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Wavelets - Caltech Multi-Res Modeling Group

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1 Introduction<br />

II: <strong>Multi</strong>resolution and <strong>Wavelets</strong><br />

Leena-Maija REISSELL<br />

University of British Columbia<br />

This section discusses the properties of the basic discrete wavelet transform. The concentration is on<br />

orthonormal multiresolution wavelets, but we also briefly review common extensions, such as biorthogonal<br />

wavelets. The fundamental ideas in the development of orthonormal multiresolution wavelet bases<br />

generalize to many other wavelet constructions.<br />

The orthonormal wavelet decomposition of discrete data is obtained by a pyramid filtering algorithm which<br />

also allows exact reconstruction of the original data from the new coefficients. Finding this wavelet<br />

decomposition is easy, and we start by giving a quick recipe for doing this. However, it is surprisingly<br />

difficult to find suitable, preferably finite, filters for the algorithm. One objective in this chapter is to find<br />

and characterize such filters. The other is to understand what the wavelet decomposition says about the<br />

data, and to briefly justify its use in common applications.<br />

In order to study the properties of the wavelet decomposition and construct suitable filters, we change our<br />

viewpoint from pyramid filtering to spaces of functions. A discrete data sequence represents a function in a<br />

given basis. Similarly, the wavelet decomposition of data is the representation of the function in a wavelet<br />

basis, which is formed by the discrete dilations and translations of a suitable basic wavelet. This is analx<br />

ogous to the control point representation of a function using underlying cardinal B-spline functions.<br />

For simplicity, we will restrict the discussion to the 1-d case. There will be some justification of selected<br />

results, but no formal proofs. More details can be found in the texts [50] and [26] and the review paper<br />

[113]. A brief overview is also given in [177].<br />

1.1 A recipe for finding wavelet coefficients<br />

The wavelet decomposition of data is derived from 2-channel subband filtering with two filter sequences<br />

(hk), thesmoothing or scaling filter, and(gk), thedetail, orwavelet, filter. These filters should have the<br />

following special properties:

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