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DISCRETE WAVELET TRANSFORMS IN WALSH ANALYSIS

A review of discrete wavelet transforms defined through Walsh functions and used for image processing, compression of fractal signals, analysis of financial time series, and analysis of geophysical data is presented. Relationships of the discrete transforms considered with wavelet bases recently constructed and frames on the Cantor and Vilenkin groups are noted.

A review of discrete wavelet transforms defined through Walsh functions and used for image processing, compression of fractal signals, analysis of financial time series, and analysis of geophysical data is presented. Relationships of the discrete transforms considered with wavelet bases recently constructed and frames on the Cantor and Vilenkin groups are noted.

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and introduce the sequence of filters

with the coefficients

p j+1 −1

j+1 (ω) := ∑

c (0)

j+1,k w k(ω), j ∈ Z + , ω ∈ R + , (9)

m (0)

k=0

p j+1

c (0)

j+1,k = ∑−1

p−j−1

l=0

b (0)

j+1,l w k((j +1)/l). (10)

Applying the inversion formula of the discrete Vilenkin—Krestenson transform (see [25, Sec. 11]), from

(9) and (10) we obtain

b (0)

j+1,k = m(0) j+1 ((j +1)/k), k =0, 1,...,pj+1 − 1, j ∈ Z + .

Next, we define the unitary matrices

b (0)

j+1,νp

b (0)

j+1,νp+1

... b (0) ⎞

j+1,νp+(p−1)

M ν,j =

b (1)

j+1,νp

b (1)

j+1,νp+1

... b (1)

j+1,νp+(p−1)

⎝.....................................

⎠ ,

b (p−1)

j+1,νp

b (p−1)

j+1,νp+1

... b (p−1)

j+1,νp+(p−1)

where ν =0, 1,...,p j − 1. The first rows in M ν,j are formed by numbers from (8), and the remaining

row are defined as in [34, Sec. 2.6] or [14, p. 24]. Now, just like in (10), we set

p j+1

c (s)

j+1,k = ∑−1

p−j−1

l=0

b (s)

j+1,l w k((j +1)/l), s =1,...,p− 1,

and define the nonstationary discrete wavelet transform:

a j,k = ∑

j+1,l⊖pk a j+1,l, d (1)

j,k = ∑

j+1,l⊖pk a j+1,l, ..., d (p−1)

j,k

= ∑

l∈Z +

c (0)

l∈Z +

c (1)

l∈Z +

c (p−1)

j+1,l⊖pk a j+1,l. (11)

Its inversion formula is as follows:

a j+1,l = ∑

c (0)

j+1,l⊖pk a j,k + c (1)

j+1,l⊖pk d(1) j,k

+ ···+ c(p−1)

j+1,l⊖pk d(p−1) j,k

. (12)

l∈Z +

Numerical experiments performed in [21] demonstrate the possibility of using discrete transforms (11)

and (12) for compressing fractal signals. In these experiments, at each approximation level, the transform

coefficients (11) and (12) were chosen so that the projection of the signal onto the corresponding

approximating space was maximum (see [38]).

Some generalizations and modifications of the discrete wavelet transforms discussed above can be

obtained by extending the sets of admissible parameter values as a result of the transition from wavelets

to frames by analogy with the constructions in [2, 6]. In this connection, we note that according to [14,

18], a rigid frame in L 2 (G p ) can be constructed along any vector b =(b 0 ,b 1 ,...,b N−1 ) satisfying the

condition

∣ ∣

b 0 =1, ∣b l 2 ∣ ∣

+ b l+N1 2 ∣ ∣

+ ···+ b l+(p−1)N1 2 ≤ 1, 0 ≤ l ≤ N1 − 1. (13)

In addition, instead of above-mentioned constructions of wavelets and frames on the group G p ,

one can use their generalizations for the Vilenkin group G P associated with the sequence P =

132

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