Haar Wavelets

In mathematics, the Haar wavelet is a certain sequence of functions. It is now recognised

as the first known wavelet.

Haar used these functions to give an example of a countable orthonormal system for the space of
square-integrable functions on the real line. The study of wavelets, and even the term "wavelet",
did not come until much later. As a special case of the Daubechies wavelet, it is also known as
D2.

The Haar wavelet is also the simplest possible wavelet. The technical disadvantage of the Haar
wavelet is that it is not continuous, and therefore not differentiable. This property can, however,
be an advantage for the analysis of signals with sudden transitions, such as monitoring of tool
failure in machines

The Haar wavelet

The Haar wavelet's mother wavelet function ψ(t) can be described as

and its scaling function φ(t) can be described as

Haar system

In functional analysis, the Haar systems denotes the set of Haar wavelets

In Hilbert space terms, this constitutes a complete orthogonal system for the functions on the unit
interval. There is a related Rademacher system, of sums of Haar functions, which is an
orthogonal system but not complete.[3][4]

The Haar system (with the natural ordering) is further a Schauder basis for the space Lp[0,1] for

. This basis is unconditional for p > 1.

Haar wavelet properties

The Haar wavelet has several notable properties:

1. Any continuous real function can be approximated by linear combinations of

and their shifted functions. This extends to those

function spaces where any function therein can be approximated by continuous functions.
2. Any continuous real function can be approximated by linear combinations of the constant

function, and their shifted functions.

3. Orthogonality in the form

Here δi,j represents the Kronecker delta. The dual function of ψ(t) is ψ(t) itself.
4. Wavelet/scaling functions with different scale m have a functional relationship:
 φ(t) = φ(2t) + φ(2t − 1)
ψ(t) = φ(2t) − φ(2t − 1)
5. Coefficients of scale m can be calculated by coefficients of scale m+1:

If

and
then

Haar matrix

The 2×2 Haar matrix that is associated with the Haar wavelet is

Using the discrete wavelet transform, one can transform any sequence

of even length into a sequence of two-component-vectors

. If one right-multiplies each vector with the matrix H2, one

gets the result of one stage of the fast Haar-wavelet transform.

Usually one separates the sequences s and d and continues with transforming the sequence s.

If one has a sequence of length a multiple of four, one can build blocks of 4 elements and
transform them in a similar manner with the 4×4 Haar matrix
which combines two stages of the fast Haar-wavelet transform.

Compare with a Walsh matrix, which is a non-localized 1/–1 matrix.

Haar transform

The Haar transform is the simplest of the wavelet transforms. This transform cross-multiplies a
function against the Haar wavelet with various shifts and stretches, like the Fourier transform
cross-multiplies a function against a sine wave with two phases and many stretches.[5]

The Haar transform is derived from the Haar matrix. An example of a 4x4 Haar matrix is shown
below.

The Haar transform can be thought of as a sampling process in which rows of the transform
matrix act as samples of finer and finer resolution.

Compare with the Walsh transform, which is also 1/–1, but is non-localized.