Wavelet transform

In mathematics, a wavelet series is a representation of

a square-integrable (real- or complex-valued) function
by a certain orthonormal series generated by a wavelet.
This article provides a formal, mathematical definition
of an orthonormal wavelet and of the integral
wavelet transform.[1][2][3][4][5]

Definition
A function is called an orthonormal
wavelet if it can be used to define a Hilbert basis, that
is a complete orthonormal system, for the Hilbert space
of square integrable functions.

The Hilbert basis is constructed as the family of

functions by means of dyadic An example of the 2D discrete wavelet transform
translations and dilations of , that is used in JPEG2000.

for integers .

If under the standard inner product on ,

this family is orthonormal, it is an orthonormal system:

where is the Kronecker delta.

Completeness is satisfied if every function may be expanded in the basis as

with convergence of the series understood to be convergence in norm. Such a representation of f is known
as a wavelet series. This implies that an orthonormal wavelet is self-dual.

The integral wavelet transform is the integral transform defined as

The wavelet coefficients are then given by

Here, is called the binary dilation or dyadic dilation, and is the binary or dyadic
position.

Principle
The fundamental idea of wavelet transforms is that the transformation should allow only changes in time
extension, but not shape. This is achieved by choosing suitable basis functions that allow for this. Changes
in the time extension are expected to conform to the corresponding analysis frequency of the basis function.
Based on the uncertainty principle of signal processing,

where represents time and angular frequency ( , where is ordinary frequency).

The higher the required resolution in time, the lower the resolution in frequency has to be. The larger the
extension of the analysis windows is chosen, the larger is the value of .

When is large,

1. Bad time resolution

2. Good frequency resolution
3. Low frequency, large scaling
factor

When is small

1. Good time resolution

2. Bad frequency resolution
3. High frequency, small scaling factor

In other words, the basis function can be regarded as an impulse response of a system with which the
function has been filtered. The transformed signal provides information about the time and the
frequency. Therefore, wavelet-transformation contains information similar to the short-time-Fourier-
transformation, but with additional special properties of the wavelets, which show up at the resolution in
time at higher analysis frequencies of the basis function. The difference in time resolution at ascending
frequencies for the Fourier transform and the wavelet transform is shown below. Note however, that the
frequency resolution is decreasing for increasing frequencies while the temporal resolution increases. This
consequence of the Fourier uncertainty principle is not correctly displayed in the Figure.
This shows that wavelet transformation is good in time resolution of high frequencies, while for slowly
varying functions, the frequency resolution is remarkable.

Another example: The analysis of three superposed sinusoidal signals

with STFT and wavelet-transformation.

Wavelet compression
Wavelet compression is a form of data compression well suited for image compression (sometimes also
video compression and audio compression). Notable implementations are JPEG 2000, DjVu and ECW for
still images, JPEG XS, CineForm, and the BBC's Dirac. The goal is to store image data in as little space as
possible in a file. Wavelet compression can be either lossless or lossy.[6]

Using a wavelet transform, the wavelet compression methods are adequate for representing transients, such
as percussion sounds in audio, or high-frequency components in two-dimensional images, for example an
image of stars on a night sky. This means that the transient elements of a data signal can be represented by a
smaller amount of information than would be the case if some other transform, such as the more widespread
discrete cosine transform, had been used.

Discrete wavelet transform has been successfully applied for the compression of electrocardiograph (ECG)
signals[7] In this work, the high correlation between the corresponding wavelet coefficients of signals of
successive cardiac cycles is utilized employing linear prediction.

Wavelet compression is not effective for all kinds of data. Wavelet compression handles transient signals
well. But smooth, periodic signals are better compressed using other methods, particularly traditional
harmonic analysis in the frequency domain with Fourier-related transforms. Compressing data that has both
transient and periodic characteristics may be done with hybrid techniques that use wavelets along with
traditional harmonic analysis. For example, the Vorbis audio codec primarily uses the modified discrete
cosine transform to compress audio (which is generally smooth and periodic), however allows the addition
of a hybrid wavelet filter bank for improved reproduction of transients.[8]
See Diary Of An x264 Developer: The problems with wavelets (https://web.archive.org/web/20100228145
846/http://x264dev.multimedia.cx/?p=317) (2010) for discussion of practical issues of current methods
using wavelets for video compression.

Method

First a wavelet transform is applied. This produces as many coefficients as there are pixels in the image
(i.e., there is no compression yet since it is only a transform). These coefficients can then be compressed
more easily because the information is statistically concentrated in just a few coefficients. This principle is
called transform coding. After that, the coefficients are quantized and the quantized values are entropy
encoded and/or run length encoded.

A few 1D and 2D applications of wavelet compression use a technique called "wavelet footprints".[9][10]

Evaluation

Requirement for image compression

For most natural images, the spectrum density of lower frequency is higher.[11] As a result, information of
the low frequency signal (reference signal) is generally preserved, while the information in the detail signal
is discarded. From the perspective of image compression and reconstruction, a wavelet should meet the
following criteria while performing image compression:

Being able to transform more original image into the reference signal.
Highest fidelity reconstruction based on the reference signal.
Should not lead to artifacts in the image reconstructed from the reference signal alone.

Requirement for shift variance and ringing behavior

Wavelet image compression system involves filters and decimation, so it can be described as a linear shift-
variant system. A typical wavelet transformation diagram is displayed below:

The transformation system contains two analysis filters (a low pass filter and a high pass filter
), a decimation process, an interpolation process, and two synthesis filters ( and ). The
compression and reconstruction system generally involves low frequency components, which is the
analysis filters for image compression and the synthesis filters for reconstruction. To evaluate
such system, we can input an impulse and observe its reconstruction ; The optimal
wavelet are those who bring minimum shift variance and sidelobe to . Even though wavelet
with strict shift variance is not realistic, it is possible to select wavelet with only slight shift variance. For
example, we can compare the shift variance of two filters:[12]
 Biorthogonal filters for wavelet image compression
Length Filter coefficients Regularity

H0 9 .852699, .377402, -.110624, -.023849, .037828 1.068

Wavelet filter 1
G0 7 .788486, .418092, -.040689, -.064539 1.701
H0 6 .788486, .047699, -.129078 0.701
Wavelet filter 2
G0 10 .615051, .133389, -.067237, .006989, .018914 2.068

By observing the impulse responses of the two filters, we can conclude that the second filter is less sensitive
to the input location (i.e. it is less shift variant).

Another important issue for image compression and reconstruction is the system's oscillatory behavior,
which might lead to severe undesired artifacts in the reconstructed image. To achieve this, the wavelet
filters should have a large peak to sidelobe ratio.

So far we have discussed about one-dimension transformation of the image compression system. This issue
can be extended to two dimension, while a more general term - shiftable multiscale transforms - is
proposed.[13]

Derivation of impulse response

As mentioned earlier, impulse response can be used to evaluate the image compression/reconstruction
system.

For the input sequence , the reference signal after one level of decomposition is
goes through decimation by a factor of two, while is a low pass filter. Similarly, the
next reference signal is obtained by goes through decimation by a factor of two.
After L levels of decomposition (and decimation), the analysis response is obtained by retaining one out of
every samples: .

On the other hand, to reconstruct the signal x(n), we can consider a reference signal .
If the detail signals are equal to zero for , then the reference signal at the previous stage (
stage) is , which is obtained by interpolating and convoluting with
. Similarly, the procedure is iterated to obtain the reference signal at stage
. After L iterations, the synthesis impulse response is calculated:
, which relates the reference signal and the reconstructed signal.

To obtain the overall L level analysis/synthesis system, the analysis and synthesis responses are combined
as below:

.
Finally, the peak to first sidelobe ratio and the average second sidelobe of the overall impulse response
can be used to evaluate the wavelet image compression performance.

Comparison with Fourier transform and time-frequency analysis

Transform Representation Input

Fourier transform  : frequency

Time–frequency analysis time; frequency

Wavelet transform scaling ; time shift factor

Wavelets have some slight benefits over Fourier transforms in reducing computations when examining
specific frequencies. However, they are rarely more sensitive, and indeed, the common Morlet wavelet is
mathematically identical to a short-time Fourier transform using a Gaussian window function.[14] The
exception is when searching for signals of a known, non-sinusoidal shape (e.g., heartbeats); in that case,
using matched wavelets can outperform standard STFT/Morlet analyses.[15]

Other practical applications

The wavelet transform can provide us with the frequency of the signals and the time associated to those
frequencies, making it very convenient for its application in numerous fields. For instance, signal
processing of accelerations for gait analysis,[16] for fault detection,[17] for design of low power pacemakers
and also in ultra-wideband (UWB) wireless communications.[18][19][20]

1. Discretizing of the axis

Applied the following discretization of frequency and time:

Leading to wavelets of the form, the discrete formula for the basis wavelet:

Such discrete wavelets can be used for the transformation:

2. Implementation via the FFT (fast Fourier transform)

As apparent from wavelet-transformation representation (shown below)

 where is scaling factor, represents time shift factor

and as already mentioned in this context, the wavelet-transformation corresponds to a

convolution of a function and a wavelet-function. A convolution can be implemented as
a multiplication in the frequency domain. With this the following approach of implementation
results into:

Fourier-transformation of signal with the FFT

Selection of a discrete scaling factor
Scaling of the wavelet-basis-function by this factor and subsequent FFT of this
function
Multiplication with the transformed signal YFFT of the first step
Inverse transformation of the product into the time domain results in for different
discrete values of and a discrete value of
Back to the second step, until all discrete scaling values for are processed
There are many different types of wavelet transforms for specific purposes. See also a full
list of wavelet-related transforms but the common ones are listed below: Mexican hat
wavelet, Haar Wavelet, Daubechies wavelet, triangular wavelet.

Time-causal wavelets
For processing temporal signals in real time, it is essential that the wavelet filters do not access signal values
from the future as well as that minimal temporal latencies can be obtained. Time-causal wavelets
representations have been developed by Szu et al [21] and Lindeberg,[22] with the latter method also
involving a memory-efficient time-recursive implementation.

Synchro-squeezed transform
Synchro-squeezed transform can significantly enhance temporal and frequency resolution of time-
frequency representation obtained using conventional wavelet transform.[23][24]

See also
Continuous wavelet transform
Discrete wavelet transform
Complex wavelet transform
Constant-Q transform
Stationary wavelet transform
Dual wavelet
Least-squares spectral analysis
Multiresolution analysis
MrSID, the image format developed from original wavelet compression research at Los
Alamos National Laboratory (LANL)
 ECW, a wavelet-based geospatial image format designed for speed and processing
efficiency
JPEG 2000, a wavelet-based image compression standard
DjVu format uses wavelet-based IW44 algorithm for image compression
scaleograms, a type of spectrogram generated using wavelets instead of a short-time
Fourier transform
Wavelet
Haar wavelet
Daubechies wavelet
Binomial QMF (also known as Daubechies wavelet)
Morlet wavelet
Gabor wavelet
Chirplet transform
Time–frequency representation
S transform
Set partitioning in hierarchical trees
Short-time Fourier transform
Biorthogonal nearly coiflet basis, which shows that wavelet for image compression can also
be nearly coiflet (nearly orthogonal).

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[1]

External links
Amara Graps (June 1995). "An Introduction to Wavelets" (http://dl.acm.org/citation.cfm?id=61
5342). IEEE Computational Science & Engineering. 2 (2): 50–61. doi:10.1109/99.388960 (ht
tps://doi.org/10.1109%2F99.388960).
Robi Polikar (2001-01-12). "The Wavelet Tutorial" (http://users.rowan.edu/~polikar/WTtutoria
l.html).
Concise Introduction to Wavelets (https://www.scribd.com/document/436856865/Concise-Int
roduction-to-Wavelets) by René Puschinger
1. Prasad, Akhilesh; Maan, Jeetendrasingh; Verma, Sandeep Kumar (2021). "Wavelet
transforms associated with the index Whittaker transform" (https://onlinelibrary.wiley.com/doi/
abs/10.1002/mma.7440). Mathematical Methods in the Applied Sciences. 44 (13): 10734–
10752. Bibcode:2021MMAS...4410734P (https://ui.adsabs.harvard.edu/abs/2021MMAS...44
10734P). doi:10.1002/mma.7440 (https://doi.org/10.1002%2Fmma.7440). ISSN 1099-1476
(https://www.worldcat.org/issn/1099-1476). S2CID 235556542 (https://api.semanticscholar.or
g/CorpusID:235556542).

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