In mathematics, the Haar wavelet is a sequence of rescaled "square-shaped" functions which together form a wavelet family or basis. Wavelet analysis is similar to Fourier analysis in that it allows a target function over an interval to be represented in terms of an orthonormal basis. The Haar sequence is now recognised as the first known wavelet basis and is extensively used as a teaching example.
The Haar sequence was proposed in 1909 by Alfréd Haar. [1] Haar used these functions to give an example of an orthonormal system for the space of square-integrable functions on the unit interval [0, 1]. The study of wavelets, and even the term "wavelet", did not come until much later. As a special case of the Daubechies wavelet, the Haar wavelet is also known as Db1.
The Haar wavelet is also the simplest possible wavelet. The technical disadvantage of the Haar wavelet is that it is not continuous, and therefore not differentiable. This property can, however, be an advantage for the analysis of signals with sudden transitions (discrete signals), such as monitoring of tool failure in machines. [2]
The Haar wavelet's mother wavelet function can be described as
Its scaling function can be described as
For every pair n, k of integers in , the Haar functionψn,k is defined on the real line by the formula
This function is supported on the right-open interval In,k =[ k2−n, (k+1)2−n), i.e., it vanishes outside that interval. It has integral 0 and norm 1 in the Hilbert space L2(),
The Haar functions are pairwise orthogonal [ broken anchor ],
where represents the Kronecker delta. Here is the reason for orthogonality: when the two supporting intervals and are not equal, then they are either disjoint, or else the smaller of the two supports, say , is contained in the lower or in the upper half of the other interval, on which the function remains constant. It follows in this case that the product of these two Haar functions is a multiple of the first Haar function, hence the product has integral 0.
The Haar system on the real line is the set of functions
It is complete in L2(): The Haar system on the line is an orthonormal basis inL2().
The Haar wavelet has several notable properties:
it follows that coefficients of scale n can be calculated by coefficients of scale n+1:
If
and
then
In this section, the discussion is restricted to the unit interval [0, 1] and to the Haar functions that are supported on [0, 1]. The system of functions considered by Haar in 1910, [5] called the Haar system on [0, 1] in this article, consists of the subset of Haar wavelets defined as
with the addition of the constant function 1 on [0, 1].
In Hilbert space terms, this Haar system on [0, 1] is a complete orthonormal system, i.e., an orthonormal basis, for the space L2([0, 1]) of square integrable functions on the unit interval.
The Haar system on [0, 1] —with the constant function 1 as first element, followed with the Haar functions ordered according to the lexicographic ordering of couples (n, k)— is further a monotone Schauder basis for the space Lp([0, 1]) when 1 ≤ p< ∞. [6] This basis is unconditional when 1 <p< ∞. [7]
There is a related Rademacher system consisting of sums of Haar functions,
Notice that |rn(t)| = 1 on [0, 1). This is an orthonormal system but it is not complete. [8] [9] In the language of probability theory, the Rademacher sequence is an instance of a sequence of independent Bernoulli random variables with mean 0. The Khintchine inequality expresses the fact that in all the spaces Lp([0, 1]), 1 ≤ p< ∞, the Rademacher sequence is equivalent to the unit vector basis in ℓ2. [10] In particular, the closed linear span of the Rademacher sequence in Lp([0, 1]), 1 ≤ p< ∞, is isomorphic to ℓ2.
The Faber–Schauder system [11] [12] [13] is the family of continuous functions on [0, 1] consisting of the constant function 1, and of multiples of indefinite integrals of the functions in the Haar system on [0, 1], chosen to have norm 1 in the maximum norm. This system begins with s0 = 1, then s1(t) = t is the indefinite integral vanishing at 0 of the function 1, first element of the Haar system on [0, 1]. Next, for every integer n ≥ 0, functions sn,k are defined by the formula
These functions sn,k are continuous, piecewise linear, supported by the interval In,k that also supports ψn,k. The function sn,k is equal to 1 at the midpoint xn,k of the interval In,k, linear on both halves of that interval. It takes values between 0 and 1 everywhere.
The Faber–Schauder system is a Schauder basis for the space C([0, 1]) of continuous functions on [0, 1]. [6] For every f in C([0, 1]), the partial sum
of the series expansion of f in the Faber–Schauder system is the continuous piecewise linear function that agrees with f at the 2n + 1 points k2−n, where 0 ≤ k ≤ 2n. Next, the formula
gives a way to compute the expansion of f step by step. Since f is uniformly continuous, the sequence {fn} converges uniformly to f. It follows that the Faber–Schauder series expansion of f converges in C([0, 1]), and the sum of this series is equal to f.
The Franklin system is obtained from the Faber–Schauder system by the Gram–Schmidt orthonormalization procedure. [14] [15] Since the Franklin system has the same linear span as that of the Faber–Schauder system, this span is dense in C([0, 1]), hence in L2([0, 1]). The Franklin system is therefore an orthonormal basis for L2([0, 1]), consisting of continuous piecewise linear functions. P. Franklin proved in 1928 that this system is a Schauder basis for C([0, 1]). [16] The Franklin system is also an unconditional Schauder basis for the space Lp([0, 1]) when 1 <p< ∞. [17] The Franklin system provides a Schauder basis in the disk algebra A(D). [17] This was proved in 1974 by Bočkarev, after the existence of a basis for the disk algebra had remained open for more than forty years. [18]
Bočkarev's construction of a Schauder basis in A(D) goes as follows: let f be a complex valued Lipschitz function on [0, π]; then f is the sum of a cosine series with absolutely summable coefficients. Let T(f) be the element of A(D) defined by the complex power series with the same coefficients,
Bočkarev's basis for A(D) is formed by the images under T of the functions in the Franklin system on [0, π]. Bočkarev's equivalent description for the mapping T starts by extending f to an even Lipschitz function g1 on [−π, π], identified with a Lipschitz function on the unit circle T. Next, let g2 be the conjugate function of g1, and define T(f) to be the function in A(D) whose value on the boundary T of D is equal to g1 + ig2.
When dealing with 1-periodic continuous functions, or rather with continuous functions f on [0, 1] such that f(0) = f(1), one removes the function s1(t) = t from the Faber–Schauder system, in order to obtain the periodic Faber–Schauder system. The periodic Franklin system is obtained by orthonormalization from the periodic Faber–-Schauder system. [19] One can prove Bočkarev's result on A(D) by proving that the periodic Franklin system on [0, 2π] is a basis for a Banach space Ar isomorphic to A(D). [19] The space Ar consists of complex continuous functions on the unit circle T whose conjugate function is also continuous.
The 2×2 Haar matrix that is associated with the Haar wavelet is
Using the discrete wavelet transform, one can transform any sequence of even length into a sequence of two-component-vectors . If one right-multiplies each vector with the matrix , one gets the result of one stage of the fast Haar-wavelet transform. Usually one separates the sequences s and d and continues with transforming the sequence s. Sequence s is often referred to as the averages part, whereas d is known as the details part. [20]
If one has a sequence of length a multiple of four, one can build blocks of 4 elements and transform them in a similar manner with the 4×4 Haar matrix
which combines two stages of the fast Haar-wavelet transform.
Compare with a Walsh matrix, which is a non-localized 1/–1 matrix.
Generally, the 2N×2N Haar matrix can be derived by the following equation.
The Kronecker product of , where is an m×n matrix and is a p×q matrix, is expressed as
An un-normalized 8-point Haar matrix is shown below
Note that, the above matrix is an un-normalized Haar matrix. The Haar matrix required by the Haar transform should be normalized.
From the definition of the Haar matrix , one can observe that, unlike the Fourier transform, has only real elements (i.e., 1, -1 or 0) and is non-symmetric.
Take the 8-point Haar matrix as an example. The first row of measures the average value, and the second row of measures a low frequency component of the input vector. The next two rows are sensitive to the first and second half of the input vector respectively, which corresponds to moderate frequency components. The remaining four rows are sensitive to the four section of the input vector, which corresponds to high frequency components. [21]
The Haar transform is the simplest of the wavelet transforms. This transform cross-multiplies a function against the Haar wavelet with various shifts and stretches, like the Fourier transform cross-multiplies a function against a sine wave with two phases and many stretches. [22] [ clarification needed ]
The Haar transform is one of the oldest transform functions, proposed in 1910 by the Hungarian mathematician Alfréd Haar. It is found effective in applications such as signal and image compression in electrical and computer engineering as it provides a simple and computationally efficient approach for analysing the local aspects of a signal.
The Haar transform is derived from the Haar matrix. An example of a 4×4 Haar transformation matrix is shown below.
The Haar transform can be thought of as a sampling process in which rows of the transformation matrix act as samples of finer and finer resolution.
Compare with the Walsh transform, which is also 1/–1, but is non-localized.
The Haar transform has the following properties
The Haar transform yn of an n-input function xn is
The Haar transform matrix is real and orthogonal. Thus, the inverse Haar transform can be derived by the following equations.
Thus, the inverse Haar transform is
The Haar transform coefficients of a n=4-point signal can be found as
The input signal can then be perfectly reconstructed by the inverse Haar transform
Bra–ket notation, also called Dirac notation, is a notation for linear algebra and linear operators on complex vector spaces together with their dual space both in the finite-dimensional and infinite-dimensional case. It is specifically designed to ease the types of calculations that frequently come up in quantum mechanics. Its use in quantum mechanics is quite widespread.
In mathematics, any vector space has a corresponding dual vector space consisting of all linear forms on together with the vector space structure of pointwise addition and scalar multiplication by constants.
The Riesz representation theorem, sometimes called the Riesz–Fréchet representation theorem after Frigyes Riesz and Maurice René Fréchet, establishes an important connection between a Hilbert space and its continuous dual space. If the underlying field is the real numbers, the two are isometrically isomorphic; if the underlying field is the complex numbers, the two are isometrically anti-isomorphic. The (anti-) isomorphism is a particular natural isomorphism.
The uncertainty principle, also known as Heisenberg's indeterminacy principle, is a fundamental concept in quantum mechanics. It states that there is a limit to the precision with which certain pairs of physical properties, such as position and momentum, can be simultaneously known. In other words, the more accurately one property is measured, the less accurately the other property can be known.
A wavelet is a wave-like oscillation with an amplitude that begins at zero, increases or decreases, and then returns to zero one or more times. Wavelets are termed a "brief oscillation". A taxonomy of wavelets has been established, based on the number and direction of its pulses. Wavelets are imbued with specific properties that make them useful for signal processing.
In quantum physics, a wave function is a mathematical description of the quantum state of an isolated quantum system. The most common symbols for a wave function are the Greek letters ψ and Ψ. Wave functions are complex-valued. For example, a wave function might assign a complex number to each point in a region of space. The Born rule provides the means to turn these complex probability amplitudes into actual probabilities. In one common form, it says that the squared modulus of a wave function that depends upon position is the probability density of measuring a particle as being at a given place. The integral of a wavefunction's squared modulus over all the system's degrees of freedom must be equal to 1, a condition called normalization. Since the wave function is complex-valued, only its relative phase and relative magnitude can be measured; its value does not, in isolation, tell anything about the magnitudes or directions of measurable observables. One has to apply quantum operators, whose eigenvalues correspond to sets of possible results of measurements, to the wave function ψ and calculate the statistical distributions for measurable quantities.
In quantum field theory, the Dirac spinor is the spinor that describes all known fundamental particles that are fermions, with the possible exception of neutrinos. It appears in the plane-wave solution to the Dirac equation, and is a certain combination of two Weyl spinors, specifically, a bispinor that transforms "spinorially" under the action of the Lorentz group.
In numerical analysis and functional analysis, a discrete wavelet transform (DWT) is any wavelet transform for which the wavelets are discretely sampled. As with other wavelet transforms, a key advantage it has over Fourier transforms is temporal resolution: it captures both frequency and location information.
In quantum computing and specifically the quantum circuit model of computation, a quantum logic gate is a basic quantum circuit operating on a small number of qubits. Quantum logic gates are the building blocks of quantum circuits, like classical logic gates are for conventional digital circuits.
A multiresolution analysis (MRA) or multiscale approximation (MSA) is the design method of most of the practically relevant discrete wavelet transforms (DWT) and the justification for the algorithm of the fast wavelet transform (FWT). It was introduced in this context in 1988/89 by Stephane Mallat and Yves Meyer and has predecessors in the microlocal analysis in the theory of differential equations and the pyramid methods of image processing as introduced in 1981/83 by Peter J. Burt, Edward H. Adelson and James L. Crowley.
The Rayleigh–Ritz method is a direct numerical method of approximating eigenvalues, originated in the context of solving physical boundary value problems and named after Lord Rayleigh and Walther Ritz.
In mathematics, a wavelet series is a representation of a square-integrable 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.
In mathematics, in the area of wavelet analysis, a refinable function is a function which fulfils some kind of self-similarity. A function is called refinable with respect to the mask if
In functional analysis, the Shannon wavelet is a decomposition that is defined by signal analysis by ideal bandpass filters. Shannon wavelet may be either of real or complex type.
In the mathematical topic of wavelet theory, the cascade algorithm is a numerical method for calculating function values of the basic scaling and wavelet functions of a discrete wavelet transform using an iterative algorithm. It starts from values on a coarse sequence of sampling points and produces values for successively more densely spaced sequences of sampling points. Because it applies the same operation over and over to the output of the previous application, it is known as the cascade algorithm.
Overcompleteness is a concept from linear algebra that is widely used in mathematics, computer science, engineering, and statistics. It was introduced by R. J. Duffin and A. C. Schaeffer in 1952.
The Mehler kernel is a complex-valued function found to be the propagator of the quantum harmonic oscillator.
Coherent states have been introduced in a physical context, first as quasi-classical states in quantum mechanics, then as the backbone of quantum optics and they are described in that spirit in the article Coherent states. However, they have generated a huge variety of generalizations, which have led to a tremendous amount of literature in mathematical physics. In this article, we sketch the main directions of research on this line. For further details, we refer to several existing surveys.
In applied mathematical analysis, shearlets are a multiscale framework which allows efficient encoding of anisotropic features in multivariate problem classes. Originally, shearlets were introduced in 2006 for the analysis and sparse approximation of functions . They are a natural extension of wavelets, to accommodate the fact that multivariate functions are typically governed by anisotropic features such as edges in images, since wavelets, as isotropic objects, are not capable of capturing such phenomena.
In probability theory, a branch of mathematics, white noise analysis, otherwise known as Hida calculus, is a framework for infinite-dimensional and stochastic calculus, based on the Gaussian white noise probability space, to be compared with Malliavin calculus based on the Wiener process. It was initiated by Takeyuki Hida in his 1975 Carleton Mathematical Lecture Notes.