Window Fourier and wavelet

transforms.
Properties and applications of the
wavelets.
A.S. Yakovlev

Contents
1. Fourier Transform
2. Introduction To Wavelets
3. Wavelet Transform
4. Types Of Wavelets
5. Applications

Window Fourier Transform
Ordinary Fourier Transform
Contains no information about time localization
Window Fourier Transform
Where g(t) - window function
In discrete form
( )
1
( ) ( )
2
i t
Ff f t e dt

( )
win
( , ) ( ) ( )
i t
T f s f t g t s e dt

( )
win
, 0
( ) ( )
i t
m n
T f f t g t ns e dt

Window Fourier Transform

Window Fourier Transform
Examples of window functions
Hat function
Gauss function
Gabor function
( )
0
0
2
2
( ) 1
( ) exp ( ) exp
2
2
t t
g t i t t i

_


,

,
_

2
0
2
2
) (
exp
2
1
) (

t t
t g

'

>

<
1 , 0
] 1 , 0 [ , 1
0 , 0
x g
x g
x g

Window Fourier Transform
Examples of window functions
Gabor function

Fourier Transform

Window Fourier Transform

Window Fourier Transform
Disadvantage

Multi Resolution Analysis
MRA is a sequence of spaces {V
j
} with the
following properties:
1.
2.
3.
4. If
5. If
6. Set of functions where
defines basis in V
j
1 +

j j
V V
( )

Z j
j
R L V

2
{ }

Z j
j
V

0
1
) 2 ( ) (
+

j j
V t f V t f
j j
V k t f V t f ) ( ) (
{ }
k j ,

) 2 ( 2
2 /
,
k t
j j
k j


Multi Resolution Analysis

Multi Resolution Analysis
Definitions
Father function basis in V
Wavelet function basis in W
Scaling equation
Dilation equation
Filter coefficients h
i
, g
i

) 2 ( 2
2 /
,
k t
j j
k j

( ) (2 )
i
i Z
x h x i

1
( ) 2 (2 )
( 1)
i
i Z
i
i L i
x g x i
g h

Z i

Continuous Wavelet
Transform (CWT)
( )
wave 1/ 2
( , ) | | ( )
t b
T f s a f t dt
a

( )
wave
( ) ( , )
t b
f t T f s d ds
a

Direct transform
Inverse transform

Discrete Wavelet
Decomposition
Function f(x)
Decomposition
We want
In orthonormal case
2 1
, ,
0
( ) ( )
j
j k j k j
k
f t s t V

1 2 1 2 1
, , , ,
0 0
( ) ( ) ( )
j L
J
j k j k L k L k
j L k k
f t w t s t


+

, ,
, ,
( ) ( )
( ) ( )
j k j k
j k j k
s f t t dt
w f t t dt

Discrete Wavelet
Decomposition
0 3 2 1
0 1 2 1
W W W W
V V V V V
n n n
n n n





Fast Wavelet Transform
(FWT) Formalism
In the same way
, , 2 1,
2 , 2 1,
( ) ( ) ( ) ( )
( ) ( )
j k j k l k j l
l Z
l k j k l k j l
l Z l Z
w f t t dt f t g t
g f t t dt g s

, 2 1, j k l k j l
l Z
s h s
+

Fast Wavelet Transform
(FWT)
1,0 0,0
1,1 0,1
1,2 0,2 0,0 0,0
1,3 0,3 0,1 0,1
1,4 0,0 0,2 0,2
1,5 0,1 0,3 0,3
1,6 0,2
1,7 0,3

s s
s s
s s s w
s s s w
T
s w s w
s w s w
s w
s w
_ _



_ _




+






, ,



, ,

Fast Wavelet Transform
(FWT) Matrix notation
0 1 2 3
0 1 2 3
0 1 2 3
0 1 2 3
2 3 0 1
2
0 1 2 3
0 1 2 3
0 1 2 3
0 1 2 3
2 0 0 1
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
D
h h h h
h h h h
h h h h
h h h h
h h h h
T
g g g g
g g g g
g g g g
g g g g
g g g g
_














,

Fast Wavelet Transform
(FWT) Matrix notation
0 2 0 2
1 3 1 3
2 0 2 0
3 1 3 1
2 0 2 0
2 2
3 1 3 1
2 0 2 0
3 1 3 1
2 0 2 0
3 1 3 1
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
rev t
D D
h h g g
h h g g
h h g g
h h g g
h h g g
T T
h h g g
h h g g
h h g g
h h g g
h h g g
_














,

Fast Wavelet Transform
(FWT) Note
FWT is an orthogonal transform
It has linear complexity
1
*
rev t
rev
T T T
T T I

Conditions on wavelets
1. Orthogonality:
2. Zero moments of father function and
wavelet function:
2
,
k k l l
k Z
h h l Z
+

( ) 0,
( ) 0.
i
i
i
i
M t t dt
t t dt

Conditions on wavelets
3. Compact support:
Theorem: if wavelet has nonzero
coefficients with only indexes from
n to n+m the father function
support is [n,n+m].
4. Rational coefficients.
5. Symmetry of coefficients.

Types Of Wavelets
Haar Wavelets
1. Orthogonal in L
2
2. Compact Support
3. Scaling function is symmetric
Wavelet function is antisymmetric
4. Infinite support in frequency domain

Types Of Wavelets
Haar Wavelets
Set of equation to calculate coefficients:
First equation corresponds to orthonormality in
L
2
, Second is required to satisfy dilation
equation.
Obviously the solution is
2 2
0 1
0 1
1
2
h h
h h

'
+

0 1
1
2
h h

Types Of Wavelets
Haar Wavelets
Theorem: The only orthogonal basis with the
symmetric, compactly supported father-
function is the Haar basis.
Proof:
Orthogonality:
For l=2n this is
For l=2n-2 this is
1 0 0 1
[..., ,..., , , , ,..., ,...]
n n
h a a a a a a
r
2
0, if 0.
k k l
k Z
h h l
+

1 1
0,
n n n n
a a a a

+
3 1 2 2 1 3
0.
n n n n n n n n
a a a a a a a a

+ + +

Types Of Wavelets
Haar Wavelets
And so on.
The only possible sequences are:
Among these possibilities only the Haar filter
leads to convergence in the solution of dilation
equation.
End of proof.
1 1
[..., 0, 0, , 0, 0, 0, 0, 0, 0, , 0, 0,...]
2 2

Types Of Wavelets
Haar Wavelets
Haar a)Father function and B)Wavelet function
a) b)

Types Of Wavelets
Shannon Wavelet
Father function
Wavelet function
x
x
x x

) sin(
) ( sinc ) (
x
x x

) sin( ) 2 sin(

Types Of Wavelets
Shannon Wavelet
Fourier transform of father function

Types Of Wavelets
Shannon Wavelet
1. Orthogonal
2. Localized in frequency domain
3. Easy to calculate
4. Infinite support and slow decay

Types Of Wavelets
Shannon Wavelet
Shannon a)Father function and b)Wavelet function
a) b)

Types Of Wavelets
Meyer Wavelets
Fourier transform of father function

Types Of Wavelets
Daubishes Wavelets
1. Orthogonal in L
2
2. Compact support
3. Zero moments of father-function
( ) 0
i
i
M x x dx

Types Of Wavelets
Daubechies Wavelets
First two equation correspond to orthonormality
In L
2
, Third equation to satisfy dilation
equation, Fourth one moment of the father-
function
2 2 2 2
0 1 2 3
0 2 1 3
0 1 2 3
1 2 3
1
0
2
2 3 0
h h h h
h h h h
h h h h
h h h
+ + +

'
+ + +

+ +

Types Of Wavelets
Daubechies Wavelets
Note: Daubechhies D1 wavelet is Haar Wavelet

Types Of Wavelets
Daubechies Wavelets
Daubechhies D2 a)Father function and b)Wavelet
function
a) b)

Types Of Wavelets
Daubechies Wavelets
Daubechhies D3 a)Father function and b)Wavelet
function
a) b)

Types Of Wavelets
Daubechhies Symmlets
(for reference only)
Symmlets are not symmetric!
They are just more symmetric than
ordinary Daubechhies wavelets

Types Of Wavelets
Daubechies Symmlets
Symmlet a)Father function and b)Wavelet function
a) b)

Types Of Wavelets
Coifmann Wavelets (Coiflets)
1. Orthogonal in L
2
2. Compact support
3. Zero moments of father-function
4. Zero moments of wavelet function
( ) 0
i
i
M x x dx

( ) 0
i
i
x x dx

Types Of Wavelets
Coifmann Wavelets (Coiflets)
Set of equations to calculate coefficients
2 2 2 2
2 1 0 1 2 3
2 0 1 1 0 2 1 3
2 2 1 3
2 1 0 1 2 3
2 1 1 2 3
2 1 1 2 3
1
0
0
2
2 2 3 0
2 2 3 0
h h h h h h
h h h h h h h h
h h h h
h h h h h h
h h h h h
h h h h h

+ + + + +

+ + +

'
+ + + + +

+ + +

+ +

Types Of Wavelets
Coifmann Wavelets (Coiflets)
Coiflet K1 a)Father function and b)Wavelet function
a) b)

Types Of Wavelets
Coifmann Wavelets (Coiflets)
Coiflet K2 a)Father function and b)Wavelet function
a) b)

How to plot a function
Using the equation
( ) (2 )
i
i Z
x h x i

How to plot a function

Applications of the wavelets
1. Data processing
2. Data compression
3. Solution of differential equations

Digital signal
Suppose we have a signal:

Digital signal
Fourier method
Fourier spectrum Reconstruction

Digital signal
Wavelet Method
8
th
Level Coefficients Reconstruction

Analog signal
Suppose we have a signal:

Analog signal
Fourier Method
Fourier Spectrum

Analog signal
Fourier Method
Reconstruction

Analog signal
Wavelet Method
9
th
level coefficients

Analog signal
Wavelet Method
Reconstruction

Short living state
Signal

Short living state
Gabor transform

Short living state
Wavelet transform

Conclusion
Stationary signal Fourier analysis
Stationary signal with singularities
Window Fourier analysis
Nonstationary signal Wavelet analysis

Acknowledgements
1. Prof. Andrey Vladimirovich Tsiganov
2. Prof. Serguei Yurievich Slavyanov