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Pierre Carrier
Wavelets
Daubechies
Unique solution
for polynomial with
|z| >1 (z complex)
✔Orthogonal
✔Using conditions of Orthogonality (on h and g) + conditions on symbols
✗Cannot have compact support, symmetric and orthogonality at the same
time for finite length finite impulse response (FIR).
e.g., existence of wrapping rows (periodicity of filter)
➢Coiflets, Biorthogonal filter, jpeg2000.
Wavelets
Coiflet Daubechies
✔Orthogonal
✔Conditions on symbols only
✗Compact support but non-symmetric for finite length finite impulse
response (FIR). e.g., existence of wrapping rows (periodicity of filter)
➢Coiflets, Biorthogonal filter, jpeg2000.
Orthogonality
Symbols
Derivatives of symbols
➢Coiflets, Biorthogonal filter, jpeg2000.
Orthogonality
Symbols
Derivatives of symbols
Find a system of equations on the symbols only that replaces orthogonality conditions
Why? get rid of conditions resulting directly from the transform matrix (on the h's)
(Uniformity of the conditions)
In fact, Coifman wavelets (or “Coiflets”) corresponds to one equation that replaces
the set of 4 equations above.
Coiflets:
Wavelets
Coiflet Daubechies
✔Orthogonal
✔Conditions on symbols only
✗compact support and non-symmetric for finite length finite impulse
response (FIR). e.g., existence of wrapping rows (periodicity of signal)
➢Coiflets, Biorthogonal filter, jpeg2000.
Important theorem
(constraint on wavelet construction):
If the wavelet and scaling functions
are orthogonal with compact support,
and at least one of the two functions
is symmetric or antisymmetric, then
it must be the Haar wavelet.
Proof in Ten Lectures on Wavelets
From” Wavelets and Other Orthogonal System”, Walter & Shen
by Daubechies, chapter 8.
Bi-orthogonal Wavelets
Coiflet Daubechies
wavelets
✔Almost Orthogonal
✔Conditions on symbols only
✗compact support and symmetric for finite length finite impulse response
(FIR). Can reduce wrapping rows (by making the signal periodic)
➢Coiflets, Biorthogonal filter, jpeg2000.
Orthogonality
Symbols
Derivatives of symbols
➢Coiflets, Biorthogonal filter, jpeg2000.
Biorthogonal filters:
Symbols
For Coiflets, we saw that the construction is based on orthogonality conditions on H and G:
One can show (Van Fleet, pages 356 and on) that this condition above (for Coiflets) can be
extended to bi-orthogonal wavelets, with
Biorthogonal definition:
The condition on g (and its tilde) is related to h (and its tilde) in a similar way
as for Coiflets:
tilde
Remark 1: the 2 sets of approximations h and its tilde can be (or are usually) of different length
[it is similar to (but not equal to) combining Daub-02 with Daub-06]
Remark 2: The length is not necessarily even (unlike Daubechies-02, 04, 06,...)
Remark 3: There exist extensive conditions on the index of the filters (Van Fleet, page 366)
Remark 4: biorthogonality does not automatically imply symmetry (p. 361),
but some biorthogonal wavelets can be made symmetric
➢Coiflets, Biorthogonal filter, jpeg2000.
Daubechies (SIAM J. Math Anal, 24 499, 1993) suggested to choose
one filter (the tilde) and to deduce the other one from the condition
Find:
Example: N = N = 2:
Given:
Find:
However, instead of fixing H and then finding H as in the biorthogonal case, in the
CDF9/7 both H and H are assumed to have the form:
Given:
Given:
Then we search for the polynomials p and p such that the following product is satisfied:
Find:
with
Cohen-Daubechies-Fauveau: CDF9/7
http://www.jpeg.org/jpeg2000/index.html
also other litigations with Lucent and Phillips, apparently. This concerns jpeg itself.
However,...
: JPEG2000: “The up and coming JPEG 2000 standard has been prepared along these lines, and
agreement reached with over 20 large organisations holding many patents in this area to allow use of
their intellectual property in connection with the standard without payment of license fees or royalties.”
The main difference with Daubechies is that Daubechies are even length filters only,
while in the case of biorthogonal filters the length can be odd or even, and both lengths
differ [e.g., (5,3), (9,7), (8,4), etc]
There is also a version(page 435-457) that takes into account the symmetry of the
coefficients so as to avoid periodicity (the wrapping rows).
This is the main reason for inventing (M,N)-biorthogonal filters:
Problem:
One cannot have compact support with symmetric and orthogonal wavelet, except for Haar
See K. Fritz, Theorem 1.35 or Daubechies' Ten lectures on wavelets chapter 8
SCALAR wavelets
Bi-orthogonal Wavelets
Coiflet Daubechies
wavelets
Consequence:
One needs to trade the following 3 properties, for generalizing Haar wavelet:
Daubechies wavelets:
Real solution are always non-symmetric;
Imaginary solutions can be made symmetric
Complex Daubechies
Bi-orthogonal Wavelets
Coiflet Daubechies
wavelets
See also
W. Lawton
IEEE trans Signal Proc.,
41, 3566 (1993)
➢Complex Daubechies and extention to higher dimension filters. WHY?
Im{z} y
n
R
Re{z} x
Balanced multiwavelets
Complex Daubechies
Bi-orthogonal Wavelets
Coiflet Daubechies
wavelets
Lawton, Lee, & Shen, An Algorithm for Matrix Extension and Wavelet Construction,
Math. Comput. 65, 723 (1996)
Lebrun & Vetterli, High-Order Balanced Multiwavelets: Theory, Factorization, & Design
IEEE Trans. Signal Proces. 49, 1918 (2001)
➢Complex Daubechies and extention to higher dimension filters. WHY?
Multiwavelets
2
B. Alpert, A Class of Bases in L for the Sparse Representation of Integral Operators
SIAM J. Math. Anal. 24, 246 (1993)
➢Complex Daubechies and extention to higher dimension filters. WHY?
It turns out that all the wavelets approaches (applied to signal processing or integration)
are related to the same theory, now called multiwavelets
Remark: multiwavelets can also be made bi-orthogonal multiwavelets,
which is the most general case.
Multiwavelets
Balanced multiwavelets
Complex Daubechies
Bi-orthogonal Wavelets
Coiflet Daubechies
wavelets
✔Orthogonal
✔Compact support FIR
✔Discontinuous (similar to Haar)
✔Lead to sparse matrices with small norm (effectively sparse) SCALAR wavelets
✔Simple construction and flexible (explicitly uses vanishing moments) VECTOR wavelets
✔Scaling function symmetric; multiwavelets (anti-)symmetric
Wavelets: algorithms and applications
Pierre Carrier
Schroedinger equation:
Pendulum: That's an
Eigenvalue problem
Potential high;
kinetic low Atoms act the same way
as a pendulum
[think of magnetic resonance
Potential low; imaging (MRI) in medicine]
kinetic high
Density functional theory is a simplification of this “many-body” (electrons) problem where you
use the density as the unknown variable. Walter Kohn, Nobel Prize in Chemistry, 1998
➢Digression on quantum mechanics and operators (eigenvalue problems)
Schroedinger equation:
The formal solution using Green's function is Fredholm of the second kind:
eigenvector
The formal solution using Green's function is Fredholm of the second kind:
eigenvector
Discretization
kernel
➢Digression on quantum mechanics and operators (eigenvalue problems)
kernel
➢Digression on quantum mechanics and operators (eigenvalue problems)
Daubechies' wavelets are not easily applicable because it does not form a bases;
it's a scalar function, a unique function.
kernel
Multiwavelets were invented in that context: find an orthogonal basis with vanishing moments.
Wavelets: algorithms and applications
Pierre Carrier
2
B. Alpert, A Class of Bases in L for the Sparse Representation of Integral Operators
SIAM J. Math. Anal. 24, 246 (1993)
B. Alpert, G. Belkin, D. Gines, & L. Vozovoi, Adaptive Solution of PDE in multiwavelet bases
J. Comput. Phys. 182, 149 (2002)
Scaling and wavelet functions are unknown. Scaling and wavelet functions are given.
Define “symbol” (Fourier series of h, g) where Use vanishing moments condition and
vanishing moments and ortho. are implicitly satisfied orthogonality explicitly (Gauss-Legendre)
(through the definition of symbols and derivatives),
then deduce h and g, the coefficients then deduce h and g, the coefficients
➢Multiwavelets using Legendre and interpolating polynomials
Orthogonality
Vanishing moments
➢Multiwavelets using Legendre and interpolating polynomials
Scaling function
Wavelet function
➢Multiwavelets using Legendre and interpolating polynomials
Scaling function
Wavelet function
[0,1/2] [1/2,1]
Scaling function
Wavelet function
➢Multiwavelets using Legendre and interpolating polynomials
To get the coefficients (matrices) h and g , one multiplies both sides of the equation by the
ij ij
function of interest on the R.H.S. Then integrate and use orthogonality conditions between
each function.
➢Multiwavelets using Legendre and interpolating polynomials
Solution:
example:
Legendre
scaling function:
➢Multiwavelets using Legendre and interpolating polynomials
Complete closed scheme:
Scaling matrix
Legendre
scaling function:
➢Multiwavelets using Legendre and interpolating polynomials
Complete closed scheme:
Legendre
scaling function:
➢Multiwavelets using Legendre and interpolating polynomials
Complete closed scheme:
Legendre
scaling function:
➢Multiwavelets using Legendre and interpolating polynomials
Complete closed scheme:
➢Multiwavelets using Legendre and interpolating polynomials
Complete closed scheme:
Multiwavelet matrix
➢Multiwavelets using Legendre and interpolating polynomials
Complete closed scheme:
multiwavelet function:
multiwavelet function:
multiwavelet function:
multiwavelet function:
multiwavelet function:
2
B. Alpert, A Class of Bases in L for the Sparse Representation of Integral Operators
SIAM J. Math. Anal. 24, 246 (1993)
➢Multiwavelets using Legendre polynomials