-frequency plane in which, due to the frequency dependent delay of
each basis element, the uncertainty zones are characterized by curved bound-
aries. Their flexible frequency resolution allocation make them interesting for
the applications.

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