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Fast Wavelet Transform

The fast wavelet transform is an algorithm that converts a signal from the time domain to wavelet coefficients based on an orthogonal basis of wavelets. It allows for efficient computation of wavelet coefficients from one scale to the next without directly computing inner products. The algorithm was introduced in 1989 and uses a multiresolution analysis with scaling functions to project the signal onto orthogonal subspaces with different sampling rates. It recursively applies a wavelet filter bank to compute wavelet coefficients from coarse to fine scales through convolution and decimation operations.

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89 views4 pages

Fast Wavelet Transform

The fast wavelet transform is an algorithm that converts a signal from the time domain to wavelet coefficients based on an orthogonal basis of wavelets. It allows for efficient computation of wavelet coefficients from one scale to the next without directly computing inner products. The algorithm was introduced in 1989 and uses a multiresolution analysis with scaling functions to project the signal onto orthogonal subspaces with different sampling rates. It recursively applies a wavelet filter bank to compute wavelet coefficients from coarse to fine scales through convolution and decimation operations.

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Fast wavelet transform

The fast wavelet transform is a mathematical algorithm designed to turn a waveform or signal in the time
domain into a sequence of coefficients based on an orthogonal basis of small finite waves, or wavelets. The
transform can be easily extended to multidimensional signals, such as images, where the time domain is
replaced with the space domain. This algorithm was introduced in 1989 by Stéphane Mallat.[1]

It has as theoretical foundation the device of a finitely generated, orthogonal multiresolution analysis
(MRA). In the terms given there, one selects a sampling scale J with sampling rate of 2J per unit interval,
and projects the given signal f onto the space ; in theory by computing the scalar products

where is the scaling function of the chosen wavelet transform; in practice by any suitable sampling
procedure under the condition that the signal is highly oversampled, so

is the orthogonal projection or at least some good approximation of the original signal in .

The MRA is characterised by its scaling sequence

or, as Z-transform,

and its wavelet sequence

or

(some coefficients might be zero). Those allow to compute the wavelet coefficients , at least some
range k=M,...,J-1, without having to approximate the integrals in the corresponding scalar products.
Instead, one can directly, with the help of convolution and decimation operators, compute those coefficients
from the first approximation .

Forward DWT
For the discrete wavelet transform (DWT), one computes recursively, starting with the coefficient sequence
and counting down from k = J - 1 to some M < J,

or

and
or

single application of a wavelet filter bank, with filters g=a*, h=b*

for k=J-1,J-2,...,M and all . In the Z-transform notation:

The downsampling
operator reduces an
infinite sequence, given
by its Z-transform, which
is simply a Laurent
series, to the sequence of
the coefficients with even
indices, recursive application of the filter bank
.

The starred Laurent-polynomial denotes the adjoint filter, it has time-reversed

adjoint coefficients, . (The adjoint of a real number being the

number itself, of a complex number its conjugate, of a real matrix the transposed
matrix, of a complex matrix its hermitian adjoint).
Multiplication is polynomial multiplication, which is equivalent to the convolution of the
coefficient sequences.

It follows that

is the orthogonal projection of the original signal f or at least of the first approximation onto the
k
subspace , that is, with sampling rate of 2 per unit interval. The difference to the first approximation is
given by

where the difference or detail signals are computed from the detail coefficients as

with denoting the mother wavelet of the wavelet transform.

Inverse DWT
Given the coefficient sequence for some M < J and all the difference sequences , k = M,...,J − 1,
one computes recursively

or

for k = J − 1,J − 2,...,M and all . In the Z-transform notation:

The upsampling operator creates zero-filled holes inside a given sequence. That
is, every second element of the resulting sequence is an element of the given
sequence, every other second element is zero or . This linear

operator is, in the Hilbert space , the adjoint to the downsampling operator
.

See also
Lifting scheme
Fast Fourier transform

References
1. "Fast Wavelet Transform (FWT) Algorithm" (https://www.mathworks.com/help/wavelet/ug/fast
-wavelet-transform-fwt-algorithm.html?requestedDomain=true). MathWorks. Retrieved
2018-02-20.

S.G. Mallat "A Theory for Multiresolution Signal Decomposition: The Wavelet
Representation" IEEE Transactions on Pattern Analysis and Machine Intelligence, vol. 2, no.
7. July 1989.
I. Daubechies, Ten Lectures on Wavelets. SIAM, 1992.
A.N. Akansu Multiplierless Suboptimal PR-QMF Design Proc. SPIE 1818, Visual
Communications and Image Processing, p. 723, November, 1992
A.N. Akansu Multiplierless 2-band Perfect Reconstruction Quadrature Mirror Filter (PR-QMF)
Banks US Patent 5,420,891, 1995
A.N. Akansu Multiplierless PR Quadrature Mirror Filters for Subband Image Coding IEEE
Trans. Image Processing, p. 1359, September 1996
M.J. Mohlenkamp, M.C. Pereyra Wavelets, Their Friends, and What They Can Do for You
(2008 EMS) p. 38
B.B. Hubbard The World According to Wavelets: The Story of a Mathematical Technique in
the Making (1998 Peters) p. 184
S.G. Mallat A Wavelet Tour of Signal Processing (1999 Academic Press) p. 255
A. Teolis Computational Signal Processing with Wavelets (1998 Birkhäuser) p. 116
Y. Nievergelt Wavelets Made Easy (1999 Springer) p. 95

Further reading
G. Beylkin, R. Coifman, V. Rokhlin, "Fast wavelet transforms and numerical algorithms" Comm. Pure
Appl. Math., 44 (1991) pp. 141–183 doi:10.1002/cpa.3160440202 (https://doi.org/10.1002%2Fcpa.316044
0202) (This article has been cited over 2400 times.)

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