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Signal Processing Course: Wavelet Processing

Gabriel Peyré
January 01, 2012

Signal Processing Course: Wavelet Processing

Gabriel Peyré

January 01, 2012
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  1. Infinite continuous domains: Periodic continuous domains: Infinite discrete domains: Periodic

    discrete domains: f0 (t), t R f0 (t), t ⇥ [0, 1] R/Z The Four Settings ˆ f[m] = N 1 n=0 f[n]e 2i N mn ˆ f0 ( ) = +⇥ ⇥ f0 (t)e i tdt ˆ f0 [m] = 1 0 f0 (t)e 2i mtdt ˆ f( ) = n Z f[n]ei n Note: for Fourier, bounded periodic. .. . .. . .. . .. . f[n], n Z f[n], n ⇤ {0, . . . , N 1} ⇥ Z/NZ
  2. Sampling idealization: Poisson formula: f0 f ˆ f0 ˆ f

    sampling periodization cont. FT discr. FT Commutative diagram: f[n] ˆ f0 ( ) ˆ f( ) Sampling and Periodization f[n] = f0 (n/N) ˆ f(⇥) = k ˆ f0 (N(⇥ + 2k )) (a) (c) (b) 1 0 (a) (c) (b) 1 0 (a) (b) (a) f0 (t)
  3. Haar Multiresolutions 0 0.2 0.4 0.6 0.8 1 0 0.2

    0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
  4. Multiresolutions: Detail Spaces j,n \ j j0, 0 n <

    2 j ⇥ ⇥j0,n \ 0 n < 2 j0 ⇥
  5. Haar Wavelets −0.2 −0.1 0 0.1 0.2 0 0.2 0.4

    0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
  6. Haar Wavelets −0.2 −0.1 0 0.1 0.2 0 0.2 0.4

    0.6 0.8 1 0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1 −0.2 −0.1 0 0.1 0.2
  7. −1.5 −1 −0.5 0 0.5 1 1.5 Discrete Wavelet Coefficients

    0 0.2 0.4 0.6 0.8 1 −0.2 −0.1 0 0.1 0.2
  8. −1.5 −1 −0.5 0 0.5 1 1.5 Discrete Wavelet Coefficients

    0 0.2 0.4 0.6 0.8 1 −0.2 −0.1 0 0.1 0.2 −0.2 −0.1 0 0.1 0.2
  9. −1.5 −1 −0.5 0 0.5 1 1.5 Discrete Wavelet Coefficients

    0 0.2 0.4 0.6 0.8 1 −0.2 −0.1 0 0.1 0.2 −0.2 −0.1 0 0.1 0.2 −0.5 0 0.5
  10. −1.5 −1 −0.5 0 0.5 1 1.5 Discrete Wavelet Coefficients

    0 0.2 0.4 0.6 0.8 1 −0.2 −0.1 0 0.1 0.2 −0.2 −0.1 0 0.1 0.2 −0.5 0 0.5
  11. Fast Wavelet Transform 0 0.2 0.4 0.6 0.8 1 0

    0.5 1 0 0.5 1 1.5 0 0.5 1 1.5 2
  12. Fast Wavelet Transform 0 0.2 0.4 0.6 0.8 1 0

    0.5 1 0 0.5 1 1.5 0 0.5 1 1.5 2
  13. Approximation Filter Constraints {⌅(· n)}n orthogonal ⇥⇤ ⌅ n, ⌅

    ⇧ ¯ ⌅(n) = [n] ⇥⇤ k | ˆ ⌅(⇤ + 2k⇥)|2 = 1
  14. Approximation Filter Constraints {⌅(· n)}n orthogonal ⇥⇤ ⌅ n, ⌅

    ⇧ ¯ ⌅(n) = [n] ⇥⇤ k | ˆ ⌅(⇤ + 2k⇥)|2 = 1
  15. Approximation Filter Constraints {⌅(· n)}n orthogonal ⇥⇤ ⌅ n, ⌅

    ⇧ ¯ ⌅(n) = [n] ⇥⇤ k | ˆ ⌅(⇤ + 2k⇥)|2 = 1
  16. Approximation Filter Constraints {⌅(· n)}n orthogonal ⇥⇤ ⌅ n, ⌅

    ⇧ ¯ ⌅(n) = [n] ⇥⇤ k | ˆ ⌅(⇤ + 2k⇥)|2 = 1
  17. { (· n)}n orthogonal ⇥ k | ˆ ⇥(⇤ +

    2k )|2 = 1 n, ⇥ ⇤ ⇥(n) = [n] Detail Filter Constraint
  18. { (· n)}n orthogonal ⇥ k | ˆ ⇥(⇤ +

    2k )|2 = 1 n, ⇥ ⇤ ⇥(n) = [n] Detail Filter Constraint
  19. { (· n)}n orthogonal ⇥ k | ˆ ⇥(⇤ +

    2k )|2 = 1 n, ⇥ ⇤ ⇥(n) = [n] Detail Filter Constraint
  20. { (· n)}n orthogonal ⇥ k | ˆ ⇥(⇤ +

    2k )|2 = 1 n, ⇥ ⇤ ⇥(n) = [n] Detail Filter Constraint
  21. { (· n)}n orthogonal ⇥ k | ˆ ⇥(⇤ +

    2k )|2 = 1 n, ⇥ ⇤ ⇥(n) = [n] Detail Filter Constraint
  22. Vanishing Moment Constraint −0.2 −0.1 0 0.1 0.2 −0.2 −0.1

    0 0.1 0.2 −0.5 0 0.5 −0.5 0 0.5 0 0.2 0.4 0.6 0.8 1
  23. Vanishing Moment Constraint −0.2 −0.1 0 0.1 0.2 −0.2 −0.1

    0 0.1 0.2 −0.5 0 0.5 −0.5 0 0.5 0 0.2 0.4 0.6 0.8 1
  24. Vanishing Moment Constraint −0.2 −0.1 0 0.1 0.2 −0.2 −0.1

    0 0.1 0.2 −0.5 0 0.5 −0.5 0 0.5 0 0.2 0.4 0.6 0.8 1