Wavelets Transform & Multiresolution Analysis

Why transform?
Image representation
Noise in Fourier spectrum
Fourier Analysis
 Breaks down a signal into constituent
sinusoids of different frequencies

In other words: Transform the view of the

signal from time-base to frequency-base.
What’s wrong with Fourier?
 By using Fourier Transform , we loose the
time information : WHEN did a particular
event take place ?
 FT can not locate drift, trends, abrupt
changes, beginning and ends of events, etc.
 Calculating use complex numbers.
 Time and Space definition

• Time – for one dimension waves we start point

shifting from source to end in time scale .
• Space – for image point shifting is two
dimensional .
• Here they are synonyms .
 Short Time Fourier Analysis
 In order to analyze small section of a signal,
Denis Gabor (1946), developed a technique,
based on the FT and using windowing : STFT
STFT (or: Gabor Transform)
 A compromise between time-based and
frequency-based views of a signal.
 both time and frequency are represented in
limited precision.
 The precision is determined by the size of
the window.
 Once you choose a particular size for the
time window - it will be the same for all
frequencies.
What’s wrong with Gabor?

 Many signals require a more flexible

approach - so we can vary the window size
to determine more accurately either time or
frequency.
What is Wavelet Analysis ?
 And…what is a wavelet…?

 A wavelet is a waveform of effectively limited

duration that has an average value of zero.
 Wavelet's properties

• Short time localized waves with zero integral value.

• Possibility of time shifting.

• Flexibility.
The Continuous Wavelet Transform (CWT)

 A mathematical representation of the

Fourier transform:



iwt
F ( w)  f (t )e dt


 Meaning: the sum over all time of the signal

f(t) multiplied by a complex exponential,
and the result is the Fourier coefficients
F() .
Wavelet Transform (Cont’d)
 Those coefficients, when multiplied by a
sinusoid of appropriate frequency , yield
the constituent sinusoidal component of the
original signal:
 Wavelet Transform
 And the result of the CWT are Wavelet
coefficients .
 Multiplying each coefficient by the
appropriately scaled and shifted wavelet yields
the constituent wavelet of the original signal:
 Scaling
 Wavelet analysis produces a time-scale view of the
signal.
 Scaling means stretching or compressing of the signal.
 scale factor (a) for sine waves:

f ( t )  sin(t ) ; a  1
f ( t )  sin(2t ) ; a  1 2
f ( t )  sin(4t ) ; a  1 4
Scaling (Cont’d)
 Scale factor works exactly the same with
wavelets:

f ( t )  (t ) ; a  1
f ( t )   ( 2t ) ; a  1 2
f ( t )   ( 4t ) ; a  1 4
 CWT
 Reminder: The CWT Is the sum over all
time of the signal, multiplied by scaled and
shifted versions of the wavelet function

Step 1:
Take a Wavelet and compare
it to a section at the start
of the original signal
 CWT
Step 2:
Calculate a number, C, that represents
how closely correlated the wavelet is
with this section of the signal. The
higher C is, the more the similarity.
CWT
 Step 3: Shift the wavelet to the right and
repeat steps 1-2 until you’ve covered the
whole signal
CWT
 Step 4: Scale (stretch) the wavelet and
repeat steps 1-3
 STFT - revisited
• Time - Frequency localization depends on window size.
– Wide window  good frequency localization, poor time localization.

– Narrow window  good time localization, poor frequency localization.

 Wavelet Transform

• Uses a variable length window, e.g.:

– Narrower windows are more appropriate at high frequencies
– Wider windows are more appropriate at low frequencies
 What is a wavelet?
• A function that “waves” above and below the x-axis with
the following properties:
– Varying frequency
– Limited duration
– Zero average value
• This is in contrast to sinusoids, used by FT, which have
infinite duration and constant frequency.
Sinusoid Wavelet
 Types of Wavelets

• There are many different wavelets, for example:

Haar Morlet Daubechies

 Basis Functions Using Wavelets
• Like sin( ) and cos( ) functions in the Fourier Transform,
wavelets can define a set of basis functions ψk(t):

f (t )   ak k (t )
k

• Span of ψk(t): vector space S containing all functions f(t)

that can be represented by ψk(t).
 Basis Construction – “Mother” Wavelet
The basis can be constructed by applying translations and
scalings (stretch/compress) on the “mother” wavelet ψ(t):

Example:
scale

ψ(t)

translate
Basis Construction - Mother Wavelet

(dyadic/octave grid)

  jk (t )

scale =1/2j
(1/frequency) j

k
Continuous Wavelet Transform (CWT)

translation parameter scale parameter scale =1/2j

(measure of time) (measure of frequency) (1/frequency)

1  t  
Forward C ( , s)   f  t  

 dt
CWT: s t  s 

mother wavelet (i.e.,

normalization window function)
constant
 Illustrating CWT

1. Take a wavelet and compare it to a section at the start

of the original signal.
2. Calculate a number, C, that represents how closely
correlated the wavelet is with this section of the
signal. The higher C is, the more the similarity.

1  t  
C ( , s)   f  t     dt
s t  s 
 Illustrating CWT (cont’d)

3. Shift the wavelet to the right and repeat step 2 until you've
covered the whole signal.

1  t  
C ( , s)   f t 

  dt
s t  s 
 Illustrating CWT (cont’d)

4. Scale the wavelet and go to step 1.

1  t  
C ( , s)   f t 

  dt
s t  s 

5. Repeat steps 1 through 4 for all scales.

 Visualize CTW Transform
• Wavelet analysis produces a time-scale view of the input
signal or image.

1  t  
C ( , s)   f t 

  dt
s t  s 
Continuous Wavelet Transform (cont’d)

1  t  
Forward CWT: C ( , s)   f  t  

 dt
s t  s 

1 t 
Inverse CWT: f (t ) 
s  s C( , s) ( s )d ds

Note the double integral!

Fourier Transform vs Wavelet Transform

weighted by F(u)
Fourier Transform vs Wavelet Transform
weighted by C(τ,s)

1 t 
f (t ) 
s  s C( , s) ( s )d ds
 Properties of Wavelets
• Simultaneous localization in time and scale
- The location of the wavelet allows to explicitly represent
the location of events in time.
- The shape of the wavelet allows to represent different
detail or resolution.
 Properties of Wavelets (cont’d)

• Sparsity: for functions typically found in practice, many

of the coefficients in a wavelet representation are either
zero or very small.

1 t 
f (t ) 
s  s C( , s) ( s )d ds
 Properties of Wavelets (cont’d)

1 t 
f (t ) 
s  s C( , s) ( s )d ds

• Adaptability: Can represent functions with discontinuities

or corners more efficiently.

• Linear-time complexity: many wavelet transformations

can be accomplished in O(N) time.
 Discrete Wavelet Transform (DWT)

a jk   f (t ) *jk (t ) (forward DWT)

t

f (t )   a jk jk (t ) (inverse DWT)

k j

where  jk (t )  2 j / 2  2 j t  k 
 DFT vs DWT

• DFT expansion: one parameter basis

or f (t )   a l l (t )
l

• DWT expansion two parameter basis

f (t )   a jk jk (t )
k j
 Multiresolution Representation Using Wavelets

f (t )

fine
details
wider, large translations

f (t )   a  jk (t )
jk
k j j

coarse
details
 Multiresolution Representation Using Wavelets

f (t )

fine
details

f (t )   a  jk (t )
jk
k j j

coarse
details
 Multiresolution Representation Using Wavelets

f (t )

fine
details
narrower, small translations

f (t )   a  jk (t )
jk
k j j

coarse
details
 Multiresolution Representation Using Wavelets

f (t ) high resolution
(more details)

fˆ1 (t )
j
fˆ2 (t )
…
low resolution
fˆs (t ) (less details)

f (t )   a  jk (t )
jk
k j
Pyramidal Coding - Revisited

Approximation Pyramid

(with sub-sampling)
Pyramidal Coding - Revisited
(details)
Prediction Residual
Pyramid

(details)
(with sub-sampling)

reconstruct

Approximation Pyramid
Efficient Representation Using “Details”

details D3

details D2

details D1
L0
(without sub-sampling)
 Efficient Representation Using Details (cont’d)

representation: L0 D1 D2 D3
in general: L0 D1 D2 D3…DJ
A wavelet representation of a function consists of
(1) a coarse overall approximation
(2) detail coefficients that influence the function at various scales
 Reconstruction (synthesis)
H3=H2 & D3

details D3
H2=H1 & D2

details D2

H1=L0 & D1

details D1

L0

(without sub-sampling)
 Example - Haar Wavelets

• Suppose we are given a 1D "image" with a resolution

of 4 pixels:
[9 7 3 5]

• The Haar wavelet transform is the following:

(with sub-sampling)

L0 D1 D2 D3
 Example - Haar Wavelets (cont’d)
• Start by averaging and subsampling the pixels
together (pairwise) to get a new lower resolution
image:
[9 7 3 5]

• To recover the original four pixels from the two

averaged pixels, store some detail coefficients.

1
 Example - Haar Wavelets (cont’d)
• Repeating this process on the averages (i.e., low
resolution image) gives the full decomposition:

Harr decomposition:
 Example - Haar Wavelets (cont’d)
• The original image can be reconstructed by adding or
subtracting the detail coefficients from the lower-
resolution representations.

L0 D1 D2 D3
2 1 -1
[6]
 Example - Haar Wavelets (cont’d)

Detail coefficients
become smaller and
smaller scale decreases.

Dj
How should we
Dj-1 compute the detail
coefficients Dj ?

D1
L0
 Multiresolution Conditions
• If a set of functions V can be represented by a weighted
sum of ψ(2jt - k), then a larger set, including V, can be
represented by a weighted sum of ψ(2j+1t - k).
high
resolution
ψ(2j+1t - k)
j
ψ(2jt - k)
low
resolution
 Multiresolution Conditions (cont’d)

f j 1 (t )   bk ( j 1) k (t )
Vj+1: span of ψ(2j+1t - k): k

Vj: span of ψ(2jt - k): f j (t )   ak jk (t )

k

V j  V j 1
 Multiresolution Conditions (cont’d)
Nested Spaces

j=0 ψ(t - k) V0

j=1 ψ(2t - k) V1

j ψ(2jt - k) Vj V j  V j 1
if f(t) ϵ V j then f(t) ϵ V j+1
 How to compute Dj ?

IDEA:

Define a set of basis functions

that span the difference
between Vj+1 and Vj
 How to compute Dj ? (cont’d)
• Let Wj be the orthogonal complement of Vj in Vj+1

Vj+1 = Vj + Wj
 How to compute Dj ? (cont’d)
If f(t) ϵ Vj+1, then f(t) can be represented using basis
functions φ(t) from Vj+1:

Vj+1 f (t )   ck (2 j 1 t  k )
k

Alternatively, f(t) can be represented using two sets of basis

functions, φ(t) from Vj and ψ(t) from Wj:
Vj+1 = Vj + Wj

f (t )   ck (2 j t  k )   d jk (2 j t  k )
k k
 How to compute Dj ? (cont’d)

Think of Wj as a means to represent the parts of a function

in Vj+1 that cannot be represented in Vj

f (t )   ck (2 j 1 t  k )
k
Vj+1

f (t )   ck (2 j t  k )   d jk (2 j t  k ) differences

k k between
Vj and Vj+1
Vj Wj
 How to compute Dj ? (cont’d)
• Vj+1 = Vj + Wj  using recursion on Vj:

Vj+1 = Vj-1+Wj-1+Wj = …= V0 + W0 + W1 + W2 + … + Wj

if f(t) ϵ Vj+1 , then:

f (t )   ck (t  k )   d jk (2 j t  k )
k k j

V0 W0, W1, W2, …

basis functions basis functions
 Summary: wavelet expansion (Section 7.2)

• Wavelet decompositions involve a pair of waveforms:

encodes low encodes details or

resolution info φ(t) ψ(t) high resolution info

f (t )   ck (t  k )   d jk (2 j t  k )
k k j

Terminology: scaling function wavelet function

 1D Haar Wavelets

• Haar scaling and wavelet functions:

φ(t) ψ(t)

computes average computes details

(low pass) (high pass)
 1D Haar Wavelets (cont’d)
Let’s consider the spaces corresponding to

V0 .
different resolution 1D images:
1-pixel (j=0)

V1 .. 2-pixel (j=1)

V2 …. etc.
4-pixel (j=2)
 1D Haar Wavelets (cont’d)
j=0
• V0 represents the space of 1-pixel (20-pixel) images

• Think of a 1-pixel image as a function that is constant

over [0,1)

Example: width: 1
0 1
 1D Haar Wavelets (cont’d)
j=1
• V1 represents the space of all 2-pixel (21-pixel) images
• Think of a 2-pixel image as a function having 21 equal-
sized constant pieces over the interval [0, 1).

0 ½ 1 width: 1/2
Example:

Note that: V0  V1

e.g., = +
 1D Haar Wavelets (cont’d)
• V j represents all the 2j-pixel images
• Functions having 2j equal-sized constant pieces over
interval [0,1).

Example: width: 1/2j

Note that:

Vj-1 ϵ Vj V1 ϵ Vj

width: 1/2j-1 width: 1/2

 1D Haar Wavelets (cont’d)

V0, V1, ..., Vj are nested

i.e., V j  V j 1

Vj fine details
…

V1
V0 coarse info
 Define a basis for Vj

• Scaling function:

• Let’s define a basis for V j :

Note new notation: i ( x)   ji ( x)

j
 Define a basis for Vj (cont’d)

width: 1/20 width: 1/2 width: 1/22 width: 1/23

 Define a basis for Wj
• Wavelet function:

• Let’s define a basis ψ ji for Wj :

Note new notation:  i ( x)   ji ( x)

j
Define basis for Wj (cont’d)

Note
that the dot
product
between basis
functions in Vj
and Wj is zero!
 Basis for Vj+1

Basis functions ψ ji of W j
form a basis in V j+1
Basis functions φ ji of V j
Define a basis for Wj (cont’d)

V3 = V2 + W2
Define a basis for Wj (cont’d)

V2 = V1 + W1
Define a basis for Wj (cont’d)

V1 = V0 + W0
 Example - Revisited

f(x)=

V2
 Example (cont’d)

f(x)=
φ2,0(x)

V2 φ2,1(x)

φ2,2(x)

φ2,3(x)
 Example (cont’d)

(divide by 2 for normalization)

V1 and W1 φ1,0(x)
V2=V1+W1
φ1,1(x)

ψ1,0(x)

ψ1,1(x)
Example (cont’d)
 Example (cont’d)
(divide by 2 for normalization)
V0 ,W0 and W1
φ0,0(x)
V2=V1+W1=V0+W0+W1
ψ0,0(x)

ψ1,0 (x)

ψ1,1(x)
Example
Example (cont’d)
 Filter banks
• The lower resolution coefficients can be calculated
from the higher resolution coefficients by a tree-
structured algorithm (i.e., filter bank).

Subband
encoding
(analysis)

h0(-n) is a lowpass filter and h1(-n) is a highpass filter

 Example (revisited)

[9 7 3 5]
low-pass, high-pass,
down-sampling down-sampling

(9+7)/2 (3+5)/2 (9-7)/2 (3-5)/2

LP HP
 Filter banks (cont’d)
Next level:

h0(-n) is a lowpass filter and h1(-n) is a highpass filter

 Example (revisited)

[9 7 3 5]

low-pass, high-pass,
down-sampling down-sampling

LP HP

(8+4)/2 (8-4)/2
 Convention for illustrating
1D Haar wavelet decomposition
x x x x x x … x x
average
(LP)
… detail
(HP)
re-arrange: …

…
… LP HP
re-arrange: …
 Examples of lowpass/highpass
(analysis) filters

h0
Haar
h1

h0

Daubechies
h1
 Filter banks (cont’d)
• The higher resolution coefficients can be calculated
from the lower resolution coefficients using a similar
structure.

Subband
encoding
(synthesis)

g0(n) is a lowpass filter and g1(n) is a highpass filter

 Filter banks (cont’d)
Next level:

g0(n) is a lowpass filter and g1(n) is a highpass filter

 Examples of lowpass/highpass
(synthesis) filters

g0
Haar (same as
for analysis):
g1

g0
Daubechies:
+ g1
 2D Haar Wavelet Transform

• The 2D Haar wavelet decomposition can be computed

using 1D Haar wavelet decompositions.
– i.e., 2D Haar wavelet basis is separable

• We’ll discuss two different decompositions (i.e.,

correspond to different basis functions):
– Standard decomposition
– Non-standard decomposition
 Standard Haar wavelet decomposition

• Steps:

(1) Compute 1D Haar wavelet decomposition of

each row of the original pixel values.

(2) Compute 1D Haar wavelet decomposition of

each column of the row-transformed pixels.
 Standard Haar wavelet decomposition
(cont’d)
average
detail
(1) row-wise Haar decomposition:
re-arrange terms
xxx … x … …
xxx … x …
… … . … … .
… … .
xxx ... x …
 Standard Haar wavelet decomposition
(cont’d)
average
(1) row-wise Haar decomposition: detail

row-transformed result

… …
…
…
… … . … … .
…
 Standard Haar wavelet decomposition
(cont’d)
average
detail
(2) column-wise Haar decomposition:

row-transformed result column-transformed result

… …
… …
…
… … . … … .
… …
 Example

row-transformed result
…
re-arrange terms …
…
… … .
…
… … .
Example (cont’d)

column-transformed result
…
…

… … .
…
Standard Haar wavelet decomposition
(cont’d)
 What is the 2D Haar basis for the
standard decomposition?
To construct the standard 2D Haar wavelet basis, consider
all possible outer products of the1D basis functions.

φ0,0(x)

Example:
ψ0,0(x)
V2=V0+W0+W1

ψ1,0(x)

ψ1,1(x)
 What is the 2D Haar basis for the
standard decomposition?
To construct the standard 2D Haar wavelet basis, consider
all possible outer products of the1D basis functions.

φ00(x), φ00(x) ψ00(x), φ00(x) ψ10(x), φ00(x)

Notation: ij ( x)   ji ( x)  ij ( x)   ji ( x)
 What is the 2D Haar basis for the
standard decomposition?

Notation:

V2 ij ( x)   ji ( x)

 ij ( x)   ji ( x)
 Non-standard Haar wavelet decomposition

• Alternates between operations on rows and columns.

(1) Perform one level decomposition in each row (i.e., one

step of horizontal pairwise averaging and differencing).

(2) Perform one level decomposition in each column from

step 1 (i.e., one step of vertical pairwise averaging and
differencing).

(3) Rearrange terms and repeat the process on the quadrant

containing the averages only.
 Non-standard Haar wavelet decomposition
(cont’d)

one level, horizontal one level, vertical

Haar decomposition: Haar decomposition:
xxx … x … …
xxx … x … …
… … . … … .
… … .
xxx ... x … …
 Non-standard Haar wavelet decomposition
(cont’d)
re-arrange terms
…
… one level, horizontal one level, vertical
Haar decomposition Haar decomposition
… … .
on “green” quadrant on “green” quadrant
…
…
…
…
…
… … .
…
 Example

re-arrange terms
…
…
… … .
…
…
 Example (cont’d)

…
…

… … .
…
Non-standard Haar wavelet decomposition
(cont’d)
 What is the 2D Haar basis for the non-
standard decomposition?

Define 2D scaling and Apply translations

wavelet functions: and scaling:

 ( x, y )   ( x) ( y ) 000 ( x, y )   ( x, y)

 ( x, y )   ( x) ( y )  kfj ( x, y )  2 j  (2 j x  k , 2 j y  f )
 ( x, y )   ( x) ( y ) kfj ( x, y )  2 j (2 j x  k , 2 j y  f )
 ( x, y )   ( x) ( y )  kfj ( x, y )  2 j (2 j x  k , 2 j y  f )
 What is the 2D Haar basis for the non-
standard decomposition?

Notation:

ij ( x)   ji ( x)
V2
 ij ( x)   ji ( x)
 2D Subband Coding

• Three sets of detail coefficients (i.e., subband coding)

000 ( x, y )   ( x, y) LL: average LL

Detail coefficients

LH: intensity variations along

 ( x, y )  2  (2 x  k , 2 y  f )
j
kf
j j j
columns (horizontal edges)

kfj ( x, y)  2 j (2 j x  k , 2 j y  f ) HL: intensity variations along

rows (vertical edges)
 kfj ( x, y )  2 j (2 j x  k , 2 j y  f ) HH: intensity variations along
diagonal
2D Subband Coding
LL LH

HL HH
 Wavelets Applications
• Noise filtering
• Image compression
– Special case: fingerprint compression
• Image fusion
• Recognition
G. Bebis, A. Gyaourova, S. Singh, and I. Pavlidis, "Face Recognition by
Fusing Thermal Infrared and Visible Imagery", Image and Vision
Computing, vol. 24, no. 7, pp. 727-742, 2006.
• Image matching and retrieval
Charles E. Jacobs Adam Finkelstein David H. Salesin, "Fast
Multiresolution Image Querying", SIGRAPH, 1995.