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Daubechies Wavelets

A first look
Ref: Walker (Ch.2)
Jyun-Ming Chen, Spring 2001
Introduction
A family of wavelet transforms
discovered by Ingrid Daubechies
Concepts similar to Haar (trend and
fluctuation)
Differs in how scaling functions
and wavelets are defined
longer supports
Wavelets are building blocks that can quickly
decorrelate data.
Haar Wavelets Revisited
The elements in the
synthesis and analysis
matrices are

2
1
2 1
= =o o
2
1
,
2
1
2 1

= = | |
(
(
(
(

=
(
(
(
(

=
2
1
2
1
2
2
1
2
1
2
Q , P
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o
o
o
o
Haar Revisited
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(
(
(
(
(
(
(
(
(
(
(

=
(
(
(
(
(
(
(
(
(
(
(

2
1
2
1
2
1
2
1
2
1
2
1
2
1
2
1
1
1
1
1
1
1
1
1
o
o
o
o
o
o
o
o
o
o
o
o
o
o
o
o
Synthesis
Filter P
3
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(
(
(
(
(
(
(
(
(
(
(

=
(
(
(
(
(
(
(
(
(
(
(

2
1
2
1
2
1
2
1
2
1
2
1
2
1
2
1
1
1
1
1
1
1
1
1
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Synthesis
Filter Q
3
2
1
V
2
1
W
In Other Words
| | | |
4 8
2
1
2
1
2
1
2
1
8 1
3
8
3
7
3
6
3
5
3
4
3
3
3
2
3
1 4 1
2
4
2
3
2
2
2
1


(
(
(
(
(
(
(
(
(
(
(

=
o
o
o
o
o
o
o
o
V V V V V V V V V V V V
3
2 2
3
1 1
2
1
V V V o o + =
4 , , 1 ,
3
2 2
3
1 2 1
2
= + =

m V V V
m m m
o o
4 , , 1 ,
3
2 2
3
1 2 1
2
= + =

m V V W
m m m
| |
How we got the numbers
Orthonormal; also lead
to energy conservation


Averaging


Orthogonality



Differencing


1
2
2
2
1
= + | |
0
2 1
= + | |
1 2 2 1
, | o | o = =
2
1
2 1
= =o o
2
1
,
2
1
2 1

= = | |
1
2
2
2
1
= +o o
2
2 1
= +o o
( )
2
2
2
2
2

then
if
2 1
2 1 2 2 1 1
2
1
2 1
f f f
f f f V f
f f f
=
+
=
+ = + =
= =
o o o o
( )
0 2
2

then
if
2 1
2 1 2 2 1 1
2
1
2 1
=

=
+ = + =
= =
f f
f f f W f
f f f
| | | |
0
2 2 1 1
2
1
2
1
= + = | o | o W V
How we got the numbers (cont)
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8
7
6
5
4
3
2
1
2 1
2 1
2 1
2 1
2 1
2 1
2 1
2 1
4
4
3
3
2
2
1
1
f
f
f
f
f
f
f
f
d
c
d
c
d
c
d
c
| |
o o
| |
o o
| |
o o
| |
o o
f D y = OR,
f D D f f D D f y y d d c c ) ( ) (
T T T T T 2
4
2
1
2
4
2
1
= = = + + + + +
I D D f f y y = =
T T T
re therefo ,
: on Conservati Energy
8
2 1
2 1
2 1
2 1
2 1
2 1
2 1
2 1
2 2
1
2 2
1
2 1 2
1
2 2
1 1
I =
(
(
(
(
(
(
(
(
(
(
(

(
(
(
(
(
(
(
(
(
(
(

| |
o o
| |
o o
| |
o o
| |
o o
| o
| o
| o
| o
| o
| o
| o
| o
1 and 1
Hence
2
2
2
1
2
2
2
1
= + = + | | o o
Daubechies Wavelets
How they look like:
Translated copy
dilation
Scaling functions Wavelets
1 n
n n n n
n
k
n
N k
V V : around - Wrap =
+
Daub4 Scaling Functions
(n-1 level)
Obtained from natural
basis
(n-1) level Scaling
functions
wrap around at end due to
periodicity
Each (n-1) level function
Support: 4
Translation: 2
Trend: average of 4 values
1 n
1 n
1 n
1 n
1 n
n
N 2 =
c
j
Daub4 Scaling Function
(n-2 level)
Obtained from n-1
level scaling functions
Each (n-2) scaling
function
Support: 10
Translation: 4
Trend: average of 10
values
This extends to lower
levels


2 n 1 n 1 n 1 n 1 n
1 1
2 /
V V : around - Wrap

+
=
n
k
n
N k
1 j j
j j j
j
k
j
k
j
V V : around - Wrap
2
=
+
Daub4 Wavelets
Similar wrap-around
Obtained from natural
basis
Support/translation:
Same as scaling
functions
Extends to lower-
levels

1 n
n
N 2 =
1 n
1 n
1 n
1 n
1 j
j j j j
j
k
j
k
j
V V : around - Wrap
2
=
+
Numbers of Scaling Function and
Wavelets (Daub4)
Property of Daub4
If a signal f is (approximately) linear over
the support of a Daub4 wavelet, then the
corresponding fluctuation value is
(approximately) zero.
True for functions that have a continuous
2
nd
derivative
x const x f const x f ) ( ) ( ) ( ~
'
~
' '
Property of Daub4 (cont)
MRA
) ( d ) ( c ) ( c
) ( d ) ( c f
1 1 2
2 2
x x x
x x
+ =
+ =
) ( c
1
x
1 1 1 1 1 1
1 1 1 1 1 1
) ( d
1
x
n n-
N x x x 2 where ) ( d ) ( d ) ( c f
1 0 0
= + + + =
Example (Daub4)
( )
8 8 7 6 5 4 3 2 1 =
=
N
f f f f f f f f f
( ) 0 0 0 0
4 3 2 1
2
1
o o o o = V
( ) 0 0 0 0
4 3 2 1
2
2
o o o o = V
( )
4 3 2 1
2
3
0 0 0 0 o o o o = V
( )
2 1 4 3
2
4
0 0 0 0 o o o o = V
( ) 0 0 0 0
4 3 2 1
2
1
| | | | = W
( ) 0 0 0 0
4 3 2 1
2
2
| | | | = W
( )
4 3 2 1
2
3
0 0 0 0 | | | | = W
( )
2 1 4 3
2
4
0 0 0 0 | | | | = W
2
4 4
2
3 3
2
2 2
2
1 1
1
1
V V V V V o o o o + + + =
2
2 4
2
1 3
2
4 2
2
3 1
1
2
V V V V V o o o o + + + =
2
4 4
2
3 3
2
2 2
2
1 1
1
1
V V V V W | | | | + + + =
2
2 4
2
1 3
2
4 2
2
3 1
1
2
V V V V W | | | | + + + =
1
2 4
1
1 3
1
2 2
1
1 1
0
1
V V V V V o o o o + + + =
1
2 4
1
1 3
1
2 2
1
1 1
0
1
V V V V W | | | | + + + =
2
4
2
4
2
3
2
3
2
2
2
2
2
1
2
1
1
2
1
2
1
1
1
1
0
1
0
1
0
1
0
1
) ( ) ( ) ( ) (
) ( ) ( ) ( ) (
W W f W W f W W f W W f
W W f W W f W W f V V f f
+ + + +
+ + + =
More on Scaling Functions
(Daub4, N=8)
( ) ( )
3 3
8
3
7
3
6
3
5
3
4
3
3
3
2
3
1
2
4
2
3
2
2
2
1
2 4
1 3
2 4
1 3
2 4
1 3
4 2
3 1
2 4
1 3
2 4
1 3
2 4
1 3
4 2
3 1
P
Or,
1
1
1
1
1
1
1
1
V V V V V V V V V V V V =
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o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
Synthesis
Filter P
3
Scaling Function (Daub4, N=16)
( ) ( )
3 3
8
3
7
3
6
3
5
3
4
3
3
3
2
3
1
2
4
2
3
2
2
2
1
2 4
1 3
2 4
1 3
2 4
1 3
4 2
3 1
2 4
1 3
2 4
1 3
2 4
1 3
2 4
1 3
2 4
1 3
2 4
1 3
2 4
1 3
4 2
3 1
4 4
4 3
4 2 3 4
4 1 3 3
3 2 2 4 4 4
3 1 2 3 4 3
2 2 1 4 4 2 3 4
2 1 1 3 4 1 3 3
1 2 3 2 2 4
1 1 3 1 2 3
2 2 1 4
2 1 1 3
1 2
1 1
P
Or,
V V V V V V V V V V V V =
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- -
- -
- -
- -
- - +
- - +
- - +
- - +
- + +
- + +
+
+
+
+
-
-
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o
o o o o
o o o o
o o o o o o
o o o o o o
o o o o o o o o
o o o o o o o o
o o o o o o
o o o o o o
o o o o
o o o o
o o
o o
Synthesis
Filter P
3
Scaling Functions (Daub4)
( ) ( )
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=
2 4
1 3
4 2
3 1
2
4
2
3
2
2
2
1
1
2
1
1
o o
o o
o o
o o
V V V V V V
Synthesis
Filter P
2
( )
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=
4
3
2
1
1
2
1
1
1
2
1
1
0
1
o
o
o
o
V V V V V
Synthesis
Filter P
1
More on Wavelets (Daub4)
( ) ( )
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2 4
1 3
2 4
1 3
2 4
1 3
4 2
3 1
3
8
3
7
3
6
3
5
3
4
3
3
3
2
3
1
2
4
2
3
2
2
2
1
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V V V V V V V V W W W W
( ) ( )
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2 4
1 3
4 2
3 1
2
4
2
3
2
2
2
1
1
2
1
1
| |
| |
| |
| |
V V V V W W
Synthesis
Filter Q
2
( )
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=
4
3
2
1
1
2
1
1
1
2
1
1
0
1
|
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V V V V W
Synthesis
Filter Q
1
Synthesis
Filter Q
3
Summary
Daub4
(N=32)
j=5 j=4 j=3 j=2
In
general
N=2
n
support 1 4 10 22 ?

translation 1 2 4 8 ?
j j j
P V V
1
=

j j j
Q V W
1
=

Analysis and Synthesis


There is another set of
matrices that are related to
the computation of
analysis/decomposition
coefficient
In the Daubechies case,
they are also the transpose
of each other
Later well show that this
is a property unique to
orthogonal wavelets
Analysis and Synthesis
3 3 2
3 3 2
c B d
c A c
=
=
1
d
2
d
0
d
0
c
2
c
1
c
f
2 2 1
2 2 1
c B d
c A c
=
=
1 1 0
1 1 0
c B d
c A c
=
=
MRA (Daub4)
0
c
1
c
2
c
3
c
4
c
5
c
6
c
7
c
8
c
) (x f
Energy Compaction
(Haar vs. Daub4)
How we got the numbers
Orthonormal; also lead
to energy conservation



Orthogonality
Averaging

Differencing
Constant

Linear

0
4 2 3 1
= + | | | |
4 unknowns; 4 eqns
Supplemental
( )
( ) 2 2 average
then
if
4 3 2 1 4 4 3 3 2 2 1 1
2
1
4 3 2 1
f
f f f f f V f
f f f f f
= =
+ + + = + + + =
= = = =
o o o o o o o o
( )
( ) 2 0 2 n correlatio const
then
if
4 3 2 1 4 4 3 3 2 2 1 1
2
1
4 3 2 1
= =
+ + + = + + + =
= = = =
f f f f f W f
f f f f f
| | | | | | | |
( ) ( )
( ) 2 0 2 n correlatio linear
3 2 1 0
then
3 , 2 , , if
4 3 2 1 4 3 2 1
4 4 3 3 2 2 1 1
2
1
4 3 2 1
= =
+ + + + + + + =
+ + + =
+ = + = + = =
s k
f f f f W f
s k f s k f s k f k f
| | | | | | | |
| | | |
Conservation of Energy
Define





Therefore (Exercise: verify)
Energy Conservation
By definition:





c c c
c c
c c
Orthogonal Wavelets
By construction




Haar is also
orthogonal
Not all wavelets are
orthogonal!
Semiorthogonal,
Biorthogonal

Other Wavelets (Daub6)
n
N 2 =
1 n
1 n
1 n
1 n
Daub6 (cont)
Constraints





If a signal f is (approximately) quadratic over the
support of a Daub6 wavelet, then the
corresponding fluctuation value is (approximately)
zero.
DaubJ
Constraints





If a signal f is (approximately) equal to a
polynomial of degree less than J/2 over the
support of a DaubJ wavelet, then the
corresponding fluctuation value is (approximately)
zero.

Comparison (Daub20)
0
c
1
c
2
c
3
c
4
c
5
c
6
c
7
c
8
c
) (x f
Supplemental on Daubechies Wavelets
Coiflets
Designed for maintaining a close match
between the trend value and the original
signal
Named after the inventor: R. R. Coifman

Ex: Coif6