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Яковлев А.Н. Основы Вейвлет-преобразования Сигналов
Яковлев А.Н. Основы Вейвлет-преобразования Сигналов
-
-
2003
621.372(075.8)+004.92(075.8)
474
:
-
()
- . , . .. (),
. . , . .. ()
()
..
474 -: . .
: - , 2003. 104 .
ISBN 5-7782-0405-1
( 1),
- ( 2) , ( 3) . , . Wavelet Toolbox MATLAB 6.
, , , ,
,
.
621.372(075.8)+004.92(075.8)
ISBN 5-7782-0405-1
, 2003
. . , 2003
2
50- ()
, ,
- (),
.
(wavelet)
(Grossmann) (Morlet) 80- XX
.
,
(Dobechies), (Meyer), (Mallat),
(Farge), (Chui) .
()
(t x), (/).
.
- () ()
,
. ,
( ) .
, ,
, , , , 3
, ,
, , , ,
, .
. ,
.
,
(), Mathcad,
MATLAB, Mathematica. JPEC-200,
MPEG-4 Corel DRAW
9/10 ,
,
, , . , Analog Devices ADV6xx (ADV601,
ADV601LC, ADV611, ADV612),
.
.
[15, 19, 20, 26].
.
[13], [4],
.
[5] . [6], [1014]. ( 100
300 ), .
,
.
[7], ..
.. 2002 . ( 5000 .,
38 .., 160 .),
. , MATLAB
4
-
1.1.
[13, 14], S (t ) ,
t2
[ S (t )]
dt < ,
(1.1)
t1
{n (t )} , ..
S (t ) = C0 0 (t ) + .... + Cn n (t ) + ... =
Cnn (t ) ,
(1.2)
n=0
Cn =
t2
1
n
S (t )n (t )dt ,
(1.3)
t1
t2
|| n ||2 = n2 (t )dt
(1.4)
t1
, n (t ) .
,
6
[t1 , t2 ]
t2
|| ||2 , k = n,
(1.5)
k (t )n (t )dt = 0n , k n.
t
1
n (t ) ,
( || n ||2 = 1 ), (),
{n (t )} . , .
(1.2), Cn
(1.3), .
Cn n (t ) , (1.2), S (t ) , {C0 ,.., Cn ,..}
. {C0 ,.., Cn ,..} , ,
Cn
(. 1.1).
S (t ) - C C1 C2 Ci
0
Cn ( ) (1.3).
0
i
1 2
n
(1.2)
. 1.1
() N
S(t ) = C0 0 (t ) + ... + C N N (t ) =
Cn n (t ) .
(1.2)
n =0
: {n (t )}
N (),
,
2
t2
t2
N
2
= S (t ) S(t ) dt = S (t ) Cn n (t ) dt .
n =0
t1
t1
(1.6)
, N . (1.2) .
= / ,
(1.7)
( 1 ), S (t ) , ..
= S
t2
= [ S (t )]2 dt .
(1.8)
t1
(1.8) (1.2)
=
t2
t1
n =0
2
2
[ S (t )] dt = Cn
(1.9)
{n (t )}
=
Cn2 .
n=0
, T = t2 t1
Pp =
1
=
t2
[ S (t )]
t1
dt =
1
Cn n
n =0
(1.10)
(1.9) (1.10)
.
. .
, ,
. -,
; .
-, .
, [13, 14].
8
,
.
, , , .
- , , [14].
[13, 14].
, .
1.2. .
wavelet ( ondelette)
() . : , , , .
- ()
ab (t ) =
1 t b
,
a a
(1.11)
() (t ) ,
( b ) ( a )
(. 1.2). 1/ a a .
, a b
ab (t ) ,
(t ) .
. 1.2 () ().
ab (t )
( ~ 1/ a ), a
9
. 1.2
ab (t ) , ..
(t ) .
, () 0
, .. ; 0
a .
, ,
.
1
2
3
b
b0
. 1.3
( )
( ) ab (t ) (
. 1.3) . , - ( b / a = = const ) t.
10
, ()
. , ( ) .
, . ,
S (t ) ( S ( x) ).
1.3.
, , .
, ,
. .
. :
(t ) dt < .
(1.12)
. ,
. , :
(t ) C (1 + t )1 S () C (1 + ) 1 , > 0 . (1.13)
, - (t )
.
. ( )
(. . 1.2)
(t )dt = 0 .
(1.14)
.
11
(t ) , .. , , - S ()
= 0 . a
.
,
, n
(t ) dt = 0 .
(1.15)
n - () ,
.
.
. ab (t )
,
(t ) ,
( a ) ( b ).
1.4.
, , . 1.1.
( g 0 (t ) = exp( t 2 / 2)) . ,
, .
. 1.4
. n = 1
, WAVE-
. n = 2 MHAT-, (mexican hat ). .
, WAVE-.
[13].
[30] ,
12
g1 g 4 .
1.1
(t )
()
:
,
WAVE-,
,
MHAT- c
mexican hat),
n- ,
DOG difference of
gaussians
LP-Littlewood & Paley
HAAR-
FHAT-,
(French hat
)
(Morlet)
(Paul)
(
n,
)
t exp(t 2 / 2)
(i) 2 exp(2 / 2)
(1 t 2 )exp(t 2 / 2)
(i)2 2 exp( 2 / 2)
(1) n
dn
exp(t 2 / 2) (1) n (i) n 2 exp(2 / 2)
dt n
e t
0,5e t
2 (e
/8
(t ) 1 (sin 2t sin t )
ei0t e t
(n + 1)
/2
in
(1 n) n +1
e 2
1/ 2
, t 2,
(2)
0,
1, 0 t 1/ 2,
1, 1/ 2 t 1,
0, t < 0, t > 0.
1, t 1/ 3,
1/ 2, 1/ 3 t 1,
0, t > 1.
/2
iei / 2
sin 2 / 4
/ 4
4 sin 3 / 3
3 / 3
() 2 e(0 )
/2
() 2 () n e
HAAR-.
t-,
13
2
g1(t)
Sg1()
g2(t)
Sg2()
g3(t)
Sg3()
g4(t)
Sg4()
2
3
4 3 2 1 0 1 2 3 4
6
5.5
5
4.5
4
3.5
3
2.5
2
1.5
1
0.5
0
tt
. 1.4
, 1/ .
LR , , , -, .
, .
0 . (t ) - .
, .
, , .
(Daubechies), (db4)
Mathcad.
.
Wavelet Toolbox 2.0/2.1 (MATLAB 6) ;
.
-
MATLAB waveinfo
(type), . wavemenu
Wavelet Display.
, : ,
( Name) .
14
. .1 Wavelet Display
db4.
[8, . 2.9].
( ) . ,
.
.
1.5.
-
() -
( WT continuous wavelet transform).
ab (t ) ( a ) ( b )
(t ) a b (1.11).
() ()
H (.. ) S (t ) :
Ws (a, b) = ( S (t ), ab (t ) ) =
1
S (t ) =
C
t b
S (t )
dt ,
a
a
Ws (a, b) ab (t )
dadb
a2
(1.16)
(1.17)
C
=
()
d < ,
(, ) ,
() - (t ) . C = 1.
15
1.6. -
.
,
, .
.
. (1.16):
W [S1 (t ) + S2 (t )] = W1 (a, b) + W2 (a, b) .
16
. b0
- b0 :
W [ S (t b0 )] = W [a, b b0 ] .
. ()
() W (a, b) :
W [ S (t a0 )] =
1 a b
W , .
a0 a0 a0
:
W [dtm S ] = (1) m
S (t )dtm [ ab (t )]dt ,
dtm = d m [...]/ dt m , m 1 . , , ,
S (t ) , .
, , , .
- . ,
- .
( a - ab (t ) ) (),
.
, () ,
(
) .
- . 17
. b , a , , ,
.
(., , [1]).
1.7.
-
. , - ()
(), , , , .
.
1.7.1. -
Mathcad
(1.11), (1.16), (1.17).
Mathcad
.
. .
,
a b ;
, ,
, . a b , -
.
18
1.1.
s (t ) = A sin(t ) ,
A = 1 , = 2 / T = 2 / 50 , = 0 .
:
N := 256 , MHAT (t ) :=
( a , b, t ) =
d2
dt
exp(t 2 / 2) .
1
t b
MHAT
.
a
a
-:
N
a := 1..30 ,
b := 0..50 ,
W (a, b) :=
N ab := W (a, b)
N ab = W ( a, b) . 1.5
, . 1.6
(a,b). , W (a, b)
a = a0 s(t ) ;
a0 : 1/ . W (a, b0 )
b = b0 .
. 1.5
19
. 1.6
1.2.
: s (t ) := A1 sin(1t ) + A2 sin(2t ) ,
A1 = A2 = 1 , 1 = 2 /T1 , 2 = 2 /T2 , T1 = 50 , T2 = 10 .
2
1.5
1
0.5
0
s ( t)
0.5
1
1.5
2 2
2
25
50
75
100
125
150
175
200
225
MHAT (t ) :=
d 2 t 2 / 2
e
,
dt 2
250
250
N:=256,
N
t b
(a, b, t ) := MHAT
,
a
W (a, b) :=
(a, b, t ) f (t )dt ,
a := 130, b : = 050,
N ab := W (a, b) .
W (a, b) . 1.7
, . 1.8
(a,b).
. 1.7
20
. 1.8
. 1.9, -
.
a , .. a1 = 2 ( a1 : 1/ 2 ),
, () . a [(t b) / a ] , , , .. . a2 = 15 ( a2 : 1/ 1 )
. a ( a > 25 ), .
. 1.9
21
1.9, - W (a, b) ,
b1 = 13 b2 = 17 .
, , (. 1.1) a ( a : 1..3 ), , .. A2 sin(2t ) .
1.3.
U := 5
s ( t) :=
t0 := 20 := 60
U if t0 t t0 +
0 otherwise
t2
exp
MHAT ( t) :=
2
2
dt
d2
s ( t)
N :=128
6
5
4
3
2
1
0
1
20
40
60
80 100 120
t b
(a, b, t ) := MHAT
,
a
a := 1..50 , b := 0..100 ,
W (a, b) :=
(a, b, t ) f (t )dt ,
Nba := W (a, b) .
. 1.10
22
- . 1.10.
. 1.10, - b = 20 b = 80 ( a : 1..5 ).
,
Mathcad . .
Intel Celeron (667
128 ) 5 .
MATLAB.
1.7.2. - MATLAB
Wavelet Toolbox MATLAB
- .
- ;
( ),
, a , .
-.
Continuous Wavelet 1-D Complex Continuous
Wavelet 1-D Wavelet Toolbox .
. 1.11 -
, .
:
( )
, . ( ).
cwt,
(..2.2), :
COEF = cwt(S, SCALES, wname PLOTMODE, XLIM),
S , SKALES a , wname () ,
23
. 1.11
,
. 1.12, ,
( ) (
).
24
. 1.12
1.5.
S (t )
:
function binar
t = 0:0.000001:0.0004;
A1 = 1; A2 = 1; F1 = 10000; F2 = 2*F1; a = 90; b = 90;
a1 = a*0.0174533; a2 = b*0.0174533;
s = A1*sin(2*pi*F1*t-a1) + A2*sin(2*pi*F2*t-a2);
figure (1); plot(t,s); axis([0 0.0004 -3 3]); grid on;
subplot(211), plot(t,s); title(' S(t)')
. 1.13
25
function bigarm_rauch
t = 0:0.000001:0.001;
A1 = 1; A2 = 1; F1 = 10000; F2 = 2*F1; a = 90; b = 90;
a1 = a*0.0174533; a2 = b*0.0174533;
s1(1:200) = 0; t2 = 0.0002:0.000001:0.0007;
s2 = A1*sin(2*pi*F1*t2-a1) + A2*sin(2*pi*F2*t2-a2);
s3(1:300) = 0; s = [s1 s2 s3];
randn('state',0); g = 0.5; n =g *randn(size(t)); x = s+n;
figure (1); subplot(211), plot(t,x,'k'); t
itle(' x(t)'); grid on;
gtext('F=10,
1=2=1,
g=0.5 B');
. 1.14
26
(. 1.15) , ( a > 20 )
.
()
.
. 1.15
27
1.8.
mtlb 200 :
function ss
load mtlb; v=mtlb(1:200); lv = length(v);
subplot(211), plot(v); title(' ');
set(gca, 'Xlim',[0 200]); [c,l] = wavedec(v,5,'sym2');
cfd = zeros(5,lv); subplot(212) ccfs = cwt(v,1:128,'sym4','plot');
title('-') colormap(pink(32)); xlabel(' , b');
ylabel(' ,a');
end
. 1.16
- (. 1.16)
:
, ( , ).
, ( , , ..).
28
1.8.
() . .
.
. ,
. ,
, .
, , + . ,
.
(, , ..) ,
, , .
- . ,
, . , , .
:
S (, b) =
S (t ) w(t b)e jt dt ,
S (t ) w(t b) ; (, , ..
w(t ) = 1 0 t w(t ) = 0 t < 0 t > ), t (. 1.17) 29
b . , ..
- .
s+t
W(tb)
b+
. 1.17
, . 1.17,
( ) S (t ) ,
. ,
. 1.18, .
, 2 / .
, , , ( ) . ( = const )
, . ( )
(
).
,
, , (. 1.18, ), .
. -
,
(. 1.18, ): a
,
.
30
.
- , .
.
f
f
ab(t)
t
t
t
. 1.18
:
. -
,
,
.
, , , ,
, , , , . ,
.
.
31
2
2.1. -
a b - . ab (t ) .
. ,
, [13]:
1 t b
1
m
a = 2m , b = k 2m , mk (t ) =
= m (2 t k ) , (2.1)
a a
2
m k . a, b m, k . m
.
.
(dyadic) .
. 2.1 a, b . m
. m 1
. m mk (t ) b = k 2m , m ,
m = 0 .
32
30(t)
0
10(t)
21(t)
20(t)
0
11(t)
(t)
01(t)
13(t)
07(t)
1.
1.
. 2.1
:
cmk = ( S (t ), mk (t ) ) =
S (t ) mk (t )dt ,
(2.2)
S (t ) = cmk mk (t ) .
m,k
33
(2.3)
,
cmk (2.3)
Ws (a, b)
cmk = W 2m , k 2m .
(2.4)
a , b
a = 1/ 2 j , b = k / 2 j , jk (t ) = 2 j (2 j t k ) ,
(2.1)
.. j a ,
jk (t ) . (2.1) m
a , .. mk (t ) .
. , . -
( a = 2m ), . , , ,
. (). ,
.
34
2.2.
, ,
, - ( DWT). a
b , .
( )
S (t ) ,
f m , {Si } , i = 0,1, ..., N 1 , t :
t = 1/ 2 f m , f = 1/ t = 2 f m ,
(2.5)
t f () .
, t
:
S (t ) = {Si } =
N 1
S (it )(t it ),
(2.6)
i =1
(t ) -.
N = 2n0 ,
m (2.1) n0 1 .
k m : k = 2n0 m 1 . , m = 0 (.. a = 1) k -
2n0 1 = N 1 ; m (1, 2, ) mk (t ) ,
k . m = mmax , n0 1 , k = 0 , .. mmax 0 (t )
(. 2.1; N = 8 ).
- cmk ( c jk )
,
- [13, 19, 25, 29]. . 2.4. , ,
, . 35
, -.
,
, , .
2.3.
- ()
2.3.1. Mathcad
Mathcad
.
( Mathcad 8)
db4 ( DB4).
(.. ) , .
Mathcad :
wave(x) ;
iwave(w) .
x - w
N = 2n0 ( n0 ). wave(x) , - cmk .
2.1.
x(t )
x(t ) = S (t ) + n(t )
S (t )
(. 2.2):
U = 5 (), t0 = 40 (), = 60 ()
s(t):= U ift 0 t t 0 +
0 otherwise
n(t )
(), () .
36
xi
7
6
5
4
3
2
1
0
1
2
0
0
20
40
60
80
. 2.2
:
n0 = 8 , N = 2n0 , N = 256 , i := 0..N 1 , si := s (i )
:= 0,3
-, .. :
i := 0..N 1 y := x w := wave( y )
level
level +1
,2
z := n0 1 z := 7 m := 1, 2..z
flor
N
m
2
-
. 2.3, . 2.4.
m
. (c )i i
N 0 N1, m
, - cmk ,
(2.2). , m k (
-) ( a = 2m ) (b = k 2m ) .
m k 2n0 m 0 2n0 m 1 .
, m = 0 ( a = 1 ) 0 k ( x) N (
0
), .. k cmk i (c )i . m = 1
1k ( x) 0 k ( x)
; k i . ,
m = n0 1 ( 7), k = 0 7,0 ( x)
; (c
c7,0 i 0 N 1.
37
)i
2.5
( c 0 ) i
( c 1 ) i
1.
(c
0
0
50
0
0
50
0
0
50
100
150
200
150
200
250
256
)i
( c 3 ) i
( c 4 ) i
6.
20
(c )i
5
( c 6 ) i
( c 7 ) i
5
100
i
250
256
20
10
0
10
15
100
150
i
. 2.3
. 2.4
38
200
250
256
m := 0
7
xi
x1i
2
7
6
5
4
3
2
1
0
1
2
7
6
5
4
3
2
1
0
1
2
7
x1i
7
x1i
7
x1i
0
0
0
0
7
6
5
4
3
2
1
0
1
2
40
60
m := 1
20
40
60
80
m := 3
0
0
7
6
5
4
3
2
1
0
1
2
20
0
0
20
40
60
80
m := 4
20
40
60
80
. 2.5
-, .. . :
x1i := iwave( w) .
39
cmk
() (2.3):
j := 2 z m... N 1
w j := 0 .
. 2.5. , m = 0 xi x1i
.
m -,
, ,
; () .
2.2. -
[38]
x(t ) = n(t ) + s (t ) ,
n(t )
mn = 0 ; s (t )
()
s (t ) = A1 sin[2F1t 1(t )] + A2 sin[2F2t 2 (t )] , t < t < t + ,
A1, A2 F1 = F
F2 = 2 F , 1 (t ), 2 (t ) , , t .
: s (t ) , (t ) = 21 (t ) 2 (t ) ,
t < t < t + . n(t ) (t ) .
s (t ) n(t ) . ( . 2.6).
y (t )
x(t )
(t )
. 2.6
x(t ) , ,
(t ) Mathcad (2001).
Mathcad db 4 : wave(x) , iwave(w)
40
. x(t ) ( 2.1) ,
cmk
()
(2.3): yi := iwave( w) , j := 2 z m..N 1 , w j := 0 .
. 2.7 x(t ) y (t ) . A1 = A2 = 1 , F = 10 , 1 (t ) = 2 (t ) = = 90 ,
= 0,5 , t = 0, 2 , = 0,6 , n0 = 10 (z = 9), N = 1024 .
m : % ,
y ,
%
%
= = 2 =
.
. 2.1.
m = 0 ()
y1 xi . m ( . 2.7 m = 3 ) , , ( y ).
. 2.7
2.1
2
3
y ,
0.493
0.327
0.198
0.125
0.105
0.078
0.05
5.73
5.35
5.01
4.24
4 .84
6.91
120.
14.87
14.81
18.47
14.08
14.54
18.8
116
, mopt ,
, , -
41
. m > mopt
,
. , ( = 0 ) (.. = 0 = 0 ).
2.3.2. Matlab
, , GUI (.1).
wavemenu.
Wavelet 1-D, File Demo Analys
32 -.
MATLAB 6.0/6.1 Wavelet Toolbox
2/2.1 (. 2, .2.2), ,
coef = detcoef(C,L,M).
wavelet [C, L];
, , 1 M MMAX ,
MMAX = length( L) 2 . [, L] = wavedec(S, M, 'wname')
wavelet ,
( wname).
2.3.
2.2.
-:
function binar_rauch_wav_1
t = 0:0.000001:0.001; A1 = 1; A2 = 1; F1 = 10000; F2 = 2*F1; a1 = 0; a2 = 0;
s1(1:200) = 0; t2 = 0.0002:0.000001:0.0008;
s2 = A1*sin(2*pi*F1*t2 + a1) + A2*sin(2*pi*F2*t2+a2);
s3(1:200) = 0; s = [s1 s2 s3]; randn('state',0); g = 0.5; n = g*randn(size(t));
x = s + n; figure (1); subplot(311), plot(t,x,'k'); title(' x(t)'); grid on;
gtext('F=10, 1=2=1, g=0.5 B');
subplot(312), c = cwt(x,1:64,'mexh','absglb',[0 400]);
title('-'); xlabel(' , b');
ylabel(' ,a'); set(gca,'Xlim',[0 1000]);
[c,l] = wavedec(s,6,'db4');
for m = 1:6
d = detcoef(c,l,m); d = d(ones(1,2^m),:);
cfd(m,:) = wkeep(d(:)',1000);
end
42
. 2.8
. 2.8 .
1.6. , , .
2.4.
mtlb 200 (.
1.7)
:
function ss_cd
load mtlb; v = mtlb(1:200)', lv = length(v);
subplot(311), plot(v); title(' ');
set(gca, 'Xlim',[0 200]); [c,l] = wavedec(v,6,'sym2');
cfd = zeros(6,lv); subplot(312), ccfs = cwt(v,4:127,'sym2','plot');
title(' '), colormap(pink(32));
ylabel(' ,a'); xlabel(' , b');
43
for m = 1:6
d = detcoef(c,l,m); d = d(ones(1,2^m),:);
cfd(m,:) = wkeep(d(:)',lv);
end
cfd=cfd(:); I = find(abs(cfd)<sqrt(eps));
cfd(I) = zeros(size(I)); cfd = reshape(cfd,6,lv);
subplot(313), colormap(pink(32));
img = image(flipud(wcodemat(cfd,64,'row')));
set(get(img,'parent'), 'YtickLabel',[]);
title(' ');
ylabel(''); xlabel(' , b');
end
. 2.9.
. 2.9
,
S (t ) ,
. ,
.
. (DWT)
. ,
[8]. , ,
(. . 2.6).
44
2.4. -
() Am (t ) ()
Dm (t )
m
S (t ) = Am ( t ) + D j ( t ) ,
(2.7)
j =1
.
a m (.. m ) () () .
,
.
(). . 3 .
. 2.3, .
. .
S (t ) V0 .
S ak , S (t ) 0 k (t ) :
S (t ) = A0 (t ) = a0 k 0 k (t ) ,
(2.8)
a0 k = ak = ( S (t ), 0 k (t ))
m = 0 .
S (t ) ( V1 W1 ):
S (t ) = A1 (t ) + D1 (t ) = a1k 1k (t ) + d1k 1k (t ) .
(2.9)
k
, a1k
d1k . , a1k d1k 45
a0 k . A1 (t ) ( V2
W2 ). S (t ) m amk d mk .
amk d mk - (t ) (t ) .
. 3, hl :
(t ) = 2 hl (2t l ) ,
(2.10)
(2.11)
hl = ((t ), (2t l ) ,
(2.12)
gl = (1)l h2 n 1l ,
(2.13)
l = 0,1,..., lo = 2n 1 , n . n-
2n 1 2n hl .
(2.10) (2.11) :
amk = ( S (t ), mk (t )) = hl 2 k ((t ), m 1,l (t )) = hl 2 k al ,m1 ,
l
(2.14)
(2.15)
- .
(
n0 ) N
( N = 2n0 ). ( m = 0 , a = 2m = 1 )
a0 k Si S (t ) , .. a0 k = Si ,
46
k = i , i = 0, 1,..., N 1 . m
m + 1 -
:
am +1,k = hl 2k aml , d m +1,k = gl 2 k aml .
(2.16)
l
m = MMAX , ( N )
( l ) hl .
() -
am 1,k = (hk 2l aml + g k 2l d ml ) ,
(2.17)
l
(2.10) (2.11).
()
2 LN , L = 2n [29].
. ,
4 LN , ( ) ( N log 2 N ).
,
hl ,
.
Wavelet Toolbox . . 2.10: - -.
S
A1
A2
D1
D2
m=M
. 2.10
47
m=0
S = {Si}
m=1
S = A1 + D1
m=2
S = A2 + D2+D1
S = AM + DM+DM1,,+D1
. 2.11 , wavedemo.
am ,
d m ( m 1 5). , , . cfs.
, :
A = appcoef (C , L,' wname ', M ) ,
(2.18)
D = det coef (C , L, M )
- [C , L] , ' wname '
, , M
,
,
1 M MMAX ,
MMAX = length( L) 2 .
. 2.11
48
-
(2.19)
[C , L] = wavedec( X , N , ' wname ')
- X
N ; C L .
() S [C , L] waverec:
S = waverec(C , L,' wname ') .
(2.20)
2.5.
, , .
, , hl .
,
(t ) (t ) , (2.11).
,
hl , .. ,
. ,
,
Wavelet Toolbox, , (dbN), (sumN), (coifN), (haar)
.; [7, 8].
. . N (dbN)
2N1 2N hl gl . N = 1 (
, ), (t ) (t ) .
(2.11) [5, 8]:
n = 2 ( ):
g1 = h2 ,
g 2 = h1 ,
49
g3 = h0 ;
n = 3 ( ):
h0 = 0.332670,
h1 = 0.806891,
h2 = 0.459877,
h3 = 0.135011,
h4 = 0.085441,
h5 = 0.035227.
n = 4 ( ):
h0 = 0.230377,
h1 = 0.714847,
h2 = 0.630881,
h3 = 0.027984,
h4 = 0.187035,
h5 = 0.030841,
h6 = 0.032883,
h7 = 0.010597.
. 2.12 (t ) ( )
(t ) , , .
2.0
1.5
1.0
0.5
0
-0.5
-1.0
-1.5
0.2
n=2
n=3
0.1
0.2
-0.1
-0.1
4
n=4
0.1
. 2.12
, ( n = 3 n = 4)
db 2 ; n n . . .1.3 ,
(.. ),
.
-,
Mathcad, db 4 .
2.6.
.
. .
50
& () (t )
, / 2 , ..
.
. 2.13. S ( )
Lo _ D Hi _ D .
( ) :
y (k ) =
2 n 1
S (l ) q ( k l ) ,
(2.21)
l =0
2n q ()
.
(2.21) (2.7)
:
D1 = y H (k ) , A1 = yL ( k ) .
()
D%1
cD1
y H (k )
S (k )
()
Hi _ D
S% (n )
Hi _ R
SH ( z)
S ( z)
Lo _ D
yL ( k )
c A1
2
Lo _ R
A%1
SL ( z)
. 2.13
(2.21) (2.16) ,
amk d mk ( m = 1 )
h(l ) = hl g (l ) = gl
( ), .. hl
g l . .
, . 51
2 , ..
(- 2 k (2.16)):
cD1 = d1k , cA1 = a1k .
. 2.13 .
Lo _ R
Hi _ R . 2 , 2 ,
. ( A%1 D%1 ), Lo _ R Hi _ R , S% (k ) ,
S (k ) , ..
.
( m = 2)
a1k .. m = MMAX .
. 2.14, ()
() , (Mallat).
512
( N = 2n0 , n0 = 9 ).
cDm 2 Hi _ R
Hi _ D 2 cDm
S
(+)
m
cAm 2 Lo _ R
Lo _ D 2 cAm
()
()
512
2
D1
CD1
2
A1
128
cA1
L
CD1
256
2
128
. 2.14
52
S%
S% (k
,
,
,
.
,
, , (2.18)(2.20),
(wname)
: Lo _ D , Hi _ D , Lo _ R , Hi _ R .
Wavelet Toolbox . 2.
( ) wavemenu
Wavelet Display. , , , wname, ( Lo _ D low-pass, Hi _ D
high-pass) ( Lo _ R , Hi _ R ). . .1
db 4 .
, load , wname, length (
), sum ( ), norm (
) . ,
load db 4 , :
>> load db4
>> db4
db4 = 0.1629
>> length (db4)
ans = 8
>>sum(db4)
ans = 1.0000
>>norm(db4)
ans = 0.7071
. -
1/ 2 .
hl -
load db 4 ,
- hl (. 2.16):
function db4
load db4; w = db4; iter = 10; wav = 'db4';
[phi,psi,xval] = wavefun(wav,iter);
subplot(321); plot(xval,psi); title('Wavelet');
53
. 2.15
subplot(322); stem(w); title('Original scaling filter');
[Lo_D, Hi_D, Lo_R, Hi_R] = orthfilt(w);
subplot(323); stem(Lo_D); title('Decomposition low-pass filter');
subplot(324); stem(Hi_D); title('Decomposition high-pass filter');
subplot(325); stem(Lo_R); title('Reconstruction low-pass filter');
subplot(326); stem(Hi_R); title('Reconstruction high-pass filter');
end
2.7.
-
(splitting) . ,
, .
(. 2.10 ). ,
.
54
. .
, ,
. ( ) ,
. 2.16, .
2
S
S
A1
AA2
AAA3
(2,0)
DAA3
(0,0)
D1
(1,0)
AD2
DA2
(2,1)
(2,2)
DD2
(2,3)
DDD3
(0,0) D1
A1
(1,1)
AA2
(1,0)
ADA3
DA2
(2,1)
DDA3
. 2.16
, , , . , , -
.
. 2.17 db 4 .
- ,
,
.
(. 2.16, ) (. 2.16, ). ,
, .
.
.
55
. 2.17
. , , (Shannon)
E = Si2 log( Si2 ) ,
(2.22)
E = log( Si2 ) .
i
; ,
.
() .
. , .
, , . . 56
[8].
.
. 2.18
. 2.18 () , (. 2.4):
Function ss_tree
load mtlb; x = mtlb(1:200); wpt = wpdec(x,3,'db1');
wpt = wpsplt(wpt, [3 0]); plot(wpt)
bst = besttree(wpt); plot(bst);
.
(0,0).
.
[7, 8],
() , . - [1, 3, 7, 8].
- Wavelet Toolbox.
- , ,
. 2 (.2.5).
57
2.8.
.
2.2 2.3.
, . ,
. (. . 2.7).
:
(. 2.19).
: , , .
,
.
() .
, De-noise Compression GUI.
Wavelet Toolbox
(. . .2.7). .
2.5.
y = wtresh( X , SORN , T ) . ythard ( SORN = ' h ') ytsoft ( SORN = ' s ')
( thersold ) T X .
. 2.19
2.6.
wdencmp
. noismima
wdencmp (. .2.7). [xd, cxd, lxd, perf0,
perfl2] = wdencmp ('lvd',c,l,wname,lev,thr,'h')
XC , X ( ,
) THR . [CXD, LXD] - XC . PERFO
PERFL 2
L2 .
PERFL 2 = 100 * ( norm(C C ) / norm(C ))2 , norm ; 2
[thr,nkeep] = wdcbm(c,l,alpha,m);
[xd,cxd,lxd,perf0,perfl2] = wdencmp('lvd',c,l,wname,lev,thr,'h');
subplot(211), plot(x), title('Original signal'); axis([0,500,-10,10])
subplot(212), plot(xd), title('Compressed signal'); axis([0,500,-10,10])
xlab1 = ['2-norm rec.: ',num2str(perfl2)];
xlab2 = ['% - zero cfs: ',num2str(perf0),'%'];
xlabel([xlab1 xlab2])
end
. 2.20
, , lev, alpha m, .
2.7.
, 2.2.
1) . , -
.
besttree ( )
:
function binar_tree
t = 0:0.000001:0.001024;
A1 = 1; A2 = 1; F1 = 10000; F2 = 2*F1; a = 90; b = 90;
s1(1:200) = 0; a1 = a*0.0174533; a2 = b*0.0174533;
t2 = 0.0002:0.000001:0.0008;
s2 = A1*sin(2*pi*F1*t2-a1) + A2*sin(2*pi*F2*t2-a2);
s3(1:224) = 0; s = [s1 s2 s3];
randn('state',0); g = 0.5; n = g*randn(size(t)); x = s + n;
60
wpt = wpdec(x,3,'db4');
wpt = wpsplt(wpt, [3 0]); plot(wpt)
bst = besttree(wpt); plot(bst); end
. 2.21, ; . (0,0).
. (1,0) (1,1) , . , ,
- ( ) . . 2.21, , (2,0) (4,0), ..
. ()
.
( 4 16 ).
(0,0)
(1,1)
(1,0)
(2,0)
(3,0)
(4,0) (4,1)
a
. 2.21
() ( ) ,
, .. .
61
2) .
wpdencmp (. . .2.6)
THR , wpbmpen
- [13]:
function binar_de_noise
t = 0:0.000001:0.001; A1 = 1; A2 = 1; F1 = 10000; F2 = 2*F1;
a1 = 0; a2 = 0; s1(1:200) = 0; t2 = 0.0002:0.000001:0.0008;
s2 = A1*sin(2*pi*F1*t2-a1) + A2*sin(2*pi*F2*t2-a2);
s3(1:200) = 0; s = [s1 s2 s3];
randn('state',0); g = 0.5; n = g*randn(size(t)); x = s + n;
wname = 'db4'; lev = 4; tree = wpdec(x,lev,wname);
det1 = wpcoef(tree,2); sigma = median(abs(det1))/0.6745;
alpha = 2; thr = wpbmpen(tree,sigma,alpha);
keepapp = 1; xd = wpdencmp(tree,'s','nobest',thr,keepapp);
subplot(311), plot(s), title(' '); axis([0,1000,-3,3])
subplot(312), plot(x), title(' '); axis([0,1000,-3,3])
subplot(313), plot(xd), title(' '); axis([0,1000,-3,3])
end
. 2.22.
. 2.22
62
, , lev, alpha
sigma, / .
. 2.2 lev y
, % (. 2.2).
2.2
1
y ,
0.307
0.208
0.128
0.108
0.087
5.346
5.050
4.901
4.657
9.449
14.81
14.79
14.09
13.78
18.25
lev
. 2.23
: , lev , (s h) ( ' rigrsure ' ,
' heursure ' , ' sqtwo log' , 'min i max i ' ).
64
-.
3.1.
.
S ( x, y ) . , , V = {x, y} R 2 , x y .
- (1.11)
x b1 x b2
,
,
a2
a1a2 a1
1
(3.1)
a1 a2 , b1 b2 a b .
:
a = 2m , b = k 2m = ka ,
m,k = 2 m / 2 (2 m V k ) ,
m,k = 2 m / 2 (2 m V k ) . (3.2)
.
65
[ 3].
. ,
,
. :
( x, y ) = ( x)( y ) ,
(3.3)
LH ( x, y ) = ( x)( y ) , HL ( x, y ) = ( x)( y ) ,
HH ( x, y ) = ( x) ( y ) ,
(3.4)
H L
.
:
2 m (2 m x k )(2m y l ), 2 m (2 m x k ) (2m y l ),
(3.5)
2 m (2 m x k )(2m y l ), 2 m (2 m x k ) (2m y l ).
,
,
.
()
.
[1].
3.2.
, (3.5),
-
, Wavelet Toolbox.
, . 2.6,
.
, N N
(. 3.1, ). N
() () () . N N / 2 (. 3.1, ). ,
N / 2 N / 2 (. 3.1, ): 66
(1), (1),
(1)
(1).
() (. 3.1, ) ..
N N
N N /2
N N /2
. 3.1
. 3.2 ()
-, ..
( , ): 1, 1, 1 1.
. 3.2
67
,
GUI Wavelet Toolbox, Wavelet-2D.
. 3.3
, (), .
(0,0)
(1,0)
(1,1)
(2,1)
(2,2)
. 3.4
(. .8 .9) . .1. ,
, . 2
(.2.4 .2.6).
3.3.
(. .2.8).
.
, .
69
.3.5. ,
GUI (Wavelet
2-D). ,
. , , . db2.
.
. 3.5
MATLAB .
3.1.
, neissi2d. wpbmpen ( ) wpdencmp ( ) (. . .2.7):
load noissi2d; nbc = size(map,1); wname = 'db8';
lev = 2; tree = wpdec2(X,lev,wname);
det1 = [wpcoef(tree,2) wpcoef(tree,3) wpcoef(tree,4)];
sigma = median(abs(det1(:)))/0.6745; alpha = 1.1;
70
end
. 3.6 () ()
, .
. 3.6
. ,
.
3.2. -
.
,
, .
, ( wdcbm 2 )
( wdencmp ):
function detfingr
load detfingr; nbc = size(map,1); wname = 'sym4'; lev = 3;
[c,s] = wavedec2(X,lev,wname); alpha =1.5; m = 2.7*prod(s(1,:));
[thr,nkeep] = wdcbm2(c,s,alpha,m);
[xd,cxd,sxd,perf0,perfl2] = wdencmp('lvd',c,s,wname,lev,thr,'h');
colormap(pink(nbc)); subplot(221), image(wcodemat(X,nbc)),
title(' '); subplot (222),image(wcodemat(xd,nbc)),
title(' '); xlabl = ['2-norm rec. :', num2str(perfl2)];
xlab2 = [' % - zero cfs: ',num2str(perf0), '%']; xlabel([xlabl xlabl2])
end
. 3.7 ; 94 % , 98 %
. , 71
, . .
. 3.7
, ,
.
. , ,
, - ..
, ,
. , 512512 768 , 25 ,
188 /.
, 3.2, , .
, ( ) , .
( 3 5). .
, ,
, ,
72
.
, .
( ) [24]. ,
,
, [19].
,
JPEG ,
, JPEG , .
-,
. , -.
3.4. ADV6XX
Analog Devices
. (. . 3.1 [1]).
-, (. 3.8).
-
-.
(Y, Gr, Gb) ( 2 )
() , 14 .
42 (), .
:
,
.
73
ADV601
10
ADV601LC
8
RS-
160
120
0 +70
0 +70
(evaluation board)
VideoLab
VideoPipe
ADV611
8
3.1
ADV612
8
120
120
0 +70
25 +85
CCTVPIPE CCTVPIPE
42 . , , 2:1 5:1.
:
- ;
-
. 3.8
. , 42 , ,
. 42 ,
.
74
350:1,
ADV611 ADV612 7500:1.
,
, ,
.
ADV601 .
ADV611 ADV612 -,
.
(), .
[1] Analog Devies:
http//www.analog.com.
, -
.
, -
(), .
. () .
. , ,
1998, 8.
,
.
- .
,
75
.
,
, .
, , ,
, : [14, 7, 8, 13, 14, 1921, 2432, 3638];
[15, 16, 19, 20, 31]; [17]; - [33, 38]; [4, 19]; [12, 22], [15], [19] .
[1, 21, 24, 28] , , , . - .
, - [1, 3, 710, 19,
24, 28, 35, 38]. ,
MPEG-4, JPEG-2000, Corel,
Analog Devices,
.
[9].
[19, 23, 36]. ,
.
[4, 3].
,
.
. ( ), .
,
, ..
[15]. 76
, ,
, , , ( , ) . :
[19], -
[8].
,
[26].
,
. . ,
. ,
,
.
.
.. ..
[1], ,
-,
, ADV6xx,
. .. [8],
, , Wavelet Toolbox,
Wavelet Extension Pack, Wavelet Explorer, MATLAB
6.0/6.1, Mathcad-2001 Mathematica 4.
,
.
-,
.
77
1.
.., .. . .: - , 1999. 208 .
2. .. - . . .
.: - 000 , 1999. 152 .
3. .. . .: -
, 1999. 132 .
4. .., .., .. wavelets : . : - . .
-, 2000. 188 .
5. . . -: , 2001. 464 .
6. .. . .: , 2001. 412 .
7. .., .. MATLAB.
. . .: . 2002. 608 .
8. .. . . .: -,
2002. 446 .
9. C ., ., . .
. : ,
2002. 272 .
10. .., .. . . . , 1999. . 1, . 12
. . 127150.
11. .., .. . .: . . 7 . . 244296.
12. .. : . . ,
1999. . II, . 6 . . 71
108.
13. .. . .: , 2000. 2, . 2.6. -. . 6568.
14. . : . /
.., .. , .. , .. , .. ,
.. / . . .. . : , 2002.
. 16 - . . 287307. 13 - .
. 331340.
, ,
15. .. -: // . 1998. . 166. 11. . 11451170.
16. .., .., .. - -
// . 1999. 11. . 4044.
78
-
. -,
. :
http://www.wavelet.org.
, , , .
http://www.mathsoft.com/wavelet.html
.
http://playfair.stanford.edu/~wavelab MATHLAB, .
http://www.math.spbu.ru/~dmp -
, .
http://www.wavelet.narod.ru _ ; , .
- [1].
, , www.rambler.ru, www.aport.ru,
-, , ;
( ) .
80
1
Wavelet Toolbox MATLAB
GUI
-
, GUI
(Graphic User Interfice). - (), - ( , ().
1.1. GUI
GUI wavemenu .
.
,
Wavelet Toolbox.
1 2.
Wavelet Display . , , , .
.1 db4.
(t ) (t ) (.. )
( Lo _ D, Hi _ D Lo _ R, Hi _ R ). . :
(Wavelet), (Refiniment),
(Display),
Name (Name wavelets), (Wavelets).
View Axes. , . - .
( ) .
Wavelet Packet Display (haar, db, sym,
coif, dmey), .
phi W0 , W2 , W4 ,... psi W1, W3 , W5 ,...
..
Continuous Wavelet 1-D . File, Demo Analysis, 15 .
: . .2 .
: (Analyzed Signal),
(Coefficients Ca,b),
81
. .1
. .2
82
..3
83
Statistics.
.
: (Original signal),
(Synthesized signal), (Approximation), (Deteil).
level. . .4 ( . .3)
.
.
. .4
Histograms.
-.
ompress. ()
: (Global
thresholding ) c (By level thresholding . .6)
. (..5)
(Select thresholing): Scarce high-Scarce medion Scarce Low Belance sparsitynrm Remore near 0. (. .6)
( ) . d 4 ,... , d1 ( . .6)
. Sparsity .
84
. .5
. .6
85
De-noise.
( ). ,
. hard, soft.
( ).
Wavelet Packets 1-D
. 17 . . .7
mishmash. 4 : (Decomposition Tree); a3 (3.0) (Packet:
(3,0)), ;
(Analyzed Signal); (Colored Coefficient ).
(shannon, threshold, norm, log energy, sure, user), (
Initial, Wavelet, Best, Best
Level), (Analized), (Compress)
(De-noise).
. .7
Wavelet 2-D . 17 . . .8
.
, (dwt) . , (idwt).
86
. .8
. .9
87
.1.2.
wavedemo. (. .10, ),
:
Short 1D scenario
,
Close .
. .10
88
. .11
89
2
Wavelet Toolbox
.2.1.
Esc ;
clc ;
Ins / ;
load fname... fname.m
, ;
load (' fname ') fname.m ;
diare file _ name ;
% . ;
Delug Run ;
Edit Copy Figure (, Word);
wavemngr (' read ') -, ;
wavemngr (' read ',1) ;
wave inf o(' tipe ') ;
15 ,
;
wavemenu
GUI (Graphic User Interfice);
wavedemo .
.2.2. ()
cwt ()
-
( 1-D);
COEFS = cwt ( S , SCALES ,' wname ') S SCALES , ' wname ' ;
COEFS = cwt ( S , SCALES ," wname ',' plot ') -;
COEFS = cwt ( S , SCALES ," wname ',' PLOTMODE ') ,
, PLOTMODE : ' lvl '
90
, 'glb' ,
' abslvl ' ' lvlabs ' , ' abs glb' 'glb abs '
.
.2.3.
- ()
wavedec() - ();
[C , L] = wavedec( X , N ,' wname ') C L X
N ( );
[C , L] = wavedec( X , N , Lo _ D, Hi _ D )
;
[ Lo _ D, Hi _ D, Lo _ R, Hi _ R ] = wname( DF , RF ) ( ),
;
waverec() -;
X = waverec(C , L ' wname ') ()
[C , L] ;
X = waverec(C , L, Lo _ R, Hi _ R) , ' wname '
Lo _ R, Hi _ R ;
appcoef () ;
A = appcoef (C , L,' wname ', N )
N [C , L] ; N
. 0 N NMAX = length( L) 2 ;
L = w max lev( S ,' wname ')
( ) S ' wname ' ;
A = appcoef (C , L,' wname ') ( NMAX = length( L) 2 ) [C , L] ;
A = appcoef (C , L, Lo R, Hi _ R ) ,
();
det coef () ;
D = det coef (C , L, N ) N
[C , L] ;
D = det coef (C , L)
;
[ D1,..., D p ] = det coef (C , L,[(1),..., N ( p)])
[ N (1),..., N ( p )] ;
dwt () ;
91
.2.4.
, , 2, .
.
appcoef 2() ;
A = appcoef 2(C , S ,' wname ',[, N ]) N -
[C , S ] ' wname ' .
N: 0 N size( S , l ) 2 ;
A = appcoef 2(C , S , Lo _ R, Hi _ R, N ) ,
;
det coef 2() ;
D = det coef 2(O, C , S , N ) D
N - [C , S ] , 0 = ' h ', ' v ', ' d ' ;
[ H ,V , D] = det coef 2(' all ', C , S , N ) (, ) ;
dwt 2() ;
92
.2.5. -
bestlev() , - , ;
T = bestlevt (T ) , ;
[T , E ] = bestlevt (T ) T
; j 1
E ( j ) ;
besttree() T ;
;
T = besttree(T ) T ,
;
[T , E ] = besttree(T ) , ;
[T , E , N ] = besttree(T ) N ,
;
wentropy () ;
E = wentropy ( X , T , P ) E X . T , : ' shannon ' ,
' threshold ' , ' norm ' , ' sure ' 'log energy ' , ' user ' . P , T : P , ' norm '
P ( P 1 ), T = ' user ' , P
m -
X ;
wp 2 wtree() - ;
T = wp 2 wtree(T ) T ;
wpcoef () -;
X = wpcoef (T , N ) , N T ;
X = wpcoef (T ) X = wpcoef (T ,0) ;
93
wpcutree() ;
T = wpcutree(T , L) T L ;
[T , RN ] = wpcutree(T , L) RN , ;
wpdec() -;
T = wpdec ( X , N ,' wname ', E , P ) T , X N ' wname ' . E , P . E T T P
E = wentropy ( X , T , P ) ;
T = wpdec( X , N ,' wname ') T = wpdec( X , N ,' wname ',' shannon ') ;
wpdec 2() -;
T = wpdec 2( X , N ,' wname ', E , P) - X N , E , P ;
wpfun() -;
[WPWS , X ] = wpfun(' wname ', NUM , PREC )
2 PREC ; WPWS W 0 NUM , [W0 ,W1,...,WNUM ] , X ,
;
wpcoef () ;
X = wpcoef (T , N ) N - T ;
X = wpcoef (T ) X = wpcoef (T ,0) ;
X = wpcoef 2(T ) X , T .
.2.6.
.
swt () ;
SWC = swt ( X , N ,' wname ') - X N ( X = 2 N ) ' wname ' ;
SWC = swt ( X , N , Lo _ D, Hi _ D) ;
1 i N , SWC (i,:)
i , SWC ( N + 1,:) N ;
94
.2.7.
ddencmp () ;
[THR, SORN , KEEPAPP, CRIT ] = ddencmp ( IN1, IN 2, X )
( ) . X . :
THR , SORH ,
KEEPAPP , , CRIT . IN1 :
' den ' ' cmp ' . IN 2 ' wv ' ' wp ' ;
thselect () ;
THR = thselect ( X , TPTR ) X TPTR :
' rigrsure ' , ' heursure ' , 'min i max' ,
' sqtwo log' sqrt (2 * log(length( X ))) . y = f (t ) + e , e N (0,1) ;
wbmpen() ;
95
96
[ XD, CXD, LXD] = wden(C , L, TPTR, SORN , SCAL, N ,' wname ') , [C , L] N .
wdencmp () ;
[ XC , CXC , LXC , PERFO, PERFL 2] = wdencmp(' gbl ', X ,' wname ', lev, THR,
SORH , KEEPAPP) XC , X ( , )
THR .
[CXD, LXD] - XC . PERFO
PERFL 2 L2 .
PERFL 2 = 100 * ( norm(C C ) / norm(C ))2 , norm ;
2
PERFL 2 = 100 XC / X
. N
97
NC = wthcoef (' t ', C , L, N , T , SORH ) ( SORH = ' s ' ) ( SORH = ' h ' ) ,
N T ;
wthcoef 2() -;
NC = wthcoef 2(' type ', C , S , N , T , SORH ) , [C , S ]
( SORH = ' s ' ) ( SORH = ' h ' ) , N T , N (i ) size( S ,1) 2 ;
wthresh() ;
Y = wthresh( X , SORH , T )
-.
ytsoft ( SORH = ' h ' ) ythard ( SORH = ' h ' ) T
X ;
wthrmngr () ;
THR = wthrmngr (OPTION , METHOD,VARARGIN ) OPTION . VARARGIN
OPTION METHOD .
.2.8.
X = wnoise( FUN , N ) ,
FUN , 2 N [0,1]; : 1) FUN = 1 ' blocks ' , 2) FUN = 2 ' bumps ' ,
3) FUN = 3 ' heavy sin e ' , 4) FUN = 4 ' doppler ' , 5) FUN = 5
' quadchirp ' , 6) FUN = 6 ' mishmash ' .
[ X , XN ] = wnoise( FUN , N , SORT _ SNR ) X , ; std ( X ) = SORT _ SNR , XN ,
,
N (0,1) .
(. .12):
ind = linspace(0,1,2^8);
for i = 1:6
x = wnoise(i, 8);
subplot(6,1,i), plot(ind,x)
end
98
. .12
99
3
(2.7)
.
f (t ) L2 ( R ) . , L2 ( R ) a = 2m Vm ,
f (t ) = Am (t ) (. - (2.7)).
(), , .
1.
V
Vm , L2 ( R ) ,
..
... V2 V1 V0 V1 V2 ...
I Vm = {0} ,
U Vm = L2 ( R) .
(.1)
mZ
m=Z
2.
Am (t ) Vm Am 1 (t )
Vm 1 .
(t ) V0 ,
3.
ok (t ) = (t k ), k Z .
(.2)
V0 . (t )
(t )dt = 1
(.3)
() .
. .13 .
ok (t )
V0 ,
{0}
Vm
Vm1
L2(R)
mk (t ) = 2 m / 2 (2 m t k )
(.4)
Vm .
. .13
100
. Am (t ) f (t ) Vm :
Am (t ) = (mk (t ), f (t ))mk (t )
(.5)
m , Am (t ) f (t ) .
m , .
, S (t ) = f (t ) L2 ( R)
Am (t ) Vm :
S (t ) = lim Am (t ) .
(.6)
Vo V1 , 1k (t ) V1 ,
:
(t ) = oo (t ) = 2 h(l )1,l (t ) = 2 h(l )(2t l ) ,
(.7)
l
(.8)
( ). hl (t ) , .. .
. .13 , L2 ( R)
,
. Wm
Vm Vm 1 :
Vm 1 = Vm Wm ,
I Wm = {0} , U Wm = L2 ( R) .
m=Z
(.9)
mZ
. .14 Vm 1 Vm
Wm , .
(t ) = oo (t ) ( ) W0 .
, W0 V1 ,
Vm +1
Vm 1
Vm
oo (t ) = (t )
, (.7):
Wm +1
Wm
oo (t ) = (t ) = 2 g (l )1,l (t ) =
. .14
l
101
= 2 g (l )(2t l ) ,
(.10)
gl = g (l ) = ( (t ),
(2t l ))
(.11)
, .. .
Wm
(t ) :
mk (t ) = 2 m (2 m t k ) .
(.12)
mk (t ) 2.1 [ (2.1)].
, hl gl .
Wm Vm , (t ) (t )
, (.7) (.10) ,
0 = ((t ), (t )) = 2 hl g p (1l (t ),
l
1 p (t )) = 2 hl gl
(.13)
gl = (1)l h2 n 1l .
(.14)
l = 0,1,..., lo = 2n 1 , n .
(.10) , (t ) (t ) , (.7) hl .
S (t ) L2 ( R)
Wj , j R :
S (t ) =
(S (t ), jk (t )) jk (t ) = d jk jk (t ) .
j = k
(.15)
j = k
m = 0 (..
a = 2m = 1 ). (t )
( ), aok
aok = ak = ( f o (t ), ok (t k ))
f o (t ) .
S (t ) m ,
.. (.15),
:
S (t ) = Am (t ) +
D j (t )
j =1
amk mk (t ) + d jk jk (t ) ,
k
amk = ( S (t ), mk (t )) d jk = ( S (t ), jk (t ))
102
(.16)
j =1 k
(.17)
.........................................................................................................
1. - ................................
1.1. ......................................................................
1.2. . ..............................................................
1.3. ................................................................
1.4. ......................................................
1.5. - ..............................................
1.6. - ...................................................................
1.7. - .............................
1.8. .........................................
2. .......................
2.1. - ......................................................
2.2. ...............................................................
3
6
6
9
11
12
15
16
18
29
32
32
35
2.3. - () ...................
2.4. - .........................................................
2.5. ..........................................................................
2.6. ......................................................................
2.7. - .......................................
2.8. ................
3. -. ...............................................................................................
3.1. ...........................................................................
3.2. ...................................................................................
3.3. ...................................
3.4. ADV6XX .....................................................
....................................................................................................
.........................................................................................
1. GUI Wavelet
Toolbox MATLAB ...............................................................
2. Wavelet Toolbox ...................
3. .................................................
36
45
49
50
54
58
103
65
65
66
69
73
75
78
81
90
100
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. .
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