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a : ~ PACKARD

An Introduction to Wavelets

Lee A. Barford, R. Shane Fazzio, David R. Smith

Instruments and Photonics Laboratory

HPL-92-124

September, 1992

wavelets, wavelet

transform, multi-

resol ution analysis,

nonstationary signal

analysis

The past ten years have seen an explosion of re-

search in the theory of wavelets and their appli-

cations. Theoretical accomplishments include de-

velopment of new bases for many different func-

tion spaces and the characterization of orthonor-

mal wavelets with compact support. Applications

span the fields of signal processing, image proc-

essing and compression, data compression, and

quantum mechanics. At the present time

however, much of the literature remains highly

mathematical, and consequently, a large

investment of time is often necessary to develop a

general understanding of wavelets and their po-

tential uses. This paper thus seeks to provide an

overview of the wavelet transform from an intui-

tive standpoint. Throughout the paper a signal

processing frame of reference is adopted.

© Copyright Hewlett-Packard Company 1992

Internal Accession Date Only

Contents

1 Introduction 1

2 A Motivation for Wavelets 1

3 Wavelets and the Wavelet Transform 6

4 Comparision of the Fourier and Wavelet Transforms 11

5 Examples 15

6 Conclusion 22

ii

1 Introduction

Over the past ten years much has been accomplished in the development of the theory

of wavelets, and people are continuing to find new application domains. Theoretical

accomplishments include specification of new bases for many different function spaces

and characterization of orthogonal wavelets with compact support. Application areas

so far discovered include signal processing, especially for nonstationary signals, image

processing and compression, data compression, and quantum mechanics.

However, at the present time most of the literature remains highly mathematical and

requires a large investment of time to develop an understanding of wavelets and their

potential uses. The purpose of this paper is to provide an overview of wavelet theory by

developing, from an intuitive standpoint, the idea of the wavelet transform. Since a com-

plete study of wavelets would encompass both a lengthy mathematical development and

consideration of many application domains, we adopt a particular viewpoint that lends

itself readily to signal processing applications. Our discussion starts with a comparison

of the wavelet and Fourier transforms of an impulse function. This motivates a discus-

sion of the multiresolution decomposition of a function with finite energy. We then give

the definition of a wavelet and the wavelet transform. Following is a comparison of the

similarities and differences between the wavelet and Fourier transforms. \Ve conclude

with some examples of wavelet transforms of "popular" signals. Other introductions to

wavelets and their applications may be found in [1]' [2], [5], [8], and [10].

2 A Motivation for Wavelets

The short-time Fourier transform is frequently utilized for nonstationary signal analy-

sis. Although a powerful tool, it has some limitations in analyzing time-localized events.

The wavelet transform has similarities with the short-time Fourier transform, but it also

possesses a time-localization property that generally renders it superior for analyzing

nonstationary phenomena. ~ 7 e now review the Fourier and short-time Fourier trans-

forms, discuss some often desirable properties that the short-time Fourier transform

does not possess, and introduce the wavelet transform.

The Fourier and Short-Time Fourier Transforms

For any function f with finite energy, the Fourier transform of f is defined to be the

integral

j(w) =i: f(t)e-iwtdt, (1)

w being the angular rate, equal to 27[" times frequency. A Fourier transform is often

represented by its power spectrum-the square of the modulus of j(w) V5. w. For

example, the power spectrum of an impulse function has a constant value of unity and

is independent of the time at which the impulse occurs. Time of occurrence affects only

the phase of each frequency component.

1

The Fourier transform is best suited to analyze stationary periodic functions-those

that exactly repeat themselves once per period, without modification. It provides a

single spectrum for the whole signal. For nonstationary signals we are interested in the

frequencies that are dominant at any given time. For example, we perceive a musical

melody as a succession of notes, each with its own frequency spectrum, rather than as

one big signal with an overall spectrum. To analyze such signals, we may turn to the

short-time Fourier transform.

The short-time Fourier transform (or STFT) of a function at some time t is the

Fourier transform of that function as examined through some time-limited window cen-

tered on t. A different Fourier transform exists for each position t of the window. These

transforms, produced by sliding the examination window along in time, constitute the

STFT.

If the examination window simply omits the signal outside the window, two problems

are encountered. One is the sudden change in the power spectrum as a discontinuity

enters or leaves the window, compounded by a lack of sensitivity to the position of

the discontinuity within the window. The other problem is spectral leakage: if some

component of the signal has a cycle time which is not an integral divisor of the window

width, the transform exhibits spurious response at many frequencies. These problems

are ameliorated by attenuating samples away from the center of the window, by a

"windowing function," g. An example of a windowing function is the Gaussian, g(t) =

e-

at 2

, for some constant a.

I

Mathematically, the STFT at time T is given by

(2)

The response ofthe STFT, centered at time T =TO, to an impulse function 8(t - to)

occurring at time t =to is given by

jg(W, TO) = 1.: 8(t - to)g(t - To)e-iwtdt

g(to - To)e -iwto . (3)

The power spectrum of the STFT is jg(w, TO) = g2(to - TO). As shown in Figure 1, the

power spectrum is the same for all frequencies. The cross-section of the transform at

constant frequency produces a time-reversed copy of the windowing function. Thus, the

width (standard deviation) of the windowing function limits the accuracy with which

the impulse can be located in time.

Although the STFT windowing function's width is constant, its impact varies with

frequency. At high frequencies the number of waves in a window is high, producing good

accuracy in frequency measurement; yet the window width prevents good localization of

signal discontinuities, which the high frequencies otherwise could provide. Narrowing the

window width to accommodate more precise time-localization of discontinuities causes

other problems. A narrow window width is inappropriate at low frequencies, because

a narrow windowing function spans fewer cycles. It distorts the signal noticeably over

1The STFT using a Gaussian window is known as the Gabor transform.

2

•

f

'.

··.···· ••1::· .. ····.·.····· · ·· .. ·

..................::.. :::: .

Figure 1: Power spectrum for the short-time Fourier transform of an impulse function

using a Gaussian window centered at TO =0

one wavelength, degrading accuracy of frequency measurement. Indeed, wavelengths

longer than the window width cannot be measured. From these considerations it seems

advantageous to let the windowing function be broad for analyzing low frequencies and

narrow for high frequencies.

Since human perception of many types of signals has a logarithmic nature, the use

of constant-Q filters in signal processing is not uncommon. A number of studies of the

human senses find that the perceptual "distance" between two stimuli is dependent upon

their ratios (with respect to the appropriate units of measurement for the stimuli). For

example, a musical note one octave above another has twice the frequency. Loudness

is rated in decibels, a logarithmic measurement. Psychophysical experiments conclude

that the contribution of different frequencies to perceived quality of a visual image is

logarithmic in frequency. A filter bank used to process these signals naturally consists of

constant-Q filters-those whose bandwidths are proportional to their center frequencies.

However, interpreting the STFT as a filtering process results in a filter bank whose filters

have constant bandwidth.

Wavelet Transforms

Equation 2 shows that the STFT of a signal is the inner product of the signal with an

element of the set of basis functions g(t - T )e-

iwt

, which vary over frequency w and time

T. As shown by Figure 2a, all basis functions have the same time-amplitude envelope.

The STFT decomposes a signal into a set of frequency bands at any given time.

Wavelet transforms also decompose a signal into a set of "frequency bands" (referred

to as scales) by projecting the signal onto an element of a set of basis functions. Although

the scales do not live in the frequency domain, projection of the signal onto different

scales is equivalent to bandpass filtering with a bank of constant-Q filters. The basis

functions are called wavelets. Wavelets in a basis are all similar to each other, varying

only by dilation and translation, as illustrated in Figure 2b. Wavelet transforms thus

accommodate the two shortcomings of the STFT discussed above.

3

a. STFT b. Wavelet

Figure 2: Comparison of basis functions for the STFT and wavelet transforms. The

STFT places a varying number of waves under the same modulation envelope. The

wavelet basis functions are self-similar: scaled in time to maintain the same number of

oscillations and scaled in amplitude to maintain energy.

Figure 3 displays the square of the modulus of the continuous wavelet transform (in

analogy with the power spectrum) of an impulse function, using a Gaussian wavelet.

The parameter T represents time, and s represents scale. (The s axis in Figure 3 is

actually the base 2 logarithm of the scale.) Location of the impulse is clearly shown at

time T =O. Narrowness of the fine-scale basis functions trades off frequency resolution

in favor of time resolution. And yet, there is no set limit to the broadness of scale

at which analysis might be performed, aside from the length of the signal itself. In

contrast, the STFT is limited in both time and frequency resolution by the fixed width

of its window.

Multiresolution Analysis

In order to analyze a nonstationary signal, we need to determine its behavior at any

individual event. Multiresolution analysis provides one means to do this. A multireso-

lution analysis decomposes a signal into a smoothed version of the original signal and a

set of detail information at different scales. This type of decomposition is most easily

understood by thinking of a picture (which is a two dimensional signal). We remove

from the picture information that distinguishes the sharpest edges, leaving a new picture

that is slightly blurred. This blurred version of the original picture is a rendering at a

slightly coarser scale. We then recursively repeat the procedure. Each time we obtain

some detail information and a more and more blurred (or smoothed) version of the

original image. Removal of the detail information corresponds to a bandpass filtering,

and generation of the smoothed image corresponds to a lowpass filtering. Given the

decomposition, we can reconstruct the original image.

4

Figure 3: Square of the modulus of the continuous wavelet transform of an impulse

function at time T = 0, using a Gaussian wavelet. (The scale axis s is labeled in

exponents of two)

5

Once we have decomposed a signal this way, we may analyze the behavior of the de-

tail information across the different scales. We can extract the regularity of a singularity,

which characterizes the signal's behavior at that point. This provides an effective means

of edge detection. Furthermore, noise has a specific behavior across scales, and hence,

in many cases we can separate the signal from the noise. Reconstruction then yields

a relatively accurate noise free approximation of the original signal. This denoising

technique is developed in [7].

The wavelet transform specifies a multiresolution decomposition, with the wavelet

defining the bandpass filter that determines the detail information. Associated with

the wavelet is a smoothing function, which defines the complementary lowpass filter.

Conditions to be described later ensure that the set consisting of the detail information

at all scales and the smoothed version of the original signal contains no redundant

information.

In lieu of the wavelet transform's ability to localize in time and its ability to specify

a multiresolution analysis, many potential application areas have been identified. These

include edge characterization, noise reduction, data compression, and sub-band coding.

This list is by no means exhaustive-new applications are continually being discovered

both in signal processing and in other domains.

3 Wavelets and the Wavelet Transform

Mathematical Definitions

In this section we focus our attention on the mathematical definition of wavelets and

the wavelet transform. Table 1 provides a summary of the notation used in the rest of

this paper.

As discussed above, a multiresolution analysis of any function f with finite energy

decomposes f into a collection of details at different scales and a smoothed version of the

original function. If we let L2(R) denote the set of all functions with finite energy, then

the details of f at any scale m is simply a projection of f onto a subspace W

m

of L

2(R).

This projection may be formally represented by a projection operator Qm :L2(R)-+W

m

.

Furthermore, there exists another projection operator PM: L2(R) -- VM, VM C L2(R),

such that PMf is the smoothed version of f. Here m takes the values m = 1,2, ...,M,

that is, f is decomposed into the smoothed version PMf and M sets of details at different

scales. As M increases the resolution of the smoothed version of f becomes coarser, and

consequently, the finer detail information is contained in the scales corresponding to low

values of m. For any multiresolution analysis the W

m

are orthogonal both to each other

and to VM. In addition, assuming that Vo = L2(R), we have L2(R) = E f ! ~ = 1 W

m

Ef! VM,

and hence we may write

M

f =PMf + L Qm/.

m=l

(4)

The question now arises as to how to define the Qm. We desire an orthonormal basis

6

L (R)

f

m

n

s

T

TO

'ljJmn

ng

iscretization 0 t e continuous trans ation

s

Table 1: Summary of notation

7

of W

m,

call it ?/Jmn (m fixed), so that

00

Qmf = L (I, ?/Jmn)?/Jmn,

n=-oo

(5)

where (-,.) denotes inner product. As it turns out, wavelets provide the ?/Jmn. We

therefore turn our attention to the definition of wavelets and the wavelet transform and

then show how to define Qm in terms of them.

Before proceeding however a few remarks may provide some clarification. After re-

moving the first set of detail information from f we are left with a slightly smoothed

version of f. Iteratively removing detail information progressively generates more and

more smoothed versions of f. We stop the process once we have enough detail infor-

mation or a smooth enough version to do the analysis we desire. Thus the subspaces

Wand V are intimately related in the following way: given any m, a function f E V

m

is decomposed into details and a smoothed version at the m + 1 scale. That is, f is

decomposed by projecting it onto orthogonal complements in V

m

, one subspace being

Wm+l and the other V

m

+

1

. Formally, we have V

m

= W

m

+1 EB Vm+l'

Wavelets consist of the dilations and translations of a single real valued/ function

?/J E L2(R), called the analyzing wavelet (also known as the basic wavelet or mother

wavelet). By a dilation we mean a scaling of the argument, so that given any function

?/J(t) and a parameter s > 0, j;?/J( ~ ) is a dilation of?/J. Consequently, a dilation of

a function corresponds to a either a spreading out or contraction of the function. We

introduce the factor ~ with the foresight that it yields a normalization necessary to

have an orthonormal wavelet basis. Translation simply means a shift of the argument

along the real axis, that is, given T, the translation of ?/J(t) by Tis ?/J(t - T).

For any analyzing wavelet ?/J we thus define a family of functions ?/Js,r by the dilations

and translations of ?/J,

-1/2 t - T

?/JS,T(t) = s ?/J(-s-)' s, T E R, s > O.

Each ?/JS,T is called a wavelet.

3

We may represent any function f E L

2(R)

by

W f is called the continuous wavelet transform of f.

(6)

(7)

2In general, the analyzing wavelet may be complex valued. For this paper however we assume that

it is real valued.

3 Technically, t/J must also satisfy the admissibility condition

c, = 1

00

1¢(wW dw < 00,

o w

where ¢ denotes the Fourier transform of t/J. See [3, 4, 5].

8

Given So > 1 and TO 1: 0, we may restrict S and T, respectively, to the discrete lattices

S E {so, m «Z} and T E {nsOTO, m, n E Z}. Then 'l/JS,T becomes

"pmn(t) = - nTo), (8)

and Wf becomes

(WJ)(m,n) = (f,,,pmn) = i:f(t)"pmn(t)dt. (9)

(10)

Note that the translation parameter T depends upon the scaling parameter So. When

m is large and positive, "pmn is spread out, and the translation steps become large

accordingly. When m is large (in absolute value) and negative however the "pmn are

very concentrated, and the translation steps are small.

The choice of TO is arbitrary and by convention is taken to be 1. On the other hand,

the choice of So significantly affects the properties of the "pmn. For doing multiresolution

analysis we want the "pmn to be orthonormal. Taking So = 2 allows us to define "p such

that the "pmn are orthonormal [3, 6]. This is also the conventional choice for So. The

"pmn =2-

m/2"p(2- mt

- n) then form an orthonormal basis of L

2(R).

Equation 9, with

this choice of "pmn, is called the dyadic wavelet transform.

As an example, let the analyzing wavelet be defined by

{

I , t E

"p( t) = -1, tEa, 1)

0, otherwise

This wavelet, illustrated in Figure 4, is called the Haar wavelet, and the corresponding

"pmn form a basis of L2(R) called the Haar basis.

Now we return to Qm, the operator that projects a function onto its details at scale

m. We define Qm as in Equation 5 by

00

Qmf = L (j,,,pmn),,pmn =L(WJ)(m,n)"pmn. (11)

n=-oo n

The details of f at each scale m thus consist of the sum of the projections of f onto

the "pmn. Note that these projections are not onto all the "pmn, for at each scale m is

fixed and only n varies. To summarize, given any function f with finite energy and

an analyzing wavelet "p such that the "pmn are orthonormal, we may compute, using

Equations 4 and 11, the details of f (i.e., QmJ) at the scales m = 1,2, ... , M and the

corresponding smoothed version of f at scale M (i.e., PM f = f - QmJ)' thus

obtaining a multiresolution analysis.

Properties and Examples

Wavelets possess some interesting properties in addition to those already discussed. The

admissibility condition (see footnote, p. 8) implies =0, and hence

i:"p(t) dt = = 0,

9

(12)

-1

Figure 4: Haar wavelet

that is, wavelets have zero mean. Note that this indicates the equivalence of a wavelet

and a bandpass filter.

Many wavelets have rapid decay. Y. Meyer [3] constructed a Coo wavelet that decays

faster than any power. P. G. Lemarie and G. Battle [3] independently constructed a

collection of c- wavelets that decay exponentially."

Orthogonal wavelets may be classified as either having compact support or not

having compact support.f I. Daubechies [3] characterized all orthogonal wavelets with

compact support. She showed that the Haar wavelet is the only such wavelet that is

either symmetric or antisymmetric about any point. She also showed that compactly

supported wavelets may be chosen with arbitrary regularity; however, the support width

varies directly with the regularity. The compact support of Daubechies' wavelets and

the rapid decay of the wavelets described by Meyer and Lemarie and Battle help provide

for both the time-localization ability and efficient computation of the wavelet transform.

We finally consider some examples of wavelets. The first example is the Haar wavelet

discussed above. A second example is a wavelet constructed by Lemarie and Battle [6],

illustrated in Figure 5. As an analyzing wavelet it yields an orthonormal basis of L2(R)

but does not have compact support. An example, other than the Haar wavelet, of

a compactly supported wavelet that yields an orthornormal basis of L

2(R)

is shown

in Figure 6. This wavelet was first constructed by Daubechies [3]. Note the lack of

symmetry. Although continuous, this wavelet is non-differentiable at an infinite number

4c

oo

represents the space of all analytic functions, and C

k

represents the space of all k-times con-

tinuously differentiable functions.

!>A function f: R -+ R is said to have compact support if and only if it is zero everywhere except on

a closed, bounded subset of R.

10

of points. It is supported on the interval [0,3].6

4 Comparision of the Fourier and Wavelet Transforms

In this section we discuss some of the similarities and differences between the Fourier

and wavelet transforms. Table 2 gives a summary.

Both the Fourier transform and wavelet transform are given by integral equations in

the form of a correlation. In the Fourier transform the correlation is with dilations of the

function e-

it

. In the wavelet transform the correlation is with dilations and translations

of the analyzing wavelet '1/;, which can be any wavelet.

Both the Fourier transform and wavelet transform may take real or complex func-

tions as their input. The output of the Fourier transform is always complex. However,

there are both real- and complex-valued wavelets. If a complex-valued wavelet is used

as the analyzing wavelet, the wavelet transform is complex-valued. If a real-valued

analyzing wavelet is used, the wavelet transform may be real- or complex-valued (real-

valued if the input function is real-valued and complex-valued if the input function is

complex-valued ).

The Fourier transform maps time into frequency and phase; whereas, the wavelet

transform maps time into scale and time. For each frequency the Fourier transform

6The Battle-Lemarie wavelet is characterized by its Fourier transform [6]:

where

with

and

• W )4 ( W 2 W 4 2 . W )6

N2 =2(sm '2 cos '2) +70(cos '2) + 3(SlR'2 .

The Daubechies wavelet is characterized as follows [10): Given Co = t(1 + V3), Cl = t(3 + V3),

C2 = t(3 - V3), and C3 = t(1 - V3), we define

1

.,(t) =L (-1)kC1_klP(2t - k),

k=-2

where lP(t) is the limit as j -+ 00 of the recursion

3

tPJ(t) =I>ktPi-1(2t - k),

o

with

IP (t) ={I, t E[0,1) .

o 0, otherunse

11

Figure 5: Battle-Lemarie wavelet

Figure 6: Compactly supported Daubechies wavelet

12

Fourier Transform Wavelet Transform

"root" function e

iwt

s-1/2'l/Je-.

T)

Continuous transform j(w) = f(t)e-iwtdt Wcf(s,r) = f(t)s-1/21/Je-.

T)dt

Inverse transform f(t) = j(w)eiwtdJ,;; f(t) = J

o

oo

Wcf(s, r )d:t

T

(up to a proportion-

alityconstant)

Time transformed to amplitude and phase amplitude for each scale and time

for each frequency

Input domain Ror C Ror C

Output range C Ror C

Localization in Yes Yes

frequency

Localization in time No (limited with STFT) Yes

Time for fast O(nlog n) O(n)

discrete transform

Number of nonredundant n n

outputs of discrete

transform

Table 2: Comparison of Fourier and Wavelet Transforms

yields an amplitude and a phase. A signal may then be represented as the sum of sine

waves whose phase and amplitude are given by the Fourier transform. Similarly, the

wavelet transform yields an amplitude for each scale and time. A signal is represented

as the sum across scales of time-centered wavelets whose amplitudes are given by the

wavelet transform.

"Scale" is roughly "minus log frequency", in the following limited sense. A single

scale s contains information from a band of frequencies. The width and the center

frequency of the band are both proportional to -log s. Each scale's band has the same

ratio of bandwidth to center frequency, so scales correspond to a set of constant-Q filters.

Figure 7 shows the logarithmic progression of band widths for the filters corresponding

to different scales.

Both the Fourier transform and wavelet transform are said to "localize in frequency."

That is, both produce an output that is nonzero only in a band when given an input

that contains only frequencies from that band.

The wavelet transform also "localizes in time." A signal that is nonzero only during

a finite span of time has a wavelet transform whose nonzero elements are concentrated

around that time. On the other hand, the Fourier transform does not localize in time.

For example, the Fourier transform of an impulse function contains high amplitudes at

all frequencies. A wavelet transform of an impulse is either contained in a finite band of

time or decreases expontentially with distance from the time of the impulse. STFTs, as

discussed above, can be used to provide some localization in time, although the STFT

13

................................................ -- _ ••••••••••_ ' •••••• _ •• _ ~ . ~ . ~ . : . : .:. :':'-:.·I,·to ·-•••_- ••••• ---- - _ •• _ _.'-- - ----_ ' ••••- --_.. _ ••••

#'#'#' •

.'

\

,

,

"

'"

"

\

,

\

,

\

,

\

,

,

\

,

\

,

\

,

\

,

\

,

\

,

,

,

,

,

,.

0'

" ,\. / \ I

of \/

), ,'\

• I \ I \

I I '\,' \

1

I \ •

J ' , "

I 'Ii , ~

I 1 J' : \

t\ \

'1 I

I I \ \

o / , 0:' \

rI: \: \

'j "

,II: /\ \

rI 1 .: \ \

'1:' \ "

J

"

..

, I '\ \

H, : ,

~ ' . " , -,

f '" ''' ...

Figure 7: Logarithmic progression of frequency band width for filters corresponding to

different scales, using the cubic spline analyzing wavelet. (frequency vs. logarithm of

amplitude)

14

gains its localization in time by trading off both frequency resolution and bandwidth.

No such tradeoff is required when using the wavelet transform.

There are discrete versions of both the Fourier transform and the wavelet trans-

form. The discrete Fourier transform (DFT) is obtained from the Fourier transform

by replacing the integral with a finite sum. The discrete wavelet transform (DWT)

is obtained from the wavelet transform in the same way. Both the DFT and DWT

take D(n

2

) time, where n is the number of input values. A DFT is usually computed

using the Fast Fourier Transform (FFT) algorithm, which takes advantage of certain

symmetries inherent in convolving with e

iwt

when n is a power of two to reduce the

time to D( n log n). Similarly, there is a Fast Wavelet Transform (FWT) algorithm that

takes advantage of symmetries that are inherent in convolving with wavelets when n is

a power of two. A FWT requires D(n) time. The FFT takes n inputs and produces n

outputs ( ~ complex numbers, or ~ frequencies and ~ phases). The FWT also takes n

inputs and produces n outputs: 1 for 8 =log n, 2 for 8 =log n - 1, ... , ~ for 8 =1.

5 Examples

We now show wavelet transforms of some simple signals. All of the examples were

computed with the FWT using 80 =2 (d. Section 3).

Figure 8 shows the wavelet transform of an impulse, using the four coefficient

Daubechies wavelet W

4

as the analyzing wavelet. Note that the maximum amplitude

of the transform decreases at each scale after Scale 2. At first glance each scale of the

transform resembles a dilated W4' However, each scale has more oscillations than the

analyzing wavelet. Just like W

4

, each scale is finitely-supported and has an infinite

number of non-differentiable points. Since W4 is neither symmetric or antisymmetric,

neither is the transform.

Figure 9 shows the wavelet transform of an impulse, using the eight coefficient

Daubechies wavelet W

s

as the analyzing wavelet. With this analyzing wavelet the

maximum amplitude of the transform decreases at every scale. Each scale of the trans-

form has more oscillations than the corresponding scale in Figure 8, because W

s

has

twice as many oscillations as W

4.

Just as Ws is smoother than W4 (for example, Ws is

differentiable), this transform is smoother than the one in Figure 8. Since W

s

is neither

symmetric or antisymmetric, neither is the transform.

Figures 10 and 11 show the wavelet transforms of a step function using W

4

and

W

s

. Many of the properties seen in the previous two figures still hold. For example, the

transform under W

4

is non-differentiable, but the transform under W

s

is. Note, however,

that the maximum amplitudes of the transform at different scales are all roughly equal.

Figure 12 shows the wavelet transform of a triangle wave, using the cubic spline

wavelet. Note that the amplitude of the transform increases from scale to scale. Also,

observe that where the signal is a straight line, the wavelet transform is constant in

every scale.

Figure 13 shows the wavelet transform of two steps and an impulse. The analyzing

wavelet is the so-called "cublic spline wavelet". This wavelet is a twice continuously

15

'Ov

__1'-----_

------'t'------

- - ~ _ . -

Signal

:i

Scalel

:i

Scale 2

:i

ScaleS

:f

Scale 4

:i

Smoothed

: ~

Figure 8: Wavelet transform of an impulse using the four coefficient Daubechies wavelet,

W

4

16

ov

« A

__1_-

- - i ~ -

- - - - - - - - - " ' \ . ~ - - - - - -

Signal

:l

Scale!

:i

Scale 2

:I

Scale 3

:i

Scale 4

:I

Smoothed

:i

Figure 9: Wavelet transform of an impulse using the eight coefficient Daubechies wavelet,

W

s

17

Signal

~ ~

Scalel

~ ~

~

Scale 2

~ I

t

ScaleS

~ i

~ h

~ V

Scale 4

~ I

_ n

.

\j V

Smoothed

~ !

/:

7

Figure 10: Wavelet transform of a step using W

4

18

Signal

~ !

Scalel

~ !

~

Scale 2

~ !

1\ ..

YO

Scale 3

~ !

~ A 0

Scale 4

~ !

.-... -

<>

V

Smoothed

~ I

c:

]

Figure 11: Wavelet transform of a step using W

s

19

...

"'7

:1---

:1----

ScaleS

Scale 4

Smoothed

Scale 2

Scalel

Figure 12: Wavelet transform of a triangle wave using a cubic spline wavelet

20

:1

Signal

Scalel

:1

A

t

y

Scale 2

:1

A

,.

V v

Scale 3

:1

/\

.n

C>

V'

Scale 4

:1

L\..

ucc;;;:::;::>""

:1

Smoothed L ~

:7

Figure 13: Wavelet transform of the sum of an impulse and two steps using a cubic

spline wavelet

21

differentiable, piecewise cubic function. Unlike W

4

and W

s,

it is antisymmetric. This

anti symmetry causes the wavelet transform of symmetric signal features to be symmet-

ric. This is visible in Figure 13, where the transform is symmetric about the steps and

impulse.

The cubic spline wavelet does not have finite support. However, it does decay expo-

nentially. In Figure 13, each scale of the transform contains small amplitude oscillations

that extend infintely in both directions. These oscilations are invisible in the figure due

to the rapid decay of the wavelet

Figure 13 also demonstrates the linearity of wavelet transforms. The wavelet trans-

form of the two steps and impulse is the sum of the wavelet transforms of each step and

of the impulse. In the signal the upwards step goes from -0.5 to 0.5, and the downwards

step goes from 0.5 to O. In the wavelet transform, at each scale, the peak resulting from

the downwards step is opposite in sign and half the magnitude of the peak resulting

from the upwards step.

Again, note that the wavelet transform of the impulse decays from scale to scale,

but the wavelet transform of the steps stay roughly constant.

The signal in Figure 14 is the signal of Figure 13 plus noise uniformly distributed

on [-0.3,0.3]. Note that the transform peaks generated by the noise decay like the

wavelet transform of an impulse. By Scale 4 the peaks generated by the step edges are

pronounced, but the noise peaks are quite small. This observation is the basis of several

signal denoising algorithms in the literature. (See, for example, [7]).

6 Conclusion

Due to their capability to localize in time, wavelet transforms readily lend themselves to

nonstationary signal analysis. Detection of short duration events, on the other hand, are

limited in Fourier analysis by the width ofthe windowing function used in the short-time

Fourier transform. Wavelet transforms exist that project a finite energy function onto to

an orthonormal basis of L

2(R).

The corresponding multiresolution analysis decomposes

the function into a set of details at different resolutions and a smoothed version of the

original function. As with the Fourier transform, a "fast wavelet transform" exists.

However, the fast wavelet transform generates a multiresolution analysis in O( n) time;

whereas, a fast Fourier transform takes O( n log n) time.

Our intent in this paper was to present the basic concept of the wavelet transform

from a viewpoint that targets signal analysis applications. Much of the current literature

utilizes a high level of mathematical terminology. Our hope was to provide an brief

introduction to the primary underlying ideas in a relatively intuitive manner.

For those who are interested, we provide an annotated bibliography that includes

some of the key papers in the field. With each listing is a short description of the

contents. Most of the papers require an understanding of Fourier analysis and sometimes

an understanding of more general functional analysis principles. To help specify the

mathematical sophistication of a paper, we adopt a relative rating scale, based upon

our experience of reading the papers, 1 meaning little or no mathematical sophistication

22

Signal

Scalel

Scale 2

'I

.... --...

o

1\ . A. _" A.. u,+ •• . it A

V v \V. fV"" 4pJ eo 'VVv 9V\i

:c::::a "=""-

<> 0

V

......

A

o _

_ e

U

.

L

-----_/

Smoothed

Scale 3

Scale 4

Figure 14: Wavelet transform of the sum of an impulse, a step and uniform noise using

a cubic spline wavelet

23

required and 5 meaning a high level of mathematical sophistication required, relative to

the other papers.

24

References

[1] Cody, Mac A. "The Fast Wavelet Transform," Dr. Dobb's Journal, April 1992.

This paper provides a quick overview of wavelets and the fast wavelet transform.

It also contains and discusses some C code that implements a wavelet transform.

Mathematical level-L

[2] Wavelets: Time-Frequency Methods and Phase Space. Proceedings of the Interna-

tional Conference, Marseille, France, December 14-18, 1987. Combes, J. M., et al.

eds. Springer-Verlag.

This book presents some of the earlier papers in the development of wavelets. The

papers are organized into the five categories:

Part I: Introduction to Wavelet Transforms

Part II: Some Topics in Signal Analysis

Part III: Wavelets and Signal Processing

Part IV: Mathematics and Mathematical Physics

Part V: Implementations

Mathematical level-l through 5

[3] Daubechies, Ingrid. "Orthonormal Bases of Compactly Supported Wavelets," Com-

munications on Pure and Applied Mathematics, Vol. 41, No.7, 1988, pp. 909-996.

In this paper Daubechies reviews multiresolution analysis, the Laplacian pyramid

decomposition scheme, and the fast wavelet transform algorithm for doing a mul-

tiresolution analysis using a wavelet basis. She then demonstrates the classification

of all orthonormal bases of wavelets with compact support. Mathematicallevel-4

[4] Grossman, A. and Morlet, J. "Decomposition of Hardy Functions into Square In-

tegrable Wavelets of Constant Shape," SIAM Journal of Mathematical Analysis,

Vol. 15, No.4, July 1984, pp. 723-736.

This is the paper primarily responsible for the current interest in wavelet trans-

forms. They discuss the definition of the transform, its inverse, the admissibility

condition, and they prove that the wavelet transform is an isometry. Mathematical

level-5

[5] Mallat, S. "Multifrequency Channel Decompositions of Images and Wavelet Mod-

els," IEEE Transactions on Acoustics, Speech, and Signal Processing, Vol. 37, No.

12, December 1989, pp. 2091-2110.

We found this paper to be a good introductory paper to the wavelet transform.

It starts by discussing multifrequency channel decompositions in psychophysics,

reviews the short-time Fourier transform, and introduces the wavelet transform.

It then proceeds to discuss pyramidal multiresolution decompositions, two dimen-

sional wavelet transforms, and zero-crossings of multifrequency channels. Mathe-

matical level-3

25

[6] Mallat, S. "A Theory for Multiresolution Signal Decomposition: the Wavelet Rep-

resentation," IEEE Transactions on Pattern Analysis and Machine Intellegence,

Vol. 11, No.7, July 1989, pp. 674-693.

Mallat here presents his O( n) algorithm for computing the fast wavelet transform.

Furthermore, he discusses some of the technical conditions imposed upon the low-

pass and bandpass filters necessary for them to correspond to the projection opera-

tors that generate the multiresolution analysis. (Daubechies further discusses these

conditions in her paper cited above). He concludes by discussing image processing

applications of the wavelet transform and by giving an example of a multiresolution

approximation. Mathematicallevel-3

[7] Mallat, S. and Hwang, W. L. "Singularity Detection and Processing with Wavelets,"

IEEE Transactions on Injormation Theory, Vol. 38, No.2, March 1992, pp. 617-

643.

In this paper Mallat and Hwang discuss a means of using the wavelet transform

to characterize the Lipschitz regularity of a function at a point. They discuss the

detection and measurement of oscillating and nonoscillating singularities and illus-

trate a technique for denoising a signal based upon its wavelet transform modulus

local maxima. Mathematicallevel-4

[8] Rioul, O. and Vetterli, M. "Wavelets and Signal Processing," IEEE Signal Process-

ing Magazine, October 1991, pp. 14-38.

This is an introductory paper to wavelet transforms. It well illustrates the dif-

ference between the short-time Fourier transform and the wavelet transform. The

paper contains a relatively complete set of references that we found very useful.

Mathematicallevel-2

[9] Wavelet and Their Applications. Ruskai, M. B. et al. eds. Jones and Bartlett, 1992.

This book consists of a collection of papers organized into the categories

Signal Analysis

Numerical Analysis

Other Applications

Theoretical Developments

and contains many of the more recent papers. Mathematical level-3 through 5

[10] Strang, G. "Wavelets and Dilation Equations: A Brief Introduction," SIAM Re-

view, Vol. 31, No.4, December 1989, pp. 614-627.

Strang presents a brief mathematical introduction to multiresolution analysis and

the fast wavelet tranform algorithm. However, the paper is rather terse in its ex-

planations. Mathematical level-3

26

[11] IEEE Transactions on Information Theory, Vol. 38, No.2, March 1992, Part II.

Part II of this issue is dedicated to wavelets and their applications. It contains

many recent papers on the applications of wavelets in information theory related

areas. Mathematicallevel-3 through 4

27

Contents

1 Introduction 1 1

6

**2 A Motivation for Wavelets
**

3

4

Wavelets and the Wavelet Transform Comparision of the Fourier and Wavelet Transforms

11

5 Examples

6

15

Conclusion

22

ii

the idea of the wavelet transform. 2 A Motivation for Wavelets The short-time Fourier transform is frequently utilized for nonstationary signal analysis. at the present time most of the literature remains highly mathematical and requires a large investment of time to develop an understanding of wavelets and their potential uses. The wavelet transform has similarities with the short-time Fourier transform. A Fourier transform is often represented by its power spectrum-the square of the modulus of j(w) V5. [8]. The purpose of this paper is to provide an overview of wavelet theory by developing. w. the Fourier transform of f is defined to be the integral j(w) w = i: f(t)e-iwtdt. Since a complete study of wavelets would encompass both a lengthy mathematical development and consideration of many application domains.1 Introduction Over the past ten years much has been accomplished in the development of the theory of wavelets. ~7e now review the Fourier and short-time Fourier transforms. but it also possesses a time-localization property that generally renders it superior for analyzing nonstationary phenomena. the power spectrum of an impulse function has a constant value of unity and is independent of the time at which the impulse occurs. and quantum mechanics. However. Theoretical accomplishments include specification of new bases for many different function spaces and characterization of orthogonal wavelets with compact support. Following is a comparison of the similarities and differences between the wavelet and Fourier transforms. we adopt a particular viewpoint that lends itself readily to signal processing applications. The Fourier and Short-Time Fourier Transforms For any function f with finite energy. discuss some often desirable properties that the short-time Fourier transform does not possess. and [10]. it has some limitations in analyzing time-localized events. Application areas so far discovered include signal processing. Our discussion starts with a comparison of the wavelet and Fourier transforms of an impulse function. Although a powerful tool. equal to 27[" times frequency. 1 . data compression. We then give the definition of a wavelet and the wavelet transform. For example. Time of occurrence affects only the phase of each frequency component. and introduce the wavelet transform. and people are continuing to find new application domains. \Ve conclude with some examples of wavelet transforms of "popular" signals. This motivates a discussion of the multiresolution decomposition of a function with finite energy. from an intuitive standpoint. Other introductions to wavelets and their applications may be found in [1]' [2]. [5]. (1) being the angular rate. image processing and compression. especially for nonstationary signals.

The Fourier transform is best suited to analyze stationary periodic functions-those that exactly repeat themselves once per period. for some constant a. Thus. For example. The power spectrum of the STFT is jg(w. If the examination window simply omits the signal outside the window.to)g(t . rather than as one big signal with an overall spectrum.TO).To)e-iwtdt (3) g(to . yet the window width prevents good localization of signal discontinuities. One is the sudden change in the power spectrum as a discontinuity enters or leaves the window. produced by sliding the examination window along in time. g(t) = e. 2 . constitute the STFT. To analyze such signals. TO) = 1. we perceive a musical melody as a succession of notes.To)e -iwto . It distorts the signal noticeably over 1 The STFT using a Gaussian window is known as the Gabor transform. which the high frequencies otherwise could provide." g. without modification. A different Fourier transform exists for each position t of the window. the STFT at time T is given by (2) The response ofthe STFT. A narrow window width is inappropriate at low frequencies. These transforms. Narrowing the window width to accommodate more precise time-localization of discontinuities causes other problems. It provides a single spectrum for the whole signal. each with its own frequency spectrum.to) occurring at time t = to is given by jg(W. its impact varies with frequency. For nonstationary signals we are interested in the frequencies that are dominant at any given time. the power spectrum is the same for all frequencies. we may turn to the short-time Fourier transform.I Mathematically. the transform exhibits spurious response at many frequencies. At high frequencies the number of waves in a window is high. two problems are encountered. These problems are ameliorated by attenuating samples away from the center of the window. by a "windowing function. Although the STFT windowing function's width is constant. An example of a windowing function is the Gaussian.at 2 . compounded by a lack of sensitivity to the position of the discontinuity within the window. As shown in Figure 1. producing good accuracy in frequency measurement. centered at time T = TO.: 8(t . TO) = g2(to . to an impulse function 8(t . The other problem is spectral leakage: if some component of the signal has a cycle time which is not an integral divisor of the window width. the width (standard deviation) of the windowing function limits the accuracy with which the impulse can be located in time. The cross-section of the transform at constant frequency produces a time-reversed copy of the windowing function. The short-time Fourier transform (or STFT) of a function at some time t is the Fourier transform of that function as examined through some time-limited window centered on t. because a narrow windowing function spans fewer cycles.

. which vary over frequency w and time T.. the use of constant-Q filters in signal processing is not uncommon. However. Wavelets in a basis are all similar to each other.····· '.iwt .. a logarithmic measurement. Wavelet transforms also decompose a signal into a set of "frequency bands" (referred to as scales) by projecting the signal onto an element of a set of basis functions.. 3 .·. From these considerations it seems advantageous to let the windowing function be broad for analyzing low frequencies and narrow for high frequencies. For example.. degrading accuracy of frequency measurement.T )e. Loudness is rated in decibels.. interpreting the STFT as a filtering process results in a filter bank whose filters have constant bandwidth. · ·· . . Since human perception of many types of signals has a logarithmic nature.. all basis functions have the same time-amplitude envelope.. Psychophysical experiments conclude that the contribution of different frequencies to perceived quality of a visual image is logarithmic in frequency. :: :::: f ··.... A filter bank used to process these signals naturally consists of constant-Q filters-those whose bandwidths are proportional to their center frequencies. · . A number of studies of the human senses find that the perceptual "distance" between two stimuli is dependent upon their ratios (with respect to the appropriate units of measurement for the stimuli). ····. as illustrated in Figure 2b. • Figure 1: Power spectrum for the short-time Fourier transform of an impulse function using a Gaussian window centered at TO = 0 one wavelength.. Wavelet Transforms Equation 2 shows that the STFT of a signal is the inner product of the signal with an element of the set of basis functions g(t .. varying only by dilation and translation...... As shown by Figure 2a. Wavelet transforms thus accommodate the two shortcomings of the STFT discussed above. Indeed. a musical note one octave above another has twice the frequency. projection of the signal onto different scales is equivalent to bandpass filtering with a bank of constant-Q filters.. Although the scales do not live in the frequency domain.···· ••1::·. The STFT decomposes a signal into a set of frequency bands at any given time. wavelengths longer than the window width cannot be measured. The basis functions are called wavelets...

Narrowness of the fine-scale basis functions trades off frequency resolution in favor of time resolution. We remove from the picture information that distinguishes the sharpest edges. we need to determine its behavior at any individual event. Multiresolution analysis provides one means to do this. and generation of the smoothed image corresponds to a lowpass filtering. leaving a new picture that is slightly blurred. The wavelet basis functions are self-similar: scaled in time to maintain the same number of oscillations and scaled in amplitude to maintain energy. the STFT is limited in both time and frequency resolution by the fixed width of its window. In contrast. and s represents scale. And yet. using a Gaussian wavelet. there is no set limit to the broadness of scale at which analysis might be performed. This blurred version of the original picture is a rendering at a slightly coarser scale.a. STFT b. We then recursively repeat the procedure.) Location of the impulse is clearly shown at time T = O. This type of decomposition is most easily understood by thinking of a picture (which is a two dimensional signal). The STFT places a varying number of waves under the same modulation envelope. The parameter T represents time. Removal of the detail information corresponds to a bandpass filtering. Wavelet Figure 2: Comparison of basis functions for the STFT and wavelet transforms. Each time we obtain some detail information and a more and more blurred (or smoothed) version of the original image. 4 . Figure 3 displays the square of the modulus of the continuous wavelet transform (in analogy with the power spectrum) of an impulse function. Given the decomposition. (The s axis in Figure 3 is actually the base 2 logarithm of the scale. A multiresolution analysis decomposes a signal into a smoothed version of the original signal and a set of detail information at different scales. we can reconstruct the original image. aside from the length of the signal itself. Multiresolution Analysis In order to analyze a nonstationary signal.

(The scale axis s is labeled in exponents of two) 5 . using a Gaussian wavelet.Figure 3: Square of the modulus of the continuous wavelet transform of an impulse function at time T = 0.

.2. which defines the complementary lowpass filter. Table 1 provides a summary of the notation used in the rest of this paper. This provides an effective means of edge detection.. Reconstruction then yields a relatively accurate noise free approximation of the original signal. As discussed above. there exists another projection operator PM: L2(R) -. which characterizes the signal's behavior at that point. noise has a specific behavior across scales. Conditions to be described later ensure that the set consisting of the detail information at all scales and the smoothed version of the original signal contains no redundant information. noise reduction. For any multiresolution analysis the W m are orthogonal both to each other and to VM. many potential application areas have been identified. the finer detail information is contained in the scales corresponding to low values of m. and hence we may write f = PM f + L m=l M Qm/. This projection may be formally represented by a projection operator Qm :L2(R)-+ W m . . If we let L2(R) denote the set of all functions with finite energy. We can extract the regularity of a singularity. data compression. In lieu of the wavelet transform's ability to localize in time and its ability to specify a multiresolution analysis. and hence.. f is decomposed into the smoothed version PM f and M sets of details at different scales. and consequently. We desire an orthonormal basis 6 . a multiresolution analysis of any function f with finite energy decomposes f into a collection of details at different scales and a smoothed version of the original function. This list is by no means exhaustive-new applications are continually being discovered both in signal processing and in other domains. we have L2(R) = Ef!~=1 W m Ef! VM. and sub-band coding. These include edge characterization. Associated with the wavelet is a smoothing function. we may analyze the behavior of the detail information across the different scales. with the wavelet defining the bandpass filter that determines the detail information.VM. that is. As M increases the resolution of the smoothed version of f becomes coarser. (4) The question now arises as to how to define the Qm. Furthermore. assuming that Vo = L2(R).M. 3 Wavelets and the Wavelet Transform Mathematical Definitions In this section we focus our attention on the mathematical definition of wavelets and the wavelet transform.Once we have decomposed a signal this way. Furthermore. This denoising technique is developed in [7]. in many cases we can separate the signal from the noise. then the details of f at any scale m is simply a projection of f onto a subspace Wm of L 2(R). VM C L2(R). Here m takes the values m = 1. The wavelet transform specifies a multiresolution decomposition. such that PMf is the smoothed version of f. In addition.

L (R) f m n s T ng TO iscretization 0 t e continuous trans ation 'ljJmn s Table 1: Summary of notation 7 .

See [3. that is.T(t) = s -1/2 ?/J(-s-)' s. t- T (6) Each ?/JS. 2In general.) denotes inner product. ?/JS. ?/Jmn)?/Jmn. 5].T). Formally. the translation of ?/J(t) by Tis ?/J(t . We therefore turn our attention to the definition of wavelets and the wavelet transform and then show how to define Qm in terms of them. For any analyzing wavelet ?/J we thus define a family of functions ?/Js. We introduce the factor ~ with the foresight that it yields a normalization necessary to have an orthonormal wavelet basis. the analyzing wavelet may be complex valued. given T. Before proceeding however a few remarks may provide some clarification. so that given any function ?/J(t) and a parameter s > 0. After removing the first set of detail information from f we are left with a slightly smoothed version of f.r by the dilations and translations of ?/J. so that Qmf = L n=-oo 00 (I. That is. a function f E Vm is decomposed into details and a smoothed version at the m + 1 scale. We stop the process once we have enough detail information or a smooth enough version to do the analysis we desire. Iteratively removing detail information progressively generates more and more smoothed versions of f. we have Vm = W m+1 EB Vm+l' Wavelets consist of the dilations and translations of a single real valued/ function ?/J E L2(R). ¢ denotes the Fourier transform of t/J. s > O. j.T is called a wavelet. 8 . Consequently. called the analyzing wavelet (also known as the basic wavelet or mother wavelet). As it turns out. 4. one subspace being Wm+l and the other Vm+1. Translation simply means a shift of the argument along the real axis. a dilation of a function corresponds to a either a spreading out or contraction of the function. For this paper however we assume that it is real valued. Thus the subspaces Wand V are intimately related in the following way: given any m. call it ?/Jmn (m fixed). wavelets provide the ?/Jmn.of W m.3 We may represent any function f E L 2(R) by (7) W f is called the continuous wavelet transform of f. t/J must also satisfy the admissibility condition c.. By a dilation we mean a scaling of the argument. = where 1 o 00 1¢(wW dw < w 00. T E R. f is decomposed by projecting it onto orthogonal complements in Vm . (5) where (-.?/J( ~) is a dilation of?/J. 3 Technically.

.T becomes "pmn(t) = s~m/2"p(somt . t E [o.pmn).. tEa.. When m is large (in absolute value) and negative however the "pmn are very concentrated.Given So > 1 and TO 1: 0.e. with this choice of "pmn.. the choice of So significantly affects the properties of the "pmn.nTo). As an example.pmn = L(WJ)(m.. QmJ) at the scales m = 1. Taking So = 2 allows us to define "p such that the "pmn are orthonormal [3. the operator that projects a function onto its details at scale m. For doing multiresolution analysis we want the "pmn to be orthonormal. let the analyzing wavelet be defined by "p( t) = { I . respectively. When m is large and positive. 1) (10) 0... The "pmn = 2. to the discrete lattices S E {so. Then 'l/JS. (12) . M and the corresponding smoothed version of f at scale M (i. is called the Haar wavelet. illustrated in Figure 4. p. 8) implies ~(o) = 0. and the translation steps are small. The admissibility condition (see footnote. and hence i: "p(t) dt = 9 ~(o) = 0. Properties and Examples Wavelets possess some interesting properties in addition to those already discussed. n E Z}.n)"pmn.. is called the dyadic wavelet transform. and W f becomes (8) (WJ)(m. (9) Note that the translation parameter T depends upon the scaling parameter So. given any function f with finite energy and an analyzing wavelet "p such that the "pmn are orthonormal. Note that these projections are not onto all the "pmn.. The choice of TO is arbitrary and by convention is taken to be 1. 6]. n (11) The details of f at each scale m thus consist of the sum of the projections of f onto the "pmn. using Equations 4 and 11.n) then form an orthonormal basis of L 2(R). Now we return to Qm.. and the translation steps become large accordingly. "pmn is spread out. and the corresponding "pmn form a basis of L2(R) called the Haar basis. .~) -1. This is also the conventional choice for So.pmn) = i: f(t)"pmn(t)dt.L:~=1 QmJ)' thus obtaining a multiresolution analysis. we may restrict S and T. m. the details of f (i.mt . Equation 9.n) = (f. PM f = f . We define Qm as in Equation 5 by 00 Qmf = L n=-oo (j. we may compute.e. for at each scale m is fixed and only n varies. On the other hand.2.m/2"p(2. To summarize. otherwise This wavelet. m « Z} and T E {nsOTO.

wavelets that decay exponentially. !>A function f: R -+ R is said to have compact support if and only if it is zero everywhere except on a closed. We finally consider some examples of wavelets. however. She showed that the Haar wavelet is the only such wavelet that is either symmetric or antisymmetric about any point. The first example is the Haar wavelet discussed above.f I. illustrated in Figure 5. The compact support of Daubechies' wavelets and the rapid decay of the wavelets described by Meyer and Lemarie and Battle help provide for both the time-localization ability and efficient computation of the wavelet transform. wavelets have zero mean. Y. Although continuous. the support width varies directly with the regularity. G. An example. other than the Haar wavelet. Battle [3] independently constructed a collection of c. Daubechies [3] characterized all orthogonal wavelets with compact support. bounded subset of R. A second example is a wavelet constructed by Lemarie and Battle [6]. She also showed that compactly supported wavelets may be chosen with arbitrary regularity. this wavelet is non-differentiable at an infinite number represents the space of all analytic functions. 4coo 10 . Note the lack of symmetry." Orthogonal wavelets may be classified as either having compact support or not having compact support. This wavelet was first constructed by Daubechies [3]. Note that this indicates the equivalence of a wavelet and a bandpass filter. P.-1 Figure 4: Haar wavelet that is. Meyer [3] constructed a Coo wavelet that decays faster than any power. and C k represents the space of all k-times continuously differentiable functions. As an analyzing wavelet it yields an orthonormal basis of L2(R) but does not have compact support. Many wavelets have rapid decay. Lemarie and G. of a compactly supported wavelet that yields an orthornormal basis of L 2(R) is shown in Figure 6.

whereas. The output of the Fourier transform is always complex. 0. If a real-valued analyzing wavelet is used. otherunse E 11 .of points. j -+ 00 of the recursion 3 tPJ(t) with = I>ktPi-1(2t o k). Both the Fourier transform and wavelet transform are given by integral equations in the form of a correlation.1) . For each frequency the Fourier transform 6The Battle-Lemarie wavelet is characterized by its Fourier transform [6]: where with and N2 The Daubechies wavelet is C2 = t(3 . the wavelet transform maps time into scale and time.(t) where lP(t) is the limit as =L k=-2 1 (-1)k C 1_klP(2t . as Co Cl - = t(3 + V3).6 4 Comparision of the Fourier and Wavelet Transforms In this section we discuss some of the similarities and differences between the Fourier and wavelet transforms. Both the Fourier transform and wavelet transform may take real or complex functions as their input. It is supported on the interval [0.V3). If a complex-valued wavelet is used as the analyzing wavelet.or complex-valued (realvalued if the input function is real-valued and complex-valued if the input function is complex-valued ).it . In the Fourier transform the correlation is with dilations of the function e.. IP (t) o = {I. However.. there are both real. The Fourier transform maps time into frequency and phase. which can be any wavelet. the wavelet transform may be real. '2 characterized follows [10): Given = t(1 + V3). V3). t [0. and C3 = t(1 • W W W 2 . In the wavelet transform the correlation is with dilations and translations of the analyzing wavelet '1/.3].and complex-valued wavelets. we define . = 2(sm '2 )4 ( cos '2) 2 + 70(cos '2) 4 + 3(SlR W )6 . Table 2 gives a summary.k). the wavelet transform is complex-valued.

Figure 5: Battle.Lemarie wavelet Figure 6: Compactly supported Daubechies wavelet 12 .

r )s-1/21/Je~T )d:tT amplitude for each scale and time Ror C Ror C Yes Yes O(n) n Yes No (limited with STFT) O(nlog n) n Table 2: Comparison of Fourier and Wavelet Transforms yields an amplitude and a phase. "Scale" is roughly "minus log frequency". although the STFT 13 . in the following limited sense. so scales correspond to a set of constant-Q filters. A single scale s contains information from a band of frequencies. Both the Fourier transform and wavelet transform are said to "localize in frequency. STFTs." A signal that is nonzero only during a finite span of time has a wavelet transform whose nonzero elements are concentrated around that time. the Fourier transform does not localize in time. can be used to provide some localization in time. T)dt oo = J~oo Jo Wcf(s. The wavelet transform also "localizes in time..r) f(t) = f~oo f(t)e-iwtdt f(t) = J~oo j(w)eiwtdJ." That is.Fourier Transform "root" function Continuous transform Inverse transform (up to a proportionality constant) Time transformed to Input domain Output range Localization in frequency Localization in time Time for fast discrete transform Number of nonredundant outputs of discrete transform Wavelet Transform eiwt j(w) s-1/2'l/Je-. A wavelet transform of an impulse is either contained in a finite band of time or decreases expontentially with distance from the time of the impulse. A signal may then be represented as the sum of sine waves whose phase and amplitude are given by the Fourier transform. The width and the center frequency of the band are both proportional to -log s. as discussed above. the Fourier transform of an impulse function contains high amplitudes at all frequencies. For example. Each scale's band has the same ratio of bandwidth to center frequency.. amplitude and phase for each frequency Ror C C = f~oo f(t)s-1/21/Je-. On the other hand. both produce an output that is nonzero only in a band when given an input that contains only frequencies from that band. T) Wcf(s. the wavelet transform yields an amplitude for each scale and time. Figure 7 shows the logarithmic progression of band widths for the filters corresponding to different scales. A signal is represented as the sum across scales of time-centered wavelets whose amplitudes are given by the wavelet transform. Similarly.

.....••••• .·to · .:.. \ ...... \ I o • I\ I I I '\. " '" " f ''' ....~...·I.. / \ I 0' of ).' I J 1 ' ..... Figure 7: Logarithmic progression of frequency band width for filters corresponding to different scales..:.. '1:' .. \ . .: ...: /\ \ . \ \ \ • . \ \ " \ . '" ..._ •• _ _. " .. \ .-_ ' ••••....... -. ' . \ : \ \ \ .. \/ \ ... H.--_.•••_.. I 'Ii I 1 J' t\ '1 I I / ..'\ \ ...\." ' \ .. (frequency vs..II: 1 ..'-.. \ " ... .... :':'-:. : " ~'. I rI . using the cubic spline analyzing wavelet..... _ •••• .. \ J . -- _ ••••••••••_ ' •••••• _ •• _ #'#'#' • ~ ... . \ \ r I: 'j 0:' \: " \ \ \ \ .... logarithm of amplitude) 14 .~..- ..~ .

Each scale of the transform has more oscillations than the corresponding scale in Figure 8. because W s has twice as many oscillations as W 4. The discrete wavelet transform (DWT) is obtained from the wavelet transform in the same way. using the eight coefficient Daubechies wavelet W s as the analyzing wavelet. the transform under W4 is non-differentiable. using the cubic spline wavelet. Similarly. A DFT is usually computed using the Fast Fourier Transform (FFT) algorithm. This wavelet is a twice continuously 15 . At first glance each scale of the transform resembles a dilated W4' However. observe that where the signal is a straight line. Many of the properties seen in the previous two figures still hold. Since Ws is neither symmetric or antisymmetric. Note. which takes advantage of certain symmetries inherent in convolving with e iwt when n is a power of two to reduce the time to D( n log n). All of the examples were computed with the FWT using 80 = 2 (d. The discrete Fourier transform (DFT) is obtained from the Fourier transform by replacing the integral with a finite sum. The FFT takes n inputs and produces n outputs (~ complex numbers. where n is the number of input values. Note that the amplitude of the transform increases from scale to scale. There are discrete versions of both the Fourier transform and the wavelet transform. No such tradeoff is required when using the wavelet transform. Figure 8 shows the wavelet transform of an impulse. Figure 13 shows the wavelet transform of two steps and an impulse. The analyzing wavelet is the so-called "cublic spline wavelet". the wavelet transform is constant in every scale. neither is the transform. Also. Figure 9 shows the wavelet transform of an impulse. using the four coefficient Daubechies wavelet W4 as the analyzing wavelet. each scale is finitely-supported and has an infinite number of non-differentiable points.1. but the transform under W s is. or ~ frequencies and ~ phases). Just as Ws is smoother than W4 (for example. however.gains its localization in time by trading off both frequency resolution and bandwidth. Both the DFT and DWT take D(n 2 ) time. Figures 10 and 11 show the wavelet transforms of a step function using W 4 and W s . With this analyzing wavelet the maximum amplitude of the transform decreases at every scale. Section 3). Note that the maximum amplitude of the transform decreases at each scale after Scale 2.. there is a Fast Wavelet Transform (FWT) algorithm that takes advantage of symmetries that are inherent in convolving with wavelets when n is a power of two. each scale has more oscillations than the analyzing wavelet. Since W4 is neither symmetric or antisymmetric. 5 Examples We now show wavelet transforms of some simple signals. For example. A FWT requires D(n) time. Just like W 4 . Figure 12 shows the wavelet transform of a triangle wave. ~ for 8 = 1. . Ws is differentiable). that the maximum amplitudes of the transform at different scales are all roughly equal. 2 for 8 = log n . . The FWT also takes n inputs and produces n outputs: 1 for 8 = log n. neither is the transform.. this transform is smoother than the one in Figure 8.

'Ov ScaleS Scale 4 :i :~ :f Smoothed Figure 8: Wavelet transform of an impulse using the four coefficient Daubechies wavelet.Signal Scalel Scale 2 :i_ _1'-----_ :i------'t'-----:i --~_. W4 16 .

~------ « A ov Figure 9: Wavelet transform of an impulse using the eight coefficient Daubechies wavelet. Ws 17 .Signal _ _1 _ :l Scale! Scale 2 Scale 3 Scale 4 Smoothed :i :I :i :I :i --i~- ---------"'\.

Signal Scalel Scale 2 ScaleS Scale 4 Smoothed ~~ ~~ ~I ~i ~I ~! ~ t ~h ~ V . _ n \j V 7 /: Figure 10: Wavelet transform of a step using W 4 18 .

~A 0 <> ....Signal Scalel Scale 2 Scale 3 Scale 4 Smoothed ~! ~! ~! ~! ~! ~I ~ YO 1\ .V - c: ] Figure 11: Wavelet transform of a step using W s 19 .-.

:I~~~ O~"'7 1~ ~ "'7 ScaleS Scale 4 Smoothed 1~ ~ o~~ ~ Figure 12: Wavelet transform of a triangle wave using a cubic spline wavelet 20 .Scalel Scale 2 :1--:1---:I==---==-~ ...

.n C> y A V /\ V' L\..::>"" :7 L ~ Figure 13: Wavelet transform of the sum of an impulse and two steps using a cubic spline wavelet 21 .Signal Scalel Scale 2 Scale 3 Scale 4 Smoothed :1 :1 :1 :1 :1 :1 A t . v . ucc.:::...

wavelet transforms readily lend themselves to nonstationary signal analysis.differentiable. As with the Fourier transform. This observation is the basis of several signal denoising algorithms in the literature. whereas. To help specify the mathematical sophistication of a paper. it does decay exponentially. but the wavelet transform of the steps stay roughly constant. However.5 to 0. a fast Fourier transform takes O( n log n) time. piecewise cubic function. Most of the papers require an understanding of Fourier analysis and sometimes an understanding of more general functional analysis principles. Again. we adopt a relative rating scale. In Figure 13. Much of the current literature utilizes a high level of mathematical terminology. 6 Conclusion Due to their capability to localize in time. are limited in Fourier analysis by the width ofthe windowing function used in the short-time Fourier transform. note that the wavelet transform of the impulse decays from scale to scale. This antisymmetry causes the wavelet transform of symmetric signal features to be symmetric. on the other hand. each scale of the transform contains small amplitude oscillations that extend infintely in both directions. the fast wavelet transform generates a multiresolution analysis in O( n) time. The corresponding multiresolution analysis decomposes the function into a set of details at different resolutions and a smoothed version of the original function.5 to O.0. where the transform is symmetric about the steps and impulse. for example. based upon our experience of reading the papers. This is visible in Figure 13. a "fast wavelet transform" exists. we provide an annotated bibliography that includes some of the key papers in the field. and the downwards step goes from 0. 1 meaning little or no mathematical sophistication 22 . With each listing is a short description of the contents. In the signal the upwards step goes from -0. Detection of short duration events. However. In the wavelet transform. at each scale. For those who are interested. Our intent in this paper was to present the basic concept of the wavelet transform from a viewpoint that targets signal analysis applications. Our hope was to provide an brief introduction to the primary underlying ideas in a relatively intuitive manner. [7]). it is antisymmetric. the peak resulting from the downwards step is opposite in sign and half the magnitude of the peak resulting from the upwards step. The signal in Figure 14 is the signal of Figure 13 plus noise uniformly distributed on [-0. By Scale 4 the peaks generated by the step edges are pronounced. Note that the transform peaks generated by the noise decay like the wavelet transform of an impulse.3.3].5. but the noise peaks are quite small. The cubic spline wavelet does not have finite support. (See. These oscilations are invisible in the figure due to the rapid decay of the wavelet Figure 13 also demonstrates the linearity of wavelet transforms. Wavelet transforms exist that project a finite energy function onto to an orthonormal basis of L 2(R). Unlike W 4 and W s. The wavelet transform of the two steps and impulse is the sum of the wavelet transforms of each step and of the impulse.

.Signal Scalel Scale 2 o Scale 3 ..--..-------_/ Figure 14: Wavelet transform of the sum of an impulse.. ..... u. --. A :I-..::~~ _ e o _ U <> 'I ~~rOVV4 ...~~ .v 4pJ it A 9V\i V 0 Scale 4 :I------.. a step and uniform noise using a cubic spline wavelet 23 . f V " " A.... \V... _" A.~ V v 1\ ..L--~::o... :c::::a "=""- Smoothed L :I---.+ eo ••'VV.

relative to the other papers.required and 5 meaning a high level of mathematical sophistication required. 24 .

41. eds. reviews the short-time Fourier transform. "The Fast Wavelet Transform. They discuss the definition of the transform.4." SIAM Journal of Mathematical Analysis. the Laplacian pyramid decomposition scheme. Mac A. December 1989. Proceedings of the International Conference.7. Ingrid. Marseille. In this paper Daubechies reviews multiresolution analysis. and introduces the wavelet transform. the admissibility condition. No. and the fast wavelet transform algorithm for doing a multiresolution analysis using a wavelet basis. This paper provides a quick overview of wavelets and the fast wavelet transform.. and zero-crossings of multifrequency channels. The papers are organized into the five categories: Part Part Part Part Part I: Introduction to Wavelet Transforms II: Some Topics in Signal Analysis III: Wavelets and Signal Processing IV: Mathematics and Mathematical Physics V: Implementations Mathematical level-l through 5 [3] Daubechies. J. "Orthonormal Bases of Compactly Supported Wavelets." IEEE Transactions on Acoustics. and Signal Processing. Mathematicallevel-4 [4] Grossman. No. 1988. M. We found this paper to be a good introductory paper to the wavelet transform. et al. Combes. Mathematical level-5 [5] Mallat. It also contains and discusses some C code that implements a wavelet transform. and they prove that the wavelet transform is an isometry. A. Speech. This book presents some of the earlier papers in the development of wavelets. Vol. April 1992." Dr. Springer-Verlag. J. 15. its inverse. Vol. two dimensional wavelet transforms. "Decomposition of Hardy Functions into Square Integrable Wavelets of Constant Shape. No.References [1] Cody. pp. It then proceeds to discuss pyramidal multiresolution decompositions. and Morlet. S." Communications on Pure and Applied Mathematics. pp. This is the paper primarily responsible for the current interest in wavelet transforms. Vol. 37. 2091-2110. December 14-18. France. Dobb's Journal. Mathematical level-L [2] Wavelets: Time-Frequency Methods and Phase Space. 1987. She then demonstrates the classification of all orthonormal bases of wavelets with compact support. 723-736. 12. July 1984. Mathematical level-3 25 . pp. It starts by discussing multifrequency channel decompositions in psychophysics. 909-996. "Multifrequency Channel Decompositions of Images and Wavelet Models.

Vol. and Vetterli.4. March 1992. he discusses some of the technical conditions imposed upon the lowpass and bandpass filters necessary for them to correspond to the projection operators that generate the multiresolution analysis. 1992. G. "A Theory for Multiresolution Signal Decomposition: the Wavelet Representation. W. (Daubechies further discusses these conditions in her paper cited above). However." IEEE Transactions on Pattern Analysis and Machine Intellegence. Strang presents a brief mathematical introduction to multiresolution analysis and the fast wavelet tranform algorithm. O. No. S. M. They discuss the detection and measurement of oscillating and nonoscillating singularities and illustrate a technique for denoising a signal based upon its wavelet transform modulus local maxima. 31. July 1989. pp. eds. He concludes by discussing image processing applications of the wavelet transform and by giving an example of a multiresolution approximation. Mathematicallevel-3 [7] Mallat. "Singularity Detection and Processing with Wavelets. Ruskai. In this paper Mallat and Hwang discuss a means of using the wavelet transform to characterize the Lipschitz regularity of a function at a point. This book consists of a collection of papers organized into the categories Signal Analysis Numerical Analysis Other Applications Theoretical Developments and contains many of the more recent papers. pp.[6] Mallat. "Wavelets and Signal Processing. 614-627. This is an introductory paper to wavelet transforms.2.7. 674-693. B. The paper contains a relatively complete set of references that we found very useful. It well illustrates the difference between the short-time Fourier transform and the wavelet transform. the paper is rather terse in its explanations. Mathematical level-3 26 . December 1989. pp. Mallat here presents his O( n) algorithm for computing the fast wavelet transform. S." SIAM Review. L. Vol. 14-38." IEEE Signal Processing Magazine. No. Vol. Furthermore. Mathematicallevel-4 [8] Rioul. M. No. Jones and Bartlett. et al." IEEE Transactions on Injormation Theory. 617643. pp. "Wavelets and Dilation Equations: A Brief Introduction. 38. Mathematicallevel-2 [9] Wavelet and Their Applications. and Hwang. October 1991. 11. Mathematical level-3 through 5 [10] Strang.

[11] IEEE Transactions on Information Theory. Mathematicallevel-3 through 4 27 . It contains many recent papers on the applications of wavelets in information theory related areas. March 1992. Part II. No. Part II of this issue is dedicated to wavelets and their applications.2. 38. Vol.

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