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Lecture 9. Wavelet Transform
Lecture 9. Wavelet Transform
Spring 2008
New Mexico Tech
Wavelet Definition
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Fourier vs. Wavelet
► Fourier
Loses time (location) coordinate completely
Analyses the whole signal
Short pieces lose “frequency” meaning
► Wavelets
Localized time-frequency analysis
Short signal pieces also have significance
Scale = Frequency band
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Fourier transform
Fourier transform:
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Wavelet Transform
► Compare to a wavelet
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Scaling-- value of “stretch”
► Scaling a wavelet simply means stretching (or
compressing) it.
f(t) = sin(t)
scale factor1
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Scaling-- value of “stretch”
► Scaling a wavelet simply means stretching (or
compressing) it.
f(t) = sin(2t)
scale factor 2
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Scaling-- value of “stretch”
► Scaling a wavelet simply means stretching (or
compressing) it.
f(t) = sin(3t)
scale factor 3
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More on scaling
► It lets you either narrow down the frequency band of interest, or
determine the frequency content in a narrower time interval
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Scale is (sort of) like frequency
Small scale
-Rapidly changing details,
-Like high frequency
Large scale
-Slowly changing
details
-Like low frequency
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Scale is (sort of) like frequency
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Shifting
C = 0.0004
C = 0.0034
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Five Easy Steps to a Continuous Wavelet
Transform
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Five Easy Steps to a Continuous Wavelet
Transform
3. Shift the wavelet to the right and repeat steps 1 and 2 until you've
covered the whole signal.
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Discrete Wavelet Transform
► Down-sampling necessary
(twice as much data as original signal)
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Discrete Wavelet transform
signal
lowpass highpass
filters
Approximation Details
(a) (d)
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Results of wavelet transform
— approximation and details
► Low frequency:
approximation (a)
► High frequency
details (d)
► “Decomposition”
can be performed
iteratively
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Wavelet synthesis
Multi-level wavelet
decomposition tree Reassembling original signal
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Subband Coding
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2-D 4-band filter bank
Approximation
Vertical detail
Horizontal detail
Diagonal details
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An Example of One-level Decomposition
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An Example of Multi-level Decomposition
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Wavelet Series Expansions
2
Wavelet series expansion of function f ( x) L ( )
relative to wavelet ( x) and scaling function ( x)
f ( x) c j0 (k ) j0 ,k ( x) d j (k ) j ,k ( x)
k j j0 k
where ,
c j0 (k ) : approximation and/or scaling coefficients
d j (k ) : detail and/or wavelet coefficients
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Wavelet Series Expansions
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Wavelet Transforms in Two Dimensions
( x, y ) ( x) ( y )
H ( x, y ) ( x) ( y ) j ,m ,n ( x, y ) 2 j /2 (2 j x m, 2 j y n)
V ( x, y ) ( x) ( y ) i j ,m ,n ( x, y ) 2 j /2 i (2 j x m, 2 j y n)
D ( x, y ) ( x) ( y ) i {H ,V , D}
1 M 1 N 1
W ( j0 , m, n)
MN
f ( x, y)
x 0 y 0
j0 , m , n ( x, y )
1 M 1 N 1
i
W ( j , m, n)
MN
x 0 y 0
f ( x, y ) i j ,m ,n ( x, y )
i H ,V , D
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Inverse Wavelet Transforms in Two
Dimensions
1
f ( x, y )
MN m n
W ( j0 , m, n) j0 , m,n ( x, y )
1
MN i H ,V , D j j0 m n
i i
W ( j, m, n) j ,m,n ( x, y )
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