DIC12 / T

9. Continuous wavelets (1D)

11.26 2012 SXD

9.1. Basic notions
9.2. Translating and scaling
9.3. Continuous WT
9.4. Discrete WT
9.5. Scaling and approximations
References

Continuous WT
The wavelet transform (WT) is a method of converting a function (or
signal) into another form which either makes certain features of the
original signal more amenable to study or enables the original data
set to be described more succinctly. [A02], p. 6.
2

9.1. Basic notions
Notations

2
() Space of square integrable functions in (simply functions).
If ,
2
(),
, = ()

() (scalar product),
( )() = ()( )

(convolution product).
If
2
(),
=
, =
|()|
2

1/2
(norm of );
() = , =
2
=
|()|
2

(energy of );

() = ()

(Fourier transform of ; it is defined for

1
()).

3

Wavelets
A 1D wavelet is any function
()
2
()
such that
()
+

= 0 (wavelike character)
and vanishingly small outside a closed interval (wavelet).
If = 1 (that is,
|()|
2

= 1), the wavelet is said to be normal-

ized. Henceforth we will assume this condition unless otherwise stated.

Example. The Haar wavelet (Fig. 1):

() =
1 if 0 < 1/2
1 if 1/2 < 1
0 otherwise



Fig 1. Haar wavelet
4

Example. The Mexican hat (Fig. 2):
() = (1
2
)

2
/2

=

2

2
/2
.
Note that
()
+

2
2

+

=

2
/2

+
= 0.


Example. The Morlet wavelet (Fig 3).
() =

2
/2
cos (5), =
4

4
1.062251932
(a cosine wave (carrier) damped by a Gaussian (envelope)). It is useful in
both hearing and vision (perhaps with 5 replaced by some constant ).
Fig 2. Mexican hat
5

According to
http://en.wikipedia.org/wiki/Morlet_wavelet,
In 1946, applying ideas from quantum phys-
ics, physicist Dennis Gabor introduced the
use of Gaussian-windowed sinusoids for
time-frequency decomposition, which he
referred to as atoms, and which provide the
best trade-off between spatial and frequen-
cy resolution. These are used in the Gabor
transform, a type of short-time Fourier
transform. In 1984, Jean Morlet introduced
Gabor's work to the seismology community and, with Goupillaud and Gross-
mann, modified it to keep the same wavelet shape over equal octave inter-
vals, resulting in the first formalization of the continuous wavelet transform.

Remark. Gabor actually worked with

2
/2
e

, which usually is re-

ferred to as Gabor wavelet.

Remark. We will see other interesting examples later on.
Fig 3. Morlet wavelet
6

9.2. Translating and scaling

Given any function and constants , ( > 0), we define the function

,
by the formula

,
() =
1

).
In particular,

1,
() = ( ) =

(),
which is the translation of by units to the right. Similarly, the function

() =
,0
() =
1

()
represents the rescaling of by units.

Since

,
() =

( ) = (

)
1,
() = (

)(),
we see that
,
() is the result of translating units to the right the re-
sult of rescaling by the factor .

7

Note also that the presence of the factor 1/

insures that

,
= () (energy preserving condition).
Indeed,

,
=
1

2
=
1

()
2
=

().

In Fig. 4 we have represented the Haar wavelet
and the rescalings
2
and
1/2
.

Remark. If we define
2
() by
() =
1 if 0 < 1
0 otherwise

then it is clear that
() ( 1) = 2
2
() = (

2
),
which is equivalent to
() = (2) (2 1)
=
1 2
()
1/2,1/2
().
Fig 4. Haar wavelets
8

9.3. Continuous WT
Choose a wavelet (), and consider the family
=
,

+
,

of all translations and scalings of .
The continuous wavelet transform of
2
() is a the function
(, ) of (, )
+
defined by
(, ) = ,
,
= ()
1

.
Since
1

( ) =

( ), we see that
(, ) = ()

( )

= (

)()
can be computed as a convolution.
In any case, (, ) = ,
,
is a measure of how close is of
,
in
a (scale ) neighborhood of .
9

It is usually represented in an (, )-rectangle by coding the values
(, ) with some color code, usually with the -axis in a logarithmic
scale.








This image is a Matlab generated example of a WT based on the Mexican hat wavelet. It
is taken from [M09] (via the (free) Stanford WaveLab toolbox provided). Black, gray and
white points correspond, respectively, to positive, zero and negative wavelet coeffi-
cients.
Fig 5. WT with respect to Mexican hat
0.2 0.4 0.6 0.8 1 0
0.2 0.4 0.6 0.8 1 0
0
2
4
6
()
10





11

9.4. Discrete WT
We want to discretize the parameters , for
,
( a wavelet). For it
seems natural to use a logarithmic scale. For , the natural discretization
is linear, but the steps should be proportional to the scale. In order to ac-
complish this, fix a basic dilation
0
> 1 and a basic translation
0
> 0.
Then the discrete values of will be
0

, . As for , we will take the

values
0

( ) at the scale .
Associated to this discretization, we have the family of functions

,
() =
1

,
which allow us to produce a discrete version of the CWT. Indeed, instead
of the function (, ) we will have a matrix (, ) defined as
(, ) = ,
,
.
These numbers are called wavelet coefficients or detail coefficients.
12

The system
,
() is said to be a frame if there exist positive constants
and (as a rule they depend on
0
and
0
) such that
() |(, )|
2

().
Consider the signal given by the so-called reconstruction formula:

() =
2
+
(, )
.
()

.
For a frame, the error ()

() depends on the frame bounds and

and is negligible when / is close to 1.
A frame is said to be tight if = . In this case the reconstruction formu-
la is

() =
1

(, )
.
()

.
In the case of the Mexican hat, for example, the wavelet system is practi-
cally tight if
0
= 2 and
0
= 0.5 (it turns out that = 13.639 and
= 13.673, hence = 1.002).
13

Even for a tight frame, the system {
.
()} may be redundant, but if in
addition = 1, then it actually is an orthonormal basis
(
,
()
,
()

=
,

,
).
Remark. The simplest choice for the DWT is the dyadic grid:
0
= 2 and

0
= 1:

,
() =
1
2

= 2
/2
(2

).
Henceforth the dyadic grid will be the default, if not stated otherwise.
When {
.
()}
,
, the reconstruction formula is exact:
() = (, )
.
() =

,
.

.
()

.
It is, therefore, the inverse of the DWT.


14

9.5. Scaling and approximations
Let ()
2
() be such that ()

= 1. We will say that is the

(father) scaling function. The family
,
of scaling functions associated
to is defined as follows:

,
() = 2
/2
(2

).
In particular,
0,0
= .
Given a signal (), we define, for each scale ,

() = ,
,

,
.
This is an approximation of at the scale (or resolution 2

).
Example. Consider the function (Haar scaling)
() =
1 if 0 < 1
0 otherwise

Then
,
has value 2
/2
for [2

, 2

( +1)) and 0 elsewhere.

15

Therefore, ,
,
is the average of 2
/2
on [2

, 2

( +1)) and

() is a stepwise approximation of 2
/2
with steps of length 2

.
Multiresolution
Scaling equation (and scaling coefficients):
() =

(2 )

For example, in the case of the Haar scaling function we have
() = (2) +(2 1).
Remark.

= 2.
To get an orthogonal system, we have to require

+2
=
2 if = 0
0 otherwise

In a later lecture we will see how to construct wavelets starting from a
scaling function and how to compute efficiently direct and inverse DWTs.
16

References
[A02] P. S. Addison: The illustrated wavelet transform handbook. Intro-
ductory theory and applications in science, engineering, medicine and fi-
nance. Taylor & Francis, 2002.

[M09] Stphane Mallat (with contributions from Gabriel Peyr): A wave-
let tour of signal processing. The sparse way (3rd edition). Academic
Press, 2009.
[W99] James S. Walker: A primer on wavelets and their scientific applica-
tion. Chapman and Hall, 1999.