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Wave Let Intro

Wave Let Intro

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Published by: eeppwk on Jul 30, 2009
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The input vector

can be seen as coefficients for a basis of characteristic functions
(‘block’ functions), as shown on top of Figure 1.3: i.e. we can write the continuous

4

1. Wavelets and wavelet thresholding

representation¡¡


£
¢¥

¤

of the discrete input

as a linear combination of these basis

functions, which we call¦¨

§©


£
¢

¤

:

¡¡


£
¢

¤

§

§

¡

§

¦

§



¢

¤

All these functionsaretranslates ofonefather function,theyarecalledscalingfunc-
tions. The differences,computedduringthe algorithm,correspondto the basis func-
tions on the next rows in Figure 1.3. All these functions are translations (shifts) and
dilations (stretches) of one mother function. Because these functions have block-
wave-form,vanishingoutsideasmall interval,theyarecalled‘shortwaves’orwave-
lets.

Figure 1.3. Basis functions in a wavelet decomposition. The line on top shows the basis func-
tions of the original representation: any linear combination of these characteristic functions
leads to a piecewise constant. Piecewise constants can also be built in a block-wavelet-basis:
these basis functions have a short waveform, all have a certain scale and are situated at dif-
ferent locations.

1.1 Exploiting sample correlations 5

The decomposition from a function in a scaling basis into a wavelet basis is
an example of a multiresolution analysis. In image processing, the scaling func-
tion basis corresponds roughly to the classical pixel representation. Not only is this
redundant, our visual system does not look at images that way. The wavelet repres-
entation, i.e. a set of details at different locations and different scales, is said to be
closer to the way we look at images: at a first sight, we see general features, at a
closer inspection, we discover the details.
Insteadofjusttakingaveragesanddifferences,onecouldofcoursethinkofmore
complex tricks to exploit inter-sample coherence. This corresponds to less trivial
‘continuous representations of discrete data’ than just blocks and blocky wave-lets:
this is thewaywe canbuildmorecomplexwavelets.While doingso,we haveto take
carenottolose basicproperties,like transforminvertibility,andseveralconvergence
issues. To this end, we start with a formaldefinition of the notionof multiresolution:

Definition 1.1 A sequence of nested, closed subspaces

¢

¡

£

¤

¤¦

¥
§©

¨


¨

§

¤

¨

¨

is called a multiresolution analysis (MRA) if

!

"
$

#

¡

£%

¡'

&

¢

¨

(1.1)

(0
)"
1

¡3

2
5

4

¡

§

6

¡

8
8

¡

§

¤

¤

¥
§©

¨9

@
¨

(1.2)

("
)0
1

¡3

2
B

AC

4

¡

§E

D

¡

8
8

¡

§G

FH

§©

IP

¨

(1.3)

¡¡


£
¢¥

¤

¡R

Q

¡¡

¢

¤

¡'

&

¢

¨

$

"

¨

(scale invariance) (1.4)

¡¡


£
¢¥

¤


©

S

Q

¡¡


£
¢

U

T©

¤


©

S

¨

T

$

0

¨

(shift invariance) (1.5)

V

¦


£
¢¥

¤


©

S

#

F

¦


£
¢

W

T©

¤

I

§H

8
8

is a stable basis for
¢

S

(1.6)

A multiresolution analysis is a nested set of function spaces. Projecting a given
function into these spaces is like using a telescope: every time we proceed to a finer
scale,we addmoredetailstotheapproximation.Thefourthandfifthconditionstates
that we look with the same eyes in all directions and at all scales. The last condition
about stability shows up because we are working in an infinite dimensional vector
space. When workingwith finite dimensions,all bases are stable bases. Inan infinite
dimensional space, basis vectors can come arbitrarily close to each other without
really coinciding. This is not possible if we impose the condition of a Riesz basis as
in Section ??. For a more extended treatment of this concept and its consequences,
we refer to the literature, e.g.[28].
The function¦



¢

¤

plays the role of father function: all basis functions of

S

are shifted versions of this function. Trivialiter,

¡3

X

¤

¦

¡

¢

Y

T©

¤

then is a (normal-

ized) basis for

¡

.

¢ contains functions that are not included in
`

S . To generate all

elements in the finer scale

¢

, starting from the basis of the coarser scale
`

S , we

need additional basis functions. These basis functions generate a spaceab

S

of detail

functions.a$

S

is not unique: it maybe the orthogonalor an oblique complement, but

6

1. Wavelets and wavelet thresholding

it holds that all functions in

¢

can be decomposed in the union of the basis of

S

and the basis ofa

S

:

¡'

&

¢

§

¡

¡

a!

¡

This complementary spacea

¡

has a similar structure: it is generated by trans-
lations of one mother function, stretched to meet the current scale

. This mother

function is known as wavelet function and is often noted as¢

. The following the-
orem guarantees that if we start with an orthogonal basis, we are able to transform
the data into another orthogonal basis:

Theorem 1.1 [28, 41] IfF

¦



¢

T©

¤

I

§H

8
8

constituteanorthogonalbasis for
`

S

, then

there exists one function¢


£
¢¥

¤

such thatF

¢


£
¢

T©

¤

I

§H

8
8

forms an orthogonal basis

for the orthogonal complementa

S

of
©

S

in

¢

. Furthermore,F

¢

¡

¢

%

T©

¤

I

§H

8
8

constitutes an orthogonal basis for the orthogonal complementa

¡

of

¡

in

¡'

&

¢

.

And we have that:

¤

!

"
$

#

¤

£

¡

¥¦

4

§

¡©

¨

£

a

¡

§

¤

¤P

¥
§¢

¨

(1.7)

A general MRA (multiresolution analysis) has no orthogonality.In this case, we
look for a dual father function ¦



¢

¤

, so that:

¦


£
¢¥

¤

¨

¦



¢


¤©

§

!

This pair of bases is called biorthogonal. Figure 1.4 illustrates this notion in"

#%

$

.

The coefficients

in the expansion

Ψ

Ψ~

~

1

2

Ψ

Ψ

1

2

Figure 1.4. A pair of biorthogonal bases in&
')

(

.

¡¡



¢

¤

§

§H

8
8

¡

§

¦


£
¢

W

T©

¤

1.1 Exploiting sample correlations 7

are then:

¡

§

§

¡¡



¢

¤

¨

¦


£
¢

b

T©

¤©

This expression shows that projection in a biorthogonal setting is still simple and
stable.

The dual father function generates a dual MRA

¡

¨

"

and the primal wave-

let function now also has its dual

¢


£
¢¥

¤

a

S

, so that:

¡¡

a

¡

and

¡¢

a

¡

¨

which implies:

a

¡¢

a¤

£

for¥§

¦

§

This also implies biorthogonality of the basis functions:

¦


£
¢¥

¤

¨

¢


£
¢

b

T

¤

§

§

and

¢



¢

¤

¨

¦


£
¢

W

T©

¤©

§

§¢

¨

and we also have

¢


£
¢

¤

¨

¢

¡

¢

b

T

¤

§

¡

§

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