Wavelet transform

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An example of the 2D discrete wavelet transform that is used in JPEG2000 Jpeg2000 2-level wavelet transform-lichtenstein.png
An example of the 2D discrete wavelet transform that is used in JPEG2000

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]

Contents

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 translations and dilations of ,

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, imposing a restriction on choosing suitable basis functions. 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 .

Basis function with compression factor.jpg

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.

STFT and WT.jpg

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.

Analysis of three superposed sinusoidal signals.jpg

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 (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:

Typical wavelet transform diagram.png

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
LengthFilter coefficientsRegularity
Wavelet filter 1H09.852699, .377402, -.110624, -.023849, .0378281.068
G07.788486, .418092, -.040689, -.0645391.701
Wavelet filter 2H06.788486, .047699, -.1290780.701
G010.615051, .133389, -.067237, .006989, .0189142.068

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

TransformRepresentationInput
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 the analysis of seasonal displacements of landslides, [18] for design of low power pacemakers and also in ultra-wideband (UWB) wireless communications. [19] [20] [21]

  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.
  3. Fault detection in electrical power systems. [22]
  4. Locally adaptive statistical estimation of functions whose smoothness varies substantially over the domain, or more specifically, estimation of functions that are sparse in the wavelet domain. [23]

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 [24] and Lindeberg, [25] 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. [26] [27]

See also

Related Research Articles

<span class="mw-page-title-main">Fourier analysis</span> Branch of mathematics

In mathematics, Fourier analysis is the study of the way general functions may be represented or approximated by sums of simpler trigonometric functions. Fourier analysis grew from the study of Fourier series, and is named after Joseph Fourier, who showed that representing a function as a sum of trigonometric functions greatly simplifies the study of heat transfer.

<span class="mw-page-title-main">Wavelet</span> Function for integral Fourier-like transform

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.

<span class="mw-page-title-main">Haar wavelet</span> First known wavelet basis

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.

<span class="mw-page-title-main">Fourier transform</span> Mathematical transform that expresses a function of time as a function of frequency

In mathematics, the Fourier transform (FT) is an integral transform that takes a function as input and outputs another function that describes the extent to which various frequencies are present in the original function. The output of the transform is a complex-valued function of frequency. The term Fourier transform refers to both this complex-valued function and the mathematical operation. When a distinction needs to be made, the output of the operation is sometimes called the frequency domain representation of the original function. The Fourier transform is analogous to decomposing the sound of a musical chord into the intensities of its constituent pitches.

<span class="mw-page-title-main">Morlet wavelet</span> Gaussian-windowed wavelet

In mathematics, the Morlet wavelet is a wavelet composed of a complex exponential (carrier) multiplied by a Gaussian window (envelope). This wavelet is closely related to human perception, both hearing and vision.

Fourier optics is the study of classical optics using Fourier transforms (FTs), in which the waveform being considered is regarded as made up of a combination, or superposition, of plane waves. It has some parallels to the Huygens–Fresnel principle, in which the wavefront is regarded as being made up of a combination of spherical wavefronts whose sum is the wavefront being studied. A key difference is that Fourier optics considers the plane waves to be natural modes of the propagation medium, as opposed to Huygens–Fresnel, where the spherical waves originate in the physical medium.

<span class="mw-page-title-main">Continuous wavelet transform</span> Integral transform

In mathematics, the continuous wavelet transform (CWT) is a formal tool that provides an overcomplete representation of a signal by letting the translation and scale parameter of the wavelets vary continuously.

<span class="mw-page-title-main">Discrete wavelet transform</span> Transform in numerical harmonic analysis

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.

Stransform as a time–frequency distribution was developed in 1994 for analyzing geophysics data. In this way, the S transform is a generalization of the short-time Fourier transform (STFT), extending the continuous wavelet transform and overcoming some of its disadvantages. For one, modulation sinusoids are fixed with respect to the time axis; this localizes the scalable Gaussian window dilations and translations in S transform. Moreover, the S transform doesn't have a cross-term problem and yields a better signal clarity than Gabor transform. However, the S transform has its own disadvantages: the clarity is worse than Wigner distribution function and Cohen's class distribution function.

<span class="mw-page-title-main">Linear time-invariant system</span> Mathematical model which is both linear and time-invariant

In system analysis, among other fields of study, a linear time-invariant (LTI) system is a system that produces an output signal from any input signal subject to the constraints of linearity and time-invariance; these terms are briefly defined in the overview below. These properties apply (exactly or approximately) to many important physical systems, in which case the response y(t) of the system to an arbitrary input x(t) can be found directly using convolution: y(t) = (xh)(t) where h(t) is called the system's impulse response and ∗ represents convolution (not to be confused with multiplication). What's more, there are systematic methods for solving any such system (determining h(t)), whereas systems not meeting both properties are generally more difficult (or impossible) to solve analytically. A good example of an LTI system is any electrical circuit consisting of resistors, capacitors, inductors and linear amplifiers.

<span class="mw-page-title-main">Gabor filter</span> Linear filter used for texture analysis

In image processing, a Gabor filter, named after Dennis Gabor, who first proposed it as a 1D filter. The Gabor filter was first generalized to 2D by Gösta Granlund, by adding a reference direction. The Gabor filter is a linear filter used for texture analysis, which essentially means that it analyzes whether there is any specific frequency content in the image in specific directions in a localized region around the point or region of analysis. Frequency and orientation representations of Gabor filters are claimed by many contemporary vision scientists to be similar to those of the human visual system. They have been found to be particularly appropriate for texture representation and discrimination. In the spatial domain, a 2D Gabor filter is a Gaussian kernel function modulated by a sinusoidal plane wave.

In mathematics, Fourier–Bessel series is a particular kind of generalized Fourier series based on Bessel functions.

<span class="mw-page-title-main">Constant-Q transform</span> Short-time Fourier transform with variable resolution

In mathematics and signal processing, the constant-Q transform and variable-Q transform, simply known as CQT and VQT, transforms a data series to the frequency domain. It is related to the Fourier transform and very closely related to the complex Morlet wavelet transform. Its design is suited for musical representation.

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.

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.

Fractional wavelet transform (FRWT) is a generalization of the classical wavelet transform (WT). This transform is proposed in order to rectify the limitations of the WT and the fractional Fourier transform (FRFT). The FRWT inherits the advantages of multiresolution analysis of the WT and has the capability of signal representations in the fractional domain which is similar to the FRFT.

Gabor wavelets are wavelets invented by Dennis Gabor using complex functions constructed to serve as a basis for Fourier transforms in information theory applications. They are very similar to Morlet wavelets. They are also closely related to Gabor filters. The important property of the wavelet is that it minimizes the product of its standard deviations in the time and frequency domain. Put another way, the uncertainty in information carried by this wavelet is minimized. However they have the downside of being non-orthogonal, so efficient decomposition into the basis is difficult. Since their inception, various applications have appeared, from image processing to analyzing neurons in the human visual system.

<span class="mw-page-title-main">Spline wavelet</span> Wavelet constructed using a spline function

In the mathematical theory of wavelets, a spline wavelet is a wavelet constructed using a spline function. There are different types of spline wavelets. The interpolatory spline wavelets introduced by C.K. Chui and J.Z. Wang are based on a certain spline interpolation formula. Though these wavelets are orthogonal, they do not have compact supports. There is a certain class of wavelets, unique in some sense, constructed using B-splines and having compact supports. Even though these wavelets are not orthogonal they have some special properties that have made them quite popular. The terminology spline wavelet is sometimes used to refer to the wavelets in this class of spline wavelets. These special wavelets are also called B-spline wavelets and cardinal B-spline wavelets. The Battle-Lemarie wavelets are also wavelets constructed using spline functions.

In applied mathematics, biorthogonal nearly coiflet bases are wavelet bases proposed by Lowell L. Winger. The wavelet is based on biorthogonal coiflet wavelet bases, but sacrifices its regularity to increase the filter's bandwidth, which might lead to better image compression performance.

In mathematics, Cauchy wavelets are a family of continuous wavelets, used in the continuous wavelet transform.

References

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Further reading