Wavelets

Ingrid Daubechies
Construction of scaling and wavelet
functions
Time and frequency resolution
Time and frequency perspective for
scaling function
Frequencies of x(t) inside main lobe are
emphasized with respect to frequencies
outside the main lobe
As we go from V1 to V+1, more and
more frequencies are emphasized as
peak always remains on zero
frequency
Time and frequency relation for the wavelet function
Time and frequency perspective for
wavelet function
Localization in time gets better and better as we go
from W
1
to W
+1
Localization in frequency gets poorer and poorer as we
go from W
1
to W
+1
Along with the bandwidth, the centre frequency also
shifts
Different bands with increasing bandwidth are
emphasized as we go from W
1
to W
+1
Haar scaling function aspires to become low pass
filter and wavelet function aspires to be band pass
filter
Therefore two important observations can be made as
The ratio of bandwidth to center frequency of remains
constant.
As we go up the ladder of MRA, we deal with having higher
center frequency and larger bandwidth.
Similarly, as we go down the ladder, possesses lower center
frequency and smaller bandwidth.

(.)

(.)

(.)
() and () are bounded in both domains in a
weaker sense as we focus on main lobe.
Main lobe has certain amount of energy. Then
() and () are localized in time and
frequency both.
Variance is important statistical property that
is very useful in calculating spread of a given
function, which is indicative of concentration of
energy of a function within certain band (in
time as well as frequency domain).
Is it possible to have finite variances in both
frequency as well as time domain
simultaneously?
Haar wavelet, it is somewhat
concentrated in frequency, but well
concentrated in time.
Daubechies function, as we go at higher
order, we get a somewhat better filtering
operation that is better frequency
localization.
Uncertainty Principle
Uncertainty Principle
Uncertainty Principle
The second density function: Squared magnitude
response
Why go ahead/ away from Haar?
If we want to get some
meaningful
uncertainty, some
meaningful bound, we
must at least consider
continuous functions.
Time Bandwidth Product should be minimum for the function to be
compact in both the domains. But for MRA we translate as well as
scale the basis function. Therefore it is necessary to look at the
properties of this product.
The time bandwidth product is thus a
robust measure of combined time and
frequency spread of a signal. It is
essentially a property of the shape of the
waveform. time-bandwidth product of the
Haar scaling function was
What is the minimum
value of this product?

Cauchy Schwarz inequality theorem states that

For any complex number :
Ideal function to achieve the TBP
Can the TBP of the Haar function
be improved ?
( )* ( ) t t
2
2
0.1
3
0.3
t
TBP

Just by cascading the scaling
function once with itself the TBP
has reduced from infinity to 0.3 .
TBP can be further reduced by
cascading multiple times.
Time frequency tiling
Occupancy of x(t) in time-frequency plane can be thought as being
around t0, the center in time, from t0 +
t
to t0 -
t
on the
horizontal axis. On the vertical axis we would like to center it at 0,the
frequency center, and we would spread it between
0

Thus min area of the signal
spread in both the domains
should be 2 units
Area of the rectangle =
Time frequency tiling for wavelet transform
Resolution of Time & Frequency
Time
Frequenc
y
Better time
resolution;
Poor
frequency
resolution
Better
frequency
resolution;
Poor time
resolution
Each box represents a equal portion
Resolution in STFT is selected once for entire
analysis
Continuous Wavelet Transform (CWT)
Wavelet Transform :
Find projection on the basis function and its translates
Sum up all these projections to give the piecewise
constant representation of the continuous function x(t).
In the Frequency Domain:
Continuous Wavelet Transform (CWT)
Continuous Wavelet Transform (CWT):
Reconstruction
We will try to reconstruct the original signal x(t) by
summing the components of CWT along the unit
vector in its direction i.e. its basis function.
According to Parsevals Theorem
Continuous Wavelet Transform (CWT):
Reconstruction
Substituting back in the earlier integral
Continuous Wavelet Transform (CWT):
Reconstruction
Let
Let
This Condition is called the Admissibility of
the Wavelet.
Continuous Wavelet Transform (CWT):
Reconstruction