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Hilbert Spaces
Vectors
C: set of complex numbers
R: set of real numbers
Z: set of integers
A vector x is a N-tuple
x = {x1 , x2 , . . . , xN }
(1)
contained in C N (or RN )
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Hilbert Spaces
Vector Spaces
A vector space is any subset E C N , coupled with addition and
multiplication operations, which satisfies:
commutation: x + y = y + x
association: (x + y) + z = x + (y + z); () x = (x)
distribution: (x + y) = x + y; ( + ) x = x + x
additive identity: there exists 0 E such that x + 0 = x
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Hilbert Spaces
Subspaces
A subspace is any set M E closed under addition and
multiplication:
x, y M x + y M
x M, C x M
(2)
(3)
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Hilbert Spaces
Bases
The vectors S = {x1 , x2 , . . . } are linearly independent if
X
i xi = 0
(5)
(6)
span (S) = E
the vectors of S are linearly independent
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Hilbert Spaces
Basis Expansion
A basis allows the representation, or expansion, of any vector in a
vector space using the basis vectors.
If S = {x1 , x2 , . . . } is a basis of E, and y E, then there exist
constants i C such that
X
y=
i xi .
(7)
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Hilbert Spaces
Inner Product
An inner product on vector space E is a function mapping
E E C such that
hx + y, zi = hx, zi + hy, zi
hx, yi = hx, yi
hx, yi = hy, xi
hx, xi 0 with equality only if x = 0
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Hilbert Spaces
Finite-Dimensional Spaces
N is finite: x = {x1 , x2 , . . . , xN } C N
The conventional inner product:
N
X
xi yi
(8)
v
u N
uX 2
kxk = t
|xi |
(9)
hx, yi =
i=1
i=1
Holds for
RN
also
(R3
is 3D Euclidean space)
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Hilbert Spaces
Square-Summable Sequences
Let x[n] be a discrete-time signal (sequence):
nZ
x[n] C,
(10)
n
(11)
Hilbert space 2 (Z) is the set of all sequences x[n] C such that
kxk <
(12)
p
hx, xi
X
x [n] y[n]
hx, yi =
(13)
where
kxk =
(14)
n=
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Hilbert Spaces
Square-Integrable Functions
Let f (t) be a continuous-time signal (function):
tR
f (t) C,
(15)
t
(16)
Hilbert space L2 (R) is the set of all functions f (t) such that
kfk <
(17)
p
hf, fi
Z
f (t)g(t) dt
hf, gi =
(18)
where
kfk =
(19)
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Hilbert Spaces
Orthonormal Bases
A vector x is normalized when
kxk = 1
An orthonormal set S = {xi } satisfies:
(
1, i = j,
hxi , xj i =
0, i 6= j
(20)
(21)
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Hilbert Spaces
Orthonormal Basis Expansion
If S = {xi } is an orthonormal basis of Hilbert space E, then, for all
y E,
X
y=
i xi
(22)
i
i = hxi , yi
(23)
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Finite-Length Sequences
Consider the Hilbert space C N of length-N sequenceswe will
look at two common bases for C N :
time basis
frequency basis
(24)
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1,
0,
n = m,
n 6= m
(25)
(26)
n=0
where 0 =
2
N
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N1
X
n=0
N1
X
m=0
[n m]x[n] = x[m]
x[m][n m] =
N1
X
m=0
h m , xim [n]
(28)
(29)
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h0 , xi0
x[n]
=
0
h1 , xi
| {z }
x[1]
x[n]
=
0
h2 , xi2
2 = [n 2]
h1 , xi1
1 = [n 1]
expanded as:
h0 , xi
| {z }
x[0]
h2 , xi
| {z }
x[2]
=
0
N
1
X
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N1
X
m=0
h m , xim [n]
(30)
N1
X
m=0
h m , xim [k]
(31)
h
i
where m [k] = F m [n] = ej0 mk support: all values of k
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1 ej0 nl
N
where 0 =
2
N
x[n]ej0 nl = N
l [n]x[n] = Nhl , xi
X[l] = F x[n] =
n=0
n=0
(32)
(33)
l=0
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N1
X
l=0
where l [n] =
1 ej0 nl
N
hl , xil [n]
(34)
N1
X
l=0
hl , xil [k]
(35)
h
i
where l [k] = F l [n] = N[k l] support: one value of k
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Time-basis Representation
m [n] = [n m], m [k] = ej0 mk
(corresponds to the natural time-domain representation)
Frequency-basis Representation
1
0
0
1
2
time
n
k
frequency
k
frequency
0
0
1
2
time
n
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Resolution
Resolution: the ability to distinguish between two closely located
signal features
Time resolution: n = time separation between bases
rt =
1
n
(36)
1
k
(37)
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Frequency-basis Representation
1
0
0
1
2
time
n
n = 1, k = N
rt = 1, rf = 1/N
k
frequency
k
frequency
0
0
1
2
time
n
n = N, k = 1
rt = 1/N, rf = 1
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rt =
1
t
rf =
(38)
=0
rt =
rf =
1
t
=0
(39)
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(t)2 =
R 2
t |(t)|2 dt
R
|(t)|2 dt
time domain
()2 =
2 |()|2 d
R
|()|2 d
(40)
frequency domain
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1
2
or rt rf 2
(41)
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(42)
Resolution:
= 0
t =
(43)
(44)
1
f (t) =
2
Z Z
R
S(, ), (t) d d
(45)
(46)
S(, ) = , , f
Z
,
(t)f (t) dt
=
ZR
f (t)g(t )ejt dt
=
(47)
Coefficients:
(48)
(49)
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Time:
Frequency:
|2 ,2 (t)|2
|1 ,1 (t)|2
|1 ,1 (t)|2
|2 ,2 (t)|2
t
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Narrow window
Wide window
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If S is an orthonormal basis:
Easy calculation of expansion coefficients:
i = h i , fi
(51)
Parsevals theorem:
kfk2 =
X
i
|i |2
(52)
Wavelet-Series Expansion
Wavelet-Series Expansion
Commonly called the discrete wavelet transform (DWT)
Expands a continuous-time function into coefficients which are
discrete in time and frequency:
XX
f (t) =
aj,k j,k (t)
(53)
k
time: k Z
frequency: j Z
Wavelet-Series Expansion
for j, k Z
(54)
(55)
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Wavelet-Series Expansion
Scaling and Translation
(t)
j=0
j=1
j=2
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Wavelet-Series Expansion
Scaling and Translation
k controls displacement of j,k (t) in time
j is the scaleincreasing j yields:
When j is large:
When j is small:
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frequency
time
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Summary
j,k , f j,k (t)
f (t) =
k
(56)
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