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WAVELET TRANSFORM WAVELET TRANSFORM

WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

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Page 1: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

WAVELET TRANSFORMWAVELET TRANSFORM

Page 2: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

OVERVIEW• Wavelet

– A small wave• Wavelet Transforms

– The wavelet transform is a tool that cuts up data, functions or operators into different frequency components, and then studies each component with a resolution matched to its scale”

– Convert a signal into a series of wavelets– Provide a way for analyzing waveforms, bounded in both

frequency and duration– Allow signals to be stored more efficiently than by Fourier

transform– Be able to better approximate real-world signals– Well-suited for approximating data with sharp

discontinuities• “Microscope”

– Notice gross features with a large "window“– Notice small features with a small

Page 3: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

Historical Development• Pre-1930

– Joseph Fourier (1807) with his theories of frequency analysis

– Haar (1909)• The 1950 - 1970s

– Using scale-varying basis functions; computing the energy of a function

– George Zweig, Jean Morlet, Alex Grossmann, Guido WeisS

• Post-1980– Yves Meyer, Stephane Mallat, Ingrid Daubechies, – Ronald Coifman, Victor Wickerhauser, Martin Vetterli, PP

Vaidyanathan, …

Page 4: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

Application Domain

• Science– Geology (Morlet is a geophysicist working on

oil prospection)– Physics (I. Daubecies’ original motivation)

• Engineering– Signal processing, computer vision/graphics,

network modeling, signal modulation, financial engineering, chemical engineering

Page 5: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

WAVELET APPLICATIONS• Typical Application Fields

– Astronomy, acoustics, nuclear engineering, sub-band coding, signal and image processing, neurophysiology, music, magnetic resonance imaging, speech discrimination, optics, fractals, turbulence, earthquake-prediction, radar, human vision, and pure mathematics applications

• Sample Applications– Identifying pure frequencies– De-noising signals– Detecting discontinuities and breakdown points– Detecting self-similarity– Compressing images

Page 6: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

Mathematical Transformation

• Why– To obtain a further information from the signal that is

not readily available in the raw signal.• Raw Signal

– Normally the time-domain signal• Processed Signal

– A signal that has been "transformed" by any of the available mathematical transformations

• Fourier Transformation– The most popular transformation

Page 7: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

FREQUENCY ANALYSIS

• Frequency Spectrum– Be basically the frequency components (spectral

components) of that signal– Show what frequencies exists in the signal

• Fourier Transform (FT)– One way to find the frequency content– Tells how much of each frequency exists in a signal

( ) ( ) knN

N

nWnxkX ⋅+=+ ∑

=

1

011

( ) ( ) knN

N

k

WkXN

nx −−

=∑ ⋅+=+

1

0

111

⎟⎠⎞

⎜⎝⎛−

= Nj

N ewπ2

( ) ( ) dtetxfX ftjπ2−∞

∞−

⋅= ∫

( ) ( ) dfefXtx ftjπ2⋅= ∫∞

∞−

Page 8: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

STATIONARITY OF SIGNAL

• Stationary Signal– Signals with frequency content unchanged in

time– All frequency components exist at all times

• Non-stationary Signal– Frequency changes in time– One example: the “Chirp Signal”

Page 9: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

STATIONARITY OF SIGNAL

0 0 . 2 0 . 4 0 . 6 0 . 8 1- 3

- 2

- 1

0

1

2

3

0 5 1 0 1 5 2 0 2 50

1 0 0

2 0 0

3 0 0

4 0 0

5 0 0

6 0 0

Time

Mag

nitu

de M

agni

tud

e

Frequency (Hz)

2 Hz + 10 Hz + 20Hz

Stationary

0 0 . 5 1- 1

- 0 . 8

- 0 . 6

- 0 . 4

- 0 . 2

0

0 . 2

0 . 4

0 . 6

0 . 8

1

0 5 1 0 1 5 2 0 2 50

5 0

1 0 0

1 5 0

2 0 0

2 5 0

Time

Mag

nitu

de Mag

nitu

de

Frequency (Hz)

Non-Stationary

0.0-0.4: 2 Hz + 0.4-0.7: 10 Hz + 0.7-1.0: 20Hz

Page 10: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

CHIRP SIGNALS

0 0.5 1-1

-0.8

-0.6

-0.4

-0.2

0

0.2

0.4

0.6

0.8

1

0 5 10 15 20 250

50

100

150

Time

Mag

nitu

de Mag

nitu

de

Frequency (Hz)0 0.5 1

-1

-0.8

-0.6

-0.4

-0.2

0

0.2

0.4

0.6

0.8

1

0 5 10 15 20 250

50

100

150

Time

Mag

nitu

de Mag

nitu

de

Frequency (Hz)

Different in Time DomainFrequency: 2 Hz to 20 Hz Frequency: 20 Hz to 2 Hz

Same in Frequency Domain

At what time the frequency components occur? FT can not tell!At what time the frequency components occur? FT can not tell!

Page 11: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

NOTHING MORE, NOTHING LESS

• FT Only Gives what Frequency Components Exist in the Signal

• The Time and Frequency Information can not be Seen at the Same Time

• Time-frequency Representation of the Signal is Needed

ONE EARLIER SOLUTION: SHORT-TIME FOURIER TRANSFORM (STFT)

Most of Transportation Signals are Non-Stationary.(We need to know Whether and also When an incident was

happened)

Page 12: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

SFORT TIME FOURIER TRANSFORM (STFT)

• Dennis Gabor (1946) Used STFT– To analyze only a small section of the signal at a time

-- a technique called Windowing the Signal.• The Segment of Signal is Assumed Stationary • A 3D transform

( )( ) ( ) ( )[ ] dtetttxft ftj

t

π−ω •′−ω•=′ ∫ 2*X ,STFT

( ) functionwindowthe:tω

A function of time and frequency

Page 13: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

STFT - Disadvantages•• Heisenberg Principle :Heisenberg Principle :--

One can not get infinite time and frequency resolution beyond Heisenberg’s Limit

•• Trade offs :Trade offs :• Wider window

Good frequency resolution , Poor time resolution

• Narrower windowGood time resolution , Poor frequency resolution

π41. ≥ΔΔ ft

Page 14: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

DRAWBACKS OF STFT• Unchanged Window• Dilemma of Resolution

– Narrow window -> poor frequency resolution – Wide window -> poor time resolution

• Heisenberg Uncertainty Principle– Cannot know what frequency exists at what time intervals

Via Narrow Window Via Wide Window

Source: Bhushan D Patil, Indian Institute of Technology, Bombay, India.

Page 15: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

Heisenberg Uncertainty• In quantum mechanics, the Heisenberg uncertainty

principle states that certain pairs of physical properties, like position and momentum, cannot both be known to arbitrary precision. That is, the more precisely one property is known, the less precisely the other can be known. This statement has been interpreted in two different ways. According to Heisenberg its meaning is that it is impossible to determine simultaneously both the position and velocity of an electron or any other particle with any degree of accuracy or certainty.

• Dalam mekanika kuantum, prinsip ketidakpastian Heisenberg menyatakan bahwa pasangan tertentu dari sifat fisik, sepertiposisi dan momentum, tidak dapat diketahui baik secarapasti. Artinya, lebih tepat satu properti yang diketahui, yang kurang tepat dapat diketahui lain. Pernyataan ini telahditafsirkan dalam dua cara yang berbeda. MenurutHeisenberg artinya bahwa tidak mungkin untuk menentukansecara simultan baik posisi dan kecepatan elektron ataupartikel lainnya dengan tingkat ketepatan atau kepastian.

Page 16: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

MULTIRESOLUTION ANALYSIS (MRA)

• Wavelet Transform– An alternative approach to the short time Fourier

transform to overcome the resolution problem – Similar to STFT: signal is multiplied with a function

• Multiresolution Analysis– Analyze the signal at different frequencies with

different resolutions– Good time resolution and poor frequency resolution at

high frequencies– Good frequency resolution and poor time resolution at

low frequencies– More suitable for short duration of higher frequency;

and longer duration of lower frequency components

Page 17: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

PRINCIPLES OF WAELET TRANSFORM

• Split Up the Signal into a Bunch of Signals• Representing the Same Signal, but all

Corresponding to Different Frequency Bands

• Only Providing What Frequency Bands Exists at What Time Intervals

Page 18: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

• Mother wavelet 1st derivative of Gaussian function (DOG)– WT of signal with Gaussian wavelet ψ(t) is the derivative of

signal smoothed by Gaussian window θ(t).– Zero-crossings in WT maxima or minima signal.– Maxima or minima in WT point of inflection in signal

Continuous Wavelet transform

Page 19: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

τσ

τψτσ

σ dtftWf )()(1),( ∫∞

∞−

−=

2=σ

4=σ

8=σ

16=σ

32=σ

ECG

Source:ECG/Wavelet/HMM/WTSign/T&R/Conc, IDEE, Mastricht Inst.

Continuous Wavelet transform

Page 20: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

time

time

freq

uen

cy

Continuous Wavelet transform

Absolute value of wavelet coefficient

Captures frequency changes through timeSource:Morten Maruf, Technical University of Denmark, 2006.

Page 21: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

epoc

h

chan

nel

time-frequency

epoc

h

chan

nel

time

epochtimechannel ××X epochfrequencytimechannel ×−×X

Continuous Wavelet transform

Source:Morten Maruf, Technical University of Denmark, 2006.

Page 22: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

DEFINITION OF CONTINUOUS WAVELET TRANSFORM

• Wavelet – Small wave– Means the window function is of finite length

• Mother Wavelet– A prototype for generating the other window functions– All the used windows are its dilated or compressed

and shifted versions

( ) ( ) ( ) dts

ttxs

ss xx ⎟⎠⎞

⎜⎝⎛ τ−

ψ•=τΨ=τ ∫ψψ *1 , ,CWT

Translation(The location of

the window)

Scale

Mother Wavelet

Page 23: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

SCALE

• Scale– S>1: dilate the signal– S<1: compress the signal

• Low Frequency -> High Scale -> Non-detailed Global View of Signal -> Span Entire Signal

• High Frequency -> Low Scale -> Detailed View Last in Short Time

• Only Limited Interval of Scales is Necessary

Page 24: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

• In order to become a wavelet a function must satisfy the above two conditions

∞<Ψ

∫∞

∞−

∞−

dtt

dtt

2|)(|

0)(

DEFINITION OF CONTINUOUS WAVELET TRANSFORM

Page 25: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

Inverse wavelet transform

∫ ∫

∞−

∞−

∞−

∞−

Ψ=

Ψ=

0)(

|||)(|

)(),(11)( ,2

dtt

provided

dwwwC

where

dadbtbaWaC

tx ba

DEFINITION OF CONTINUOUS WAVELET TRANSFORM

Page 26: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

COMPUTATION OF CWT

( ) ( ) ( ) dts

ttxs

ss xx ⎟⎠⎞

⎜⎝⎛ τ−

ψ•=τΨ=τ ∫ψψ *1 , ,CWT

Step 1: The wavelet is placed at the beginning of the signal, and set s=1(the most compressed wavelet);

Step 2: The wavelet function at scale “1” is multiplied by the signal, andintegrated over all times; then multiplied by ψ;

Step 3: Shift the wavelet to t= ε, and get the transform value at t= ε and s=1;

Step 4: Repeat the procedure until the wavelet reaches the end of the signal;

Step 5: Scale s is increased by a sufficiently small value, the above procedure is repeated for all s;

Step 6: Each computation for a given s fills the single row of the time-scale plane;

Step 7: CWT is obtained if all s are calculated.

Page 27: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

RESOLUTION OF TIME & FREQUENCY

Time

Frequency

Better time resolution;Poor frequency resolution

Better frequency resolution;Poor time resolution

• Each box represents a equal portion • Resolution in STFT is selected once for entire analysis

Page 28: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

COMPARSION OF TRANSFORMATIONS

From http://www.cerm.unifi.it/EUcourse2001/Gunther_lecturenotes.pdf, p.10

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DISCRETIZATION OF CWT• It is Necessary to Sample the Time-Frequency (scale) Plane.• At High Scale s (Lower Frequency f ), the Sampling Rate N can be

Decreased.• The Scale Parameter s is Normally Discretized on a Logarithmic

Grid.• The most Common Value is 2 (dyadic).• The Discretized CWT is not a True Discrete Transform

• Discrete Wavelet Transform (DWT)– Provides sufficient information both for analysis and

synthesis– Reduce the computation time sufficiently– Easier to implement– Analyze the signal at different frequency bands with

different resolutions – Decompose the signal into a coarse approximation and

detail information

Page 30: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

• Discrete wavelets

• In reality, we often choose • In the discrete case, the wavelets can be generated

from dilation equations, for example,φ(t) = [h(0)φ(2t) + h(1)φ(2t-1) + h(2)φ(2t-2) + h(3)φ(2t-3)] ...(2)

• Solving equation (2), one may get the so called scaling function φ(t).

• Use different sets of parameters h(i)one may get different scaling functions.

),( 02

0, ktaa jj

kj −= ψψ

., Zkj ∈.20 =a

2

DISCRETIZATION OF CWT

Page 31: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

• The corresponding wavelet can be generated by the following equation

ψ (t)= [h(3)φ(2t) - h(2)φ(2t-1) + h(1)φ(2t-2) - h(0)φ(2t-3)] …. (3)

• When and equation (3) generates the D4 (Daubechies) wavelets.

2

,24/)31()0( +=h ,24/)33()1( +=h ,24/)33()2( −=h24/)31()3( −=h

EXAMPLE : DISCRETIZATION OF CWT

Page 32: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

• In general, consider h(n) as a low pass filter and g(n) as a high-pass filter where

• g is called the mirror filter of h. g and h are called quadrature mirror filters (QMF).

• Redefine– Scaling function

).1()1()( nNhng n −−−=

).2()(2)( nxnhxn

−= ∑ φφ

DISCRETIZATION OF CWT

Page 33: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

– Wavelet function

• Decomposition and reconstruction of a signal by the QMF.

where and

is down-sampling and is up-sampling

).2()(2)( nxngxn

−= ∑ φψ

2

2

2

2

f(n) +

f(n)

)(ng

)(nh )(nh

)(ng

)()( nhnh −= ).()( ngng −=

DISCRETIZATION OF CWT

Page 34: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

Multi Resolution Analysis• Analyzing a signal both in time domain and

frequency domain is needed many a times– But resolutions in both domains is limited by

Heisenberg uncertainty principle

• Analysis (MRA) overcomes this , how?– Gives good time resolution and poor frequency

resolution at high frequencies and good frequency resolution and poor time resolution at low frequencies

– This helps as most natural signals have low frequency content spread over long duration and high frequency content for short durations

Page 35: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

SUBBABD CODING ALGORITHM• Halves the Time Resolution

– Only half number of samples resulted• Doubles the Frequency Resolution

– The spanned frequency band halved

0-1000 Hz

D2: 250-500 Hz

D3: 125-250 Hz

Filter 1

Filter 2

Filter 3

D1: 500-1000 Hz

A3: 0-125 Hz

A1

A2

X[n]512

256

128

64

64

128

256SS

A1

A2 D2

A3 D3

D1

Source: Bhushan D Patil, Indian Institute of Technology, Bombay, India.

Page 36: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

RECONSTRUCTION

• What– How those components can be assembled back into

the original signal without loss of information? – A Process After decomposition or analysis.– Also called synthesis

• How– Reconstruct the signal from the wavelet coefficients – Where wavelet analysis involves filtering and down

sampling, the wavelet reconstruction process consists of up sampling and filtering

Page 37: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

Multiresolution Approximation• A measurable, square-integrable one-dimensional function

f(x) can be approximated in multiresolution.• Let A2j be the operator which approximates a signal f(x) at

a resolution 2j. We expect it has following properties:1. ∀g(x) ∈ V2j, |g(x) – f(x)| ≥ |A2jf(x) – f(x)|2. ∀j ∈ Z, V2j ⊂ V2j+1

3. ∀j ∈ Z, f(x) ∈ V2j ⇔ f(2x) ∈ V2j+1

4. ∃Isomorphism I from V1 to I2(Z)5. ∀k ∈ Z, A1fk(x) = A1f(x-k), where fk(x) = f(x-k)6. I(A1f(x)) = (αi)i∈Z ⇔ I(A1fk(x)) = (αi-k)i∈Z

7.8.

Υ+∞

−∞=+∞→

=j

jjj VV 22lim

is dense in L2(R)

}0{22lim ==+∞

−∞=−∞→Ι

jjjj VV

is dense in L2(R)

Page 38: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

Multiresolution ApproximationWe call any set of vector spaces (V2j)j∈Z which satisfies the properties 2-8 a multiresolution approximation of L2(R). The associated set of operators A2j satisfying 1-6 give the approximation of any L2(R) function at a resolution 2j.How to numerically characterize the operator A2j?

Theorem 1: Let (V2j)j∈Z be a multiresolutionapproximation of L2(R). There exists a unique function Φ(x) ∈ L2(R), called a scaling function, such that is we set Φ2j(x) = 2jΦ(2jx) for j ∈ Z, (the dilation of Φ(x) by 2j), then

Znjj nxj ∈

−− −Φ ))2(2( 2

)2()2(),(2)(),()( 2222 nxnuufxfARLxf jj

n

jjjj

−−+∞

−∞=

− −Φ⟩−Φ⟨=∈∀ ∑

is an orthonormal basis of V2j

Znjd nuuffA jj ∈

− ⟩−Φ⟨= ))2(),((22

Page 39: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

Multiresolution Transform

)2()2(),2(2)2( 12

122

12 11 kxkununx jjj

k

jjjjjj

−−−−−+∞

−∞=

−−− −Φ•⟩−Φ−Φ⟨=−Φ ++∑

⟩−−ΦΦ⟨=⟩−Φ−Φ⟨ −+−−−−− ))2((),()2(),2(2 11 21

221 nkuukunu jjj

jj

⟩−Φ⟨•⟩−−ΦΦ⟨=⟩−Φ⟨ −−+∞

−∞=

−+−∑ )2(),())2((),()2(),( 1

222 11 kuufnkuunuuf j

k

jjj

∀j ∈ Z, V2j ⊂ V2j+1

⟩−ΦΦ⟨=∈∀ − )(),()(, 12 nuunhZn

⟩−Φ⟨•−=⟩−Φ⟨ −−+∞

−∞=

−+∑ )2(),()2(~)2(),( 1

22 1 kuufknhnuuf j

k

jjj

)()(~ nhnh −=

Page 40: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

Fourier Transform of a scaling function

∑+∞

−∞=

−=n

inenhH ωω )()(

Therem 2: Let Φ(x) be a scaling function, and let H be a discrete filter with impulse response h(n). Let H(ω) be the Fourier series defined by

H(ω) satisfies the following two properties:

|H(0)| = 1 and h(n) = O(n-2) at infinity

|H(ω)|2 + |H(ω+π)|2 = 1

Conversely let H(ω) be a Fourier series satisfying above two equations and such that

|H(ω)| ≠ 0 for ω∈[0, π/2] ∏+∞

=

−=Φ1

)2()(ˆp

pH ωω

Page 41: WAVELET TRANSFORM - Universitas Indonesiastaff.ui.ac.id/system/files/users/dadang.gunawam/material/wavelets.pdf · – The wavelet transform is a tool that cuts up data, functions

Wavelet Representation

)2

(ˆ)2

()(ˆ ωωω Φ=Ψ G

2),(2 ))2(2 Zjnjj nxj ∈

−− −Ψ

is an orthonormal basis of L2(R) and Ψ(x) is called an orthogonal wavelet.

The difference of information between 2j+1 and 2j is called the detail signal at the resolution 2j. Let O2j be orthogonal complement of V2j, i.e.

O2j is orthogonal to V2j

O2j ⊕ V2j = V2j+1

Theorem 3: Let (V2j)j∈Z be a multiresolution vector space sequence, Φ(x) the scaling function, and H the corresponding conjugate filter. Let Ψ(x) be a function whose Fourier transform is given by

Let Ψ2j(x) = 2jΨ(2jx) denote the dilation of Ψ(x) by 2j. Then

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Wavelet Representation

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Wavelet Representation

))(,( 122 −≤≤−− jJd fDfA jJ

For any J > 0, the original discrete signal A1f measured at the resolution 1 can be represented by

This set of discrete signals is called an orthogonal wavelet representation, and consists of the reference signal at a coarse resolution A2-Jf and the detail signals at the resolution 2j for –J ≤ j ≤ -1.

Znj nuuffD jj ∈

− ⟩−Ψ⟨= )2(),((22

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Wavelet Representation

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)2()2(),2(2)2( 12

122

12 11 kxkununx jjj

k

jjjjjj

−−−−−+∞

−∞=

−−− −Φ•⟩−Φ−Ψ⟨=−Ψ ++∑

⟩−−ΦΨ⟨=⟩−Φ−Ψ⟨ −+−−−−− ))2((),()2(),2(2 11 2

122

1 nkuukunu jjjjj

⟩−Φ⟨•⟩−−ΦΨ⟨=⟩−Ψ⟨ −−+∞

−∞=

−+−∑ )2(),())2((),()2(),( 1

222 11 kuufnkuunuuf j

k

jjj

⟩−ΦΨ⟨=∈∀ − )(),()(, 12 nuungZn

⟩−Φ⟨•−=⟩−Ψ⟨ −−+∞

−∞=

−+∑ )2(),()2(~)2(),( 1

22 1 kuufkngnuuf j

k

jjj

)()(~ ngng −=

Wavelet Representation

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Laplacian Pyramid and FWT

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FWT

Znjjjj nxnx jj ∈

−−−− −Ψ−Φ ))2(2),2(2(22

∑∞+

−∞=

−−−−−

+∞

−∞=

−−−−−−−

−Ψ•⟩−Φ−Ψ⟨+

−Φ•⟩−Φ−Φ⟨=−Φ

+

++

k

jjjj

k

jjjjj

kxnuku

kxnukunx

jjj

jjjj

)2()2(),2(2

)2()2(),2(2)2(

21

22

21

221

2

1

11

is an orthonormal basis of V2j+1, so

O2j is the orthogonal complement of V2j in V2j+1,

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FWT

∑∞+

−∞=

−−−−−

+∞

−∞=

−−−−−−−

⟩−Ψ⟨•⟩−Φ−Ψ⟨+

⟩−Φ⟨•⟩−Φ−Φ⟨=⟩−Φ⟨

+

++

k

jjjj

k

jjjjj

kuufnuku

kuufnukunxuf

jjj

jjjj

)2(),()2(),2(2

)2(),()2(),2(2)2(),(

21

22

21

221

2

1

11

∑∞+

−∞=

+∞

−∞=

−−−

⟩−Ψ⟨•−+

⟩−Φ⟨•−=⟩−Φ⟨ +

k

j

k

jj

kuufkng

kuufknhnxuf

j

jj

)2(),()2(2

)2(),()2(2)2(),(

2

21

2 1

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FWT

⎪⎩

⎪⎨⎧

=02

1)(nh

g(n) = (-1)1-nh(1-n)

In signal processing, G and H are called quadrature mirror filters.

Generally, we design the H first and then calculate the G, Φand Ψ.

⎪⎪⎪

⎪⎪⎪

−=

02

12

1

)(ngn=0,1

Others

n=0

n=1

Others

Ψ(x) is Haar function.

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Extension to Image

12

122 jjj VVV ⊗=

2),(2))2,2(2(

Zmnjjj mynxj ∈

−−− −−Φ

)()(),( yxyx ΦΦ=Φ

forms an orthonormal basis of V2j

22 ),(22),(2 ))2()2(2())2,2(2( Zmnjjj

Zmnjjj mynxmynx jjj ∈

−−−∈

−−− −Φ−Φ=−−Φ

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Extension to Image

3),(32

22

12

))2,2(2),2,2(2),2,2(2(Zmn

jjjjjjjjj mynxmynxmynx jjj ∈−−−−−−−−− −−Ψ−−Ψ−−Ψ

)()(),(1 yxyx ΨΦ=Ψ

is an orthonormal basis of O2j

)()(),(2 yxyx ΦΨ=Ψ

)()(),(3 yxyx ΨΨ=Ψ

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2

2

2

2

),(2232

),(2222

),(2212

),(222

))2,2))(()(),(((

))2,2))(()(),(((

))2,2))(()(),(((

))2,2))(()(),(((

Zmnjj

Zmnjj

Zmnjj

Zmnjjd

mnyxyxffD

mnyxyxffD

mnyxyxffD

mnyxyxffA

jjj

jjj

jjj

jjj

∈−−

∈−−

∈−−

∈−−

−Ψ−Ψ∗=

−Φ−Ψ∗=

−Ψ−Φ∗=

−Φ−Φ∗=

Extension to Image

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Extension to Image

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Application

• Compact Coding of Wavelet Image Representation• Texture Discrimination and Fractal Analysis

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REFERENCES• Morten Maruf, “An introduction to

ERPWAVELAB”, Technical University of Denmark, 2006.

• Bhushan D Patil, “Introduction of Wavelet Transform”, Department of Electrical Engineering Indian Institute of Technology, Bombay, India, 2006.

• Yuelong Jiang, “Wavelet Representation”, 2000.

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Some References of Wavelet• Mathworks, Inc. Matlab Toolbox

http://www.mathworks.com/access/helpdesk/help/toolbox/wavelet/wavelet.html• Robi Polikar, The Wavelet Tutorial, http://users.rowan.edu/~polikar/WAVELETS/WTpart1.html• Robi Polikar, Multiresolution Wavelet Analysis of Event Related Potentials for the Detection of Alzheimer's

Disease, Iowa State University, 06/06/1995• Amara Graps, An Introduction to Wavelets, IEEE Computational Sciences and Engineering, Vol. 2, No 2,

Summer 1995, pp 50-61.• Resonance Publications, Inc. Wavelets. http://www.resonancepub.com/wavelets.htm• R. Crandall, Projects in Scientific Computation, Springer-Verlag, New York, 1994, pp. 197-198, 211-212. • Y. Meyer, Wavelets: Algorithms and Applications, Society for Industrial and Applied Mathematics,

Philadelphia, 1993, pp. 13-31, 101-105. • G. Kaiser, A Friendly Guide to Wavelets, Birkhauser, Boston, 1994, pp. 44-45. • W. Press et al., Numerical Recipes in Fortran, Cambridge University Press, New York, 1992, pp. 498-499,

584-602. • M. Vetterli and C. Herley, "Wavelets and Filter Banks: Theory and Design," IEEE Transactions on Signal

Processing, Vol. 40, 1992, pp. 2207-2232. • I. Daubechies, "Orthonormal Bases of Compactly Supported Wavelets," Comm. Pure Appl. Math., Vol 41,

1988, pp. 906-966. • V. Wickerhauser, Adapted Wavelet Analysis from Theory to Software, AK Peters, Boston, 1994, pp. 213-

214, 237, 273-274, 387. • M.A. Cody, "The Wavelet Packet Transform," Dr. Dobb's Journal, Vol 19, Apr. 1994, pp. 44-46, 50-54. • J. Bradley, C. Brislawn, and T. Hopper, "The FBI Wavelet/Scalar Quantization Standard for Gray-scale

Fingerprint Image Compression," Tech. Report LA-UR-93-1659, Los Alamos Nat'l Lab, Los Alamos, N.M. 1993.

• D. Donoho, "Nonlinear Wavelet Methods for Recovery of Signals, Densities, and Spectra from Indirect and Noisy Data," Different Perspectives on Wavelets, Proceeding of Symposia in Applied Mathematics, Vol 47, I. Daubechies ed. Amer. Math. Soc., Providence, R.I., 1993, pp. 173-205.

• B. Vidakovic and P. Muller, "Wavelets for Kids," 1994, unpublished. Part One, and Part Two.