Professional Documents
Culture Documents
Construction of Wavelets Through Walsh Functions: Yu. A. Farkov Pammy Manchanda Abul Hasan Siddiqi
Construction of Wavelets Through Walsh Functions: Yu. A. Farkov Pammy Manchanda Abul Hasan Siddiqi
Yu. A. Farkov
Pammy Manchanda
Abul Hasan Siddiqi
Construction
of Wavelets
Through Walsh
Functions
Industrial and Applied Mathematics
Editor-in-chief
Abul Hasan Siddiqi, Sharda University, Greater Noida, India
Editorial Board
Zafer Aslan, Istanbul Aydin University, Istanbul, Turkey
Martin Brokate, Technical University, Munich, Germany
N.K. Gupta, Indian Institute of Technology Delhi, New Delhi, India
Akhtar A. Khan, Rochester Institute of Technology, Rochester, USA
René Pierre Lozi, University of Nice Sophia-Antipolis, Nice, France
Pammy Manchanda, Guru Nanak Dev University, Amritsar, India
Zuhair Nashed, University of Central Florida, Orlando, USA
Govindan Rangarajan, Indian Institute of Science, Bengaluru, India
Katepalli R. Sreenivasan, NYU Tandon School of Engineering, Brooklyn, USA
The Industrial and Applied Mathematics series publishes high-quality research-level
monographs, lecture notes and contributed volumes focusing on areas where
mathematics is used in a fundamental way, such as industrial mathematics,
bio-mathematics, financial mathematics, applied statistics, operations research and
computer science.
Construction of Wavelets
Through Walsh Functions
123
Yu. A. Farkov Pammy Manchanda
Department of Applied Information Department of Mathematics
Technology, School of Public Policy Guru Nanak Dev University
Russian Presidential Academy of National Amritsar, Punjab, India
Economy and Public Administration
(RANEPA)
Moscow, Russia
This Springer imprint is published by the registered company Springer Nature Singapore Pte Ltd.
The registered company address is: 152 Beach Road, #21-01/04 Gateway East, Singapore 189721,
Singapore
Preface
v
vi Preface
Paley, and Franklin. In 1985, Yves Meyer, recipient of the Abel Prize of 2017,
accidentally found the then existing literature of wavelets. With the knowledge
of the Calderon–Zygmund operators and the Littlewood–Paley theory, he was able
to lay the mathematical foundation of wavelet theory. The first major achievement
is due to Daubechies, Grossman, and Meyer for constructing a painless
non-orthogonal expansion in 1986.
Chapter 2 deals with the properties of Walsh–Fourier coefficients, the convergence
of Walsh–Fourier series, and an approximation of functions belonging to different
spaces by special classes of matrix transform of Walsh–Fourier series. The historical
note on most of the themes of this chapter is well documented in the monograph of
Schipp, Wade, and Simon. Here, we discuss approximation by matrix transform of
Walsh–Fourier series. After the result of Yano for arithmetic and Cesáro means, there
were no significant results on this theme till 1992. During the visit of Schipp in
January 1992 and Moricz in 1994 to Aligarh Muslim University, India, the problem
of generalizing the results of Yano, Jastrebova, and Skvorcov on the rate of
approximation by Cesáro means was given top priority. Moricz and Siddiqi published
an interesting paper generalizing all earlier results (see Theorems 2.24–2.26). Fridli,
Manchanda, and Siddiqi studied approximation by Norlund means in dyadic
homogeneous Banach spaces and Hardy spaces and extended the earlier results of
Moricz and Siddiqi (see Theorems 2.27–2.29).
Chapter 3 presents Haar systems and its generalization, Haar–Fourier series, the
relation between Haar and Walsh functions, and applications of Haar wavelets to
initial and boundary value problems. Alfred Haar was a Ph.D. student of David
Hilbert at Göttingen University. Haar function is the simplest example of mother
wavelet. Haar wavelets and its generalizations were studied in detail by Devore
et al. [2] and Dubeau et al. [3]. In a recent monograph, Lepik and Hein [4] have
studied the applications of Haar wavelets to initial and boundary problems.
Chapter 4 is devoted to the construction of dyadic wavelets and frames through
Walsh functions. This chapter is based on the research work of Farkov [5–12].
In Sect. 4.1 of this chapter, preliminary results needed for the subsequent chapters
are explained. Section 4.2 of this chapter presents the orthogonal wavelets and
multiresolution (MRA). Section 4.3 of this chapter is devoted to orthogonal wavelets
with compact support on the positive half line. Section 4.4 introduces the estimates
of the smoothness of the scaling functions. Section 4.5 presents the approximation
properties of dyadic wavelets.
Chapter 5 is devoted to orthogonal and periodic wavelets on Vilenkin groups.
This chapter is essentially based on the research work of Farkov and his collaborators.
As we know, Walsh functions are identified with characters of the Cantor dyadic
group. This fact was recognized by Gelfand as back as in 1940. Vilenkin group was
introduced in 1947. In a series of papers published after 2005, Farkov and his
research collaborators have studied orthogonal and periodic wavelets [6, 13–19].
The results of Chap. 4 and 5 may be extended for results given in [20]. Section 5.1
deals with multiresolution analysis on Vilenkin groups. Section 5.2 presents com-
pactly supported orthogonal p-wavelets. Section 5.3 introduces the periodic wavelets
Preface vii
on Vilenkin groups. Section 5.4 introduces periodic wavelets related to the Vilenkin–
Christenson transform. Section 5.5 presents applications to the coding of fractal
functions.
Chapter 6 is devoted to Haar–Vilenkin wavelets and their properties. Haar–Vilenkin
system was introduced around 1947. The concept of Haar–Vilenkin wavelets was
introduced and studied by Manchanda, Meenakshi, and Siddiqi [21, 22].
Chapter 7 is devoted to biorthogonal wavelets and frames on Vilenkin groups.
This chapter is based mainly on the research papers of Farkov published between
2008 and 2012; [14, 23, 24]. Section 7.1 introduces biorthogonal wavelets on the
positive half line. Section 7.2 presents biorthogonal wavelets on Vilenkin groups.
Parseval frames on Vilenkin groups are also presented in this chapter. This chapter
is concluded by applications of biorthogonal dyadic wavelets.
Chapter 8 deals with wavelets associated with nonuniform multiresolution analysis
on the positive half line. This chapter is based on the research of Manchanda,
Meenakshi, Siddiqi, and Vikram published during 2012 and 2017 [25–28].
Chapter 9 presents the concept of orthogonal vector-valued wavelets on the
positive half line. Section 9.4 presents vector-valued wavelets and wavelet packets
associated with the nonuniform multiresolution analysis. The study of the concept
of orthogonal vector-valued wavelets on the real line was initiated by Xia and Suter
(1996). This concept on the positive half line was initiated by Farkov in 2005 [16].
The chapter contains the results obtained by Manchanda, Meenakshi, Siddiqi, and
Vikram in the recent past [29–32].
The appendix contains topics on the basic results of functional analysis, Vilenkin
systems, Vilenkin–Pontryagin class of functions, and real and Fourier analysis
including pointwise, uniform, and absolute convergence.
The book will serve as a reference material for research in Fourier analysis.
The book, however, could also be used for a special course for graduate and
advanced undergraduate students of mathematics and engineering. We take this
opportunity to express our gratitude to our research groups. We also like to express
our sincere gratitude to the chancellor of Sharda University, P. K. Gupta, for
extending full support during the preparation of this book. We also take this
opportunity to thank Pooja and Mamta for meticulously preparing the final
manuscript. We take this opportunity to thank the World Scientific Publishing
Company for using results published in International Journal of Wavelets,
Multiresolution and Information Processing.
References
1. Schipp, F., Wade, W. R., & Simon, P. (1990). Walsh series. Adam Hilger.
2. Pfander, G. E., & Benedetto J. J. (2000). Periodic wavelet transforms and periodicity
detection. SIAM Journal of Applied Mathematics, 62(4), 1329–1368.
3. Dubeau, F., Elmejdani, S., & Krantini, R. (2004). Nonuniform haar wavelets. Applied
Mathematics and Computation, 159, 675–693.
4. Lepik, U., & Hein, H. (2014). Haar wavelets with applications. Berlin: Springer.
5. Farkov, Yu. A., & Protasov V. Yu. (2006). Dyadic wavelets and refinable functions on a half
line. Matematicheskii Sbornik, 197(10), 129–160. English translation, Sbornik: Mathematics,
197, 1529–1558.
6. Farkov, Yu. A. (2005). Orthogonal wavelets with compact support on locally compact abelian
groups. Izv. Ross. Akad. Nauk Ser. Mat. 69(3), 193–220. English translation, Izvestia:
Mathematics, 69(3), 623–650.
7. Farkov, Yu. A. (2009). On wavelets related to Walsh series. Journal of Approximation
Theory, 161, 259–279.
8. Farkov, Yu. A. (2010). Wavelets and frames based on Walsh-Dirichlet type kernels.
Communications in Mathematics and Applications, 1, 27–46.
9. Farkov, Yu. A., & Stroganov, S. A. (2011). The use of discrete dyadic wavelets in image
processing. Russian Mathematics (Iz. Yuz), 55(7), 47–55. Original Russian text published in
Izvestiya. Uchebnykh Zavednic. Mathematica, 7, 57–66.
10. Farkov, Yu. A. (2012). Periodic wavelets in Walsh analysis. Communication in Mathematics
and Applications, 3(3), 223–242.
11. Farkov, Yu. A., & Borisov, M. E. (2012). Periodic dyadic wavelets and coding of fractal
functions. Russian Mathematics (Izvestiya Vuz. Matematika), 56(9), 46–56.
12. Farkov, Yu. A. (2014). Wavelet expansions on the Cantor group. Mathematical Notes, 96(6),
996–1007.
13. Farkov, Yu. A. (2007). Orthogonal wavelets on direct products of cyclic groups.
Matematicheskie Zametki, 82(6), 934–952. English translation, Mathematical Notes, 82(6),
843–859.
14. Farkov, Yu. A. (2008). Multiresolution analysis and wavelets on Vilenkin groups. Facta
Univers. (Nis) ser.: Elec. Engineering, 21(3), 309–325.
15. Farkov, Yu. A. (2009). Biorthogonal wavelets on Vilenkin groups. Tr. Mat. Inst. Steklova,
265(1), 110–124. English translation, Proceedings of the Steklov Institute of Mathematics,
265(1), 101–114.
16. Farkov, Yu. A. (2005). Orthogonal p-wavelets on R+. In Proceedings of International
Conference on Wavelets and Spilnes, St. Petersburg, Russia, July 3–8 (p. 426). St. Petersberg:
St. Petersberg University Press.
17. Farkov, Yu. A. (2011). Discrete wavelets and the Vilenkin Chrestensen transform.
Mathematical Notes, 89(6), 871–884.
18. Farkov, Yu. A. (2011). Periodic wavelets on the p-adic Vilenkin group. P-Adic Numbers,
Ultrametric Analysis, and Applications, 3(4), 281–287.
19. Farkov, Yu. A., & Rodionov, E. A. (2011). Algorithms for wavelet construction on Vilenkin
groups. P-Adic Numbers, Ultrametric Analysis, and Applications, 3(3), 181–195.
20. Krivoshein, A. V., Protasov, V. Yu., & Skopina, M. A. (2016). Multivariate wavelet frames.
Berlin: Springer.
21. Manchanda, P., Meenakshi, & Siddiqi, A. H. (2008). Haar-Vilenkin wavelet. The Aligarh
Bulletin of Mathematics, 27(1), 59–73.
22. Manchanda, P., & Meenakshi. (2009). New classes of wavelets. In A. H. Siddiqi,
A. K. Gupta, & M. Brokate (Eds.), Proceedings of Conference on Modeling of Engineering
and Technological Problems, New York (vol. 1146, pp. 253–271).
Preface ix
23. Farkov, Yu. A., Maksimov A. Yu., & Stroganov, S. A. (2011). On biorthogonal wavelets
related to the Walsh functions. International Journal of Wavelets, Multiresolution and
Information Processing, 9(3), 485–499.
24. Farkov, Yu. A. (2012). Examples of frames on the Cantor dyadic group. Journal of
Mathematical Sciences, 187(1), 22–34.
25. Manchanda, P., & Sharma, V. (2013). Wavelet packets with nonuniform multiresolution
analysis on positive half-line. Asian-European Journal of Mathematics, 6(1), 1350007.
26. Meenakshi, Manchanda, P., & Siddiqi, A. H. (2012). Wavelets associated with nonuniform
multiresolution analysis on positive half line. International Journal of Wavelets,
Multiresolution and Information Processing, 10(2), 1250018, 1–27.
27. Sharma, V., & Manchanda, P. (2015a). Nonuniform wave packet frames in L2(R). Indian
Journal of Industrial and Applied Mathematics, 6(2), 139–152.
28. Sharma, V., & Manchanda, P. (2015b). Nonuniform wavelet frames in L2(R). Asian European
Journal of Mathematics, World Scientific, 8(2), 1550034(1–15).
29. Manchanda, P., & Sharma, V. (2012). Orthogonal vector valued wavelets on R+.
International Journal of Pure and Applied Mathematics, 75(4), 493–510.
30. Manchanda, P., Meenakshi, & Siddiqi, A. H. (2014). Construction of vector-valued
nonuniform wavelets and wavelet packets. Special Issue of Indian Journal of Industrial
and Applied Mathematics.
31. Meenakshi, Manchanda, P., & Siddiqi, A. H. (2014). Wavelets associated with vector valued
non-uniform multiresolution analysis. Applicable Analysis: An International Journal, 93(1),
84–104.
32. Meenakshi & Manchanda, P. (2017). Vector-valued nonuniform wavelet packets.
Numerical Functional Analysis and Optimization. Published online: https://doi.org/
10.1080/01630563.2017.1355814 (Taylor and Francis).
Contents
xi
xii Contents
xv
xvi About the Authors
Germany, and visited the International Centre for Theoretical Physics (a UNESCO
institution) at Trieste, Italy, many times to carry out her research activities. She was
the joint secretary of the Indian Society of Industrial and Applied Mathematics
(ISIAM) from 1999 until 2016 and after that, she is the secretary of the society.
She has been actively engaged in organizing international conferences by the society.
She is the managing editor of the Indian Journal of Industrial and Applied
Mathematics (by ISIAM) and a member of the editorial board of the Springer’s book
series, Industrial and Applied Mathematics. Professor Manchanda has published 44
research papers in several international journals of repute, edited 2 proceedings of
international conferences of ISIAM and co-authored 3 books.
The trigonometric Fourier series has played a very significant role in solving the
problems of science and technology. The concept of non-trigonometric Fourier
series such as Haar–Fourier series and Walsh–Fourier series was introduced by
Haar [1] and Walsh [2], respectively; Kaczmarz, Steinhaus, and Paley studied some
aspects of Walsh system between 1929 and 1931. Nowadays, Paley’s modification,
which is defined as the product of Rademacher functions, is known as Walsh
functions [3]. A major breakthrough came when N. J. Fine submitted his Ph.D.
dissertation to Pennsylvania University in 1946, which was published subsequently
in the Transactions of the American Mathematical Society in 1949. Fine [4]
introduced the concept of dyadic group G and proved that Walsh functions are its
characters. Haar introduced, in 1909, a class of functions closely related to Walsh
functions in response to a question posed by David Hilbert, namely “Does there
exist an orthonormal system such that the Fourier series of every continuous
function converges uniformly?” He showed that the Fourier series with respect to
the orthonormal system introduced by him, now known as the Haar system, of
continuous functions converges uniformly on [0,1]. Walsh [2] observed that Haar
and Walsh systems are Hadamard transforms of each other. The Walsh and Haar
systems perform all usual applications of orthonormal systems, for example, data
transmission, multiplexing, filtering, image enhancement, and pattern recognition.
An elegant presentation of these developments is given in Schipp et al. [5]; also,
see Beauchamp [6], Siddiqi [7], Maqusi [8], and Golubov et al. [9]. In the early
eighties, wavelet analysis was introduced and developed by Morlet, Daubechies,
Mallat, Meyer, and Coifman et al. [10–15]. Also, see Walnut [16], Christensen [17],
Siddiqi [18], and Krivoshein et al. [19].
Wavelet analysis is a refinement of Fourier analysis. A natural question arises:
What is the relation between Haar Fourier analysis, Walsh–Fourier analysis, and
wavelet analysis? It is known that Haar function is the simplest example of wavelet
and Walsh function is the simplest example of wavelet packet. This book focuses
on the construction of wavelets by Walsh functions and their transforms.
An interpretation of Walsh functions as characters of the Cantor dyadic group
was proposed by I. M. Gelfand, and Vilenkin [20] defined a broad class of locally
xvii
xviii Introduction
compact abelian groups (now called Vilenkin groups), containing the Cantor group
as a special case. Fine [4] independently examined Walsh functions as characters
of the Cantor dyadic group. Recall that for a given p [ 2, the Vilenkin group Gp is
defined as the weak direct product of a countable number of the cyclic groups of
order p equipped with the discrete topology (for p ¼ 2, we have the locally compact
Cantor group). A detailed bibliography of wavelets on locally compact abelian
groups is given in [21, 22], where the group Gp is interpreted as an additive group
of the field Fp ðtÞ of formal Laurent series.
According to [21], the specifics of constructions of wavelets on Vilenkin groups
and on the additive group of the field of p-adic numbers Qp are determined by the
fact that these groups contain compact subgroups. On the real line R, a classical
example of wavelet bases is the Haar system (see, for example, [23]). Haar wavelets
for the group Qp were constructed in [24], and on the groups Gp , in [25, 26]
(for p ¼ 2, see [27, 28]). An analysis of a general construction of Haar wavelets is
given in a recent paper [29]. In the space L2 ðQp Þ, any orthogonal wavelet basis
consisting of bandlimited functions is a modification of the Haar system [30].
As distinct from the group Qp , on Vilenkin groups, one may construct orthogonal
compactly supported wavelets that are substantially different from Haar wavelets
(see examples in [25–27]). We also note that the Fourier transform of the Haar
scaling function / on the group Gp coincides with this function, / ^ ¼ /, and hence,
Haar wavelets on Gp coincide with Kotelnikov–Shannon wavelets (for more details
on this phenomenon, see [21]).
As usual, by Z, Z þ , N, and C, we shall denote, respectively, the sets of integers,
positive integers, natural and complex numbers. The group Gp consists of the
sequences x ¼ ðxj Þ for which xj 2 f0; 1; . . .; p 1g for any j 2 Z, where only a
finite number of xj with negative indexes may be nonzero. For any nonzero
sequence x ¼ ðxj Þ from Gp , there exists a unique integer number k ¼ kðxÞ such
that xk 6¼ 0 and xj ¼ 0 for all j\k. The group operation on Gp is defined as the
coordinatewise addition modulo p, for all p,
and the topology is defined by the complete system of neighborhoods of the origin,
we interpret in the standard way the group Gp on the half line R þ so that to the
addition operation on Gp there corresponds the operation to be defined below,
and to the Haar measure on Gp there corresponds the Lebesgue measure on R þ
Introduction xix
[5, 9, 31, 32]. The integral and fractional parts of a number x are denoted by [x] and
x, respectively. For any m 2 Z, we denote by hmi ¼ p the remainder of the division
of m by p. Further, for any x 2 R þ , we set
(for a p-adic rational x, we get an expansion with a finite number of nonzero terms).
It is easily seen that
X
1 X
1
½x ¼ xj pj1 ; fxg xj pj ;
j¼1 j¼1
and moreover, for any x 6¼ 0, there exists a number k ¼ kðxÞ such that xk 6¼ 0 and
xj ¼ 0 for all j [ k. The p-adic addition operation p on R þ is defined by
X X
x p y ¼ hxj þ yj ip pj1 þ hxj þ yj ip pj ; ð2Þ
j\0 j[0
where w^ is the Walsh–Fourier transform of a function w (for the definition and some
properties of this transform, see Chap. 2). The continuous wavelet transform of a
function f 2 L2 ðR þ Þ with an analyzing wavelet w is defined by
Z
1=2
Ww f ða; bÞ ¼ a f ðxÞwððx bÞ=aÞdx; a [ 0; b 2 R þ
Rþ
2X
n
1
/ðxÞ ¼ ck /ð2x kÞ; x 2 R þ ð3Þ
k¼0
pX
n
1
/ðxÞ ¼ ck /ðpx kÞ; x 2 R þ
k¼0
generate an MRA in L2 ðR þ Þ are provided in [47, 48]; these results are replicated in
Chap. 8 of [49]. A complete description of MRA wavelets in L2 -spaces on local
fields of positive characteristic (including the field Fp ððtÞÞ and, hence, the group
Gp ) is obtained in [50]; in connection with these results, see [43–46, 51, 52].
References
1. Haar, A. (2010). Zur Theorie Der Orthogonal Funktionen Systeme. Mathematische Annalen,
69, 331–371.
2. Walsh, J. L. (1923). A closed set of normal orthogonal functions. American Journal of
Mathematics, 45, 5–24.
3. Paley, R. E. A. C. (1932). A remarkable system of orthogonal functions. Proceedings of the
London Mathematical Society, 34, 241–279.
4. Fine, N. J. (1949). On the Walsh functions. Transactions of the American Mathematical
Society, 65(3), 372–414.
5. Schipp, F., Wade, W. R., & Simon, P. (1990). Walsh series. Adam Hilger.
6. Beauchamp, K. G. (1975). Walsh functions and their applications. New York: Academic
Press.
7. Siddiqi, A. H. (1978). Walsh function. Aligarh: AMU.
8. Maqusi, M. (1981). Applied Walsh analysis. London, Philadelphia, Rheine: Heyden.
9. Golubov, B. I., Efimov, A. V., & Skvortsov, V. A. (2008). Walsh series and transforms.
Moscow: Urss. English translation of 1st ed., 1991, Dordrecht: Kluwer.
Introduction xxi
10. Coifman, R. R., Meyer, Y., Quake, S., & Wickerhauser, M. V. (1993). Signal processing and
compression with wavelet packets progress. In Wavelets analysis and applications (pp. 77–93).
Gif-Sur-Yvette: Frontiers.
11. Daubechies, I. (1988). Orthonormal bases of compactly supported wavelets. Communications
on Pure and Applied Mathematics, 41, 909–996.
12. Daubechies, I. (1992). Ten lectures on wavelets. Philadelphia: SIAM.
13. Mallat, S. (1989). Multiresolution approximations and wavelets. Transactions of the
American Mathematical Society, 315, 69–88.
14. Mallat, S. (1999). A wavelet tour of signal processing. New York, London: Academic Press.
15. Meyer, Y. (1992). Wavelets and operators. Cambridge: Cambridge University Press.
16. Walnut, D. F. (2002). Wavelet analysis. Basel: Birkhauser.
17. Christensen, O. (2003). An introduction to frames and Riesz bases. Basel: Birkhaeuser.
18. Siddiqi, A. H. (2018). Functional analysis with applications. Berlin: Springer Nature.
19. Krivoshein, A. V., Protasov, V. Yu., & Skopina, M. A. (2016). Multivariate wavelet frames.
Berlin: Springer.
20. Vilenkin, N. Ya. (1947). On a class of complete orthonormal systems. Izvestiya Rossiiskoi
Akademii Nauk. Seriya Matematicheskaya, 11, 363–400. English translation, 1963, American
Mathematical Society Translations, 28 (Ser. 2), 1–35.
21. Benedetto, J. J., & Benedetto, R. L. (2004). A wavelet theory for local fields and related
groups. The Journal of Geometric Analysis, 14, 423–456.
22. Benedetto, J. J., & Benedetto R. L. (2009). The construction of wavelet sets, wavelets and
multiscale analysis. In J. Cohen et al. (Ed.), Theory and Applications. Selected Papers Based
on the Presentations at the International Conference on Wavelets: Twenty years of Wavelets,
De Paul University, Chicago, IL, USA, May 15–17 (pp. 17–56). New York: Springer (Alied
and Numerical Harmonic Analysis).
23. Novikov, I. Ya., Protasov, V. Yu., & Skopina, M. A. (2011). Wavelet theory (Moscow, 2006).
Providence: AMS.
24. Kozyrev, S. V. (2002). Wavelet analysis as a p-adic spectral analysis. Izvestiya: Mathematics,
66, 367–376.
25. Farkov, Yu. A. (2007). Orthogonal wavelets on direct products of cyclic groups.
Matematicheskie Zametki, 82(6), 934–952. English translation, Mathematical Notes, 82(6),
843–859.
26. Farkov, Yu. A. (2008). Multiresolution analysis and wavelets on Vilenkin groups. Facta
Univers. (Nis) ser.: Elec. Engineering, 21(3), 309–325.
27. Lang, W. C. (1996). Orthogonal wavelets on the cantor dyadic group. SIAM Journal on
Mathematical Analysis, 27(1), 305–312.
28. Sendov, B. I. (1997). Multiresolution analysis of functions defined on the dyadic topological
group. East Journal on Approximations, 3(2), 225–239.
29. Novikov, I. Ya., & Skopina, M. A. (2012). Why are haar bases in various structures the same.
Mathematical Notes, 91(6), 895–898.
30. Evdokimov, S., & Skopina, M. (2015). On orthogonal p-adic wavelet bases. Journal of
Mathematical Analysis and Applications, 424(2), 952–965.
31. Agaev, G. H., Vilemkin, N. Ya., Dzhafarli, G. M., & Rubinstein, A. I. (1981). Multiplicative
systems of functions and analysis on 0 dimensional groups. ELM, Baku (in Russian).
32. Edwards, R. E. (1982). Fourier series: A modern introduction (2). Berlin: Springer.
33. Farkov, Yu. A. (2008). Walsh function and the continuous wavelet transform. In Proceedings
on V International Symposium on Fourier Series and Their Applications, Rostov na, Donu,
Tsvvr (pp. 27–32).
34. Lukashenko, T. P. (1994). Wavelets on topological groups. Izv. Ross. Akad. Nauk Ser. Mat.,
58(3), 88–102. English translation, 1995, Izvestiya: Mathematics, 44(3), 515–529.
35. Lang, W. C. (1998a). Fractal Multiwavelets related to the Cantor dyadic group. International
Journal of Mathematics and Mathematical Sciences, 21, 307–317.
xxii Introduction
36. Lang, W. C. (1998b). Wavelet analysis on the Cantor dyadic group. Houston Journal of
Mathematics, 24, 533–544.
37. Cohen, A. (1990). Ondelettes analysis multiresolutions et filtres miroir en quadrature. Annales
de l'Institut Henri Poincaré C, Analyse non linéaire, 7, 439–459.
38. Farkov, Yu. A., & Protasov V. Yu. (2006). Dyadic wavelets and refinable functions on a half
line. Matematicheskii Sbornik, 197(10), 129–160. English translation, Sbornik: Mathematics,
197, 1529–1558.
39. Farkov, Yu. A. (2005). Orthogonal wavelets with compact support on locally compact abelian
groups. Izv. Ross. Akad. Nauk Ser. Mat. 69(3), 193–220. English translation, Izvestia:
Mathematics, 69(3), 623–650.
40. Farkov, Yu. A. (2007). Biorthogonal dyadic wavelets on ℝ+. Russian Mathematical Surveys,
62, 1198. Translation from Usp. Mat. Nauk, 62(6), 189–190.
41. Farkov, Yu. A. (2009). Biorthogonal wavelets on Vilenkin groups. Tr. Mat. Inst. Steklova,
265(1), 110–124. English translation, Proceedings of the Steklov Institute of Mathematics,
265(1), 101–114.
42. Farkov, Yu. A., Lebedeva, E. A., & Skopina, M. A. (2015). Wavelet frames on Vilenkin
groups and their approximation properties. International Journal of Wavelets, Multiresolution
and Information Processing, 13(5). https://doi.org/10.1142/5021.
43. Berdnikov, G. S., & Lukomskii, S. F. (2014). N-valid trees in wavelet theory on Vilenkin
groups. http://arxiv.Org/abs/1412.309v1.
44. Lukomskii, S., & Vodolazov, A. (2014). Non-Haar MRA on local fields of positive charac-
teristics. http://arxiv.org/abs/1303.5635v/.
45. Lukomskii, S. F. (2014). Step refinable functions and orthogonal MRA on P-adic Vilenkin
groups. Journal of Fourier Analysis and Applications, 20(1), 42–65.
46. Lukomskii, S. F. (2015). Riesz multiresolution analysis on zero-dimensional groups.
Izvestiya: Mathematics, 79(1), 145–176.
47. Farkov, Yu. A. (2005). Orthogonal p-wavelets on R+. In Proceedings of International
Conference on Wavelets and Spilnes, St. Petersburg, Russia, July 3–8 (p. 426). St. Petersberg:
St. Petersberg University Press.
48. Farkov, Yu. A. (2009). On wavelets related to Walsh series. Journal of Approximation
Theory, 161, 259–279.
49. Debnath, L., & Shah, F. A. (2015). Wavelet transforms and their applications (2nd ed.). New York:
Birkhauser/Springer.
50. Behera, B., & Jahan, Q. (2012). Wavelet packets and wavelet frame packets on local fields of
positive characteristic. Journal of Mathematical Analysis and Applications, 395, 1–14.
51. Behera, B., & Jahan, Q. (2015). Characterization of wavelets and MRA wavelets on local
fields of positive characteristic. Collectanea Mathematica, 66(1), 33–53.
52. Berdnikov G., Kruss, Iu., & Lukomskii, S. (2017). On orthogonal systems of shifts of scaling
function on local fields of positive characteristic. http://arxiv.org/1503.08600.
Chapter 1
Introduction to Walsh Analysis
and Wavelets
The trigonometric Fourier series has played a very significant role in solving problems
of science and technology. The concept of non-trigonometric Fourier series such as
Haar–Fourier series and Walsh–Fourier series were introduced by Haar [1] and Walsh
[2], respectively; Kaczmarz, Steinhaus, and Paley studied some aspects of Walsh
system between 1929 and 1931. Nowadays, Paley’s modification, which is defined
as the product of Rademacher functions is known as the Walsh function [3]. A major
breakthrough came in N. J. Fine’s dissertation of Ph.D. submitted to Pennsylvania
University in 1946, which was published subsequently in Transactions of American
Mathematical Society in 1949. Fine [4] introduced the concept of dyadic group G
and proved that Walsh functions are its characters. Haar introduced in 1909 a class of
functions closely related to Walsh functions in response to a question posed by David
Hilbert, namely “Does there exist an orthonormal system such that the Fourier series
of every continuous function converges uniformly?” He showed that the Fourier
series with respect to the orthonormal system, introduced by him, now known as
the Haar system, of continuous functions converge uniformly on [0, 1]. Walsh [2]
observed that Haar and Walsh systems are Hadamard transforms of each other. The
Walsh and Haar systems perform all usual applications of orthonormal systems, for
example, data transmission, multiplexing, filtering, image enhancement, and pattern
recognition. An elegant presentation of these developments are given in Schipp,
Wade, Simon [5]; also see Beauchamp [6], Siddiqi [7], Maqusi [8], and Golubov,
Efimov, and Skvortsov [9]. In the early 80s, wavelet analysis was introduced and
developed by Morlet et al. [10–17]. Also see Walnut [14], Christensen [16], Siddiqi
[7, 18].
In this chapter, we briefly discuss Walsh function, its integration besides dyadic
group, properties of Walsh–Fourier transform, Haar function and its relationship with
Walsh function, Walsh-type wavelet packet, and wavelet analysis.
As usual, Z, Z+ , N, and C denote, respectively, the sets of integers, positive inte-
gers, natural numbers, and complex numbers.
© Springer Nature Singapore Pte Ltd. 2019 1
Yu. A. Farkov et al., Construction of Wavelets Through Walsh
Functions, Industrial and Applied Mathematics,
https://doi.org/10.1007/978-981-13-6370-2_1
2 1 Introduction to Walsh Analysis and Wavelets
k
w0 (x) = 1, wn (x) = (w1 (2 j x))ν j , n ∈ N,
j=0
k
n= νj2j, ν j ∈ {0, 1}, νk = 1, k = k(n),
j=0
n
w(x) = c j w j (x)
j=0
where c j are complex coefficients. For more information about the properties of
Walsh polynomials and their role in the dyadic harmonic analysis see for example,
[5, 7].
We shall denote the integer and the fractional parts of a number x ∈ R+ , by [x]
and {x}, respectively.
For x ∈ R+ and j ∈ N, we define the number x j , x− j ∈ {0, 1} as follows:
sup | f (x ⊕ h) − f (x)| → 0 as n → ∞.
0≤h<1/2n
Theorem 1.1 Every continuous function is W -continuous but the converse is not
true.
We give below integral of Walsh function. For derivative of Walsh function, see [5,
pp. 38–48].
Integration of Walsh Functions:
In this section, we shall discuss the properties of the integrals
x
Jk (x) = ψk (t)dt, k = 0, 1, 2, 3, . . .
0
Theorem 1.2
∞
−(n+2) −r
Jk (x) = 2 ψk (x) − 2 ψ2+k
n+r
(x) ,
r =1
where k ≥ 1, k = 2n + k , 0 ≤ k < 2n , n = 0, 1, 2, . . .
∞
Proof Let x − [x] = 2−n xn , then
n=1
∞
1 1 −n
x − [x] = − 2 φn (x) (1.2)
2 4 n=0
because
1 − φn (x)
xn+1 = , n = 0, 1, 2, . . .
2
and by the fact that φn (x) takes the value 1 and −1 and xn+1 is 1 or 0, and that
∞
∞
−n 1 −n
2 xn = 2 xn+1
n=1
2 n=0
∞
∞
1 1 1 −n
= 1+ − 2 φn (x)
4 n=1
2n 4 n=0
∞
1 1 −n
= − 2 φn (x)
2 4 n=0
Let I ( p, n) denote the interval p. 2−n ≤ x < ( p + 1)2−n . Then ψk (x) is constant on
each interval I ( p, n + 1) and ψk (x) is constant on each interval I ( p, n). It follows
from the definition of Walsh functions that
and
Jk (x) = 2−n ψk (x)J1 (2n x) = ψk (x)J2n (x) (1.3)
Now
1 1
J1 (x) = + ψ1 (x) x − [x] −
2 2
r =1
∞
= 2−(n+2) 1 − 2−r ψ2n+r +2n (x)
r =1
In general, therefore,
∞
−(n+2) −r
Jk (x) = 2 ψk (x) − 2 ψ2n+r +2n +k (x)
r =1
∞
−(n+2) −r
=2 ψk (x) − 2 ψ2n+r +k (x) .
r =1
1
where cn = 0 f (x)wn (x)d x, n = 0, 1, 2.....
Many properties of Walsh–Fourier series are analogous to trigonometric Fourier
series, for example, the Dirichlet kernels for the Walsh system, and trigonometric
system have the same order of growth. The theory of Walsh–Fourier series is quite
rich, see for example, [2, 5, 7, 9]. It has been shown in [5] that Walsh analysis is a
special case of the harmonic analysis on compact abelian groups. Some basic results
and applications of Walsh systems are given in Chap. 2.
For x, ω ∈ R+ , we set
∞
χ (x, ω) = (−1)σ (x,ω) , where σ (x, ω) = (x j ω− j + x− j ω j )
j=1
and x j and ω j are defined by (1.1). Observe that for each positive integer n, we have
χ (x, 2−n l) = χ (2−n , l) = wl (2−n x) for all x ∈ [0, p n−1 ), l ∈ Z.
6 1 Introduction to Walsh Analysis and Wavelets
If f ∈ L 2 (R+ ) and
a
Ja f (ω) = f (x)χ (x, ω) d x (a > 0) (1.4)
0
f L 2 (R+ ) = f L 2 (R+ )
In what follows En is the space of dyadic entire functions of order n, that is, of
functions defined in R+ and constant on all intervals of range n. For f ∈ En , one has
∞
f (x) = f (2−n k)χl (n) (x), x ∈ R+ .
k
k=0
Theorem 1.4 The following properties hold: (a) if supp
f ⊂ [0, 2n ], then f ∈ (E),
provided that bothf and fˆ belong to L 1 (R+ ) and f is W -continuous;
(b) if f ∈ L 1 (R) (E)n , then supp
f ⊂ [0, 2n ];
(c) if f ∈ L 1 (R) and supp f ⊂ [0, 2n ], then
f ∈ En ; in a similar way, if g ∈ L 1 (R)
and supp g ⊂ [0, 2n ], then the inverse Walsh–Fourier transform of the function g
belongs to E ;
1.2 Walsh–Fourier Transform 7
Proof of Theorem 1.2.1 (b) Let ε > 0, fix t ∈ R + , and choose by hypothesis an
integer n > 0 such that
| f (t ⊕ u) − f (t)| ≤ ε
Therefore, 2n
lim fˆ(y)ψt (y)dy = f (t).
n→∞ 0
∞ ∞
But fˆ(y)ψt (y)dy ≤ | fˆ(y)|dy → 0 as n → ∞, since f is integrable.
2n 2n
This proves (b) part of Theorem 1.3.
Relationship between Fourier and Walsh–Fourier Transform: fˆ = Walsh–
Fourier transform of f is defined above and Fourier transform of f is
∞
F(ω) = f (x)e−iωx d x (1.6)
−∞
where E(τ, −ω) is defined as either the Walsh–Fourier transform of e−iωx or equiv-
alently as the Fourier transform of Walsh function χ (x, ω) (see Sect. 1.2). On the
other hand, Walsh–Fourier transform of f can be expressed in terms of its Fourier
transform.
I ( p, n) is called a dyadic interval. For each x ∈ [0, 1), In (x) is called the dyadic
interval of length 2−n . Let l0 denote the collection of sequences a = {an }n∈N such
that an ∈ R. For each 0 < p < ∞, let l p denote the set of all sequences a ∈ l0 (space
of real sequences) such that
∞ 1/ p
a p = |an | p is finite. (1.11)
n=0
for 0 ≤ j, k < 2n , j, k ∈ N .
A matrix of form
A(n) = (ak(n)
j
)2n−1
j,k=0 , n ∈ N (1.14)
1.3 Haar Functions and Its Relationship with Walsh Functions 9
2
n
−1
H b2n +k = ak(n)
j
b2n + j (1.15)
j=0
Since the Hadamard–Paley matrices are symmetric and orthogonal, it is clear that
H takes l0 onto l0 and satisfies H H (b) = b. that is, if a is a Hadamard transform of
b then b is Hadamard transform of a. The concept of Hadamard transform can be
extended to function sequences like
⎛ ⎞
2
n
−1 2
n
−1 2
n
−1
b2n +k H ( f 2n +k ) = b2n +k ⎝ ak(n)
j
. f 2n + j ⎠
k=0 k=0 j=0
⎛ ⎞
2
n
−1 2
n
−1
= ⎝ ak(n) b2n +k ⎠ f 2n + j
j
j=0 j=0
2
n
−1
= H (b2n + j ) f 2n + j
j=0
2
n
−1 2
n
−1
bk H ( f k ) = H (bk ) f k (1.16)
k=2n−1 k=2n−1
Property (1.16) is called Hadamard transform self adjoint. We define below the
Haar system and indicate that the Walsh and Haar systems are Hadamard transforms
of each other, see [5, pp. 22–23].
10 1 Introduction to Walsh Analysis and Wavelets
h 2n +k (x + 1) = h 2n +k (x).
Each Haar function is continuous from the right and the Haar system {h n } is orthonor-
mal on [0, 1). The following relation expresses Haar functions in terms of Walsh
functions.
n−1
2
1
h 2n +k = h kn (x) = √ [wm (k/2n ) = wm+1 (k/2n )]wk (x).
2 2n−1 k=0
Definition 1.1 (Nonstationary Wavelet Packets) Let (ϕ, ψ) be the scaling function
( p) ( p)
and wavelet associated with a multiresolution analysis, and let (F0 , F1 ), p ∈ N
be a family of bounded operators on l2 (N ) of the form
(Fε( p) a)k = an−2k h ( p) , ε = 0, 1
n∈N
(Fε( p) a)k = an h ε( p) (n − 2k), ε = 0, 1
n∈Z
( p) ( p) ( p)
with h 1 = (−1)n h 0 (1 − n) a real value sequence in l1 (N ) such that each (F0 ,
( p)
F1 ) is a pair of conjugate quadrature filters (CQFs), see below. Let {h n } ∈ l1 (N ))
be a real valued sequence, and let gk = (−1)k h 1−k for k ∈ Z . Define the operators
H, G : l2 (N ) → l2 (N ) by
1.4 Walsh-Type Wavelet Packets 11
(H a)k = an h n−2k
n∈N
(Ga)k = an gn−2k
n∈N
2H H ∗ = 2GG ∗ = 1,
H I = 1, where I = (1, 1, 1, ...1)
H ∗G + G∗ H = 1
H G∗ = G H ∗ = 0
of the form
( p) p ( p)
with h 1 (n) = (−1)n h 0 (1 − n) a real-valued sequence in l 1 (N ) such that (F0 ,
( p)
F1 ) is a pair of CQFs. H ∗ and G ∗ are defined as
(Ha∗ )k = a j h k−2 j
j∈Z
(G a∗ )k = a j gk−2 j
j∈Z
( p)
w2n+1 (x) = 2 h 1 (q)wn (2x − q), wher e 2 p ≤ n < 2 p+1 (1.18)
q∈Z
Definition 1.2 (Basic Stationary wavelet packets). Let (ϕ, ψ) be the scaling function
and wavelet associated with a multiresolution analysis, with associated CQFs {h n }
p
and {gn }. The functions {wn }n generated by Definition (1.1) by letting {h 0 } = {h n }
( p)
and {h 1 } = {gn } for all p ∈ N are called basic stationary wavelet packets.
Definition 1.5 (Walsh type wavelets packets). Let {wn }n≥0,k∈Z be a family of non-
( p)
stationary wavelet packets constructed by using a family {h n }∞ p=1 of finite filters
( p)
in Definition 1.1. If there exists a constant J ∈ N such that h n is the Haar filter
for every p ≥ J and w1 has compact support then {wn }n≥0 is called a family of
Walsh-type wavelet packets.
It may be observed that Walsh-type wavelet packets resemble Walsh functions.
Interesting properties of Walsh-type wavelet packet expansions are proved by
M. Nielson [21].
Theorem 1.5 The Walsh-type wavelet packet expansion of any f ∈ L p (R), 1 <
p < ∞, converges a.e..
Wavelets meaning small waves were introduced in the early 80s. Wavelet theory deal-
ing with various aspects of wavelets is the outcome of a multidisciplinary endeavor
that brought together mathematicians, physicists, and engineers. Wavelet theory is a
refinement of Fourier analysis which enables to simplify the description of a cum-
bersome function in terms of a small number of coefficients. For a detailed account
of wavelet analysis and applications, we refer to Daubechies [10], Christensen [16],
Frazier [15], Mallat [22] and Siddiqi [18]. We present here a few basic results.
and ∞
|ψ̂(ω)|2
Cψ = 2π dω < ∞ (1.20)
−∞ |ω|
Then
∞
|ψ̂(ω)|2
Cψ = dω
−∞ |ω|
∞
|ω|2k |φ̂(ω)|2
= dω
−∞ |ω|
−1
|ω|2k |φ̂(ω)|2
= |ω|2k−1 |φ̂(ω)|2 dω + dω
1 |ω|>1 |ω|
≤ 2π(φ2L 2 + φ (k) 2L 2 ) <∞
It is clear that
∞ 0 1/2 1 ∞
ψ(x)d x = ψ(x)d x + ψ(x)d x + ψ(x)d x + ψ(x)d x
−∞ −∞ 0 1/2 1
1/2 1
= 1d x − 1d x
0 1/2
=0
and
∞ ∞
|ψ̂(ω)|2 8 | sin ω/4|4
dω = dω < ∞
−∞ |ω π −∞ |ω|3
ψ(x) = (1 − x 2 )e−x /2
2
d 2 −x 2 /2
= (1 − x 2 )e−x /2 .
2
ψ(x) = e
dx2
It is called Mexican hat wavelet.
It may be observed that the set of nonzero wavelets with compact support is a
dense subset of L 2 (−∞, ∞) (see Theorem 12.2 of [18]).
Definition 1.7 (Continuous Wavelet Transform) The continuous wavelet transform
Tψ of a function f ∈ L 2 (−∞, ∞) with respect to this wavelet ψ is defined as
∞
−1/2 t −b
Tψ f (a, b) = |a| f (t)ψ̄ dt (1.22)
−∞ a
Remark 1.3 The following properties can be verified keeping in mind the properties
of inner product.
(a) Tψ (α f + βg)(a, b) = αTψ f (a, b) + βTψ g(a, b)
for any α, β ∈ R.
(b) Tψ (Sc f )(a, b) = Tψ f (a, b − c),
operator defined by Sc f (t) = S(t − c).
where Sc is a translation
(c) Tψ (Dc f )(a, b) = √1c Tψ f (a/c, b/c), where c is a positive number and Dc is
the dilation operator defined by Dc f (t) = (1/c) f (t/c).
(d) Tψ φ(a, b) = Tφ ψ(1/a, −b/a), a = 0, where ψ and φ are two wavelets.
1.5 Wavelet Analysis 15
Aψ(t) = ψ(−t)
Remark 1.4 Tψ f (a, b) is a function with scale (frequency) a and the spatial (time) b.
The plane defined by the variables (a, b) is called the scale-space or time–frequency
plane. It measures the variation of f in a neighborhood of b . For a compactly
supported wavelet, the value of Tψ f (a, b) depends upon the value of f in a neigh-
borhood of b of size proportional to the scale a. At small scales, Tψ f (a, b) provides
localized information such as localized regularity of f (x).
Few important results like Parseval’s formula, isometry, and inverse formula for
wavelet transformation are mentioned below whose proofs can be found in [10, 18].
be defined by the condition We say that the functions ψ j,k j, k ∈ N , form the
wavelet system associated to the function ψ. It may be observed that the wavelet
admissibility condition (1.5.2) is a necessary condition for ψ j,k (t) to be a wavelet
system.
The series
< f, ψ j,k (t) > ψ j,k (t) (1.26)
j∈N k∈N
Theorem 1.6 f ∈ Li p α, that is, there is a constant K > 0 such that | f (x) −
f (y)| ≤ k|x − y|α , 0 < α < 1, if and if only
V j ⊕ W j = V j+1 , V j ⊥W j ∀ j.
1.5 Wavelet Analysis 17
j
Since 2 2 J j , where J j is the dyadic dilation operator defined as J j ( f )(x) = f (2 j x),
we have
J j (V1 ) = V j+1 . Thus,
This gives
W j = J j (W0 ) f or all j ∈ Z .
where ∞ x
an = φ φ(x − n), (1.29)
−∞ 2
is a wavelet.
Daubechies Wavelets
Daubechies (see for details [10, 12] and Pollen in [17]) has constructed, for an
arbitrary integer N, an orthonormal basis for L 2 (R) of the form
Theorem 1.7 (Daubechies) There exists a constant K such that for each N =
2, 3, . . . , there exists an MRA with the scaling function φ and an associated wavelet
ψ such that
1. φ(x) and ψ(x) belong to C N .
2. φ(x) and ψ(x) are compactly supported and both suppφ and suppψ(x) are
contained
∞ in [−K N , K N ]. ∞
∞
3. −∞ ψ N (x) d x = −∞ xψ N (x) d x = . . . = −∞ x N ψ N (x) d x = 0.
We refer to [18] for a proof of the theorem. Here, we present a construction of the
Daubechies scaling function and wavelet on [0, 3] due to Pollen(for details, see [17]).
√
3− 3
+ k ψ(x − k) = x (1.36)
k∈Z
2
m(0) = 1 (1.41)
π π
m(ξ ) = 0 for ξ ∈ − , . (1.42)
2 2
Then the infinite product
∞
θ (ξ ) = m(2− j ξ ) (1.43)
j=1
N
ψ(x) = 2 (−1)k a¯k φ(2x + k + 1) (1.44)
k=M
M−N −1 N −M−1
is a compactly supported wavelet with suppψ ⊂ 2
, 2
.
Lemma 1.6 Let D = ∪ j∈Z D j where D j = {k2− j /k ∈ Z } (D is a ring, that is, sums,
difference and product of elements of D are also in D. It is a dense subset of R). Then,
there exists a unique function φ : D → R having the following properties:
and ∞
1k=0
φ(x)φ(x − k) d x = (1.49)
−∞ 0 k = 0.
√
4+x 3−2 3
K( f ) = a f (2 + x) − bx +
2 4
5+x
K( f ) = b f (2 + x)
2
K ( f )(y) = 0 for y ∈
/ [0, 3].
This definition gives two values of K ( f ) at the points 0, 1/2, 1, 3/2, 2, 5/2, 3. us
denote by φ j , j = 0, 1, 2, . . ., the continuous, piecewise linear functions are which
on D j equals φ. The function K (φ j ) is well defined at each point and infact, K (φ j ) =
φ j+1 . Let x ∈ [0, 3] and j > 0, then we immediately get from the definition of K ( f )
φ j+1 − φ j ∞ ≤ aφ j − φ j−1 ∞
so by induction, we get
φ j+1 − φ j ∞ ≤ aφ1 − φ0 ∞ .
and
FM (x) = 1 i f |x| ≤ M − 3
= 0 if |x| ≥ M + 3
Since (1.51) and (1.52) hold for every positive integer M, making M → ∞, we
obtain (1.48). To prove (1.49), let
∞
Lk = φ(x)φ(x − k) d x (1.53)
−∞
It is clear that
L k = L −k . (1.55)
Substituting value of φ(x) given by (1.52) into (1.53) for l = 0, 1, 2 and applying
(1.54) and (1.55), we obtain the following equations:
0 = (1 − ab)L 1
2L 1 = (1 − ab)L 1 + ((1 − b)2 + (1 − a)2 + b2 )L 2
2L 2 = abL 1
1.6 Wavelets with Compact Support 23
1.7 Exercises
1.1 Show that the characteristic function of this interval [0, x] is W -continuous for
x ∈ (0, 1) if and if x ∈ Q (set of rational numbers).
1.2 Let f = χ[0,1/2] . Show that f is W -continuous but f (|x|) is not continuous on
G (Dyadic group).
1.3 Show that the map x → |x| is continuous from G to [0, 1] if the metric d(x, y) =
|x
!− y| is used on [0, 1]. Examine whether it is continuous if the dyadic metric
is used instead.
1.4 Show that Walsh system is orthonormal.
1.5 Prove that Walsh–Fourier transform is W -continuous and
f (ω) → 0 as ω →
∞.
1.6 Find the integral of Walsh polynomial of degree 2.
1.7 Let h n (x) denote Haar system and let wn (x) denote Walsh system. What is the
relation between h n (x) and wn (x)?
1.8 Discuss relationship between Fourier and Walsh–Fourier transform.
1.9 Explain the concept of Walsh-type wavelet packet.
1.10 Draw the graph of the oldest known mother wavelet, the Haar wavelet dates
back to 1910 ⎧
⎨ 1 if 0 ≤ t < 1/2
ψ(t) = −1 if 1/2 ≤ t < 1
⎩
0, otherwise
1.11 Write down the scaling function φ associated with Haar wavelet.
24 1 Introduction to Walsh Analysis and Wavelets
1.12 Draw the graph of ψ(22 t) and ψ(2t), where ψ(t) and φ(t) denotes respectively
Haar wavelet and Haar scaling function.
1.13 Draw the graph of ψ(t − 3), ψ(t + 3), φ(t − 4) and φ(24 t).
1.14 Let ψ(t) be the Haar mother wavelet. Then show that ψ j,k (t) = 2 j/2 ψ(2 j t − k)
is an orthonormal system in L 2 (R).
1.15 Let f ∈ L 2 (R) and Pr ( f ) = j<r k∈Z f, ψ j,k ψ j,k , Haar wavelet expan-
sion. Prove that limr →∞ Pr ( f ) = f, that is, Pr ( f ) converges to f ∈ L 2 (R).
1.16 Let ψ(t) and φ(t) be, respectively, Haar mother wavelet and Haar scaling
function then show that ψ(t) = φ(2t) − φ(2t − 1).
1.17 Let for a function f defined on R Hölder’s condition with exponent α, 0 ≤ α <
1 is satisfied that is, there exists a constant C such that
References
1. Haar, A. (2010). Zur theorie der orthogonal funktionen systeme. Mathematische Annalen, 69,
331–371.
2. Walsh, J. L. (1923). A closed set of normal orthogonal functions. American Journal of Math-
ematics, 45, 5–24.
3. Paley, R. E. A. C. (1932). A remarkable system of orthogonal functions. Proceedings of the
London Mathematical Society, 34, 241–279.
4. Fine, N. J. (1949). On the Walsh functions. Transactions of the American Mathematical Society,
65(3), 372–414.
5. Schipp, F., Wade, W. R., & Simon, P. (1990). Walsh series. New York: Adam Hilger.
6. Beauchamp, K. G. (1975). Walsh functions and their applications. New York: Academic Press.
7. Siddiqi, A. H. (1978). Walsh Function. Aligarh: AMU.
8. Maqusi, M. (1981). Applied Walsh analysis. London: Heyden.
9. Golubov, B. I., Efimov, A. V., & V. A. Skvortsov (2008) Walsh series and transforms (English
Translation Of 1st ed.). Moscow: Urss; Dordrecht: Kluwer (1991).
10. Daubechies, I. (1988). Orthonormal bases of compactly supported wavelets. Communications
on Pure and Applied Mathematics, 41, 909–996.
References 25
11. Meyer, Y. (1992). Wavelets and operators. Cambridge: Cambridge University Press.
12. Daubechies, I. (1992). Ten lectures on wavelets. Philadelphia: SIAM.
13. Mallat, S. (1989). Multiresolution approximations and wavelets. Transactions of the American
Mathematical Society, 315, 69–88.
14. Walnut, D. F. (2002). Wavelet analysis. Basel: Birkhauser.
15. Frazier, M. W. (1999). An introduction to wavelets through linear algebra. New York: Springer.
16. Christensen, O. (2003). An introduction to frames and Riesz bases. Basel: Birkhaeuser.
17. Wojtaszyk, P. (1997). A mathematical introduction to wavelets (Vol. 37)., London mathematical
society Cambridge Cambridge: Cambridge University Press.
18. Siddiqi, A. H. (2018). Functional analysis with applications. Berlin: Springer Nature.
19. Fridli, S., Manchanda, P., & Siddiqi, A. H. (2008). Approximation by Walsh Norlund means.
Acta Scientiarum Mathmaticarum (Szeged), 74, 593–608.
20. Rodionov, E. A., & Farkov, Y. A. (2009). Estimates of the smoothness of Dyadic orthogonal
wavelets of Daubechies type. Mathematical Notes, 86(3), 407–421.
21. Nielsen, M. (2000). Walsh type wavelet packet expansion. Applied and Computational Har-
monic Analysis, 9, 265–285.
22. Mallat, S. (1999). A wavelet tour of signal processing. New York: Academic Press.
23. Coifman, R. R., Meyer, Y., Quake, S., & Wickerhauser, M. V. (1993). Signal processing and
compression with wavelet packets. Progress in wavelets analysis and applications (pp. 77–93).
Gif-Sur-Yvette: Frontieres.
24. Manchanda, P., & Meenakshi. (2009). New classes of wavelets. In A.H., Siddiqi, A.K. Gupta,
& M. Brokate (Eds.) Conference Proceedings Modeling Of Engineering and Technological
Problems (vol. 1146, pp. 253–271). New York
25. Malozemov, V. N., & Masharskii, S. M. (2002). Generalized wavelet bases related to the discrete
Vilenkin-Chrestenson transform. St. Petersburg Mathematical Journal, 13, 75–106.
Chapter 2
Walsh–Fourier Series
In this chapter, we study the growth and decay of Walsh–Fourier coefficients for
classes of functions, conditions under which Walsh–Fourier series converges point-
wise and converges absolutely, summability of Walsh–Fourier series and degree
(order of approximation) for different classes of functions and different means of
Walsh–Fourier series.
or
fˆ(x) = f ψn dμ, f ∈ L 1 (G),
G
Proof For given ε > 0 there is a g ∈ P (it denotes the set of Walsh polynomials)
such that f − g L 1 < ε, by the fact that Walsh polynomials are dense in L 1 .
1 1
f wn = ( f − g)wn for large n,
0 0
1 1
| fˆ(k)| ≤ w ( f, 1/k). (2.1)
2
Proof For fixed k ∈ P, choose n ∈ N such that 2n ≤ k ≤ 2n+1 . It has been proved
that
for details, see Schipp, Wade and Simon [2]. It follows that
1 ˆ
Fl( f )
| fˆ(k)| ≤ , k ∈ P. (2.2)
k
1 1
Proof Since 0 f (x +̇y) d x = 0 f (x) d x, that is, Lebesgue measure is invariant
with respect to +̇, we have
1
2 fˆ(k) = f (x +̇2−(n+1) )wk (x +̇2−(n+1) ) d x
0
1
+ f (x)wk (x) d x for any integer n, k ∈ N .
0
2
n
−1
2| fˆ(k)| ≤ 2−n |w( f, I ( p, n))| ≤ 2−n Fl( f ),
p=0
Remark 2.2 There exists a function of bounded variation whose Walsh–Fourier coef-
ficients are not o(1/k) as k → 0, that is, (k fˆ(k)) does not tend to 0, as k → ∞.
2.1 Walsh–Fourier Coefficients 31
Remark 2.3 Let F be absolutely continuous on [0, 1] and let F̂(k) = 0(1/k) as
k → ∞. Then F is constant on [0, 1].
Theorem 2.5 Let ∞ k=0 ck wk (x) be Walsh–Fourier
x series of f (x) and ∞k=0 bk wk (x)
be Walsh–Fourier series of F(x) = 0 f (t) dt. Then for fixed k ≥ 0 and n → ∞,
Theorem 2.6 Let f (x) be a real valued, periodic function of mean value zero on
[0, 1]. Furthermore, let F(x) = 0 f (t) dt and ∞
x
k=0 bk wk be the Walsh–Fourier
series of F(x). Then, the arithmetic mean of the sequence {k|bk |} → 0.
Proof Let ∞ k=0 ck ψk (x) be the Walsh–Fourier series of f (x). Then by Theorem
2.5
b2n +k = −2−(n+2) ck + o(2−n ), for
Given ε > 0, choose T so that ck < ε for k > T . Then S2 < ε. For S1 write k =
2v + k , where 0 ≤ v ≤ r , 0 ≤ k ≤ T and r is defined by 2r ≤ n ≤ 2r +1 . Then
1
r r
1 + log2n
S1 ≤ |ck | ≤ M = o(1).
n + 1 v=0 k =0 n+1
n
Therefore, 1
n+1 k=0 k|bk | = o(1) which completes the proof of Theorem 2.6.
Theorem 2.7 Let A = (am k ) be a regular matrix f ∈ BV [0, 1] and Bk (x) denote
the sequence {kck ψk (x)} where ck are Walsh–Fourier coefficients of f . Then for
every x ∈ [0, 1]
32 2 Walsh–Fourier Series
∞
lim am,k Bk (x) = 0 (2.4)
m→∞
k=0
if and only if
lim amk k Jk (x) = 0, (2.5)
m→∞
k=0
x
where Jk (x) = 0 wk (t) dt, k = 0, 1, 2, . . ., in every 0 < δ < t ≤ 1.
∞ 1
= amk k f (t)ψk (x +̇t) dt, by Theorem1.4.1 [82], also
k=0 0
∞ 1
= amk k f (x +̇t)ψk (t) dt
k=0 0
∞
= amk k[ f (x +̇t)Jk (t)]10 −
k=0
∞ 1
amk k Jk (t) d f (x +̇t), integration by parts,
k=0 0
∞
1
=− amk k Jk (t) d f (x +̇t),
0 k=0
as ∞ k=0 amk k f (x +̇t)Jk (t) = 0 by virtue that Jk (1) and Jk (0) are zero.
Thus 1
∞
∞
| amk Bk (x) = − amk k Jk (t)d f (x +̇t).
k=0 0 k=0
Let K m (t) = ∞ k=0 amk k Jk (t)
and φx (t) = f (x +̇t). In order to prove the theorem we
have to show that if limm→∞ ∞ k=0 amk k Jk (x) = 0 holds then for every f ∈ BV [0, 1]
and for every x ∈ [0, 1],
1
lim K m (t) dφx (t) = 0 (2.6)
n→∞ 0
for every x ∈ [0, 1] and for 0 < δ < 1. For f ∈ BV [0, 1] and x ∈ [0, 1], given any
ε > 0 there exists a δ > 0 such that
δ
ε
|dφx (t)| < . (2.8)
0 2M
m ∞
|K m (t)| ≤ |amk ||Jm (t)k| ≤ M |amk | ≤ M (2.9)
k=0 k=0
n−1
Dn (x) = wk (x), n ∈ P. (2.10)
k=0
(c)
∞
Dn = wn n k ρk D2k (2.13)
k=0
1
m−1
1
Dn = (D2m − wn ) − (γe wn )ρk D2k see [2, 5, 6]. (2.14)
2 2 k=0 k
Remark 2.5 The general problem of finding conditions under which it converges
in different senses, namely, convergence pointwise, uniform convergence, almost
convergence, absolute convergence, and L p norm convergence is quite challenging
task. Conditions (2.11) to (2.14) play very crucial rule in study of these problems.
We cite references [1, 2] for detailed study of these problems. We state and prove
below few typical results.
2.2 Convergence of Walsh–Fourier Series 35
Theorem 2.12 Let f (x) ∈ Li pα, α > 21 . Then the Walsh series of f (x) converges
absolutely.
n+1
2 p
u n (x) = p −1 f (x)+̇ n+1 − f (x +̇(2 p + 1))/2n+1 .
p=1
2
Then
implies that
lim Sk ( f, x) = f (x) uniformly in x.
k→∞
||Sn f − f || L p → 0, as n → ∞.
1
w(1) ( f, δ) = o(log )−1 as δ → 0,
δ
||Sn f − f || L 1 → 0 as n → ∞.
We prove here Theorems 2.9–2.12 and 2.16, for the proof of other theorems, we
refer to [1, 2]. It may be remarked that short proof of Theorem 2.15 is available
using results from Banach Algebra. In the proof of Theorem 2.9, we require the
following lemma.
Lemma 2.1 For all u such that 0 < u < 1, |Dk (u)| < 2/u.
Proof Suppose that 2−n ≤ u < 2−n+1 , and write k in the form k = p2n + q, 0 ≤ q ≤
2n . We have wr (u)ws (u) = ws+r (u) provided that r and s have dyadic expansions
without any exponents common to both, and
p−1 2 −1
n q−1
k−1
Dk (u) = wr (u) = wr 2n +1 (u) + w p2n +1 (u)
r =0 r =0 i=0 i=1
p−1 2 −1
n q−1
= w2n (u)wi (u) + w p.2n (u)wi (u)
r =0 i=0 i=0
p−1
= D2n (u) wr (2n u) + w p (2n u)Dq (u)
r =0
= D2n (u)D p (2n u) + w p (2n u)Dq (u).
We have
f (u) − c
|sk (x0 , f ) − c| ≤ 2
u − x du
|u−x0 |<δ 0
+ ( f (u) − c)Dk (x0 +̇u) du .
|u−x0 |>δ
Given ε > 0, we can choose δ small enough so that the first integral does not exceed
δ/2; with δ thus chosen and fixed, the second integral can be made less than ε/2 for
k > k0 , (δ, ε) = k0 (ε). This completes the proof of the theorem.
Proof of Theorem 2.11 By Theorem 2.8, s2n (x) → f (x) uniformly. It is sufficient
to consider for any given k = 2n + k , 0 ≤ k < 2n , the difference
1
s2n +k (x) − s2n (x) = w2n (x)w2n (u)Dk (x +̇u) f (u) du. (2.15)
0
or
38 2 Walsh–Fourier Series
1
−(n+1)
2|s 2n +k − s (x)| ≤ max0≤u≤1 | f (u) − f (u +̇2
2n )| |Dk (x +̇u)| du
0
≤ w(2−(n+1) , f )L k
≤ w(2−n , f )log(2n )
= 0(1).
−1
2n+1 1
ck2 ≤ [ f (x +̇2−(n+1) ) − f (x)]2 d x.
k=2n 0
−1
2n+1
ck2 ≤ [w(2−(n+1) , f )]2 ≤ A2−nα ,
k=2n
≤ A1/2 2−n(α−1)/2 .
Since α > 1/2, the right-hand side of the above inequality is the nth term of a con-
vergent series, which completes the proof.
Proof of Theorem 2.16 For ε > 0, choose a Walsh polynomial P such that
f − P L p < ε. Since Sn P = P for n large, it is clear that
f − Sn f L p ≤ f − P L p + §n P − Sn f L p .
Definition 2.1 Let X be a Banach space with norm .. It is called a dyadic homo-
geneous Banach space if P ⊆ X ⊆ L 1 (G) hold, where P denotes the set of Walsh
polynomials.
f L 1 ≤ f X , ∀ f ∈ X. (2.17)
L p (1 ≤ p < ∞), H (dyadic Hardy space), and C(G) are homogeneous spaces, for
details, see [2, 4].
n
{D2n , n ∈ N } and {K n , n ∈ N }, where K n = 1
n k=1 Dk , n ∈ N are examples of
approximate identity.
n−1
Let sn f = k=0 ck wk (x), where ck is the kth Walsh–Fourier coefficient of f ∈ L 2 ,
then
∞
tm ( f, x) = amn sn ( f, x)
n=1
1
amn = for n < m
m
= 0 for n ≥ m.
β β +n β
For amn = An = for n ≥ 1 and A0 = 1, β = −1, −2, . . ..
n
For X = Li p(α, p), Li p α, Li p j (t) and (C, 1) and (C, β) means the degree of
approximation, that is, evaluation of tm f − f X was carried out between 1947 and
1963. A comprehensive account of this development is presented in [1]. In Sect. 2.3.1,
approximation by Cesàro mean of f ∈ Li p α is presented. Case of Nörlund means
of Walsh–Fourier series in L p space is studied in Sect. 2.3.2. The same problem in
homogeneous Banach spaces is presented [4] in Sect. 2.3.3.
Fejer kernel or kernel for (C, 1) summability for Walsh–Fourier series is defined as
1
k
K k (x, u) = Dr (x, u).
k r =1
1
k
K k (x, u) = K k (x +̇u) = Dr (x +̇u)
k r =1
(α + 1)(α + 2) . . . (α + n)
Aαn = , Aα0 = 1.
n!
1
n−1
K n(α) (x) = Aαn−k−1 wk (x), n = 1, 2, 3, . . . .
Aαn−1 k=0
The failure of the estimate of Fejér kernel has created great difficulties in proving the
analogue of Fejér approximation theorem. For several years, it was an open problem.
We present the proof of this result by Yano [1, 2], and a generalization of Yano’s
result by Siddiqi and Gupta [1].
Theorem 2.20 If f (x) ∈ Li pα, 0 < α < 1, then σn (x; f ) − f (x) = O(n −α ),
where σn (x, f ) denote the arithmetic mean of the Walsh–Fourier series of f (x).
We require the following lemmas in the proof of this theorem.
Lemma 2.3 Let K n (t) be the Fejér kernel for the Walsh functions and let I p(n) denote
the interval p.2−n ≤ t < ( p + 1)/2−n , 0 ≤ p < 2n . Then for n ≥ 2;
2n + 1
(i) K 2n (t) = (t ∈ I0(n) ),
2
(ii) K 2n (t) = 2n−r −2 (t ∈ I2(n),r
n
=0,1,...,n−1
),
(iii) K 2 (t) = 0 elsewhere in (0, 1).
n (2.22)
Proof of Lemma 2.3(i) This lemma holds clearly for n = 2. Suppose (2.22) holds
for n ≥ 2, then
1 + ψ2n (t) 1
K 2n+1 (t) = K 2n (t) + D2n (t). (2.24)
2 2
By using this relation, we show that (2.22) holds for n + 1. We know that K 2n+1 (t)
is constant on I p(n+1) , 0 ≤ p < 2n+1 , on I0(n+1) and I1(n+1) , D2n (t) = 2n , on I2m
(n+1)
ψ2n
(n+1) (n+1)
(t) = 1, and on I2m+1 , w2n (t) = −1. Hence, on I0 , K 2n+1 (t) = K 2n (t) + 2 n−1
=
(2(n−1) /2 + 2n+1 ) = (2n+1 + 1)/2. So that (i) is true for (n + 1). On I1(n+1) , K 2n+1
(t) = 2n−1 , so that (ii) is true for (n + 1), with r = 0. For 2−n ≤ t < 1, D2n (t) =
0, hence if t ∈ I2(n+1)
r ⊂ I2nr −1 for 1 ≤ r < n + 1, we have K 2n+1 (t) = K 2n (t) =
2n−(r −1)−2 = 2(n+1)−r −2 , and (ii) is true for 0 ≤ r < n + 1. Now (iii) follows from
the fact that the integral of K 2(n+1) (t) over (0, 1) is 1, that K 2(n+1) (t) is nonnegative
and that the integral over the interval specified in (i) and (ii) (with n replaced by
n + 1) is
2n+1 + 1 1
2−(n+1) { + 2n−1 + · · · + 1 + } = 1.
2 2
2.3 Approximation by Transforms of Walsh–Fourier Series 43
2−n
n−1 −n+2−n
σ2n (x, f ) − f (x) = 2n o(t α ) dt + 2n−i−2 o(t α ) dt
0 i=0 2−n+i
n−1
= o(2−αn ) + 2n−i−2 o(2α(−n+i+1) )2−n
i=0
n−1
= o(2−αn ) + o(2αn ) 2−(1−α)i
i=0
= o(2−αn ).
= Pn + Q n , (2.25)
1 ni 1
r
|Pn | ≤ 2 | f (x +̇t) − f (x)|K 2ni (t) dt
n i=1 0
r n
1 1 1
On the other hand, by the property of D2ni (t) stated in the proof of Lemma 2.3
1 2−n
[ f (x +̇t) − f (x)]D2ni (t)| dt| ≤ 2ni O(t α ) dt = O(2−αni ). (2.27)
0 0
By (2.25), (2.26), and (2.27), the theorem is proved. Theorem 2.20 can be generalized
in the following manner.
(β)
Theorem 2.21 If f (x) ∈ Li p α, then for any β > α, σn (x, f ) − f (x) = O(n −α ),
(β)
where σn (x, f ) denotes the (C, β) mean of the Walsh–Fourier series of f (x).
A function f (x) is said to belong Li p j (t) class if the following condition is satisfied:
| f (x + t) − f (x)|
f = sup t>0,x < ∞,
f (t)
where j (t) is a positive and nondecreasing function defined on the interval (0, 1).
By taking j (t) = t α , we get Li pα class. This class was first introduced by A. H.
Siddiqi and further studied by M. Izumi and S. Izumi, see [1] for references.
Theorem
1 2.22 If f (x) ∈ Li p j (t), then σn (x, f ) − f (x) = O( j (1/n)) where
−2
t j (u)u du ≤ A j (t)t −1 , as t → 0 and j (t) is subadditive.
1
where t j (u)u −2 du ≤ At −1 j (t) as t → 0 and N > n, 2 N −1 < n < 2 N , j (t) is
subadditive.
2.3 Approximation by Transforms of Walsh–Fourier Series 45
This section is devoted to the study of approximation by Nörlund means for Walsh–
Fourier series of a function in L p and in particular, in Li p(α, p) over the unit interval
(0, 1) where α > 0 and 1 ≤ p ≤ ∞. In case p = ∞, by L p , we mean C W , the collec-
tion of uniformly W -continuous functions over (0, 1). The discussion in this section
is based on paper of Moricz and Siddiqi [5]. As special cases, we obtain the earlier
results by Yano [12, 13], Jastrebova [14] and Skvorcov [10] on the rate of approxi-
mation by Cesáro means. We denote by Pn the collection of Walsh polynomials of
order less than n, that is, function of the form
n−1
P(x) = ck wk (x),
k=0
where n ≥ 1 and {ck } is any sequence of real(or complex) numbers. Denote by m
the finite σ -algebra generated by the collection of dyadic intervals of the form
f ∞ = sup{| f (x)| : x ∈ I }.
E n ( f, L p ) = in f P∈P n f − P p .
τt f (x) = f (x +̇t), x, t ∈ I.
Unlike the classical case, Li p(α, p) is not trivial when α > 1. For example, the
function f = w0 + w1 belongs to Li p(α, p) for all α > 0 since
n−1
sn ( f, x) = ck wk (x), n ≥ 1.
k=0
As is well known, 1
sn ( f, x) = f (x +̇t)Dn (t) dt,
0
where
n−1
Dn (t) = wk (t), n ≥ 1,
k=0
2.3 Approximation by Transforms of Walsh–Fourier Series 47
1
n
tn ( f, x) = qn−k sk ( f, x),
Q n k=1
where
n−1
Qn = qk , n ≥ 1.
k=0
lim Q n = ∞. (2.30)
n→∞
In this case, the summability method generated by {qk } is regular if and only if
qn−1
lim = 0. (2.31)
n→∞ Qn
As to this notion and result, we refer the reader [[2, 4, 5] and references therein].
We note that in the particular case when qk = 1 for all k, these tn ( f, x) are the first
arithmetic or (C, 1)-means. More generally, when
β β +k β
qk = A k = for k ≥ 1 and q0 = A0 = 1,
k
where β = −1, −2, . . . , the tn ( f, x) are the (C, β)-means for series (2.29). The
representation
1
tn ( f, x) = f (x +̇t)L n (t) dt (2.32)
0
1
n
L n (t) = qn−k Dk (t), n ≥ 1, (2.33)
Q n k=1
n γ −1 γ
n−1
5 j
m−1
tn ( f ) − f p ≤ 2 qn−2 j w p ( f, 2− j ) + O{w p ( f, 2−m )}, (2.35)
2Q n j=0
5
m−1
tn ( f ) − f p ≤ (Q n−2 j +1 − Q n−2 j+1 +1 )w p ( f, 2− j ) + O{w p ( f, 2−m ))}.
2Q n j=0
(2.36)
Clearly, condition (2.34) implies (2.30) and (2.31).
We note that if {qk } is nondecreasing, in sign qk ↑, then
nqn−1
= O(1) (2.37)
Qn
Here and in sequel, qk rk means that the two sequences {qk } and {rk } have the
same order of magnitude; that is, there exist two positive constants C1 and C2 such
that
C1rk ≤ qk ≤ C2 rk for all k large enough.
If {qk } is nonincreasing, in sign qk ↓, then condition (2.34) is satisfied if, for example,
Namely, it is enough to choose 1 < γ < min(2, β −1 ) in case (i), and γ = 2 in case
(ii).
Theorem 2.25 Let {qk : k ≥ 0} be a sequence of nonnegative numbers such that in
case qk ↑ condition (2.37) is satisfied, while in case qk ↓ condition (2.38) is satisfied.
If f ∈ Li p(α, p) for some α > 0 and 1 ≤ p ≤ ∞, then
⎧
⎨ O(n −α ) if 0 < α < 1,
tn ( f ) − f p = O(n −1log n) if α = 1, (2.39)
⎩
O(n −1 ) if α > 1.
Now we make a historical comments. The rate of convergence of (C, β)-means for
functions in Li p(α, p) was first studied by Yano [13] in the cases when 0 < α < 1,
β > α and 1 ≤ p ≤ ∞, and then by Jastrebova [14] in the case when α = β = 1 and
2.3 Approximation by Transforms of Walsh–Fourier Series 49
p = ∞. Later on, Skvorkov [10] showed that these estimates hold for 0 < β ≤ α as
well, and also studied the cases when α = 1, β > 0 and 1 ≤ p ≤ ∞. In their proofs,
the above authors rely heavily on the specific properties of the binomial coefficients
β
Ak .
In 1963, Watari [11] proved that a function f ∈ L p belongs to Li p(α, p) for some
α > 0 and 1 ≤ p ≤ ∞ if and only if
E n ( f, L p ) = O(n −α ).
1
n n−1
k
K n (t) = Dk (t) = (1 − )wk (t), n ≥ 1,
n k=1 k=0
n
is a quasi-positive, and K 2m (t) is even positive. These facts are formulated in the
following.
Lemma 2.5 Let m ≥ 0 and n ≥ 1; then K 2m (t) ≥ 0 for all t ∈ I ,
1 1
|K n (t)| dt ≤ 2 and K 2m (t) dt = 1.
0 0
A Sidon-type inequality proved by Schipp and Moricz implies that the Nörlund kernel
L n (t) is also quasi-positive. More exactly, C = [O(1)]1/γ , 2γ /(γ − 1) in the next
lemma, where O(1) is from (2.34).
Lemma 2.6 If condition (2.34) is satisfied, then there exists a constant C such that
1
|L n (t)| dt ≤ C, n ≥ 1.
0
m−1 2
j
−1
Q n L n (t) = − r j (t)w2 j −1 (t) i(qn−2 j+1 +i − qn−2 j+1 +i+1 )K i (t)
j=0 i=1
m−1
− r j (t)w2 j −1 (t)2 j qn−2 j K 2 j (t)
j=0
50 2 Walsh–Fourier Series
m−1
+ (Q n−2 j +1 − Q n−2 j+1 +1 )D2 j+1 (t)
j=0
+Q k+1 D2m (t) + Q k rm (t)L k (t). (2.40)
Proof We have
2
m
−1 2
m
+k
Q n L n (t) = qn−i Di (t) + qn−2m D2m (t) + qn−i Di (t)
i=1 i=2m +1
2
m−1 j
−1
= qn−2 j −i (D2 j +i (t) − D2 j+1 (t))
j=0 i=0
⎛ ⎞
m−1 2
j
−1
+ ⎝ qn−2 j −i ⎠ D2 j+1 (t)
j=0 i=0
k
+qn−2m D2m (t) + qn−2m −i D2m +i (t). (2.41)
i=1
2
j
−1 −i−1
2 j
D2 j+1 (t) − D2 j +i (t) = r j (t) wl (t) = r j (t) w2 j −1−l (t)
l=i l=0
m−1 2
j
−1
Q n L n (t) = − r j (t)w2 j −1 (t) qn−2 j +1 D2 j −i (t)
j=0 i=0
m−1
+ (Q n−2 j +1 − Q n−2 j+1 +1 )D2 j+1 (t)
j=0
+Q k+1 D2m (t) + Q k rm (t)L k (t). (2.44)
2.3 Approximation by Transforms of Walsh–Fourier Series 51
2
j
−1 2
j
−1
qn−2 j −1 (t)D2 j −i (t) = i K i (t)(qn−2 j+1 +i − qn−2 j+1 +i+1 ) + 2 j K 2 j (t)qn−2 j .
i=0 i=1
while for p = ∞
1
sup | rm (t)g(t)[ f (x +̇t) − f (x)] dt : x ∈ I
0
1
−1 −m
≤ 2 w∞ ( f, 2 ) |g(t)| dt. (2.46)
0
Proof Since g ∈ P2m , it takes a constant value, say gm (k) on each dyadic interval
Im (k), where 0 ≤ k < 2m . We observe that if t ∈ Im (k) then t + 2−m−1 ∈ Im (k).
We will prove (2.45). By Minkowski’s inequality in the usual and in the generalized
form, we obtain that
p 1/ p
1 1
rm (t)g(t)[ f (x +̇t) − f (x)] dt d x
0 0
m −1 p 1/ p
1 2
−m−1
= gm (k) [ f (x +̇t) − f (x +̇t +̇2 )] dt d x
0 k=0 Im+1 (2k)
2
m
−1 1 p 1/ p
−m−1
≤ |gm (k)| | f (x +̇t) − f (x +̇t +̇2 )| dt dx
k=0 0 Im+1 (2k)
2
m
−1 1 1/ p
−m−1
≤ |gm (k)| | f (x +̇t) − f (x +̇t +̇2 )| d x
p
dt
k=0 0
2
m
−1
≤ |gm (k)|2−m−1 w p ( f, 2−m ).
k=0
Proofs of Theorem 2.24 We carry out the proof of Theorem 2.21 for 1 ≤ p < ∞.
The proof for p = ∞ is similar and even simpler. By (2.32) and (2.40) and the usual
Minkowski inequality, we may write that
p 1/ p
1 1
Q n tn ( f ) − f p =
Q n L n (t)[ f (x +̇t) − f (x)] dt d x
0 0
p 1/ p
m−1 1 1
≤ r j (t)g j (t)[ f (x +̇t) − f (x)] dt d x
j=0 0 0
p 1/ p
m−1 1 1
+ r j (t)g j (t)[ f (x +̇t) − f (x)] dt d x
j=0 0 0
m−1
+ (Q n−2 j +1 − Q n−2 j+1 +1 )
j=0
p 1/ p
1 1
×
D2 j+1 (t)[ f (x +̇t) − f (x)] dt d x
0 0
p 1/ p
1 1
+Q k+1
D2m (t)[ f (x +̇t) − f (x)] dt d x
0 0
p 1/ p
1 1
+Q k rm (t)L k (t)[ f (x +̇t) − f (x)] dt d x
0 0
say, where
2
j
−1
g j (t) = w2 j −1 (t) i(qn−2 j+1 +i − qn−2 j+1 +i+1 )K i (t),
i=1
1 2
j
−1
|g j (t)| dt ≤ i|qn−2 j+1 +i − qn−2 j+1 +i+1 |
0 i=1
j
2
= 2(2 qn−2 j − j
qn−2 j+1 +i ) ≤ 2 j+1 qn−2 j ,
i=1
m−1
A1n ≤ 2 j qn−2 j w p ( f, 2− j ), (2.48)
j=0
m−1
A1n ≤ (Q n−2 j+1 +i − Q n−2 j+1 +i+1 )w p ( f, 2− j ). (2.49)
j=0
m−1
A2n ≤ 2−1 2 j qn−2 j w p ( f − 2− j ). (2.50)
j=0
Since
2m if t ∈ [0, 2−m ),
D2m (t) =
0 if t ∈ [2−m , 1),
m−1
A3n ≤ (Q n−2 j+1 +i − Q n−2 j+1 +i+1 )
j=0
1 1 1/ p
× D2 j+1 | f (x + t) − f (x)| p d x dt
0 0
m−1
≤ (Q n−2 j+1 +i − Q n−2 j+1 +i+1 )w p ( f, 2− j ), (2.52)
j=0
Finally, by Lemmas 2.6 and 2.8, in a similar way to the above, we deduce that
1
−1 −m
A5n ≤ 2 Q k w p ( f, 2 ) |L k (t)| ≤ C Q n w p ( f, 2−m ). (2.55)
0
Combining (2.57)–(2.55) yields (2.53) in the case qk ↑ and (2.54) in the case qk ↓.
n − 2 j ≥ 2m−1 for 0 ≤ j ≤ m − 1.
where C equals O(1) from (2.37). Since f ∈ Li p(α, p), from (2.35), it follows that
O(1) j
m−1
tn ( f ) − f p = 2 qn−2 j 2− jα + O(2−mα )
Q n j=0
m
= O(1)2−m 2 j−α
j=0
⎧
⎨ O(2−mα ) if 0 < α < 1,
= O(m2−m ) if α = 1,
⎩
O(2−m ) if α > 1.
5 j
m−2
tn ( f ) − f p ≤ 2 qn−2 j +1 w p ( f, 2− j )
2Q n j=0
5
+ w p ( f, 2−m ) + O{w p ( f, 2−m )}
2
O(1) j
m−2
= 2 qn−2 j +1 2− jα + O(2−mα )
Q n j=0
2.3 Approximation by Transforms of Walsh–Fourier Series 55
O(1)2−mβ j (1−α)
m−2
= 2 + O(2−mα )
n 1−β j=0
⎧ −1 m(1−α)
⎨ O(n 2 ) if 0 < α < 1,
= O(n −1 m) if α = 1,
⎩
O(n −1 ) if α > 1.
qk k β φ(k), (2.56)
φ(2k)
lim = 1.
k→∞ φ(k)
Q n n 1+β φ(n).
(C) Now, we turn to the so-called saturation problem concerning the Nörlund means
tn ( f ). We begin with the observation that the rate of approximation by tn ( f ) to
functions in Li p(α, p) cannot be improved too much as α increases beyond 1. Indeed,
the following is true.
Theorem 2.26 If {qk } is a sequence of nonnegative numbers such that
t2m ( f ) − f p = O(Q −1
2m ) as m → ∞, (2.58)
56 2 Walsh–Fourier Series
E 2m ( f, L p ) ≤ t2m ( f ) − f p ,
s2m ( f ) − f p ≤ 2E 2m ( f, L p ),
s2m ( f ) − f p = O(Q −1
2m ) as m → ∞. (2.59)
2
m
−1
Q 2m {s2m ( f, x) − t2m ( f, x)} = (Q 2m − Q 2m −k )ak wk (x).
k=1
2
m
−1
lim (Q 2m − Q 2m −k )ak wk (x) p = 0.
m→∞
k=1
lim |(Q 2m − Q 2m − j )a j |
m→∞
2m −1
1
= lim w j (x) (Q 2m − Q 2m −k )ak wk (x) d x
m→∞ 0
k=1
2
m
−1
≤ lim (Q 2m − Q 2m −k )ak wk (x)1 = 0.
m→∞
k=1
and Theorem 2.23 is known (see, e.g., [2, p. 191]). It says that if for some f ∈ L p ,
1 ≤ p ≤ ∞,
σ2m ( f ) − f p = O(2−m ) as m → ∞,
The “if” part can be proved in the same manner as in the case when w p ( f, δ) = O(δ α )
for some α > 1 (cf. [2, p. 190]). The proof(or disproof) of the “only if” part is a
problem.
h ∗ f X ≤ h1 f X , (2.61)
1
where ∗ stands for dyadic convolution (h ∗ f )(x) = 0 h(x +̇t) f (t) dt.
The modulus of continuity in X is defined by
Since
D2n = 2n χ [0, 2−n ) (n ∈ N), (2.62)
58 2 Walsh–Fourier Series
the 2n th partial sums plays a special role in Walsh analysis. For instance, (2.62)
implies S2n f X ≤ f X . Moreover, they enjoy the following approximation prop-
erties ([2]):
1
w( f, 2−n , X ) ≤ f − S2n f X ≤ w( f, 2−n , X ),
2
1
w( f, 2−n , X ) ≤ E 2n ( f, X ) ≤ w( f, 2−n , X ) ( f ∈ X, n ∈ N). (2.63)
2
E n ( f, X ) stands for the best approximation of f in X by Walsh polynomials of
order not greater than n. We note that for the L p case and for dyadically continuous
functions the inequalities were originally proved by Watari in 1963.
Let the σ −algebra generated by the dyadic intervals of length 2−n be denoted by
An . A sequence f = ( f n ) of integrable functions is a dyadic martingale if
(I) f n is An measurable,
(II) S2n f n+1 = f n (n ∈ N).
It follows from the definition of martingales that fˆn (k) = fˆm (k) for any k < 2n , 2m ..
Therefore, the definition fˆ(k) = fˆn (k)(k ∈ N, k < 2n ) makes sense. This means that
the concept of Walsh–Fourier partial sums and Walsh–Fourier series can be extended
to martingales.
In order to define the dyadic Hardy spaces H p (0 < p < ∞), we introduce the
maximal function of martingale:
f ∗ = sup n∈N | f n |.
We note that for p > 1 the Hardy space H p coincides with the Lebesgue space L p ,
H 1 is a homogeneous Banach spaces which is a proper subspace of L 1 , and for p < 1
the H p spaces are homogeneous Banach spaces.
In several cases, it is useful to have other characterizations of the H p norm. One
of them relies on the quadratic variation of martingales.
For a martingale f , let the
quadratic variation of f be defined as Q f = ( ∞ n=0 |dn f | )
2 1/2
, where dn f = f n+1 −
f n . Then f ∈ H p if and only if Q f ∈ L p (0 < p < ∞), and f H p ≈ Q f L p (see
[7]).
The concept of modulus of continuity and best approximation in H p can be defined
in the same way as in homogeneous Banach spaces. Moreover, by using quadratic
variation, it is easy to see that for any f ∈ H p , and n ∈ N we have
2.3 Approximation by Transforms of Walsh–Fourier Series 59
where Q n = n−1 k=0 qk . We may suppose that q0 > 0. This implies Q n > 0, n ∈ N,
as well.
The following theorem is a generalization of the result of Moricz and Siddiqi in
[5] on the approximation properties of Nörlund means in L p spaces
Theorem 2.27 Let X be a homogeneous Banach space, f ∈ X , and n, m ∈ N, with
2m ≤ n < 2m+1 .
(i) If (qk ) is a monotonically increasing sequence of positive real numbers, then
⎛ ⎛ ⎞ ⎞
m−1 2l+1 −1
5 1 ⎝ ⎝
tn f − f X ≤ qn− j ⎠ ω( f, 2−l , X ) + qn− j ω( f, 2−m , X )⎠ .
2 Q n l=0 l j=2 m
j=2
⎞
n
(n − 2 m
)q
qn− j (1 + log+ n )ω( f, 2−m , X )⎠ .
n− j
+C
m s=2 m qn−s
j=2
We note that the statements of Theorem 2.27 can be stated in several equivalent
forms. For instance, as a consequence of (2.63), we receive an equivalent form of
the3 above theorem if ω( f, 2−l , X ) is replaced by E 2 l( f, X )(l ∈ N).
Another version relies on a property of the modulus itself. However, the dyadic
modulus of continuity has properties different from the classical one. It is easy to see
that similarly to the classical case the inequality ω( f, 2−l , X ) ≤ 2ω( f, 1/j, X ) (2l ≤
j ≤ 2l+1 ). Then, for example, the right side of statement (i) is equivalent to
5 1
n
qn− j ω( f, 1/j, X ).
2 Q n j=1
60 2 Walsh–Fourier Series
Remark 2.6 As it is easy to see that in the proof, in case the Walsh system will be
a basis in X the statement in (i) of Theorem 2.27 holds without the monotonicity
of (qk ). So the statements of Theorem 2.27 are of interest only if the Walsh system
is not a Schauder basis X . Examples of homogenous Banach spaces in which the
Walsh system is not a basis include L 1 , H 1 , the dyadic VMO space, the space of
dyadically continuous functions, and nonreflexive Orlicz spaces.
In our second theorem, we are concerned about the approximation properties of
Nörlund means in H p (0 < p < 1) spaces. It shows that, even though these spaces
are not homogeneous, the results received are similar to those in Theorem 2.27.
j=2m
( f ∈ H p , n, m ∈ N, 2m ≤ n < 2m+1 ).
(ii) Suppose that (qk ) is monotonically decreasing and there exists r > 1 such that
n r −1 r
n−1
q = O(1) (n ∈ N). (2.65)
Q rn j=0 n
( f ∈ H p , n, m ∈ N, 2m ≤ n < 2m+1 ).
Auxiliary results
In the proof of (ii) of Theorem 2.27, we will need a Sidon-type inequality.
Theorem A [4] Let n ∈ N, and e j ( j = 1, . . . , n) be real numbers. Then
n
n
|c j |
cj Dj ≤ C +
|c j | 1 + log −1 n . (2.66)
j=1 j=1
n s=1 |cs |
1
2.3 Approximation by Transforms of Walsh–Fourier Series 61
A multiplier theorem will be used in the proof of (ii) of Theorem 2.28. It shows
that certain Hörmander–Mihlin-type multipliers are bounded on H p . For any real
sequence, ϕ = (ϕk ) and martingale Tψ f is given by
Let the difference sequence Δϕ be defined as Δϕk = ϕk − ϕk+1 (k ≥ 0). Then the
following theorem holds.
Theorem B [4] Let 1 < r ≤ 2, p > r/(2r − 1), and (ϕ j ) be a real sequence. If (ϕ j )
is bounded and satisfies
⎛ ⎞1/r
2l+1 −1
|ϕ j | ⎠
r
2l ⎝ ≤C (l ∈ N), (2.67)
2l
k=2l
1
τm g ∗ f X ≤ g1 ω( f, 2−m , X ).
2
2
l
−1 2
l
−1
|μ j K j | ≤ C p (2 ) l 1−1/ p
|μ j |.
j=1 j=1
1 k
l−1 l−1
|K j | ≤ 2 (D2i + τ2−k D2i ) (2l−1 ≤ j ≤ 2l ).
2l k=0 i=k
Since the terms on the right side are positive, the estimate holds for indices j < 2l−1
as well. l−1 l−1 k l−1
Set X 1 = l−1k=0 2
k
i=k D2i and X 2 = k=0 2 i=k τ2−k D2i . Then it follows
from p > 1 that
⎛ ⎞p ⎛ ⎞p
2
l
−1 2
l
−1 p
⎝ 1
|μ j K j |⎠ ≤ ⎝ |μ j |⎠
p p
(X 1 + X 2 ).
j=1 j=1
2l
1 p
For the proof of the lemma, we only need to show that 0 X i ≤ C p (2l )2 p−1 . By
(2.62) and change the summation, we have
l−1 p
p
i
l−1
X1 = (2 )χ[0,2−i )
i
2 k
≤ 2p (22i ) p χ[0,2−i ) .
i=0 k=0 i=0
Hence, p > 1
2
implies
1
l−1
p
X1 ≤ 2p (2i )2 p−1 ≤ C p (2l )2 p−1 .
0 i=0
We show that the same estimate holds for X 2 . Let us start by noting that
l−1 m
l−1
l−1
τ2−k D2i = 2 χ[2−k ,2−k +2−l+1 ) +
i
2i χ[2−k +2−m−1 ,2−k +2−m )
i=k i=k m=k i=k
l−2
≤ 2l χ[2−k ,2−k +2−l+1 ) + 2m+1 χ[2−k +2−m−1 ,2−k +2−m ) .
m=k
This, in particular, means that the support of the various terms with respect to k in
X 2 are pairwise disjoint. Therefore, we have
l−1 p
1
p
l−1
l−1
l−1
X2 = (2 )
k p
τ2 D2
−k i ≤2 p
(2 )
k p
(2m ) p−1 .
0 k=0 i=k k=0 m=k
2.3 Approximation by Transforms of Walsh–Fourier Series 63
1 p
Then 1
2
< p < 1 implies 0 X 2 ≤ C p (2l )2 p−1 .
H p is not homogeneous Banach space for 0 < p < 1, and the norm of convolution
operators cannot be estimated by (2.61) within H p . Let Pn be the set of linear
combinations of wk s, k = 0, . . . , n − 1. In case of Walsh polynomials, the following
lemma will serve as a substitute for (2.61) in H p .
Lemma 2.11 Let h, g ∈ P2l (i ∈ N). Then h ∗ g p ≤ (2l )1/ p−1 h p g p .
Proof Set xk = k2−l , and t j = j2−l (k, j = 0, . . . , 2l − 1). Since h and g are Walsh
polynomial of order less than 2l , they are constants on dyadic intervals of length 2−l .
Consequently,
p
p 2
l
−1 2
l
−1
1 1 1
h ∗ g pp = h(x + t)g(t)dt d x = l 1 h(x + t )g(t )
l
2 k=0 2 k=0
k j j
0 0
2 −1 2l −1
1 1 p
l
= l |h(xk + t j )| p |g(t j )| p
2 k=0 2l j=0
p+1 2
l
−1 2
l
−1
1
= |g(t j )| p
|h(xk + t j )| p = (2l )1− p g pp h pp .
2l j=0 k=0
Proofs
1
n
f − tn f = f − qn− j S j f
Q n j=1
⎛ ⎞
m−1 2l+1 −1
1 ⎝ n
= qn− j ( f − S j f ) + qn− j ( f − S j f )⎠
Q n l=0 l j=2 m
j=2
⎛ ⎞
m−1 2 −1
1 ⎝
l+1
n
= qn− j ( f − S2l f ) + qn− j ( f − S2m f )⎠ (2.68)
Q n l=0 l j=2 m
j=2
⎛ ⎞
m−1 2l+1 −1
1 ⎝ n
− qn− j (S j f − S2l f ) + qn− j (S j f − S2m f )⎠
Q n l=0 l j=2 +1
m
j=2
= A1 + A2 .
By (2.63), we have
64 2 Walsh–Fourier Series
⎛ ⎞
m−1 2l+1 −1
1 1 ⎝ n
A1 X ≤ qn− j ω( f, 2−l , X ) + qn− j ω( f, 2−m , X )⎠ .
2 Q n l=0 l j=2 m
j=2
2
l
−1 2
l
−2
qn−2l − j D j = jqn −2l − j K j + (2l − 1)qn−2l+1 +1 K 2l −1 . (2.71)
j=1 j=1
f − tn f
1
n
= f − qn− j S j f
Q n j=1
⎛ ⎞
m−1 2l+1 −1
1 ⎝ n
= qn− j ( f − S2l+1 f )⎠ + qn− j ( f − S2m f ) + (2.73)
Q n l=0 j=2m
j=2l
⎛ ⎞
m−1 2l+1 −1
1 ⎝ 1
n
+ qn− j (S2l+1 f − S j f )⎠ − qn− j (S j f − S2m f )
Q n l=0 l
Q n j=2m
j=2
= B1 + B2 + B3 . (2.74)
2l+1 −1
qn− j (D2l+1 − D j f ).
j=2l
By use summation of Walsh functions, it is easy to see that w2n −1 ws = w2n −1−s holds
for any 0 ≤ s < 2v , v ∈ N. Hence
This implies
66 2 Walsh–Fourier Series
2l+1 −1
2l+1 −1
qn− j (S2l+1 f − S j f ) X = qn− j (w2l+1 −1 − D2l+1 − j ) ∗ dl f
j=2l j=2l
l
2
≤ qn−2l+1 + j D j 1 dl f X .
j=1
In the last sum, the coefficients qn−2l+1 + j decrease by j. Therefore, similarly to (2.72),
we can obtain
2l
2l
qn−2l+1 + j D j 1 ≤ 2 qn−2l+1 + j .
j=1 j=1
Consequently,
m−1 2 −1
2
l+1
Recall that n = 2m + k, 0 ≤ k < 2m . Then, for the last term B3 , we can write
n
1 1 k
B3 X = q (S f − S f ) = (w qn−2m − j D j ) ∗ dm f
Qn Qn
n− j j 2 m 2 m
j=2m j=1
X X
1
k
≤ qn−2m − j D j
Q n j=1 dm f X .
1
Proof of Theorem 2.28 Let us first consider the case when (q j ) is decreasing. Since
the maximal function operator is sublinear and p < 1, we have a decomposition
similar to (2.68)
2.3 Approximation by Transforms of Walsh–Fourier Series 67
⎛⎛ ⎞∗ ⎞ p
1 n
⎝⎝ f − qn− j S j f ⎠ ⎠ ≤ A∗1, p + A∗2, p ,
Q n j=1
where
⎛ ⎛ ⎞p ⎛ ⎞p ⎞
m−1 2l+1 −1
1 ⎝ ⎝ n
A∗1, p qn− j ⎠ ( f − S2l f )∗ ) + ⎝ qn− j ⎠ ( f − S2m f )∗ ) ⎠ ,
p p
= p
Q n l=0 l j=2m
j=2
and
⎛ ⎛⎛ ⎞∗ ⎞ p
m−1
2l+1 −1
1 ⎝ ⎝⎝
A∗2, p = p qn− j (S j f − S2l f )⎠ ⎠ +
Q n l=0
j=2 +1
l
⎛⎛ ⎞∗ ⎞ p ⎞
n
+ ⎝⎝ qn− j (S j f − S2m f )⎠ ⎠ ⎠ .
j=2m +1
m−1
1
1
A∗2, p ≤ p (2l )1− p
0 Qn l=0
2
l
−2
× jqn−2l − j K j + (2l − 1)qn−2l+1 +1 K 2l −1 pp dl f pp +
j=1
⎞
k−1
+ (2m )1− p jqn−2m − j K j + τm kq0 K k pp dl f pp ⎠
j=1
⎛
⎛ ⎞p
m−1 2l −2
1 ⎝ ⎝
| jqn−2l − j | + (2l − 1)qn−2l+1 +1 ⎠ E 2l ( f, H p )+
p
≤ Cp p
Q n l=0 j=1
⎛ ⎞p ⎞
k−1
+ ⎝ j| jqn−2m − j | + kq0 ⎠ E 2m ( f, H p )⎠
p
j=1
⎛ ⎛ ⎞p ⎛ ⎞p ⎞
m−1
2l+1 −1
n
1 ⎝ ⎝ qn− j ⎠ E 2l ( f, H p ) + ⎝ qn− j ⎠ E 2m ( f, H p )⎠ ,
p p
= Cp p
Q n l=0 j=2m
j=2l
Following the reasoning used for Ai ∗ and for Bi (i = 1, 2) in the proof part (ii)
of Theorem (2.27), we receive that the proper estimates for B1∗ and B2∗ . Let us
∗
start the case of B3, p by noting the spectrum nj=2m qn− j (S j f − S2m f ) is part of
{2m , . . . , n − 1}. Recall that n = 2m + k. Set
2.3 Approximation by Transforms of Walsh–Fourier Series 69
k− j−1
1
qi , if s = 2m+1 ± j, j = 0, . . . , k − 1;
ϕs = Qn i=0
0, otherwise.
Hence
1 1
∗ Tϕ (τm+1 (dm f )) p = Tϕ (τm+1 (dm f )) p p .
B3, p = H
0 0
we have that there are only two dyadic blocks for which the left side of (2.67) is not
0. For those two blocks, we obtain
⎛ ⎞1/r ⎛ ⎞1/r
j=2m+2 −1
| j ϕ|r ⎠ k−1
q r
n 1−1/r r
n−1
2m+1 ⎝ m+1 1−1/r ⎝ j ⎠
= (2 ) ≤ 2 q ,
2m+1 j=0
Q rn Q n j=0 j
j=2m+1
(2.77)
and
⎛ ⎞1/r ⎛ ⎞1/r
j=2m+1 −1
| j ϕ|r ⎠ k−1
q r 1−1/r
n−1
2m ⎝ = (2 m 1−1/r ⎝
)
j ⎠ ≤n q rj . (2.78)
j=2m
2m j=0
Q r
n Q n j=0
Then (2.78), (2.77), and our assumption (2.65) on the q j s implies that condition (2.67)
holds for ϕ (We note that in (2.65) we may suppose 1 < r ≤ 2). Consequently,
A signal can be treated as a function of one variable while an image can be represented
by a function of two variables. A digital signal is nothing but a discrete function or a
sequence, and a digital image can be represented by a matrix. The problem of digital
signal processing is in general deals with the representation of signals by sequences
of numbers or symbols, and the processing by a digital computer of these numbers.
The goal of such processing is to find certain characteristic parameters of the signal,
or it may be to obtain a simpler form of handling the signal as in the case of digital
transmission. Walsh–Fourier series are ideally suited for this purpose. Communica-
tion, storing, improving, or refining images are challenging problems. Applications
of Walsh–Fourier analysis may provide superior results in many situations.
Let f (t) be a periodic signal with period 1. f (t) can be written as f (t) =
∞
n=0 cn wn (t), where 1
cn = f (t)wn (t) dt
0
In view of these results, the signal energy is distributed in the Walsh domain over the
Walsh coefficients. Therefore, instead of transmitting the signal in the spatial domain
(for example, time domain), we may encode it by its Walsh–Fourier coefficients and
transmit these coefficients instead. In case of rapid convergence of the Walsh series,
many higher order coefficients are of low magnitude and become possible to transmit
fewer coefficients without sacrificing a big loss in the total signal energy. A data
reduction in Walsh coefficients entails bandwidth reduction in the sequency Walsh
domain.
Let us consider images f (x, y) and g(x, y) in the spatial domain and a Walsh
function and a Walsh function of D = {(x, y)/0 ≤ x < P, 0 ≤ y < ∞} two vari-
ables.
In the Walsh or sequency domain, a representation of the image made possible by
the application of a double Walsh transform, that is,
∞ ∞
F(σ, α) = f (x, y)wσ (x)wα (y) d x d y. (2.79)
0 0
2.4 Applications to Signal and Image Processing 71
where x, y ∈ R and
a b
1
amn = f (x, y)wm (x/a)wn (y/b) d x d y. (2.84)
ab 0 0
below a Dyadic Sampling Theorem without proof, for details, we refer to Butzer and
Splettstöber in [2].
Walsh–Fourier Analysis x ∈ R+ = [0, ∞),
∞
x= xi 2−i , xi ∈ {0, 1}, N (x) ∈ Z = {0, ±1, ±2, . . .}
i=−N (x)
(b) Image Enhancement and Restoration This process deals essentially with
improvement in blurred and noisy images. Our main objective is to minimize the
expression
[ f (x, y) − f γ (x, y)]2 d x d y, (2.86)
R
where f (x, y) and f γ (x, y) denote, respectively, the original and reconstructed
images. These functions can be represented by Walsh–Fourier series.
(c) Image Segmentation and Description Image segmentation is devoted to division
of given image into segments for measurements and studies on a particular segment,
or classification or the description of the image in terms of these segments or parts.
Different series with orthonormal systems have used to study this theme. However,
Walsh–Fourier series gives better results in many cases. Figure 2.1 presents a block
diagram of a basic transform image transmission system.
2.4 Applications to Signal and Image Processing 73
In Fig. 2.1, the original is first sampled to get a two-dimensional array of elements,
also called pixel or pels. This is followed by two-dimensional Walsh transform.
Thresholding the transformed image data results in the rejection of those transform
coefficients that fall below the threshold. The remaining Walsh transform components
are then quantized and coded. At the receiver, an inverse process takes place. The
received data is first decoded and then inverse transformed to give two-dimensional
data from which an image is reconstructed.
The digital image is usually represented by an m × n matrix. Elements of such
an image are called pixels, pels, or simply points.
The digitized image can be represented by a two-dimensional discrete Walsh
transform, that is, an image point denoted by g(n, m) yields discrete Walsh transform
N −1
N −1
G(x, s) = g(n, m)wn (r )wm (s). (2.87)
n=0 m=0
N −1 N −1
1
g(n, m) = q(r, s)wn (r )wm (s).
N 2 r =0 s=0
Conservation of energy between the spatial and sequency domain exists via Parseval-
type formula
N −1
N −1 N −1 N −1
1 2
g (n, m) = 2
2
G (r, s). (2.88)
n=0 m=0
N n=0 m=0
N −1
F(r ) = Fr = f n wr (n), r = 0, 1, 2, . . . , N − 1. (2.90)
n=0
N −1
1
f (n) = F(r )wr (n), n = 0, 1, 2, 3, . . . (2.91)
n r =0
For detailed ECG analysis using Walsh analysis, we cite [8, pp. 227–230]. It has
been noted that there are several advantages of using Walsh transform.
Brain is an extremely complex system. The cerebral cortex of the human brain
contains roughly 15−33 billion neurons, perhaps more, depending on gender and
age, linked with up to 10,000 synaptic connections each. Each cubic millimeter of
cerebral cortex contains roughly one billion synapses. These neurons communicate
with one another by means of long protoplasmic fibers called axons, which carry
trains of signal pulses called action potentials to distant parts of the brain or body and
target them to specific recipient cells. Methods of observation such as EEG recording
and functional brain imaging tell us that brain operations are highly organized, while
single-unit recording can resolve the activity of single neurons, but how individual
cells give rise to complex operations is unknown.
Electroencephalography (EEG) is the recording of electrical activity along the
scalp produced by the firing of neurons within the brain. In clinical contexts, EEG
refers to the recording of the brain’s spontaneous electrical activity over a short
period of time, usually 20–40 mins, as recorded from multiple electrodes placed
on the scalp. In neurology, the main diagnostic application of EEG is in the case of
epilepsy, as epileptic activity can create clear abnormalities on a standard EEG study.
A secondary clinical use of EEG is in the diagnosis of coma, encephalopathies, and
brain death. EEG used to be a first-line method for the diagnosis of tumors, stroke, and
other focal brain disorders, but this use has decreased with the advent of anatomical
imaging techniques such as MRI and CT.
A routine clinical EEG recording typically lasts 20–30 mins (plus preparation
time) and usually involves recording from scalp electrodes. Routine EEG is typically
used in the following clinical circumstances:
to distinguish epileptic seizures from other types of spells, such as psychogenic
seizures, syncope (fainting), sub-cortical movement disorders, and migraine vari-
ants;
to differentiate “organic” encephalopathy or delirium from primary psychiatric
syndromes such as catatonia;
to serve as an adjunct test of brain death;
to prognosticate, in certain instances, in patients with coma; and
to determine whether to wean anti-epileptic medications. Both effects are inde-
pendent and additive.
76 2 Walsh–Fourier Series
Walsh–Fourier methods applied in Sect. 2.4.5 could be applied for EEG analysis.
For an interesting application of Walsh–Fourier analysis to EEG, we cite references
62–65 in [8].
Man communicates through speech, and the theme of transmission of speech from a
transmitter to a listener has been investigated using orthonormal systems including
Walsh systems [8]. The use of Walsh functions to serve as a basis for the transform
processing aspect yields several advantages, for example, bandwidth reduction for
transmitted speech, efficient speech synthesis, and automatic speech or word recog-
nition. For applying the Walsh transform, the number of speech in a window is often
of the form N = 2n , for n positive integer. This yields fast computational algorithms.
If a signal is sampled at a frequency fs, then considering N sampled values for a sam-
pling window, the sampling interval is T = 1fs , and the analysis window has a time
duration of N T . The frequency resolution of this window is given by N1T .
Out of the N block of transformed samples, we may select the most significant M
Walsh components of speech synthesis. The fundamental theorem of speech synthesis
is to maximize the efficiency of voice transmission while preserving reasonable
distortion levels for voice characteristics . Now let f (t) be a speech signal. Sampling
the signal properly, and choosing a block of N samples, we got a set of sampled
values, { f (nT )/n = 0, 1, 2, . . . , N − 1}, where T signifies the sampling interval.
The discrete Walsh transform of this block of speech samples can be specified by
N −1
F(k) = f (n)wn (k). (2.92)
n=0
As in the image transmission problem, one can encode the speech by its Walsh
transform coefficients and transmit these coefficients instead of the original speech
samples.
Pattern space P comprises a large amount of data (digital or analogue signals). One
may be interested in finding special features and the pattern and combining correlated
data (redundancy) to obtain bandwidth reduction. The resulting data gives a feature
space F. Significant information of F is used to form a classification space C, in
which the original pattern will have been properly indicated. The main objective of
applying discrete Walsh transform in pattern recognition is to reduce computation
time for the transformed data from the pattern space P. A more general approach
2.5 Exercises 77
in pattern recognition is to carry out a discrete Walsh transform of the pattern and
its model, and to cross-correlate the two transformed sets of values to determine the
degree of recognition, rather than to attempt cross-correlation of the original signal.
Use of discrete Walsh Transform is advantageous for computation. For a detailed
discussion on pattern recognition, we cite Kamath [9].
2.5 Exercises
2.1 Let f be continuous on [0,1] and fˆ(k) = o k(log1 k)α as k → ∞ for some α > 1,
then show that f is constant. Is this result true for α = 1?
2.2 How can one characterize those functions f ∈ L p such that
σn ( f ) − f p = o(n −1 )
for some 1 ≤ p ≤ ∞?
2.3 Let f ∈ L p , and that
2
n
−1
sup w(2) ( f, I (k, n)) < ∞.
n∈N k=0
References
It is well known that the history of Walsh series began with Haar’s(Hungarian Mathe-
matician Alfred Haar) dissertation of 1909 Zur Theories Orthogonal Function system
in which Haar system was introduced. Supervisor of Haar, David Hilbert at Göttingen
university asked him to find an orthonormal system on the interval whose Fourier
series of continuous functions converges uniformly. He constructed the system which
is under discussion in this chapter, now known as Haar system provided answer to
the problem posed by Hilbert.
Haar system {h k }∞
k=0 is defined as
2 1
h k (x) = h kn (x) = 2n/2 , for 2k − < x < 2k − n+1
2n+1 2
1 2k
= −2n/2 , for 2k − n+1 < x < n+1
2 2
= (2n /4)1/2 , for x = k/2n ,
= 0, otherwise.
The Haar orthonormal sequences of functions labeled by two indices are designated
by
n (x)} = {h 0 (x), h 1 (x), h 2 (x), . . . , h k (x), . . . , h k
{h m 1 1 1 2k−1
(x), . . . , }
and in general
⎧√
⎪
⎪ 2n−1 ,
√
m−1
≤x < m−1/2
⎪
⎪
2n−1 2n−1
⎪
⎪ − 2n−1 , m−1/2
< x < 2n−1
m
⎨ 2n−1
...
n (x) =
hm (3.3)
⎪
⎪ 0, 0 < x < m−1
⎪
⎪ 2n−1
⎪
⎪ 0, m
<x ≤1
⎩ 2n−1
n = 1, 2, 3, . . . ; m = 1, 2, . . . , 2n−1 .
n (x 0+ ) + h n (x 0− )
hm m
n (x 0 ) =
hm . (3.4)
2
where h mn (x 0+ ) and h n (x 0− ) denote the right-hand and left-hand limits of the function
m
at x0 respectively. Figure 3.1 shows the first eight Haar functions. Outside the unit
interval, Haar functions are considered periodic with unity period.
The previous expression for Haar function reveal a different characteristic from
corresponding √expression.√
{0, ±1, ± 2, ±2, ±2 2, ±4, . . .}. On the other hand, the ordering of these func-
tions by some parameter like sequency is not easily apparent from their expressions.
But according to (8.3) we can still put Haar functions in some suitable sequencing
order by referring to the indices n and m in h m n (x) by degree and order, respectively.
Disregarding h 0 (x), then the degree n defines a subset of Haar functions having the
same number of zero-crossings with a least interval of constancy 1/2n . The order
m now defines the position of the particular Haar function in such a subset. In this
manner the degree n may be considered to provide a form of frequency or sequency
ordering.
3.1 Haar System and Its Generalization 81
n is [0, T ], then√
If the domain of definition of h m the normalized Haar function
on this interval would be altered in magnitude to 2n−1 /T . Using this interval,
orthogonality of the normalized Haar functions {h m n (x)} may be expressed as
T
1n=k
n (x)h k (x) d x =
hm m
(3.5)
0 0 n = k
82 3 Haar–Fourier Analysis
Haar functions form a complete orthonormal basis over a finite interval. Conse-
quently, it becomes possible to expand suitable functions in terms of this set. Such a
suitable function may be a Lebesgue or a square-integrable function on the indicated
interval. Hence if f (x) is square-integrable on [0, 1], we may write a Haar series
expansion representation [1] for it, as
∞
2 n−1
f (x) = a0 + n (x),
anm h m (3.6)
n=1 m=1
and
1
amn = anm = f (x)h m
n d x, n = 1, 2, 3, . . . ; m = 1, 2, . . . , 2
n−1
. (3.8)
0
Clearly S N (x) contains 2 N terms, while S N +1 (x) contains 2 N more terms than S N (x).
For a continuous function, the sequence of partial sums {S N (x) : N = 1, 2, 3, . . .}
converges uniformly at continuity points. This convergence is still true even when x
is a dyadic rational, that is, x = l/2r , for l, r = nonnegative integers such that l ≤ 2r .
For a function with discontinuities at nondyadic rational points, we have pointwise
convergence but uniform convergence may not hold any longer. The convergence
feature provides yet another difference between Haar and Walsh functions. In this
respect, Haar functions provide a superior performance since a Walsh series expan-
sion of some continuous function may actually diverge at certain points. This cannot
occur for Haar expansions.
A truncated (finite) series expansion of f (x) containing the first 2 N terms is then
given by S N (x). The function S N (x) is a step function with 2 N equal length(not
height!) steps. On each step, the value of S N (x) is simply the mean or average value
of f (x) over the step length. Function approximation by S N (x) provides the best
step function approximation in accuracy of a Haar partial sum is given in terms of a
first derivative f (x), by
3.2 Haar Fourier Series 83
where x lies in a subinterval of [0, 1], and max| f (x)| denotes the maximum absolute
value of f (x) in the selected subinterval. For large N, (8.10) becomes at any point
where f (a, b) denotes the mean value of f (x) in the interval (a, b) that is for b > a
From (3.12), it is clear that anm is proportional to the difference of two adjacent steps of
Sn (x), namely the steps on either side of x = (2m − 1)/2n . This mean-value property
of the coefficient {anm } is responsible for the modest computational requirements of
Haar transforms.
Relations Between Haar and Walsh Functions
Relations between Haar and Walsh functions may be developed by expanding one
set in terms of the other, and vice versa. Kremer, see for Example [1] developed a
convenient method for establishing conversion relations between Haar and Walsh
functions. This method utilizes the block orthogonal functions as an intermediate
step.
Block orthogonal function may be defined on a unit interval by
1 2rn ≤ x < r2+1
b2n (r, x) = n
(3.14)
0 otherwise
2 −1
1
n
and √
n (x) =
hm 2n−1 [b2n (m, x) − b2n (m + 1, x)]. (3.18)
Comparison of (3.15) and (3.17), and (3.16) and (3.18), respectively, gives
and
n−1
2
1
φnm (x) = √ [wm (k/2n ) − wm+1 (k/2n )]wk (x). (3.20)
2 2n−1 k=0
Relation (3.20) express Haar functions in terms of Walsh functions. The converse
may be established in a similar way.
Discrete Haar Transform
As in the case the discrete Walsh transform, a discrete Haar transform (DHT) may
be developed for the representation of discrete signals.
Thus for a discrete signal sequence { f (i) : i = 0, 1, 2, . . . , N − 1} a correspond-
ing discrete Haar transform sequence may be defined by
N −1
2i
where φnm (i) denotes the nth value of the Haar function φnm (x) in the i-th subinterval.
In this case, the unit interval is divided into N subintervals of length 1/N each. The
inverse discrete transform is given by
N −1 2
1
n
F = Hf (3.23)
and
f = H −1 F, (3.24)
where the matrices H and H −1 denote direct and inverse Haar matrices of order N .
3.2 Haar Fourier Series 85
N −1
N −1
2
n
2 r
i=0 j=0 m 1 =1 m 2 =1
(3.25)
N −1
N −1
2n 2r
1
f (i, j) = 2 f (i, j)h m
n (i)h r ( j), n, r = 0, 1, 2, . . . , N − 1.
1 m2
N n=0 r =0 m =1 m =1
1 2
(3.26)
Applications of Haar Functions. To a large extent the utility of Walsh functions is
based on two primary aspects. The first concerns the ease with which these functions
may be generated on digital computers. The second aspect lies in the simplicity of
implementing fast computational techniques based on these functions. Both features
rely on the fact that a Walsh function attains a constant value of either +1 and −1 on
each subinterval of length, say 1/2n , where the unit interval of operation is divided
into 2n equal subintervals.
Ignoring scaling constants, a Haar function assumes one of three possible values
on each such subinterval. The three values are +1, −1 and 0. Thus, generation of Haar
functions, their binary representations, and other involved operations are not likely
to be as convenient as with Walsh functions. However, certain other features of Haar
functions make them attractive for certain applications. For instance, the convergence
aspect of a Haar series expansion provides desirable approximations, particularly in
some cases of discontinuous signals. Another feature is noted if we consider the Haar
expansion of function f (x). The resulting first two Haar coefficients are effected by
all values of f (x). But the rest of the coefficients are affected by only small sections
of f (x). Thus the first two Haar functions help to represent f (x) globally, and are
thus called global functions. The remaining Haar functions describe f (x) on local
sections, and are thus called local functions. In this sense, Walsh functions are all
global functions. The Haar function feature of localization may be very desirable if
interest is in describing certain local portions of a s signal as in television images
where the center of a picture is the significant part.
Practical applications of Haar functions and discrete Haar transforms have been
made in a number of other areas. In data coding, for instance, a signal may be encoded
by its Haar coefficients. Information transmission is then based on these coefficients
instead of the original time domain signal. In this case, the rapid convergence aspect
may be put to advantage in achieving good bandwidth reduction. In addition, certain
immunity to channel errors results.
Multiplexing with Haar carries is another area of application. In general, Haar
multiplexing provides an operation with features between time division and sequency
division multiplexing. Cross-talk problems may be less severe, and signal recovery
at the demultiplexing and may be performed rather easily and accurately.
86 3 Haar–Fourier Analysis
n−1
sn (x) = xk h k
k=0
Remark 3.1 (i) The Haar system {h n } is a basis in L 1 . Infact, it is a basis in L p for
1 < p < ∞.
(ii) The Haar system {h n } is a basis in the dyadic Hardy space H p .
(iii) The Haar system {h n } is a basis in C W .
(iv) The shifted Haar system {h n } is a basis in VMO.
(v) The famous problem posed by Stefan Banach whether every separable Banach
space has a basis is known as the “Basis problem”. It has been shown [2,
3.3 Haar System as Basis in Function Spaces 87
Sect. 5.6] that answer is no for the dyadic Hardy spaces as there is a dyadic
Hardy space(separable) having no basis.
Remark 3.2 (i) Let ⎧
⎨ 1 0 ≤ t < 1/2,
ψ(t) = −1 1/2 ≤ t < 1,
⎩
0, otherwise
This function is supported on In,k = [k2−n , (k + 1)2−n ), that is, it vanishes out-
side this interval. It has integral 0 and norm 1 in L 2 (R), that is,
ψn,k (t) dt = 0, ψn,k dt = 2
(ψn,k (t))2 dt = 1.
R L 2 (R) R
A = {( j, k) : j ≥ 0, k = 0, 1, 2, . . . , 2 j − 1}.
Hence ψ = 0 a.e.
which holds because all functions except χ[0,1] have zero mean on [0, 1]. Once it has
been established that on some dyadic interval I j,k the averages of f and g are equal,
consider its halves I− and I+ : then
1 1
g− g = 2− j/2 ψ j,k g = 2− j/2 ψ j,k f = f − f
I+ I− 0 0 I+ I−
imply that I+ g= I+ f and I− g= I− f.
Let V j = {Set of all dyadic step functions of scale j which belong to L 2 (R)}.
V j is called the Haar approximation space of order j.
Remark 3.4 The set of functions {ψ j,k }∞ j,k=−∞ is an orthonormal basis in L 2 (R).
Definition 3.2 (i) For f ∈ L 2 (R), P j ( f ) = ∞ k=−∞ < f, φ j,k > φ j,k , where φ j,k
are the Haar scaling functions of order j. P j is called the approximation operator
of order j.
(ii) The Haar detail operator Q j of order j is defined as
∞
Q j( f ) = < f, ψ j,k > ψ j,k .
k=−∞
∞
|ψα (x)|n d x = α(1 − α)[(1 − α)n−1 + α n−1 ] (3.35)
−∞
x x−α
We can solve for ϕ α
and ϕ 1−α
and obtain
x
ϕ = αϕ(x) − ψα (x). (3.36)
α
x −α
ϕ = (1 − α)ϕ(x) + ψα (x) (3.37)
1−α
x
x −α
Aϕ + Bϕ = [Aα + B(1 − α)]ϕ(x) + [B − A]ψα (x), (3.38)
α 1−α
Remark 3.5 In (3.38) the value Aα + B(1 − α) is the average of the left-hand side
expansion on [0, 1[. The value B − A is the step size of the discontinuity at x = α.
In (3.39), the value B of the step size at x = α is splitted in two parts −B(1 − α) on
[0, α[ and Bα on [α, 1[, and added to the average A on [0, 1[.
xk(m) = x2k
(m+1) (m+1)
< x2k+1 (m+1)
< x2k+2 (m)
= xk+1 (3.40)
and
lim xk(m) = −∞, lim xk(m) = ∞.
k→−∞ k→∞
In the next proposition, properties of ϕ and ψα are extended to ϕk(m) and ψk(m) .
Proposition 3.3 The functions ϕk(m) and ψk(m) are such that
∞
ϕk(m) (x)d x = xk+1
(m)
− xk(m) , (3.44)
−∞
∞
ψk(m) (x)d x = 0, (3.45)
−∞
Moreover, orthogonality conditions and useful integrals are given in the proposition
4, 5 [5] with proof. We present these results in Remark 3.6.
where
1 i f m = n and k = 1,
δklmn =
0 elsewher e
and
(m)
φ2k (x) = αk(m−1) φk(m−1) (x) − ψk(m−1) (x), (3.52)
(m)
φ2k+1 (x) = (1 − αk(m−1) φk(m−1) (x)) + ψk(m−1) (x). (3.53)
Vm = Lin{φk(m) /k ∈ Z}
and
Wm = Lin{ψk(m) /k ∈ Z}
{Vm } is a multiresolution.
Definition 3.3 A generalized Haar wavelet of degree M is a wavelet with the prop-
erty that there exists M ∈ R and si ∈ R such that ψ/[si , si+1 ] = ci ∈ C, Msi ∈ Z
for all i ∈ Z.
Definition 3.4 A family of functions {φi }i∈I in a Hilbert space H is a frame if there
exists A > 0 and B < ∞ such that for all f ∈ H
A f 2H ≤ | < f, ψi > |2 ≤ B f 2H (3.55)
i∈I
The result given in Remark 3.7 and its generalization are proved in G. E. Pfander [6].
Remark 3.7 For generalized Haar wavelet ψ ∈ l2 (Z) the following statements are
equivalent
(i) The family {ψn,m }m∈Z+ , n ∈ Z is a frame for l2 (Z).
(ii) There exists A > 0 and B < ∞ such
that A −s≤ ψ s (r ) ≤ B for almost all r ∈ T
+
where ψ : T → R ∪ {∞}, r → m∈Z+ m |dm (r )ψ̂(mr )2 a.e.
s
m−1
dm (r ) = e−2πilr .
l=0
riodic wavelet transforms presented in [6] was developed to deal with the problem
of epileptic seizure prediction. The main result is the characterization of wavelets
having time and scale periodic transforms. In reality it has been proved that such
wavelets are nothing but generalized Haar wavelets plus a logarithmic term. In the
cited paper an algorithm for periodicity detection based on the periodicity of wavelet
transforms defined by generalized Haar wavelets and implemented by wavelet aver-
aging methods. The algorithm detects periodicities imbedded in significant noise.
Applications of Haar functions are discussed in Sect. 3.2. Haar wavelets have sim-
ilar applications but we explain here applications to initial value, boundary value
problems and integral equations. This section is based on Lepik and Hein [7] which
contains important results of 19 reputed research papers.
n
Av (x)y (v) (x) = f (x), x ∈ [α, β] (3.56)
v=0
Here Av (x), f (x) are prescribed functions, y0(v) given constants. The Haar wavelet
solution is sought in the form
2M
y (n) (x) = ai h i (x), (3.58)
i=1
2M
y (v) (x) = ai pn−v,i (x) + Z v (x), (3.59)
i=1
3.6 Applications of Haar Wavelets 95
where
n−v−1
1
Z v (x) = (x − A)α y0(v+σ ) . (3.60)
σ =0
σ!
and
σex = y − yex /(2M) (global estimate). (3.62)
n
ε(l) = Av (xl )y (v) (xl ) − f (xl ). (3.63)
v=0
The smaller the s(l)/(2M) the more exact the solution is (ε = 0 in the case
of exact solution).
If ε(l)/(2M) is not small enough, we have to go to a higher level of resolution
J and repeat the calculations.
Boundary Value Problems. This topic is explained nicely in [7]. We mention here
main steps. Let us consider (3.56). Let us assume that μ < m are given the initial
conditions specified at x = A, but the remaining n − μ conditions are prescribed in
some interval point x1 < B or at the boundary x = B. Furthermore assume boundary
condition y (ν) (x) = y (ν) , where y∗(ν) is a given number. It follows from (3.59) and
(3.60)
Σi=1
2M
ai pn−v,i (x∗ ) + Z v (x∗) = y∗(v)
n−v−1
1
Z v (x∗) = (x∗ − A)σ y0v+σ
σ =0
σ!
96 3 Haar–Fourier Analysis
the Eqs. (3.64)–(3.66) are linear integral equations, if (3.67) does not hold, these
equations are nonlinear. In the case
2M
u(x) = ai h i (x), (3.70)
i=1
where ai are the wavelet coefficients and h i (x) is ( ith) computed Haar wavelet
according to (2.1) of [7]. Substituting (3.70) into (3.69) we obtain
3.6 Applications of Haar Wavelets 97
2M
2M
ai h i (x) − ai G i (x) = f (x), (3.71)
i=1 i=1
where B
G i (x) = K (x, t)h i (t) dt. (3.72)
A
(i) Collocation method. Satisfying (3.71) only at the collocation points [7], we get
a system of linear equations
2M
ai [h i (xl ) − G i (xl )] = f (xl ), l = 1, 2, . . . , 2M. (3.73)
i=1
a(H − G) = F (3.74)
2M B
al
− ai Γil = f (x)h l (x) d x. (3.75)
ml i=1 A
Here l = m + k + 1, m = 2 j , j = 0, 1, . . . , J , k = 0, 1, . . . , m − 1 and
B
Γil = G i (x)h l (x) d x. (3.76)
A
3.7 Exercises
d3 y d2 y dy
x2 3
+ 6x 2
+6 = 6, x ∈ [4, 8]
dx dx dx
References
4.1 Preliminary
k
w0 (x) ≡ 1, wl (x) = (w1 (2 j x))ν j , l ∈ N, x ∈ R+ ,
j=0
where the numbers k and ν j are taken from the binary expansion
k
l= ν j 2 j , ν j ∈ {0, 1}, νk = 1, k = k(l),
j=0
and continued on R+ such that w1 (x + 1) = w1 (x) for all x ∈ R+ . The integer and
fractional parts of number x ∈ R+ are denoted by [x] and {x}, respectively. For each
x ∈ R+ and any j ∈ N, the numbers x j , x− j ∈ {0, 1} are determined as follows
(in case of dyadic rational x, we get disintegration with finite number of nonzero
terms). For x, y ∈ R+ , we get
x⊕y= |x j − y j |2− j−1 + |x j − y j |2− j ,
j<0 j>0
(in such a way that in case of fixed y, the Eq. (4.2) takes place for all x from R+ , in
except countable set).
The Walsh functions are 1-periodic, these are examined in the interval Δ = [0, 1).
For a given integer n, the numerical intervals
2
n
−1
Ik(n) ∩ Il(n) = φ and k = l, Δ = Ik(n) .
k=0
2
n
−1
w(x) = cl wl (x), (4.3)
l=0
i.e., is the Walsh polynomial of order not more than 2n − 1. Such a representation
of the function w(x) is unique. The coefficients cl in the formula (4.3) coincide with
the values bk = w(k2−n ), 0 ≤ k ≤ 2n − 1, discrete Walsh transformation:
2 −1
1
n
cl = n bk wk (l2−n ), 0 ≤ l ≤ 2n − 1. (4.4)
2 k=0
Theorem 4.1 The Walsh system {wl : l ∈ Z+ } is the basis in L p (Δ) for 1 < p < ∞
(orthonormal basis in L 2 (Δ)) and not the basis in L 1 (Δ).
4.1 Preliminary 101
sup | f (x ⊕ h) − f (x)| → 0 as n → ∞.
0≤h< 21n
where the numbers x j , y j are calculated by the formulae (4.1). The function χ (x, y)
possesses the properties as given below:
(1) χ (y, x) = χ (x, y), χ (x, 0) = 1;
(2) χ (x, y) = χ (x, [y])χ ([x], y);
(3) χ (x, k) = wk (x) = wk ({x}) and any k ∈ Z+ ;
(4) if x, y, z ∈ R+ and x ⊕ y are dyadic irrational, then χ (x, z)χ (y, z) = χ (x ⊕
y, z);
(5) in case of fixed y ∈ [0, 2n ), where n ∈ Z+ , the function χ (x, y) is constant for
x on each dyadic interval I j(n+1) = [ 2n+1
j
, (2j+1)
n+1 ], j ∈ Z+ ;
(6) for any k ∈ Z+ , we have
k+1
wk (x), 0 ≤ x < 1,
χ (x, y)dy =
k 0, x ≥ 1.
and valid for all functions from L 2 (R+ ). Let us remember that
1p
f
L p (R+ ) = | f (t)| p , 1 ≤ p < ∞.
R+
By A and B, it is usually their best values. Then, the maximum value of A is the
least Riesz constant and the minimum value of B is the upper Riesz constant. Accord-
ing to Parseval’s theorem, the constants A and B are equal to 1 for the orthonormal
system { f k }.
Proposition 4.3 Let { f k } be a Riesz system in L 2 (R+ ) with the constants A and B.
Then
∞
(a) { f k } is Riesz basis in space V := { f = ∞ k=0 ck f k : k=0 |ck | };
2
(b) V = span{ f k : k ∈ Z+ };
(c) for any f ∈ L 2 (R+ ), the following inequality is fulfilled
∞
A
f
L 2 (R+ ) ≤ f, f k ≤
f
L 2 (R+ ) ;
k=0
4.1 Preliminary 103
The Proposition 4.3 follows from the well-known property of Riesz system in Hilbert
spaces (see, e.g., Novikov et al. [1, Theorem 1.1.2]).
Let En (R+ ) be the set of functions given on R+ and constant on dyadic intervals
of rank n. Clearly, each Walsh polynomial of order 2n − 1 to the set En (R+ ). The
characteristic function of the set M ⊂ R+ is denoted by 1 M . If f ∈ En (R+ ), then
∞
f (x) = f (2−n k)1 I (n) (x), x ∈ R+ .
k
k=0
The set
E (R+ )
is defined as the collection of all sets En (R+ ). Let us indicate by Ec (R+ ), the set of
functions from E (R+ ) having compact support.
The last two properties show that the dyadic entire functions on R+ are analogous to
the usual entire functions on R+ (compare with the Paley-Wiener theorem on Fourier
transform of entire functions).
As on the real line R+ , orthogonal wavelets on positive half line R+ are constructed
using the notion of multiresolution analysis. For an arbitrary function f ∈ R+ , we
set
f j,k (x) := 2 j/2 ψ j,k (2 j x ⊕ k), j ∈ Z, k ∈ Z+ .
Property (iii) allows us to reproduce the entire family {V j } from one subspace V0 .
From properties (iii) and (iv), it follows that the system of functions
√
φ1,k (t) = 2φ(2t ⊕ k), k ∈ Z+
Definition 4.3 A scaling function in L 2 (R+ ) is a function φ from L 2 (R+ ) such that
φ(t) = ck φ(2t ⊕ k), (4.8)
k∈Z+
The function φ from condition (iv) of Definition 4.2 is called the scaling function of
the multiresolution analysis {V j }. According to (4.7), for this function of Eq. (4.8)
is satisfied with constants
√
ck = 2 φ, φi,k = 2 φ(t)φ(2t ⊕ k)dt, k ∈ Z+ . (4.9)
R+
From (4.8) and (4.9), by virtue of the orthonormality of the system {φ(· ⊕ k) : k ∈
Z+ }, by means of Parseval’s identity, the equality is derived as
¯ = 2δ0,l and, in particular,
ck ck⊕2l |ck |2 = 2. (4.10)
k∈Z+ k∈Z+
For an arbitrary sequence {ck } from l 2 , equality (4.8) can be considered as a functional
equation with respect to φ. This equation is called the scaling function for φ. We say
that a function φ generates an MRA in L 2 (R+ ), if, first, the system {φ(· ⊕ k) : k ∈
Z+ } is orthonormal in L 2 (R+ ) and, second, the family of subspaces
Note that if the function φ generates MRA, then equality (4.7) is true for it, and hence
φ is a scaling function in L 2 (R+ ). The function
1
m 0 (ω) = ck wk (ω) (4.12)
2 k∈Z
+
is called the mask of the scaling equation (4.8) (or its solution φ). By the Parseval’s
theorem, from (4.10) and (4.12), we have
1
1 1
|m 0 (ω)|2 dω = |ck |2 = . (4.13)
0 4 2
k∈Z+
Applying the Walsh–Fourier transform, we can write Eq. (4.8) in the form
ω ω
φ̂(ω) = m̂ 0 φ̂ , ω ∈ R+ . (4.14)
2 2
106 4 Construction of Dyadic Wavelets and Frames Through Walsh Functions
Proposition 4.6 Suppose that φ ∈ L 2 (R+ ) satisfies the scaling equation (4.8) and
φ̂(0) = 0. If the system {φ(· ⊕ k) : k ∈ Z+ } is orthonormal in L 2 (R+ ), then
Proof The first equality in (4.15) follows from (4.14). According to Proposition 4.2,
the orthonormality of the system {φ(· ⊕ k) : k ∈ Z+ } is equivalent to the condition
|φ̂(ω + l)|2 = 1, almost everywhere ω ∈ R+ . (4.16)
l∈Z+
By virtue of the 1-periodicity of the mask m 0 , the second equality in (4.15) is obtained
after substituting (4.14) into (4.16) and grouping the summands with even and odd
indices. The proposition is proved.
Recall that for integer m, we denote by Em (R+ ), the collection of all functions f
on R+ which are constant on [2−m s, (s + 1)2−m ) (cf. Proposition 4.5). Further, we
set
E˜m (R+ ) := { f : f is W -continuous and fˆ ∈ E (R+ )} and E˜ (R+ ) := E˜m (R+ ).
m
f − P j u ≤ P j ( f − u) ≤ f − u < ε,
and so
f
≤
P j u
+ ε for every j ∈ Z. (4.17)
R
P j u
= 2
|(P j (u), φ j,k )| ≤
u
2 2
2 j
|φ(2 j x ⊕ k)|2 d x.
k∈Z+ k∈Z+ 0
where S R j := k∈Z+ {y ⊕ k : y ∈ [0, 2 j R)}. It is easy to check that
lim
P j u
= 0.
j→−∞
In view of (4.17), this implies that
f
< ε, and thus V j = {0}.
Theorem 4.2 Let the solution φ of the scaling equation (4.8) generates MRA in
L 2 (R+ ) and satisfies the condition φ̂(0) = 1. If the function ψ is defined by the
formula
ψ(x) = (−1)k ck⊕l φ(2x ⊕ k), x ∈ R+ . (4.19)
k∈Z+
where m 1 (ω) = 21 k∈Z+ (−1)k ck⊕l wk (ω) = −w1 (ω)m 0 (ω ⊕ 21 ). From this and
from (4.15), we see that the matrix
m 0 (ω) m 0 (ω ⊕ 21 )
(4.20)
m 1 (ω) m 1 (ω ⊕ 21 )
is unitary for almost all ω ∈ R+ . Further, using (4.15) and (4.16), we have
108 4 Construction of Dyadic Wavelets and Frames Through Walsh Functions
|ψ̂(ω ⊕ l)|2 = |ψ̂(ω ⊕ 2l)|2 + |ψ̂(ω ⊕ 2l ⊕ 1)|2
l∈Z+ l∈Z+ l∈Z+
ω 2 ω 2 ω
1 2
= m 0 + φ̂ ⊕ l + m 0 ⊕
2 l∈Z+
2 2 2
ω
1 2
+
φ̂ 2 ⊕ l ⊕ 2
l∈Z+
ω 1 2 ω 2
= m 0 ⊕ + m 0 .
2 2 2
In fact,
φ(t ⊕ k)ψ(t)dt = φ̂(ω)ψ̂(ω)χ (k, ω)dω
R+ R+
1
= φ̂(ω ⊕ l)ψ̂(ω ⊕ l) χ (k, ω)dω
0 l
= 0.
φ̂(ω ⊕ 2l)ψ̂(ω ⊕ 2l) + φ̂(ω ⊕ 2l ⊕ 1)ψ̂(ω ⊕ 2l ⊕ 1)
l l
ω ω
ω 2
= m0 m1 φ̂ ⊕l
2 2 2
l∈Z+
ω 1 ω 1 ω 1 2
+ m0 ⊕ m1 ⊕ φ̂ ⊕ l ⊕
2 2 2 2 l∈Z 2 2
+
ω ω
ω 1 ω 1
= m0 m1 + m0 ⊕ m1 ⊕
2 2 2 2 2 2
= 0.
V1 = V0 ⊕ W0 and V1 = span{φ0,l : l ∈ Z+ }.
Obviously, the right side in (4.22) is equal to 21 . Comparing (4.9) with expression
αk = φ(2t ⊕ l)φ(t ⊕ l)dt = φ(2x ⊕ 2k ⊕ l)φ(x)d x,
R+ R+
1 c2k⊕l
in view of (4.12), we note that αk = 0 m 0 (ω)w2k⊕l (ω)dω = 2
. Similarly, for the
coefficients βk , we have
1
βk = m 1 (ω)w2k⊕l (ω)dω
0
1
=− m0 ω ⊕ w1 (ω)w2k⊕l (ω)dω
R+ 2
1
1
=− m 0 (ω)w2k⊕l⊕1 ω + dω
0 2
1
= (−1) l
m 0 (ω)w2k⊕l⊕1 (ω)dω
0
(−1)l
= c2k⊕l⊕1 .
2
Consequently,
1 1
|αk |2 + |βk |2 = |ck |2 = .
k∈Z
4 k∈Z
2
+ +
Under the conditions of the Theorem 4.2 for each fixed j, the system {ψ j,k : k ∈ Z+ }
is orthonormal basis of space W j . Orthogonal projectors P j : L 2 (R+ ) → V j and
Q j : L 2 (R+ ) → W j for each j ∈ Z are determined by the formulae
Pj f = a jk φ jk , a jk = f, φ jk
k
and
110 4 Construction of Dyadic Wavelets and Frames Through Walsh Functions
Qj f = d jk ψ jk , d jk = f, ψ jk .
k
Sometimes it is said that Q j f contains “the details” necessary for the transition from
the j −th level of the approximation of the function f to the more accurate ( j + 1)
level. Accordingly, the subspaces {V j } (and the coefficients {a jk }) are said to be
approximating, and the subspaces {W j } (and coefficients {d jk }) are detailed. For a
fixed j and any s ∈ N from equalities (4.23), we obtain
Theorem 4.3 Let f ∈ L 2 (R+ ) and let h k = φ, φ1,k , gk = ψ, φ1,k , k ∈ Z+ ,
where the scaling function φ satisfies the conditions of the Theorem 4.2 and the
wavelet ψ is given by the formula 4.19. If the coefficients a jk of the expansion
Pj f = a jk φ jk
k∈Z+
Conversely, if the coefficients a j−1,k and d j−1,k are known, then the coefficients a jl
are recovered from the formula
4.2 Orthogonal Wavelets and MRA in L 2 (R+ ) 111
a jl = h l⊕2k a j−1,l + gl⊕2k d j−1,k . (4.26)
k
Proof According to (4.9) and (4.19), for the coefficients in formulas (4.25) and (4.26)
there occur equality
ck
h k = √ , gk = (−1)k h k⊕l .
2
and √
ψ(t) = 2 gl φ(2t ⊕ l). (4.28)
l∈Z+
and, consequently
φ j−1,l = h l φ j,2k⊕l ,
l∈Z
That is,
φ j−1,l = h l⊕2k φ jl . (4.29)
l∈Z
Thus, the formulas (4.25) are proved. We now prove (4.26). According to (4.29) and
(4.30), we have
h l⊕2k = φ j−1,k φ jk , gl⊕2k ψ j−1,k , φ jk . (4.31)
Using the fact that the difference f − P j f is orthogonal to the subspace V j , and
applying (4.23), we have
a jl = f, φ jl = P j f, φ jl = P j−1 f, φ jl + Q j−1 f, φ jl .
Taking into account (4.31), hence, by the definition of the operators P j and Q j , we
obtain
a jl = a j−1,k φ j−1,k φ jl + ψ j−1,k φ jl
k k
= a j−1,k h l⊕2k + d j−1,k gl⊕2k ,
k k
Further, we shall consider the case when the scaling function φ has a support on the
segment. It is easy to see that then in Eq. (4.8) the coefficients ck can be non-zero only
when 0 ≤ k ≤ 2n − 1. Indeed, let us assume that for the function φ from Definition
4.3, the condition supp φ ⊂ [0, 2n − 1] is fulfilled. According to (4.8), we have
2
n
−1 ∞
φ(x) = S1 (x) + S2 (x) = ck φ(2x ⊕ k) + ck φ(2x ⊕ k).
k=0 k=2n
2
n
−1
φ(x) = ck φ(2x ⊕ k), x ∈ R+ . (4.32)
k=0
2 −1
1
n
We denote by L 2c (R+ ) the class of all functions from L 2 (R+ ) with compact supports.
The following theorem contains the properties that solution of Eq. (4.32) possesses
in the general case.
4.2 Orthogonal Wavelets and MRA in L 2 (R+ ) 113
Theorem 4.4 If the scaling equation (4.32) has a solution φ ∈ L 2c (R+ ) such that
φ̂(0) = 1, then
2
n
−1
ck = 2, suppφ ⊂ [0, 2n−1 ]. (4.34)
k=0
Proof Let φ be a solution of Eq. (4.32), belonging to the space L 2c (R+ ) and such,
that φ̂(0) = 1. From the equality φ̂(ω) = φ̂( ω2 )m 0 ( ω2 ) at ω = 0. We obtain m 0 (0) =
n −1
1, and hence 2k=0 ck = 2. Further, let j be the largest integer so that function
φ on the section [ j − 1, j] does not turn into zero on a set of positive measure.
Let us assume that j ≥ 2n−1 + 1. Take an arbitrary binary irrational x ∈ [ j − 1, j].
If [2x] = l(mod 2n ), where l ∈ {1, 2, 3, . . . , 2n − 1}, then 2x > 2n + l and for any
k ∈ {0, 1, 2, 3, . . . , 2n − 1}
2x ⊕ k ≥ 2x − l ≥ 2n ,
since {2x} > 0, then 2x ⊕ k > 2n . Hence, from (4.32) it follows that j ≥ 2n + 1.
Indeed, otherwise φ(2x ⊕ k) = 0 for almost all x ∈ [ j − 1, j] for any k.It means,
by (4.32) and φ(x) = 0 almost everywhere on [ j − 1, j], which contradicts the
election of j. Further, since x ≥ j − 1 and 2x is not an integer, for any k ∈
{0, 1, 2, 3, . . . , 2n − 1}
j−1
φ̂(r ) = φ̂(r ) m 0 (2s r ) = φ̂(2 j r ) → 0.
s=1
For every natural number n, we shall characterize all the solutions φ of the scaling
equation
2
n
−1
φ(x) = φ(2x ⊕ k), x ∈ R+ (4.36)
k=0
2 −1
1
n
and the Eq. (4.36) in terms of the Fourier–Walsh transform is written in the form
ω ω
φ̂(ω) = m 0 φ̂ , ω ∈ R+ . (4.38)
2 2
By Theorem 4.4, the scaling equation (4.36), under rather general conditions, has
a unique solution represented by (4.35). It follows from the properties of Walsh
functions that the mask (4.33) assumes constant values at each of the intervals
The coefficients of the scaling equation (4.36) are calculated from the values bl =
m 0 (l2−n ), 0 ≤ l ≤ 2−n using the discrete Walsh transform
4.3 Orthogonal Wavelets with Compact Support on R+ 115
2
n
−1
1
ck = bl wl (k2−n ), 0 ≤ k ≤ 2n − 1. (4.39)
2n−1 l=0
Obviously, condition (4.41) means that for the values bl = m 0 (l2−n ) the following
equalities are fulfilled
2
n
−1
ψ(x) = (−1)k c̄k⊕l φ(2x ⊕ k), x ∈ R+ . (4.43)
k=0
Example 4.1 If n = 1 and c0 = c1 = 1, then the solution of Eq. (4.36) is the Haar
function φ = 1[0,1) (recall that 1 E is the characteristic function of the set E). In this
case, the mask is determined by the formula
1, ω ∈ [0, 1/2),
m 0 (ω) =
0, ω ∈ [1/2, 1).
and the wavelet ψ coincides with the Haar wavelet which is given below:
⎧
⎪
⎨1, x ∈ [0, 1/2),
ψ H (x) = −1, x ∈ [1/2, 1),
⎪
⎩
0, x ∈ R+ \[0, 1).
116 4 Construction of Dyadic Wavelets and Frames Through Walsh Functions
3
φ(x) = φ(2x ⊕ k), (4.44)
k=0
1 x ∞ x
φ(x) = 1[0,1) 1+a b j w2 j+1 −1 , x ∈ R+ . (4.46)
2 2 j=0
2
ψ(x) = c̄1 φ(2x) − c̄0 φ(2x ⊕ 1) + c̄3 φ(2x ⊕ 2) − c̄4 φ(2x ⊕ 3).
φ(0) = 1+a−b
2(1−b)
, φ − (1) = 1+a+b
2(1+b)
,
φ(1) = 1−a−b
2(1−b)
, φ − (2) = 1−a+b
2(1+b)
.
4.3 Orthogonal Wavelets with Compact Support on R+ 117
Here, in what follows, the left-hand limit of the function φ(x) is denoted at the point
x0 through φ − (x0 ).
It turns out that conditions (4.41) are sufficient for the fact that solution of φ of Eq.
(4.36) belonged to the class L 2 (R+ ).
Theorem 4.5 If the mask m 0 of the scaling equation (4.36) satisfies the conditions
(4.41), then the solution of φ of this equation belongs to L 2 (R+ ) and the following
inequality is correct
φ
L 2 (R+ ) ≤ |φ̂(0)|. (4.47)
Proof Define the function φ̂(ω) by the formula (4.35) (recall that for each ω in this
product only a finite number of nonzero factors). Let us prove that it belongs to
L 2 (R+ ). Then, its inverse Walsh–Fourier transform will also belong to L 2 (R+ ) and
will obviously be the solution of Eq. (4.36). We have
∞
|φ̂(ω)|2 = |m 0 (2−k ω)|2 .
k=1
j
|φ̂(ω)| ≤ |m 0 (2−k ω)|2 , ω ∈ R+ .
k=1
Consequently,
2j 2j j 1 j
|φ̂(ω)|2 dω ≤ |m 0 (2−k ω)|dω = 2 j m 0 (2k ω)2 dω. (4.48)
0 0 k=1 0 k=1
The function |m 0 (ω)|2 has period 1 and is piecewise constant with step 2−n . Conse-
quently, it is a Walsh polynomial of order 2n − 1:
2
n
−1
|m 0 (ω)|2 = ak wk (ω).
k=0
δ0k
From the conditions on the mask, it follows that a2k = 2
. Thus,
2 −1 n−1
1
|m 0 (ω)| = + 2
a2s+1 w2s+1 (ω).
2 s=0
Then
118 4 Construction of Dyadic Wavelets and Frames Through Walsh Functions
j−1
k 2
m 0 2 ω = as0 · · · as j−1 wr (ω),
k=1 s0 +2s1 +···+2 j−1 s j−1
j−1
k 2
m 0 2 ω = 2− j + br wr (ω).
k=1 r ≥1
Since 1
wr (ω)dω = 0, for all r ≥ 1,
0
then
j−1
k 2
m 0 2 ω = 2 − j ,
k=1
for each {ak } ∈ l 2 . We can say that the function g : R+ → C has a periodic zero at
the point x ∈ R+ . If f (x ⊕ k) = 0 for all k ∈ Z+ .
Theorem 4.6 For an arbitrary function f ∈ L 2c (R+ ), the following properties are
equivalent:
(a) the system { f (· ⊕ k) : k ∈ Z+ } is a Riesz system in L 2 (R+ );
(b) the system { f (· ⊕ k) : k ∈ Z+ } is linearly independent;
(c) the Walsh–Fourier transform of f does not have periodic zeros.
Proof The implication (a) ⇒ (b) follows from the Proposition 4.3. Our next claim
is that f ∈ L 1 (R+ ) since f has compact support and f ∈ L 2 (R+ ). Let us choose a
4.3 Orthogonal Wavelets with Compact Support on R+ 119
positive integer n such that supp f ⊂ [0, 2n−1 ]. Then, by Proposition 4.5 we have
fˆ ∈ En−1 (R+ ). Besides, if k > 2n−1 , then f (x ⊕ k) = 0 for almost all x ∈ [0, 2n−1 ].
Therefore, the linear independence of the system { f (· ⊕ k) : k ∈ Z+ } in L 2 (R+ ) is
equivalent to that for the finite system { f (· ⊕ k) : k = 0, 1, . . . , 2n−1 − 1}. Further,
if some vector (a0 , a1 , . . . , a2n−1 −1 ) satisfies conditions
−1
2n−1
ak f (· ⊕ k) = 0, and |a0 | + · · · + |a2n−1 −1 | > 0, (4.50)
k=0
−1
2n−1
fˆ(ω) ak wk (ω) = 0, for almost everywhere ω ∈ R+ .
k=0
n−1
The Walsh polynomial w(ω) = 2k=0 −1 ak wk (ω) is not identically equal to zero.
Hence, among Is(n−1) , 0 ≤ s ≤ 2n−1 − 1, there exists an interval (denote it by I ) for
which w(I ⊕ k) = 0, k ∈ Z+ . Since fˆ ∈ En−1 (R+ ), it follows that (4.50) holds if
and only if there exists a dyadic interval I of range n − 1 such that f (I ⊕ k) = 0
for all k ∈ Z+ . Thus, (b) ⇔ (c). It remains to prove that (c) ⇒ (a). Suppose that fˆ
does not have periodic zeros. Then
F(ω) := | fˆ(ω ⊕ k)|2 , ω ∈ R+ ,
k∈Z+
is positive and 1-periodic function. Moreover, since fˆ ∈ En−1 (R+ ) we see that F
is constant on each Is(n−1) , 0 ≤ s ≤ p n−1 − 1. The application of Proposition 4.4
completes the proof of the theorem.
Remark 4.1 In the proof of Theorem 4.6, it was established that if the function
f ∈ L 2 (R+ ) has compact support and the system of integer translates of this function
is linearly dependent, then on the interval [0, 1) there exists a dyadic interval I , whose
all points are periodic zeros for fˆ. Moreover, if supp f ⊂ [0, 2n−1 ], then the interval
I has rank n − 1 and any periodic zero ω0 ∈ [0, 1) for f is located in such interval
I . For an arbitrary M ⊂ [0, 1), we set
1 1 1
T M := M + M ,
2 2 2
(that is, the mask m 0 turns into zero at each point of the set T M\M). Obviously,
each mask can have only a finite number of blocking sets.
( j)
If the dyadic interval Ik = [2− j k, 2− j (k + 1)] lies on [0, 1), then we sometimes
( j)
write Ik = Id1 d2 ···d j where 0ḋ1 ḋ2 · · · d j = 2− j k. If M is the blocking set for the
mask m 0 , then for any dyadic interval Id1 d2 ···dn−1 ⊂ M each of the intervals I0d1 d2 ···d j
and I1d1 d2 ···d j is located either in M, or in N (m 0 ). It is easy to see that for the mask
from Example 4.2 the interval [ 21 , 1), in the case, a = 0 is a blocking set.
Theorem 4.7 Let φ be the solution of the scaling equation (4.36) such that φ ∈
L 2c (R+ ) and φ̂(0) = 1. The system {φ(· ⊕ k) : k ∈ Z+ } is linearly dependent if and
only if the mask m 0 has a blocking set.
Proof By Theorem 4.4, we have suppφ ⊂ [0, 2n−1 ], and therefore φ̂ ∈ En−1 . If the
system {φ(· ⊕ k) : k ∈ Z+ } is linearly dependent, then the set of all periodic zeros
of the function φ̂ on [0, 1) is the blocking set for m 0 . Indeed, let
According to Remark 4.1, the set M0 is the union of dyadic intervals of rank n − 1.
Since φ̂(0) = 1,then M0 does not contain [0, 2−n+1 ). In addition, if ω ∈ M0 , then
according to (4.38) we have
ω k ω k
m0 + φ + = 0, for all k ∈ Z+ ,
2 2 2 2
j
j
φ̂(ω + k) = φ̂(2− j (ω + k)) m 0 (2−r (ω + k)) = φ̂(x j ) m 0 (xr ). (4.51)
r =1 r =1
theoretically, in finite time by simple brute force. In practice, however, for large n
n−1
this search can take considerable time to perform the order of 22 operations. In
connection with this, we formulate the following two corollaries from Theorem 4.7.
Let us call a number ω symmetric zero of the mask m 0 , if m 0 (ω) = m 0 (ω + 21 ) = 0.
Corollary 4.1 If the mask m 0 of Eq. (4.36) has a symmetric zero, then it has a
blocking set.
Corollary 4.2 If m 0 ( 21 − 21n ) = 0, then the system of entire shift of the solution φ of
the scaling equation (4.36) is linearly dependent.
Proposition 4.8 If the system of entire shifts L 2 of the solution φ of the scaling
equation (4.36) is linearly independent, then
−1
2n−1 −1
2n−1
1
m0 = 0, c2k = c2k+1 = 1. (4.52)
2 k=0 k=0
And, hence, φ̂(k + 21 ) = 0. Thus, the number 21 is the periodic zero of the function φ̂
which contradicts Theorem 4.6. Therefore, m 0 ( 21 ) = 0 and, by virtue of (4.34), the
equalities (4.52) are true. The proposition is proved.
Theorem 4.8 Let φ be the solution of the scaling equation (4.36) such that φ ∈
L 2c (R+ ) and φ̂(0) = 1. The system {φ(· ⊕ k) : k ∈ Z+ } is an orthonormal family if
and only if the mask m 0 satisfies condition (4.41) and does not have blocking sets.
Proof We set
F(ω) := |φ̂(ω ⊕ l)|2 .
l∈Z+
As noted above (see (4.40)), the orthonormality in L 2 (R+ ) of the system {φ(· ⊕
k) : k ∈ Z+ } is equivalent to the condition F(ω) ≡ 1. Moreover, as in the proof of
Proposition 4.6, we have
122 4 Construction of Dyadic Wavelets and Frames Through Walsh Functions
2 ω 1 2 ω 1
F(ω) = |m 0 (ω) F + |m 0 ω ⊕ F ⊕ . (4.53)
2 2 2 2
1. Necessity. The absence of blocking sets follows from Theorem 4.7 and (4.41)
from the condition F(ω) ≡ 1 by (4.53), (4.41) is obtained.
2. Adequacy. We set
δ = in f F(ω)|ω ∈ [0, 1).
Repeating the inequality F(ω) ≥ 1 and using the fact that the function F is
constant on dyadic intervals of rank n − 1, we conclude that F(ω) ≡ 1 The
theorem is proved.
1
2n−1
m 0 (ω) = ck wk (ω) (4.54)
2 k=0
and the function φ ∈ L 2 (R+ ) is defined with the help of the formula
∞
φ̂(ω) = m 0 (2− j ω). (4.56)
j=1
Proof Note that φ belongs to class L 2 (R+ ) by Theorem 4.5. According to (4.56),
we have equality of φ̂(ω) = φ̂( ω2 )m 0 (( ω2 )) equivalent (4.36). It means that the given
function φ satisfies scaling equation (4.36), mask of which is the polynomial (4.54).
For each ω, all the multipliers of the work (4.56), starting with some numbers, are
equal to 1 as a mask m 0 is equal to 1 on I0(n) as 2− j ω → 0 when j → ∞. From here it
follows that φ̂ is W -continuous function (noted in the Proposition 4.1 W -continuity
of the function φ̂ follows from the Theorem 4.4). Let the system {φ(· ⊕ k) : k ∈ Z+ }
be orthonormal. As per (4.40), for every ω ∈ [0, 1), there exists a number lω such
that,
lω
1
|φ̂(ω ⊕ l)|2 > .
l=0
2
Since φ̂ is a W -continuous function, for every ω ∈ [0, 1), such a dyadic interval Iω
can be found, that
lω
1
|φ̂(t ⊕ l)|2 ≥ .
l=0
4
For every t ∈ Iω . By the W compactness of the interval [0, 1) from the covering
{Iω : ω ∈ [0, 1)}, a finite sub-covering {Iω1 , . . . , IωL } can be distinguished. Assuming
that l0 = max{Iω1 , . . . , IωL }, then the inequality
l0
1
|φ̂(ω ⊕ l)|2 ≥ (4.57)
l=0
4
124 4 Construction of Dyadic Wavelets and Frames Through Walsh Functions
S0 := {ω ∈ [0, 1) : |φ̂(ω)| ≥ c0 }
0
The set E 0 = ll=0 (Sl ⊕ l) contains neighborhood of zero, which is W -continuous
and congruent [0, 1), as per modulo Z+ . Using the fact that the polynomial m 0 (ω)
is equal to 1 in neighborhood of zero, we choose j0 in such a way that,
In view of (4.56)
j0
|φ̂(ω)| = |m 0 (2− j ω)| · |φ̂(2− j0 ω)|, (4.59)
j=1
j0
|m 0 (2− j ω)| ≥ |m 0 (2−l ω)| ≥ c0 > 0, for all 1 ≤ j ≤ j0 , ω ∈ E 0 . (4.60)
l=1
Conversely, we assume that the polynomial m 0 (ω) in formula (4.56) satisfies condi-
tions (4.61) and (4.56). We show that the system {φ(· ⊕ k) : k ∈ Z+ } is an orthonor-
mal family in L 2 (R+ ). For every l ∈ N, we assume
l ω ω
μ[l] (ω) = m0 1E , ω ∈ L 2 (R+ ),
j=1
2j 2j
4.3 Orthogonal Wavelets with Compact Support on R+ 125
where E is the set from (4.61). As per the condition, E contains a neighborhood of
zero and m 0 (ω) = 1 for all ω ∈ [0, 2−n ). Therefore, from (4.56) it follows that
Also by (4.61) and (4.55), there exists a number j0 such that m 0 ( 2ωj ) = 1, j >
j0 , ω ∈ E. Thus,
j0
φ̂(ω) = m 0 (2− j ω), ω ∈ E.
j=1
−j
c1 0 |φ̂(ω)| ≥ 1 E (ω), ω ∈ R+ .
Therefore,
l ω ω l ω ω
− j0
|μ[l] (ω)| = m 0 j
1 E l
≤ c1 m 0 j
φ̂ l ,
j=1
2 2 j=1
2 2
Since
1 1
Il (s) = p |m 0 (ξ )|2 χ (s, pξ )dξ = χ (s, ξ )dξ = δ0,s .
0 0
We get
Il (s) = δ0,s l ∈ N, s ∈ Z+ . (4.65)
Thus, from (4.62) and (4.63) by Lebesgue’s dominated convergence theorem it fol-
lows that
|φ̂(ω)|2 χ (s, ω)dω = lim Il (s).
R+ l→∞
we have
φ(x)x ⊕ sd x = δ0,s , s ∈ Z+ .
R+
The necessary and sufficient conditions, under which the solutions of the scaling
equation (4.36) generate MRA, are contained in the following theorem.
Theorem 4.10 Let φ be the solution of the scaling equation (4.36) such that φ ∈
L 2c (R+ ) and φ̂(0) = 1. Let us suppose that the mask m 0 of this solution is φ which
satisfies the conditions (4.41). Then, the following three statements are equivalent:
(a) The function φ generates MRA in L 2c (R+ ).
(b) The mask m 0 does not have blocking sets.
(c) The mask m 0 satisfies the modified Cohen condition.
4.3 Orthogonal Wavelets with Compact Support on R+ 127
Proof Implications (a) ⇒ (b) and (a) ⇒ (c) follow from Theorems 4.8 and 4.9. To
prove the converse implications, let us suppose that for m 0 any of the conditions (b) or
(c) is completed. From Theorems 4.8 and 4.9, it follows that the system {φ(· ⊕ k) :
k ∈ Z+ } is orthonormalized.
We define {V j } by the formula (4.11). According to
Proposition 4.6, we have V j = {0}. The embedding V0 ⊂ V1 follows from the fact
that φ satisfies Eq. (4.36). Taking (4.11) into account, we therefore have V j ⊂ V j+1
for all j ∈ Z. It remains to prove that
V j = L 2 (R+ ).
Or, equivalently,
⊥
Vj = {0}. (4.66)
Let f ∈ ( V j )⊥ . For the given ε > 0, we choose a dyadic-integer function u ∈
L 1 (R+ ) ∩ L 2 (R+ ) such that
f − u
< ε (here and further through
·
signifies
the norm of space L 2 (R+ )). Then, for any j ∈ Z+ for any orthogonal projection P j f
of the function f on V j , we have
P j f 2 = (P j f, P j f ) = ( f, P j f ) = 0
and consequently,
P j u = P j ( f − u) ≤ f − u < ε. (4.67)
Next, take a natural j so large that supp û ⊂ [0, 2 j ) and 2− j ω ∈ [0, 2−n+1 ) for all ω ∈
supp û and then put g(ω) = supp û φ̂(2− j ω) (such j exists in virtue of Proposition
j
4.5). Since the system {2− 2 χ (2− j k, ·)}∞
k=0 is orthonormal basis in L [0, 2 ], we have
2 j
2j
−j
|ck (g)| = 2
2
|g(ω)|2 dω, (4.68)
k∈Z+ 0
2j
where ck (g) = 2− j 0 g(ω)χ (2− j k, ω)dω. Noting that
φ(2 j x ⊕ k)χ (x, ω)d x = 2− j φ̂(2− j ω)χ (2− j k, ω).
R+
2j
P j u
=
2
|(u, φ j,k )| = 2
|û(ω)φ̂(2− j ω)|2 dω. (4.69)
k∈Z+ 0
Since m(ω) = 1 on I0(n) and since 2− j ω ∈ [0, 2−n+1 ) for ω ∈ supp û from formula
∞
φ̂(ω) = m 0 (2− j ω)
j=1
it follows that φ̂(2− j ω) = 1 for all ω ∈ supp û. Considering that supp û ⊂ [0, 2 j ),
from (4.67) and (4.68) by the Parseval theorem, we obtain
ε > P j u = û = u .
It means f < ε + u < 2ε and therefore it is true (4.66). The theorem is proved.
Applying Theorems 4.2 and 4.10, we obtain the following algorithm for constructing
orthogonal wavelets in L 2 (R+ ).
Algorithm A0
• Step-1 Select the numbers b0 , b1 , . . . , b2n −1 , satisfying the condition
2
n
−1
1
ck = bl wl (k2−n ), 0 ≤ k ≤ 2n − 1.
2n−1 l=0
2 −1
1
n
m 0 (ω) = ck wk (ω), ω ∈ R+ ,
2 k=0
2
n
−1
ψ(x) = (−1)k c̄k⊕1 φ(2x ⊕ k), x ∈ R+ . (4.72)
k=0
Step-2 of the algorithm A0 is realized using the fast Walsh transform. Step-3 will
be implemented if the numbers bl in Step-1 are chosen so that bl = 0 for 0 ≤ l ≤
2n−1 − 1. In this case, m 0 (ω) = 0 on [0, 21 ) and condition (c) of Theorem 4.10, that
is, the modified Cohen condition, is satisfied with E = [0, 1). Note that if there are
blocking sets for the polynomial m 0 found at Step-2, then the function ψ defined
by the algorithm A0 generates the Parseval Frame in L 2 (R+ ) (for more details, see
Chap. 5).
Let us explain how to implement Step-4. For the values of bs selected in Step-1,
we set
γ (i 1 , i 2 , . . . , i n ) = bs ,
if
s = i 1 20 + i 2 21 + · · · + i n 2n−1 , i j ∈ {0, 1},
k
l= μ j 2 j , μk = 1, k = k(l) ∈ Z+ , (4.73)
j=0
then
If k = k(l) ≥ n − 1. In the last product, the indices of each factor, starting from
the second one, are obtained by “shifting” the indices of the previous factor by one
position to the right and adding one new digit to the vacant first place from the binary
expansion of the number l. We set
M = M0 {1, 2, . . . , 2n−1 − 1},
where M0 is the set of integers l ≥ 2n−1 , for which in the above binary expansion
among the sets {μ j , μ j+1 , μ j+2 , . . . , μ j+n−1 }, there is no set (0, 0, . . . , 0, 1). Step-4
is justified by the following proposition.
Proposition 4.9 Suppose that the polynomial m 0 and the numbers dl are defined by
the values of bs under the condition (4.70) as indicated above. If the function φ is
given by its Fourier transform according to formula (4.71), then it belongs to the
130 4 Construction of Dyadic Wavelets and Frames Through Walsh Functions
φ̂(ω) = dl , ω ∈ [ 2n−1
l
, (l+1) ), l ∈ M, (4.74)
⎪
⎩
2n−1
(l+1)
0, ω ∈ [ 2n−1 , 2n−1 ), l ∈
l
/ M.
Proof By Parseval’s theorem and Theorem 4.5, we obtain that it belongs to the class
L 2 (R+ ). If ω ∈ I0(n−1) , then 2− j ω ∈ I0(n) for all j ∈ N. But m 0 (ω) ≡ 1 on I0(n) . This
and (4.71) imply the first equality in (4.74). We take l ∈ N with the expansion (4.73)
and find the smallest number j0 such that 2 j0 > l + 1. Then, for any ω ∈ I0(n−1) for
j ≤ j0 , we have 2 j0 ω ∈ I0(n) , and hence m 0 (2− j ω) = 1. Hence, according to (4.71),
we obtain
j0 −1
φ̂(ω) = m 0 (2− j ω), ω ∈ Il(n−1) . (4.75)
j=1
In the case, l = μ0 (that is, when k(l) = 0), in formula (4.75) there will be j0 =
2, 2−1 ω ∈ Iμ(n)
0
and 2− j ω ∈ I0(n) . Therefore, if l ∈ {1, 2, . . . , p − 1} and ω ∈ I0(n−1) ,
then
φ̂(ω) = b1 = γ (μ0 , 0, 0, . . . , 0, 0) = dl .
and, hence, φ̂(ω) = dl . In the general case, from formula (4.73) for any j ∈ N, it
follows that
l 1 μ0 μ j−2
= + · · · + + μ j−1 + μ j 2 + · · · + μk 2 k−n
.
2n= j−1 2n 2 j−1 2
(n+ j−1)
In addition, if ω ∈ Il(n−1) then 2− j ω ∈ Il . If l ∈
/ M then among the factors in
(4.71) there is a zero (since by virtue of (4.70)). If, however, l ∈ M then in formula
(4.71) there will be
2−1 ω ∈ Iμ(n)
k
, 2−2 ω ∈ Iμ(n)
k−1 +2μk
, . . . , 2 j0 ω ∈ Iν(n)
0
,
2 −1
1 (1)
n
m 1 (ω) = c wk (ω)
2 k=0 k
4.3 Orthogonal Wavelets with Compact Support on R+ 131
matrix m (ω) m (ω ⊕ 1 )
0 0 2
m 1 (ω) m 1 (ω ⊕ 21 )
2
n
−1
ψ(x) = ck(1) φ(2x ⊕ k), x ∈ R+ .
k=0
Because
1
2n−1
−n+1
1[0, 1
) (ω ⊕ 2 l)χ (x, ω)dμ(ω) = χ (x, 2−n+1 l) χ (x, ω)dμ(ω)
2n−1
R+ 0
the formal application of the inverse Fourier transform to (4.76) leads to the decom-
position
1 x x
φ(x) = 1[0,1) n−1 1+ dl wl n−1 , x ∈ R+ . (4.77)
2n−1 2 l∈M
2
We denote C A(n)
0 , the class of all scaling functions φ defined by steps 1–4 of algorithm
A0 for which the series (4.77) converges absolutely and uniformly on the interval
[0, 2n−1 ). Every function φ ∈ C A(n) 0 satisfies a scalable equation of the form (4.36)
since by (4.71), we have φ̂(ω) = m 0 ( ω2 )φ̂( ω2 ). The Lang’s scaling function from
Example 4.2 belongs to the class C A(2) 0 (R+ ) since for n = 2 the expansion (4.77)
coincides with (4.46). Any binary-integer scalable function belongs to the class
C A(2)
0 (R+ ) (in this case, the expansion (4.77) contains a finite number of nonzero
terms). The scaling function φ from the following example does not belong to the
class C A(3)
0 (R+ ).
Example 4.3 Let n = 3 and the function φ is determined by the algorithm A0 with
the parameters
1
b0 = 1, b4 = 0, bl = √ , for all the remaining l.
2
132 4 Construction of Dyadic Wavelets and Frames Through Walsh Functions
Grouping the coefficients of the series (4.77) with respect to the number of factors
γ (μ j , μ j+1 , μ j+2 ) included in the definition dl , l ∈ M, we note that the number of
coefficients in the k-th group is equal to Fk+1 from the Fibonacci sequence
F0 = 0, F1 = F2 = 1, Fk+1 = Fk + Fk−1 , k = 2, 3, . . . .
(k+1)
In addition, dl ≥ 2 2 for 2k ≤ l < 2k + 1. Hence, since
√
Fk+2 5+1
lim = ,
k→∞ Fk+1 2
on the basis of Dalember’s theorem, it is easy to conclude that for the chosen values
of the parameters bl , the series (4.77) diverges at the point x = 0. Therefore, the
series (4.77) does not converge absolutely.
The following example shows that for any n ≥ 3 there are Walsh series of the form
(4.77) with a finite number of nonzero summands.
1 x −3 x
2n−1 x
φ(x) = 1
n−1 [0,1) n−1
1 + wl n−1 + αw2n−1 − 2 n−1
2 2 l=1
2 2
x x
+ w2n−1 −1 n−1 + βw2n −2 n .
2 2
This function generates MRA in L 2 (R+ ) since condition (c) of Theorem 4.10 is
satisfied for
1 1 1 1
E = [0, 1 − ) ∪ [1 − , 1) ∪ [2 − ,2 − ).
2n−2 2n−1 2n−2 2n−1
The corresponding orthogonal wavelet ψ is found from formula (4.72).
The following exercise shows that the Lang surge ψ from Example 4.2 can be inter-
preted as a multiwavelet on R+ .
where
1+a+b 1+a−b 1−a−b 1−a+b
c0 = , c1 = , c2 = , c3 = .
2 2 2 2
It is easy prove that the vector functions
φ(x) ψ(x)
φ(x) = , ψ(x) =
φ(x ⊕ l) ψ(x ⊕ 1)
where
l−1
dl f (x) = 2 j−1 ( f (x) − f (x ⊕ 2− j−1 )).
j=−l+1
In this section, we obtain estimates for the smoothness of the functions φ ∈ L 2c (R+ ),
satisfying a scaling equation of the form
134 4 Construction of Dyadic Wavelets and Frames Through Walsh Functions
2
n
−1
φ(x) = ck φ(2x ⊕ k), x ∈ R+ , (4.78)
k=0
2 −1
1
n
and the coefficients of Eq. (4.78) are determined from the values bl = m 0 ( 2ln ), l =
0, 1, . . . , 2n , using the formula
2
n
−1
1
ck = bl wl (k2−n ), 0 ≤ k ≤ 2n − 1.
2n−1 l=0
We assume that the values of the parameters bl are real, although all estimates
of smoothness given below are also preserved in the complex case. Since φ ∈
C A(n)
0 (R+ ) the expansion takes place
1 x x
φ(x) = n−1 1[0,1) n−1 1+ dl wl n−1 , x ∈ R+ , (4.80)
2 2 l∈M
2
where the coefficients are defined as in Proposition 4.9 and the series converges
absolutely and uniformly on [0, 2n−11
).
Recall that a dyadic metric on a positive half line is introduced by means of the
distance ρ(x, y) = x ⊕ y, x, y ∈ R+ . Functions that are continuous with respect
to this metric are said to be binary continuous or W -continuous. It is easy to show
that the dyadic metric on the half line majorizes the Euclidean metric. Therefore, the
topology generated by this metric is stronger than the Euclidean one. A sequence that
converges in dyadic topology converges also in Euclidean topology, and functions
that are continuous in the usual sense are also W -continuous. The Walsh functions
wk (x) are dyadic continuous at each point x ∈ R+ .
The dyadic modulus of continuity of a scaling function φ, satisfying Eq. (4.78) is
defined by
If the function φ is such that ω(φ, 2− j ) ≤ C2α j , j ∈ N for some α > 0, then there
exists see [5] the constant C(φ, α), such that
4.4 Estimates of the Smoothness of the Scaling Functions 135
We denote through αφ the upper bound of the set of all values α > 0, for which
inequality (4.81) is satisfied. By Theorem 4.4 for a given function φ, we have
suppφ ⊂ [0, 2n−1 ]. Therefore, an estimate of the quality αφ reduced to a study of a
sequence
This can be seen from formula (4.72) that the smoothness of the orthogonal wavelet
ψ in L 2 (R+ ), corresponding to the scaling function φ coincides with αφ . We set
N = 2n−1 . By Proposition 4.8, we have
N −1
N −1
c2k = c2k+1 = 1. (4.82)
k=0 k=0
Recall that the left-side limit of function f at point a is denoted by f − (a), that is
N −1
N −1
k k
wm = wm− = 0, m ∈ N,
k=0
2n−1 k=0
2n−1
it follows that
N −1
N −1
φ(k) = φ − (k + 1) = 1. (4.83)
k=0 k=0
n−1
n−1
n−1
i= i s 2s , j = js 2s , k = k s 2s .
s=0 s=0 s=0
(T0 )i, j = c2(i−1)⊕2 ( j−1) and (T1 )i, j = c(2i−1)⊕2 ( j−1) , (4.84)
136 4 Construction of Dyadic Wavelets and Frames Through Walsh Functions
1
c0 = (1 + a + b + c + α + β + γ ),
16
1
c1 = (1 + a + b + c − α − β − γ ),
16
1
c2 = (1 + a − b − c + α − β − γ ),
16
1
c3 = (1 + a − b − c − α + β + γ ),
16
1
c4 = (1 − a + b − c − α + β − γ ),
16
1
c5 = (1 − a + b − c + α − β + γ ),
16
1
c6 = (1 − a − b + c − α − β + γ ),
16
1
c7 = (1 − a − b + c + α + β − γ ).
16
In the case, the matrices (4.84) have the form
⎛ ⎞ ⎛ ⎞
c0 c1 c2 c3 c1 c0 c3 c2
⎜c2 c3 c0 c1 ⎟ ⎜c3 c2 c1 c0 ⎟
T0 = ⎜
⎝c4
⎟,T = ⎜ ⎟.
c5 c6 c7 ⎠ 1 ⎝c5 c4 c7 c6 ⎠
c6 c7 c4 c5 c7 c6 c5 c4
Note that for a = 0 and c = 0, the blocking sets for the mask
1
7
m 0 (ω) = ck wk (ω)
2 k=0
are the intervals [ 41 , 1) and [ 43 , 1), respectively. If a and c are nonzero, then the mask
m 0 satisfies the modified Cohen condition (with interval [0, 1) for b = 0 and with the
set [0, 21 ) ∪ [ 43 , 1) ∪ [ 23 , 74 ) for b = 0). Let e1 = (1, 1, . . . , 1) be an N-dimensional
vector with all components equal to 1. According to (4.82), we have
e1 T0 = e1 T1 = e1 . (4.85)
4.4 Estimates of the Smoothness of the Scaling Functions 137
N
√
v · w :=
t
v j w j , and
v
:= v · vt ,
j=1
where vt and wt are the columns vector obtained from the row vectors v and w by
transposition.
We denote through E 1 the space of N -dimensional column vectors orthogonal to the
vector e1 :
E 1 := {u = (u 1 , . . . , u N )t : u 1 + · · · + u N = 0}.
Mu
M
:= sup{ : u ∈ R+ , uc = 0}
u
and
Mu
M| E1
:= sup{ : u ∈ E 1 , u = 0}.
u
It is well known that the value
M
coincides with the square root of the largest
eigenvalue of the matrix M t M. The following Proposition holds:
Proposition 4.10 Suppose that the function φ satisfies Eq. (4.78) and belongs to the
class C A(n)
0 (R+ ). Suppose that the elements (N × N ) matrices T0 , T1 have the form
(4.84). If for all m ∈ N
where 0 < q < 1 and C > 0, then for any integers j ≥ n the inequality
ω j (φ) ≤ Cq j . (4.87)
The sequence of vector functions v j (x) for j ∈ Z+ , x ∈ [0, 1) we define the equal-
ities
v0 (x) := (φ0 (x), φ0 (x ⊕ 1), . . . , φ0 (x ⊕ (N − 1)))t ,
T0 v j (2x), if x ∈ [0, 21 ),
v j+1 (x) :=
T1 v j (2x ⊕ 1), if x ∈ [ 21 , 1).
138 4 Construction of Dyadic Wavelets and Frames Through Walsh Functions
Set d j (x) = x j (if the number x is dyadic rational, then among the digits d j (x) only
a finite number of nonzero ones). Let
2x, if x ∈ [0, 21 ),
τ x :=
2x ⊕ 1, if x ∈ [ 21 , 1).
Then
v j+1 (x) = Td1 (x) v j (τ x),
and, consequently,
v j (x) = Td1 (x) Td2 (x) · · · Td j (x) v0 (τ j x). (4.89)
N −1
e1 · v0 (x) = φ0 (x ⊕ k)
k=0
N −1
N −1
= (1 − x) φ(k) + x φ − (x)
k=0 k=0
= 1.
v j+1 (x) − v j (x) = Td1 (x) Td2 (x) · · · Td j (x) [vl (τ j x) − v0 (τ j x)]. (4.91)
Therefore,
v j (x)
≤
v0 (x)
+
vl (x) − vl−1 (x)
l=1
≤ sup
v0 (x)
+ C(1 − q)−1 sup
v1 (y) − v0 (y)
.
y∈[0,1) y∈[0,1)
As above, for any x ∈ [0, 1) and l ∈ N in view of (4.86), (4.90), and (4.91), we have
where C does not depend on l. Hence, the sequence {v j (·)} is fundamental in the
space
[C([0, 1))] N = C([0, 1)) × · · · × C([0, 1)).
Let
v(x) := (φ(x), φ(x ⊕ h [1] ), . . . , φ(x ⊕ h [N −1] ))t .
Then, for x ∈ [0, 1) v(x) = Td1 (x) v(τ x) and assuming j → ∞ in equality v j+1 (x) =
Td1 (x) v j (τ x). We conclude that ṽ(x) = v(x). From this and (4.94) for all j ∈ Z+ , we
have
sup
φ(x) − φ j (x)
≤ Cq j . (4.95)
y∈[0,1)
So that xi = yi for 2 − n ≤ i ≤ j and x j+1 = y j+1 . It is seen that both the numbers
x and y belong to the interval [ 2mj , (m+1)
2j
), where
j
j
m= xi 2 j−i = yi 2 j−i .
i=2−n i=2−n
m τ jm
v j (x) − v j ( j
) = Td1 (x) Td2 (x) · · · Td j (x) [v0 (τ j x) − v0 ( j )]. (4.97)
2 2
Taking into account that v0 (τ j ·) are uniformly bounded on [0, 1), and also that
m m
φ j (x) − φ j ≤ v j (x) − v j ( )
2j 2j
and
Td1 (x) Td2 (x) · · · Td j (x)
≤ Cq j
τ j m
v j (x ) − v j (m /2 j ) = Td1 (x ) Td2 (x ) · · · Td j (x ) [v0 (τ j x ) − v0 ( )].
2j
Because |φ j (x) − φ j ( 2mj )| ≤
v j (x ) − v j ( m2 j )
, we again come at the estimate
(4.98). The last term in (4.98) is estimated similarly. Therefore, the inequality (4.87)
is true and Proposition 4.10 is proved.
We note that the vector-valued function v(x) is related to the matrices T0 and T1 by
the formula
4.4 Estimates of the Smoothness of the Scaling Functions 141
T0 v(2x), if x ∈ [0, 21 ),
v(x) = (4.99)
T1 v(2x ⊕ 1), if x ∈ [ 21 , 1).
Example 4.7 Let n = 2, 0 < |b| < 1, and let the function φ be given by (4.46). Then,
we have the estimate
ω j (φ) ≤ C|b| j , j ∈ N. (4.100)
1+c−γ c(1 − β) b
φ(0) = − + ,
2(1 − γ ) 4(1 − γ ) 4
1−c−γ c(1 − β) b
φ(1) = + − ,
2(1 − γ ) 4(1 − γ ) 4
b c(1 − β)
φ(2) = − ,
2 2(1 − γ )
b c(1 − β)
φ(3) = − + .
2 2(1 − γ )
We show that
ω j (φ) ≤ C|γ | j , j ∈ N. (4.101)
T0 e1 = T1 e1 = 0,
T0 e2 = −T1 e2 = βe1 + γ e2 ,
T0 e3 = T1 e3 = be1 + ce2 .
and estimate (4.101) follows from Proposition 4.10. From formula (4.80) with a =
1, b = 0, |γ | < 1 for all j ∈ N, we derive the equality
1 cγ j+3
φ(0) − φ = .
2j 4(1 − γ )
Thus, the estimate (4.101) is exact in order. The estimate is also preserved for γ = 0
since, in this case,
1 x
φ(x) = 1[0,1) (y)(1 + w1 (y) + bw2 (y) + w3 (y) + βw6 (y)), y =
4 4
(See Example 4.4).
We recall that the joint spectral radius of two complex matrices A0 and A1 of size
N × N is determined by the formula
1
ρ̂(A0 , A1 ) := lim max{
Ad1 Ad2 · · · Adk
k : d j ∈ {0, 1}, 1 ≤ j ≤ k},
k→∞
(2) ρ̂(A0 , A1 ) ≤ q.
Moreover, if any of these properties are fulfilled, then we can always take p ≤ d − 1,
and if the matrices are irreducible (do not have nontrivial real common eigensub-
spaces), then p = 0.
Proposition 4.12 Let the function φ and the matrices T0 , T1 be the same as in
Proposition 4.10, and let ρ̂ = ρ̂(L 0 , L 1 ) be the joint spectral radius of the linear
operators L 0 L 1 given on R N by the matrices T0 , T1 and bounded on the subspaces
E 1 = {u = (u 1 , . . . , u N )t : u 1 + · · · + u N = 0}.
Then
1
αφ = log2 ( ). (4.104)
ρ̂
Analogues of Propositions 4.11 and 4.12 for wavelets on the line R have been proved
by V. Yu. Protasov [4], and for dyadic wavelets on the half line R+ , the proofs
are completely analogous. Formula (4.104) allows us to accurately find the Hölder
exponent; however, its practical use is complicated by the need to calculate the joint
spectral radius. It follows from this formula that the function φ is W -continuous,
then, and only then ρ̂ < 1. In the general case, if for the matrices T0 and T1 , the
inequality is fulfilled
Proof Suppose that β = c = 1. Then, for the basis vectors (4.102), we have
Moreover, since T0 e j = ±T1 e j , similar estimates exist for the vectors Td1 · Td2 · · ·
Tdm e j . Therefore, for all m ∈ N
m
Td1 · Td2 · · · Tdm | E1
≤ C|α| 3 , d1 , d2 , . . . , dm ∈ {0, 1},
√
and the estimate ρ̂ ≤ 3 |α| is valid (see Propositions 4.10 and 4.11). We prove the
converse inequality. Since b = γ = 0, by the formula (4.80), we obtain the expansion
1 "
φ(x) = 1[0,1) (y) 1 + α w1 (y) + w3 (y) + w6 (y) + αw13 (y) + αw27 (y) + αw54 (y)
4 #
+ α 2 w109 (y) + α 2 w219 (y) + α 2 w438 (y) + α 3 w877 (y) + · · · ,
where y = x4 . The absolute convergence of this series follows from the condition
|α| < 1. It is also seen that
1 3a
φ(0) = 1+ .
4 1−α
√
and, therefore, ρ̂ ≥ 3 |α|. Cases β = −1, c = 1, β = 1, c = −1, and β = c = √ −1
are considered similarly. Therefore, if b = 0, |c| = 1, 0 ≤ |α| < 1, then ρ̂ = 3 |α|.
Let now b = 1. Then
T0m e2 = γ m e2 ,
T0m e3 = α 2 e3 + (γ α 2 −1 + γ 3 α 2 −2 + · · · + γ m−1 α)ce2
m m m
and
146 4 Construction of Dyadic Wavelets and Frames Through Walsh Functions
m
T0m e1
≤ C |α| 2 + |γ |2 |α| 2 −1 + |γ |4 |α| 2 −2 + · · · + |γ |m−2 |α|
m m
Cm|γ |m , |α| ≤ |γ |2 ,
≤ m
Cm|γ | 2 , |α| ≥ |γ |2 ,
T0m em
≤ C|γ |m ,
Cm|γ |m , |α| ≤ |γ |2 ,
T0 em
≤
m
m
Cm|α| 2 , |α| ≥ |γ |2 .
and, as above,
m+1 m−1 m−3
T0m e1
≤ C |α| 2 + |γ ||α| 2 + |γ |3 |α| 2 + · · · + |γ |m−2 |α|
Cm|γ |m , |α| ≤ |γ |2 ,
≤ m
Cm|γ | 2 , |α| ≥ |γ |2 ,
T0m em
≤ C|γ |m ,
Cm|γ |m , |α| ≤ |γ |2 ,
T0 em
≤
m
m
Cm|α| 2 , |α| ≥ |γ |2 .
Similar estimate also occurs for the vectors Td1 Td2 · · · Tdm e j . Therefore,
1 1
Td1 Td2 · · · Tdm | E1
m ≤ Cm m max{ |α|, |γ |}, m ∈ N,
√
and, consequently, ρ̂ ≤ max{ |α|, |γ |}. For the proof of the inverse inequality, we
use the expansion
4φ(x) = 1 + α w1 (y) + w2 (y) + cw3 (y) + αw5 (y) + γ cw7 (y) + αw10 (y)
+ αcw11 (y) + γ 2 cw15 (y) + α 2 w21 (y) + αγ cw23 (y) + γ 3 cw31 (y)
+ α 2 w42 (y) + α 2 cw43 (y) + αγ 2 cw47 (y) + γ 4 cw63 (y) + α 3 w85 (y)
+ α 2 γ cw87 (y) + αγ 3 cw95 (y) + γ 5 cw127 (y) + α 3 w170 (y) + α 3 cw171 (y)
+ α 2 γ 2 cw175 (y) + αγ 4 cw191 (y) + γ 6 cw255 (y) + α 4 w341 (y) + · · · ,
(4.106)
4.4 Estimates of the Smoothness of the Scaling Functions 147
where y = x
4
and x ∈ [0, 4). Substitute in (4.106) the value of x = 0, we find
1 α c
φ(0) = 1+ 2+ .
4 1−α 1−γ
1 1 2a " s
s s−2
c(γ s − 1 ) #
φ( s ) = 1+ 1 − α 2 − c α 2 + γ 2 α 2 + · · · + αγ s−2 − 2 ,
2 4 1−α 1−γ
1 1 2a " s+1
s−1 s−3
c(γ s − 1 ) #
φ( )= 1+ 1 − α 2 − cγ α 2 + γ 2 α 2 + · · · + αγ s−3 − 2
.
2 s 4 1−α 1−γ
Therefore, s
φ(0) − φ 1 = Cs max{ |α|, |γ |} , s ∈ N,
2s
√ √
and, ρ̂ ≥ max{ |α|, |γ |}, Thus, ρ̂ = max{ |α|, |γ |}.The case b = −1 is treated
similarly. Derivation of necessary estimates for the case |a| = 1, 0 ≤ |γ | < 1 is
contained in Example 4.8. The equality αφ = log2 ( ρ̂1 ) follows from Proposition 4.12.
The theorem is proved.
1
15
m 0 (ω) = ck wk (ω). (4.107)
2 k=0
Here, the coefficients ck are defined as in the algorithm A0 with respect to the pa-
rameters
b0 = 1, bl = βl , b8 = 0, bl+8 = γl , 1 ≤ l ≤ 7, (4.108)
where |βl |2 + |γl |2 = 1. We give a complete list of sets of parameter values, for
which the mask (4.107) has blocking sets, and for each of these sets we indicate one
blocking set as given below:
(1) β1 = 0, M = [ 18 , 1),
(2) β6 = 0, M = [ 78 , 1),
(3) β2 = β3 = 0, M = [ 41 , 21 ) ∪ [ 58 , 1),
(4) β2 = γ5 = 0, M = [ 41 , 1) ∪ [ 58 , 34 ),
(5) β3 = β5 = 0, M = [ 83 , 21 ) ∪ [ 85 , 1).
Also note that for n = 4 vectors
148 4 Construction of Dyadic Wavelets and Frames Through Walsh Functions
e1 = (1, −1, 1, −1, 1, −1, 1, −1)t , e2 = (1, 1, −1, −1, −1, −1, 1, 1)t ,
e3 = (1, 1, 1, 1, −1, −1, −1, −1)t , e4 = (1, −1, 1, −1, −1, 1, −1, 1)t ,
e5 = (1, 1, −1, −1, 1, 1, −1, −1)t , e6 = (1, −1, −1, 1, 1, −1, −1, 1)t ,
e7 = (1, −1, −1, 1, 1, −1, 1, −1)t , (4.109)
and denote by Γ matrix of size 7 × 7, for which the first six columns are zero, and the
last column coincides with the vector (γ4 − γ7 , −γ3 , γ1 , γ5 + γ7 , −γ2 , γ6 − γ7 , γ7 )t .
Then, the linear transformations y = T0 x, y = T1 x, x ∈ E 1 have in the basis
(4.109) of matrices
1 1
A0 = B0 + Γ, A1 = B1 − Γ,
2 2
Theorem 4.12 Let the function φ ∈ C A(4) 0 (R+ ) satisfy Eq. (4.78), in which n = 4
and the coefficients are determined from the parameters (4.108). Then
(1) αφ = ( 21 ) log2 ( |γ12 | ), if γ2 = 0, γ1 = γ5 = γ7 = 0;
(2) αφ = ( 21 ) log2 ( |β51γ2 | ), if β5 γ2 = 0, γ1 = γ3 = γ7 = 0;
(3) αφ = log2 ( |γ17 | ), if γ7 = 0,
and one of the following conditions is fulfilled (a) γ1 = γ2 = γ3 = 0, (b) γ1 = γ2 =
γ5 = 0, (c) β5 = γ1 = γ3 = 0.
where y = x8 . We put
Then
d2 2
8φ(0) = G 1 + 2γ2 + 2γ2 γ3 + β6 γ3 γ4 + γ3 γ6
1 − γ2
+ β4 γ22 + β6 γ2 γ3 + γ3 γ4 γ6 .
1 β2 2 s−2
8φ( ) = G 1 + (γ + γ γ
2 3 + β γ γ
6 3 4 + γ γ
3 6 ) 1 − 2γ 2
2s 1 − γ2 2 2
+ (γ22 + β4 γ22 + β6 γ2 γ3 + γ2 γ3 + γ3 γ4 γ6 ,
1 β2 2
8φ( ) = G 1 + (γ2 + γ2 γ3 + β6 γ3 γ4 + γ3 γ6 )
2s 1 − γ2
s−4
+ (γ22 + β4 γ22 + β6 γ2 γ3 + γ2 γ3 + γ3 γ4 γ6 ) 1 − 2γ2 2 .
s
Therefore, |φ(0) − φ( 21s )| = C|γ2 | 2 , and hence αφ ≤ 21 log2 ( |γ12 | ). To prove the con-
verse inequality, we note that for the vectors (4.109) and for any i, j, k, l ∈ {0, 1}.
Ti e1 = Ti T j Tk Tl e2 = 0, Ti e4 = ±(γ3 e2 + γ2 e5 ) Ti T j = ±Ti e4 .
m
Therefore,
Td1 Td2 · · · Tdm ei
≤ C|γ2 | 2 for i = 1, 2, 4, 5. Further, for all i, j, k, l ∈
{0, 1}, the equalities take place
150 4 Construction of Dyadic Wavelets and Frames Through Walsh Functions
Ti T j e6 = 0,
Ti e3 = β3 e2 + β2 e5 ,
Ti T j Tk Tl e4 = ±γ22 (β4 e1 + e4 ) + γ3 (Ti T j Tk e2 ± γ2 Ti e2 ),
1
Ti T j Tk e7 = ± Ti T j e4 .
2
Hence, for any d1 , d2 , . . . , dm ∈ {0, 1} and m ∈ N, we obtain the estimate
m
Td1 Td2 · · · Tdm | E1
≤ C|γ2 | 2 ,
where y = x8 . We set
G 2 := 4 + β2 + β2 β4 + β2 β5 + β6 + β2 β5 γ2 + β6 γ4 + β6 γ5 + γ6
+ β2 β4 β5 γ2 + β2 β52 γ2 + β6 γ2 γ5 + γ4 γ6 + γ5 γ6 .
Then
1 γ2
2γ
8φ( ) = G2 + β2 β52 γ2 + β2 γ4 β5 2 + β4 β6 γ5 + β5 β6 γ5
2 s 1 − β5 γ2
+ γ5 γ6 + β5 β6 γ2 γ5 + β4 γ5 γ6 + β5 γ5 γ6 .
1 γ2 s−3 s−3
8φ( ) = G2 + (β2 β52 γ2 + γ5 γ6 + β5 β6 γ2 γ5 )(1 − 2(β5 γ2 ) 2 + 2(β5 γ2 ) 2 )
2s 1 − β5 γ2
s−1
+ (β4 β6 γ5 + β5 β6 γ5 + β5 γ5 γ6 + β5 γ5 γ6 )(1 − 2(β5 γ2 ) 2 + β2 β4 β52 γ2 + β2 β52 γ2 ),
s
Therefore, |φ(0) − φ( 21s )| = C|β5 γ2 | 2 and αφ ≤ 1
2
log2 ( |β51γ2 | ). We now notice that
for vectors (4.109) and any i, j ∈ {0, 1}
Ti e1 = 0, Ti T j e5 = ±γ2 β5 e5 , Ti e4 = ±γ2 e5 .
m
Hence, for i = 1, 4, 5 estimate
Td1 Td2 · · · Tdm ei
≤ C|β5 γ2 | 2 is correct. Moreover,
for all i, j, k, l ∈ {0, 1} equalities take place
where y = x8 . We set
G 3 := 4 + β4 + β5 + β6 + β6 γ4 + β6 γ5 .
Then
152 4 Construction of Dyadic Wavelets and Frames Through Walsh Functions
β7
8φ(0) = G 3 + (1 + γ6 (1 + γ4 + γ5 )).
1 − γ7
1 β7
8φ( ) = G3 + (1 − 2γ7s + (1 − 2γ7s−2 )(β6 γ5 + γ4 γ6 ) + γ6 (1 − 2γ7s−1 )).
2s 1 − γ7
Therefore, |φ(0) − φ( 21s )| = C|γ7 |s . For all i, j, k ∈ {0, 1} equalities are valid
Ti T j Tk e1 = Ti T j Tk e4 = Ti T j Tk e5 = Ti T j Tk e6 = 0,
Ti T j Tk e2 = ±β7 γ7 Ti T j e7 ,
Ti T j Tk e3 = (β6 − β7 )(γ4 e1 + γ5 e4 ) + 2β7 Ti e7 ,
1
Ti T j Tk e7 = ±γ7 Ti T j e7 , Ti T j e7 = ± (±(γ6 − γ7 )(γ4 e1 + γ5 e4 ) + 2γ7 Ti e7 ).
2
Consequently, for any m ∈ N, we get
where y = x8 . Let
G 4 := 4 + β3 + β4 + β3 β6 + β3 β7 + γ3 + β3 β6 γ6 + β3 β7 γ7
+ β6 γ3 + β7 γ3 + β3 β7 γ4 γ6 + β3 β7 γ72 + β6 γ3 γ4
+ β7 γ3 γ6 + β7 γ3 γ7 + β3 β7 γ4 γ6 γ7 + β3 β7 γ6 γ72 .
Then
β7
8φ(0) = G 4 + (β3 γ72 + γ3 γ4 γ6 + γ3 γ6 γ7 + γ3 γ72 + d3 γ4 γ6 γ72 + β3 γ6 γ72 ).
1 − γ7
β7
8φ(B −s h [1] ) = G 4 + β3 γ72 (1 − 2γ7s−3 ) + γ3 (γ4 γ6 + γ6 γ7 + γ72 )
1 − γ7
(1 − 2γ7s−4 + 2γ7s−3 − 2γ7s−2 ) + d3 γ6 γ72 (γ4 + γ7 )(1 − 2γ7s−4 ) .
Ti e1 = Ti T j e6 = 0,
Ti T j Tk e2 = ±β7 γ3 Ti e2 + 2β7 Ti T j e7 ,
Ti T j Tk e3 = β3 Ti T j e2 ± γ3 e2 , Ti e4 = Ti T j e5 = ±γ3 e2 ,
1
Ti T j e7 = ± (γ3 Ti e2 + γ7 Ti e4 ± (γ6 − γ7 )γ4 e1 + γ7 Ti e7 ).
2
Consequently, for any m ∈ N the estimate is correct and according to the Proposition
4.12, αφ ≥ log2 ( |γ17 | ). Thus, if β1 = β2 = β5 = 1 and γ7 = 0 then αφ = log2 ( |γ17 | ).
50 Let β1 = β3 = β5 = 1 and γ7 = 0. Then
8φ(x) = 1[0,1) (y) 1 + w1 (y) + β2 w2 (y) + w3 (y) + β2 β4 w4 (y) + β6 w6 (y) + β7 w7 (y)
+ β6 γ4 w12 (y) + β6 w13 (y) + β7 γ6 w14 (y) + β7 γ7 w15 (y) + β6 γ2 w26 (y)
+ β7 γ4 γ6 w28 (y) + β7 γ6 w29 (y) + β7 γ6 γ7 w30 (y) + β7 γ72 w31 (y)
+ β4 d6 γ2 w52 (y) + β7 γ2 γ6 w58 (y) + β7 γ4 γ6 γ7 w60 (y)
+ β7 γ6 γ7 w61 (y) + β7 γ6 γ72 w62 (y) + · · · ,
where y = x8 . We set
G 5 := 3 + β2 + β2 β4 + 2β6 + β7 + β6 γ4 + 2β7 γ6 + β7 γ7
+ β6 γ2 + β7 γ4 γ6 + β7 γ6 γ7 + 2β7 γ72 + β4 β6 γ2
+ β2 γ2 γ6 + β7 γ4 γ6 γ7 + β7 γ6 γ72 .
Then
β7
8φ(0) = G 5 + (γ 3 + β4 γ2 γ6 + γ2 γ6 γ7 + γ4 γ6 γ72 + γ6 γ72 + γ6 γ73 ).
1 − γ7 7
β7 3
8φ(B −s h [1] ) = G 5 + γ7 1 − γ7s−3 + γ6 (β4 γ2 + γ2 γ7
1 − γ7
+ γ4 γ72 + γ72 + γ73 ) 1 − 2γ7s−4
and estimate |φ(0) − φ( 21s )| = C|γ7 |s is correct. Hence, αφ ≤ log2 ( |γ17 | ). Further,
Ti e1 = Ti T j Tk e4 = Ti T j e5 = Ti T j Tk Tl e6 = 0,
Ti e2 = −β7 e1 + β7 e4 + (β6 − β7 )e6 + 2β7 ,
Ti e3 = e2 + β2 e6 ,
1
Ti e7 = ± ((γ4 − γ7 )e1 − (γ7 + 1)e4 − γ2 e5 + (γ6 − γ7 )e6 + γ7 e7 ).
2
Therefore, for any m ∈ N inequality is valid.
Using Proposition 4.12, from this we derive the estimate αφ ≥ log2 ( |γ17 | ). Thus, if
γ5 = β1 = β3 = 1 and γ7 = 0 then αφ = log2 ( |γ17 | ). The theorem is proved.
2. If γ1 = γ2 = γ5 = γ7 = 0, then
4.4 Estimates of the Smoothness of the Scaling Functions 155
8φ(x) = 1 + β1 W (y) + β2 β5 w5 (y) + β2 β5 γ3 w11 (y) + β3 β6 γ4 w12 (y)
+ β3 β7 γ6 w14 (y) + β2 β5 β6 γ3 w22 (y) + β2 β5 β7 γ4 γ6 w28 (y)
+ β2 β5 β6 γ3 γ4 w44 (y) + β2 β5 β7 γ3 γ6 w46 (y)
+ β2 β5 β7 γ3 γ4 γ6 w92 (y) .
3. If β5 = γ1 = γ3 = γ7 = 0, then
8φ(x) = 1 + β1 W (y) + β3 β6 γ4 w12 (y) + β3 β7 γ6 w14 (y) + d3 d6 γ2 γ5 w23 (y)
+ β3 β7 γ4 γ6 w28 (y) + β3 β7 γ5 γ6 w29 (y) + β3 β4 β6 γ2 γ5 w52 (y)
+ β3 β7 γ2 γ6 w58 (y) + β3 β4 β7 γ2 γ5 γ6 w116 (y) .
In Example 4.4, for an arbitrary n ≥ 3, there is a dyadic entire function of Eq. (4.78),
generating MRA in L 2 (R+ ). The following theorem gives the conditions for the
arrangement of the zeros of the mask of the scaling equation (4.78), for which its
solution φ for a given natural number n is a dyadic entire function. Binary-rational
numbers will sometimes be written in the binary system (for example, 0.01 = 41 ).
(Assume di = 0 for i ≤ 0, use the periodicity m 0 and the fact that each piece of
length n of a binary entry of number β coincides with some piece of length n of
the sequence {dk }k=1
N
.). Hence, the Walsh–Fourier transform carrier φ̂ is not compact
and, therefore, by Proposition 4.5, the function φ is not binary integer. Conversely,
suppose that a finite L 2 -solution φ of Eq. (4.78) is not a dyadic entire function. Then,
φ ∈ L 1 (R+ ) and by Proposition 4.5 the support supp φ̂ is not compact. Let us take
n−1
the number ω > 22 such that φ̂(ω) = 0. The binary expansion of this number has
the form
l ∞
ω= ω− j−1 2 j + ω j 2 j , ω j ∈ {0, 1}, ω−l−1 = 1, l > 2n−1 .
j=0 j=1
It can be seen from 4.5 that m 0 (2−s ω) for all s ∈ N. Hence, as above using the fact
that m 0 ∈ En , we get that at points
the mask m 0 does not vanish. In the binary notation of each binary-rational number
γs (s = 0, . . . , l) there are exactly n significant digits. Since l > 2n−1 among the
numbers γ0 , . . . , γl there are two, for which the first n − 1 digits coincide. Let r be
the smallest number such that for some k ∈ N, the numbers γr and γr −k have the
first n − 1 digits. Then, the sequence 0, . . . , 0, ω−l−1 , . . . , ω−r is required and the
theorem is proved.
Corollary 4.3 If the mask m 0 of the scaling equation (4.78) is equal to zero on the
interval [2−r , 2−r +1 ) for some r ∈ N, then the solution φ of this equation is a dyadic
entire function.
Proof Since on the intervals [k, k + 2−n ) the mask m 0 is equal to 1, then 1 ≤ r ≤ n.
Then, m 0 (ω) = 0 for any number ω, the binary record of which begins with the
digits 0.0...01 (before the unit of r zeroes). It immediately follows that for this mask
there is no sequence {dk }k=1
N
satisfying the conditions (a) − −(c) of Theorem 4.13.
In particular, if the mask is equal to zero in the interval [ 21 , 1), then the solution φ of
Eq. (4.78) is a binary integer. Note also that if
1, ω ∈ [0, 2−r ),
m 0 (ω) =
0, ω ∈ [2−r , 2−r +1 ),
It is well known that for orthogonal wavelets with compact support on a line the
smoothness cannot be infinite, it is always bounded by the length of the support of
the scaling function. The exact analogue of this statement for dyadic wavelets is not
true, if only because dyadic scaling functions can be dyadic entire finite functions.
However, it turns out that for dyadic scaling functions there is an alternative, either
the function is dyadic entire or it has finite smoothness. More precisely, by Theorem
4.14, if the solution φ of Eq. (4.78) is not binary integer, then its smoothness is finite.
Moreover, the Holder exponent αφ is estimated above with the help of the smallest
nonzero value of the mask module, and this estimate is unimprovable. Since the mask
module |m 0 (ω)| is a piecewise constant function with step 2−n , it can take not more
than 2n different values. One of these values is equal to zero, because of the modified
Strang–Fix condition (Exercise 4.2.19), the mask must convert to zero on the period.
Let am be the least positive value of the module of the mask m 0 , i.e.,
Since the mask has period 1 and is constant at dyadic intervals of rank n. Then, the
value of am coincides with the minimal positive number from the set {|m 0 (2−n k)|, k =
0, . . . , 2n−1 }.
Theorem 4.14 For any function φ ∈ L 2c (R+ ), that is a solution of Eq. (4.78) and
satisfying the condition φ̂(0) = 1, the following alternative takes place:
(1) either φ is binary integer;
(2) either am < 1 and αφ ≤ − log2 am .
Proof Suppose that φ is not a binary-integer function. Then, by Proposition 4.5, the
support of the function φ̂ is not compact. It means that there exists arbitrarily large ω
for which φ̂(ω) = 0. Having determined the natural number k from the inequalities
2k ≤ ω ≤ 2k+1 , and using the fact that m 0 (2− j ω) = 1 for all j ≥ n + k + 1, we
obtain
∞
n+k
φ̂(ω) = m 0 (2− j ω) = m 0 (2− j ω). (4.111)
j=1 j=1
Since φ̂(ω) then for each j = 1, . . . , n + k value of |m 0 (2− j ω)| is not equal to zero,
and therefore not less than am . Having substituted the inequality |m 0 (2− j ω)| ≥ am
in (4.111), we obtain
|φ̂(ω)| ≥ (am )n+k . (4.112)
158 4 Construction of Dyadic Wavelets and Frames Through Walsh Functions
the same time, according to Shipp Wade Simon [5, Exercise 9.12], for any ω > 0
the inequality |φ̂(ω)| ≤ 21 ω(φ, ω2 ) is satisfied. Consequently, there exists a constant
C > 0 such that |φ̂(ω)| ≤ ωCαφ for all ω ≤ 1. Therefore, αφ ≤ − log2 am . The theorem
is proved.
Remark 4.2 There exist infinitely smooth functions in R+ that are not dyadic integer.
However, as from Theorem 4.14, this is impossible for scaling functions. The estimate
αφ ≤ − log2 am is unimprovable for scaling functions. For example, for the Lang
function (Example 4.2), it is achieved. In contrast to the scaling functions on the line
R where for each n there exists only one scaling function of maximum smoothness
(namely, a cardinal B-spline of order n − 1), the smoothness of the solutions of
Eq. (4.78) for a given n is unbounded. However, it is limited for non-dyadic entire
functions for a given value of am . This estimate is attained for the data n and am on
the set of finite scaling dyadic functions.
Thus, in constructing dyadic wavelets, we can check for a given mask m 0 in finite
time whether the wavelets are dyadic entire and if not, then obtain a boundary from
above for smoothness. Another useful consequence of Theorem 4.14 concerns the
case where the mask module can take only two values: 0 and 1. This includes, in
particular, the case when the mask is a characteristic function of the set obtained by
combining some family of dyadic intervals of rank n.
Corollary 4.4 If the mask module of the scaling equation (4.78) assumes only the
values 0 and 1, then any L 2 solution of this equation is dyadic entire.
Theorem 4.10 provides an algorithm for the finite verification of the scaling function
for belonging to the class of dyadic entire function. For masks whose module takes
only two values, according to Corollary 4.4, this algorithm yields a criterion for the
solvability of the scaling equation in L 2 (R+ ).
In conclusion of the section, applying Theorem 4.10, we obtain
Corollary 4.5 If the function φ generates an MRA in L 2 (R+ ), and the mask module
of the corresponding scaling equation takes only the values 0 and 1, then this function
and the dyadic wavelets generated by it are binary integers.
then the approximations of W -smooth functions are studied. Since we study bursts
with a compact support, it is quite natural to restrict ourselves to approximating
the finite functions f . It will be established that (in contrast to classical wavelets
on the straight line) all systems of dyadic wavelets on R+ have the same orders of
approximation. Namely, in Sobolev spaces W1l , the order of approximation by any
system of dyadic wavelets is equal to 1, while in the class of W -smooth functions the
order of approximation is +∞. Therefore, to compare the approximation properties,
a fine gage—the defect of the approximation is introduced and an explicit formula
is obtained for it, which has an interesting analogy with the formula for the order of
approximation by classical wavelets. It is known (see, for example, Novikov et al. [1],
Theorems 3.2.3 and 3.4.16]) that the order of approximation of a system of wavelets
with compact support on a line is equal to the multiplicity of the zero of the mask
(trigonometric polynomial) m(ξ ) at point ξ = 21 . For dyadic wavelets, the mask is a
Walsh polynomial, i.e., periodic function, piecewise constant on dyadic intervals of
the given order n. It is shown that the approximation error is determined by the largest
integer k, for which the mask vanishes on the half-interval [ 21 , 21 + 2k−n ). This result
allows us to characterize dyadic wavelets with the best approximation properties.
Next, we investigate the relationship of the approximation properties of wavelets
with their smoothness (or, something is the same, with the smoothness of the scaling
function). It is proved that the wavelets with the smallest error of approximation have
a maximum smoothness, i.e., binary-integer functions.
Recall that for a positive integer l, the Sobolev space W2l (R+ ) of all functions
f , for which the derivative f (l−1) is absolutely continuous and f (l) ∈ L 2 (R+ ). For
l = 0, we set W20 (R+ ) = L 2 (R+ ). The space of algebraic polynomials of order not
above r is denoted by Pr . We will assume that the polynomials are defined on R+ .
In particular, P0 is the space of identity constants on R+ .
For any function φ ∈ L 2c (R+ ), the family of subspaces {V j } is defined as
V j := span{φ j,k : k ∈ Z+ }, j ∈ Z,
dist ( f, V j ) := inf
f − g
.
g∈V j
I. Schonberg [10] established the connection between the maximum degree of alge-
braic polynomials generated by integer-valued shifts of the function f , and the order
of decreasing distance from an arbitrary function f ∈ C l (R) to the spaces V j . In
terms of the Fourier transform of the function, this connection was found explicitly
by G. Strang and G. Fix in the monograph [6]. For the Strang–Fix conditions in the
theory of wavelets, see, for example, Sect. 3.3. Books (Novikov et al. [1]).
In the case, when {ψ j,k } is the system of wavelets defined by the algorithm A0
of Sect. 4.2 and {V j } corresponding to the MRA, for any function f ∈ L 2 (R+ ) the
dist ( f, V j ) =
f − P j f
is true, where P j f is the orthogonal projection of f to
V j . The expansion of the projection P j f over the system {ψ j,k } has the form
Pj f = cr,k ψr,k , cr,k = f, ψr,k .
k∈Z,r < j
for any function f ∈ L 2 (R+ ), for which S f > γ . It is seen that the order of approx-
imation νφ will be larger if the distance from any sufficiently smooth finite function
f to the space V j is equal to O(2− j γ ) for j → ∞. According to the following
proposition, the order of approximation per unit exceeds the largest degree of the
space of polynomials, which the function φ generates with its entire shifts.
Proof Let supp φ ⊂ [0, 2n−1 ), where n ∈ N. Let us assume that Pr ⊂ Ṽ0 . Then,
at the interval [0, 2n−1 ) any degree polynomial not higher than n is generated by
functions φ(· ⊕ k), k = 0, 1, . . . , 2n−1 . From here it follows that V j contains all
functions g of the following form: on a given dyadic interval of length 2n−1− j , the
function g coincides with a given polynomial of degree not higher than r , and outside
of this interval is equal to zero. Hence, the space V j approximates an arbitrary finite
4.5 Approximation Properties of Dyadic Wavelets 161
function f ∈ W2r +1 (R+ ) not worse than a space of splines of order r with nodes on
a uniform grid with step h = 2n−1− j . It is well known that the distance from f to
this space of splines does not exceed C( f, r )h r +1 . Consequently,
into V j , and leaves the function x q in place. We had obtained that the distance from
the function x q bounded to any dyadic interval Is(k) of order k = n − 1 − j, till the
space V j is not less than 2 j (q+ 2 ) . Hence, for any function g ∈ V j , we have
1
2n−1
|x q − g(x)|2 ≥ 2− j (2q+1) a 2 .
0
Adding this inequality over all 2 j intervals of order n − 1 − j, joining the interval
[0, 2n−1 ), we obtain
2n−1
|x q − g(x)|2 ≥ 2 j · 2− j (2q+1) a 2 = 2−2q j a 2 ≥ 2−2r j a 2 .
0
In this way, the distance from the function x q which is bounded on the interval
[0, 2n−1 ) till the space V j is not less than 2−r j a. Now taking an arbitrary function
f ∈ W2r +1 (R+ ) that coincides with the polynomial x q on the interval [0, 2n−1 ), we
find that dist ( f, V j ) ≥ 2−r j a. In this way, if Pr Ṽ0 , then νφ ≤ r . The proposition
is proved.
Corollary 4.6 For any function φ ∈ L 2c (R+ ), the order of approximation νφ is finite
and is a nonnegative integer.
We show that the order of approximation of an arbitrary dyadic scaling function with
compact support is equal to 1. For this, we apply the results to a scaling function φ
satisfying the equation
2
n
−1
φ(x) = ck φ(2x ⊕ k), x ∈ R+ . (4.114)
k=0
We recall that the mask of this scaling equation is the following Walsh polynomial
162 4 Construction of Dyadic Wavelets and Frames Through Walsh Functions
2 −1
1
n
Theorem 4.15 For any scaling function φ ∈ L 2c (R+ ), satisfying Eq. (4.114), the
equality νφ = 1 is true.
Proof Since the carrier of the L 2 function φ is determined with an accuracy till the set
of measure zero, as per Theorem 4.4, we have suppφ ⊂ [0, 2n−1 ) and the partition
of unity property is fulfilled:
φ(x ⊕ k) = 1, f or a.e. x. (4.116)
k∈Z+
−1
2n−1
ak φ(x ⊕ k) = x f or a.e. x.
k=0
−1 2 −1
2n−1 −1 −1 −1
n−1
2n−1 2n−1 2n−1
ak φ((x ⊕ l) ⊕ k) = ak φ((x ⊕ l) ⊕ k) = ak .
l=0 k=0 k=0 l=0 k=0
Consequently,
−1
2n−1 −1
2n−1
ak = (x ⊕ l) f or a.e. x. (4.117)
k=0 l=0
Note, that if x ∈ [0, 1) then x ⊕ l = x + l. Therefore, for x ∈ [0, 1) Eq. (4.117) takes
the form
−1
2n−1 −1
2n−1
ak = (x + l) = 2n−1 x + 2n−2 (2n−1 − 1),
k=0 k=0
4.5 Approximation Properties of Dyadic Wavelets 163
which is impossible in view of the arbitrariness of x ∈ [0, 1). From here it follows
/ Ṽ0 . In this way, Ṽ0 does not hold the set P1 . As per Proposition
that f (x) = x ∈
4.13, we obtain νφ ≤ 1, which completes the proof of the theorem.
It is clear from Theorem 4.15 that for approximation function of the Sobolev class
W2k (R+ ), all the wavelets determined by the algorithm A0 of Sect. 4.2 are equivalent.
Partially, this phenomenon can be explained by the fact that dyadic wavelets are
equal as well as the classical Walsh system is intended for approximation of not
smooth (in the general sense) but dyadic-smooth functions. The remaining part of the
present section is devoted to such approximations. For a scaling function φ ∈ L 2c (R+ )
satisfying Eq. (4.114), the dyadic module of continuity is defined in Sect. 4.3. In this
section, for each function f ∈ L 2 (R+ ), we set
α f := sup{α ≥ 0 : ω2 ( f ; h) ≤ Ch α }.
We note that, in the given case, the Holder indicator of function, which is different
from the constant can be greater than 1. The binary order of approximation by a
function φ ∈ L 2c (R+ ) is named as the exact upper bound νφ of numbers γ ≥ 0, such
that (4.113) is fulfilled for all f ∈ L 2c (R+ ) for which α f > γ .
Proposition 4.14 For any function φ ∈ L 2c (R+ ), there is an alternative, either νφ =
0, or νφ = +∞. In this case, νφ = +∞ if and only if
φ(x ⊕ k) = c, (4.118)
k∈Z+
1
ω2 ( f ; 2−r ) ≤ dist ( f, Er ) ≤ ω2 ( f ; 2−r ). (4.119)
2
This inequality is true for any γ > 0 and f ∈ lc2 (R+ ), under the condition that α f >
γ . By virtue of arbitrary γ , we obtain νφ = +∞. Now assume that the function φ
does not have the property (4.118). Then, for any coefficients ak , 0 ≤ k ≤ 2n−1 − 1,
we have
−1
2n−1
1[0,2n−1 ) (·) − φ(· ⊕ k) > 0.
k=0
−1
2n−1
φ(x ⊕ k) = 1[0,2n−1 −1) (x),
k=0
then, by applying the Walsh–Fourier conversion, we obtain a(ω)φ̂(ω) = 1[0,2n−1 −1) (ω),
n−1
where a(ω) = 2k=0 −1 wk (ω). Consequently, a(0)φ̂(0) = 1 and a(k)φ̂(k) = 0 for
all k ∈ N. It follows from the first equality that φ̂(0) = 0 and a(0) = 0. Then, for
any k ∈ N we have a(k) = a(0) = 0. Now by applying the second
equality, we get
φ̂(k) = 0 for all k ∈ N. Putting a 1-periodic function Φ(x) := k∈Z+ φ(x ⊕ k), in
the Walsh–Fourier series, we obtain
Φ(x) = φ̂(k)wk (x) = φ̂(0)w0 (x) = φ̂(0), f or x ∈ R+ .
k∈Z+
takes only positive values, from which (by finite dimensionality) it follows
−1
2n−1
inf 1[0,2 )
n−1 (·) − φ(· ⊕ k) =: q > 0.
{ak }
k=0
In this way, dist (1[0,2n−1 ) ; V0 ) = q > 0. Then, for any binary interval Is(k) of order
k = n − 1 − j, we have
j
dist (1 Is(k) , V0 ) ≥ 2− 2 q.
4.5 Approximation Properties of Dyadic Wavelets 165
Adding these inequalities over all 2 j intervals Is(k) , constituting the interval [0, 2n−1 ),
we obtain
q − 1[0,2n−1 )
> q. Thus, dist (1[0,2n−1 ) ; V j ) ≥ q. Thus, the characteristic
function of the interval [0, 2n−1 ) cannot be approximated with any accuracy by the
spaces V j . But since the Hölder indicator α of the function 1[0,2n−1 ) is equal to +∞,
we have νφ = 0, which completes the proof.
The following theorem is the direct consequence of Theorem 4.4 and Proposition
4.14.
Theorem 4.16 For any scaling function φ ∈ L 2c (R+ ), satisfying Eq. (4.114), is true
to the equation νφ = +∞.
Thus, the order of approximation by any system of dyadic wavelets is equal to +∞.
Therefore, the dyadic wavelets come closer to the W -smooth functions better than
any classical system of wavelets. On the other hand, Theorem 4.16 shows that the
binary order of approximation νφ has a very rough characteristic. A more detailed
analysis proposes the constant C( f, γ ) in inequality (4.113) and its growth depending
on γ . Taking into account the estimate (4.118), we introduce the following notion.
Let for the function νφ = +∞, the equation φ ∈ L 2c (R+ ) is fulfilled. By the defect
of approximation bφ , function φ is named the smallest integer number b, such that
for all f ∈ L 2c (R+ ) the following inequality takes place
The correctness of the definition follows from Proposition 4.12, but first we will
prove the following lemma.
Lemma 4.1 For any l ∈ Z+ , the following properties of the function φ ∈ L 2c (R+ )
are equivalent:
(a) 1[0,2l ) ∈ Ṽ0 ;
(b) E−1 ⊂ Ṽ0 ;
(c) The function φ̂ at every interval [k, k + 2−l ) is identically equal to zero and it
does not vanish at the interval [0, 2−l ).
Proof The equivalence of the properties (a) and (b) are evident. We will prove that
the property (a) is equal to (c). Let supp φ ⊂ [0, 2n−1 ). If
−1
2n−1
φ(x ⊕ k) = 1[0,2l ) (x),
k=0
166 4 Construction of Dyadic Wavelets and Frames Through Walsh Functions
and continuing with the periodicity on R+ , we obtain (14), which implies (a). The
lemma is proved.
Proposition 4.15 For any function φ ∈ L 2 (R+ ), satisfying (4.118), the defect of
approximation bφ is equal to the minimal number l for which conditions (a)–(c) of
Lemma 4.1 are satisfied.
Proof If E−1 ⊂ Ṽ0 for a given l, i.e., satisfying the condition (b), then E j−1 ⊂ Ṽ j for
any j. Now, applying (4.119) in any function f ∈ L 2c (R+ ), we obtain dist ( f, V j ) ≥
ω2 ( f ; 2− j+1 ). Consequently, for b = l the inequality (4.121) is satisfied. Conversely,
if property (a) is not satisfied for the number l − 1, that is, 1[0,2l−1 ) ∈
/ Ṽ0 , then, as it
is in the proof of Proposition 4.14, we conclude that dist ( f 0 , Vl−1 ) ≥ q > 0, where
f 0 = 1[0,1) . Since ω2 ( f 0 ; 2−l+1+b ) for any b < l − 1, then the inequality (4.121) is
not completed when j = l − 1. Therefore b ≥ l − 1. The proposition is proved.
Corollary 4.7 For any function φ ∈ L 2c (R+ ), which satisfies the condition (4.118),
we have 0 ≤ b ≤ n − 1, where n is the smallest natural number for which the
suppφ ⊂ [0, 2n−1 ).
It can be seen from Proposition 4.12 that for a scaling function φ, satisfying Eq.
(4.114), the value of bφ is entirely determined by the set of zeros of the function φ̂,
and hence by the zero set of the mask m 0 (ω), given by formula (4.115). A scaling
function φ is named as stable, if the system of entire shifts of this function forms a
Riesz basis in L 2 (R+ ), as per Theorem 4.6, this is equivalent to linear independence
in the shift system {φ(· ⊕ k) : k ∈ Z+ } in L 2 (R+ ).
Lemma 4.2 A stable scaling function φ ∈ L 2c (R+ ) has the properties (a)–(c) of
Lemma 4.1 if and only if, its mask is equal to zero on the interval [ 21 , 21 + 2l+1
1
).
Proof If m 0 ( 21 + ω2 ) = 0 for all ω ∈ [0, 2−l ), then from (4.114) for any odd k ∈ N,
we obtain
k ω k ω
φ̂(k + ω) = m 0 + φ̂ +
2 2 2 2
1 ω k ω
= m0 + φ̂ + = 0.
2 2 2 2
4.5 Approximation Properties of Dyadic Wavelets 167
If the number k is even, then let us assume that its form k = 2s r , where r is odd.
Then, for any ω ∈ [0, 2−l ), we obtain
s
φ̂(k + ω) = φ̂(2s r + ω) = φ̂(r + 2−s ω) m 0 (2−i k + 2−i ω) = 0.
i=1
Since r is odd, then φ̂(r + 2−s ω) = 0. Thus, the function φ̂ is equal to zero on all
intervals [k, k + 2−l ), k ∈ N. Consequently, on the interval [0, 2−l ) it does appear in
zero, otherwise would have a periodic zero and, as per Theorem 4.6, would had been
unstable, which contradicts the assumption. In this way, property (c) of Lemma 4.1
is satisfied. Conversely, if this property is satisfied, then for any ω ∈ [0, 2−l ) and for
any k ∈ Z+ , we have
1 ω 1 ω
0 = φ̂(2k + 1 + ω) = m 0 k + + φ̂ k + +
2 2 2 2
1 ω 1 ω
= m0 + φ̂ k + + .
2 2 2 2
In particular, the Haar splash has a minimal approximation error. It corresponds to the
condition n = 1. For every n ≥ 2, there are many systems of wavelets with minimal
defect. As a mask m 0 (ω), one can take an arbitrary 1-periodic binary-integer function
from En , which take the values ±1 on the interval [0, 21 ) (if the mask is complex
valued, then the values of the mask on [0, 21 ) can be arbitrary complex values with
Module 1) and equal to zero on [ 21 , 1).
and also this means φ̂(ω) = 0 for all ω > 1. Consequently, φ ∈ E0 . Conversely, if
φ ∈ E0 , then φ̂(ω) = 0 for every ω > 1. Let us suppose that bφ > 0. This means that
m 0 (ω0 ) = 0 for some ω0 ∈ [ 21 , 1). Then, 0 = φ̂(2ω0 ) = m 0 (ω0 )φ̂(ω0 ), from where
φ̂(ω0 ) = 0. But since φ̂(ω0 + k) = 0 for all k ≥ 1, we obtain that ω0 -periodic zero
of the function φ̂, consequently, φ is unstable. The proposition is proved.
Thus, dyadic wavelets with minimal defect approximations are binary integers. Con-
versely, generally speaking, it is incorrect as shown in Proposition 4.18.
Proposition 4.18 For any n, there exists a scaling equation of order n, the solution
of which generates MRA, is a dyadic entire function, but it has the maximum possible
defect of approximation bφ = n − 1.
Proof For a given n, we take an arbitrary mask m 0 (ω), which is zero on the intervals
[2−n , 21−n ) and [ 21 , 21 + 2−n ), equal to 1 on the intervals [0, 2−n ) and [ 21 + 2−n , 21 +
21−n ), and at the remaining points of the interval [0, 1) does not vanish and satisfies
the condition
1 2
2
|m 0 (ω)| + m 0 ω + = 1.
2
For classic wavelets on R, the smoothness is a sufficient condition for good approxi-
mation properties (see, for example, De Boor et al. [7, 8], Jia [9]). In a dyadic case, as
from Proposition 4.18, there is no direct connection between the smoothness of the
wavelets and the approximation properties. Dyadic entire wavelets (whose smooth-
ness equals ∞) can have the greatest approximation error. At the same time, by
Proposition 4.17, all scaling functions belonging to E0 have optimal approximation
properties, that is, the smallest approximation error. In particular, Haar approxima-
tions are optimal.
In connection to this, we note that in some applied problems, when the approxi-
mation “signal” f by its projections P j f , the coefficients of Eq. (4.114) (and thus
the scaling function φ) at each level j are selected separately with the help of the
chosen criterion of optimization for concrete task, and such “adaptive” approach, as
a rule, leads to approximations, which are different from Haar approximations (for
more details on the adaptive approach, see Sects. 5.3, 5.5, and 7.5).
4.6 Exercise
4.1 If the mask m 0 does not have symmetric zeros, it does not turn into zero at the
point ω = 21 − 21n and is nonzero on the interval [0, 41 ), then the system of entire
shifts of the solution φ of the scaling equation (4.36) is linearly independent.
4.2 Prove that for a given integer L ≥ 0 and a given function φ ∈ L 2c (R+ ), φ̂(0) = 1,
the following properties are equivalent:
(i) φ̂ [r ] (n) = 0 for all r = 0, 1, . . . , L; n ∈ N (modified Strang–Fix condi-
tions);
References
1. Novikov, I. Ya., Protasov, V. Yu., & Skopina, M. A. (2011). Wavelet theory. Providence: AMS
(Moscow, 2006).
2. Golubov, B. I., Efimov, A. V., & Skvortsov, V. A. (2008). Walsh series and transforms. URSS,
Moscow; English Transl. of 1st ed. Dordrecht: Kluwer (1991).
3. Lang, W. C. (1998). Fractal multiwavelets related to the Cantor dyadic group. International
Journal of Mathematics and Mathematical Sciences, 21, 307–317.
4. Protasov, V. Yu. (2007). Approximation by Dyadic wavelets. Matematicheskii Sbornik, 198(11),
135–152; English Transl. Sbornik: Mathematics, 1665–1681.
5. Schipp, F., Wade, W. R. & Simon, P. (1990). Walsh series. Adam Hilger.
6. Strang, G., & Fix, J. (1973). An analysis of the finite element method. Englewood Clifs, N.J.:
Prentice Hall (second edition in 2008).
7. De Boor, C., DeVore, R., & Ron, A. (1991). Approximation from shift-invariant subspaces of
L 2 (Rd ), CMS-TSR University of Wisconsin-Madison, 92-2.
8. De Boor, C., DeVore, R., & Ron, A. (1992). The structure of finitely generated shift-invariant
spaces in L 2 (Rd ), CMS-TSR University of Wisconsin-Madison, 92-8.
9. Jia, R. Q. (1993). A Berstein type inequality associated with wavelet decomposition. Construc-
tion Aroximation, 9, 299–318.
10. Schoenberg, I. J. (1946). Contribution to the problem of approximation of equidistant data by
analytic functions, Part A and B. Quarterly of Applied Mathematics, 4(2), pp. 45–99, 112–141.
Chapter 5
Orthogonal and Periodic Wavelets on
Vilenkin Groups
As noted in Chap. 1, the Walsh function can be identified with characters of the
Cantor dyadic group. This fact was first recognized by Gelfand in 1940s, who offered
to Vilenkin study series with respect to characters of a large class of abelian groups
which includes the Cantor group as special case see Vilenkin [1], Fine [2], Agaev
et al. [3]. For wavelets on Vilenkin groups most of the results relate to the locally
compact group G p , which is defined by a fixed integer p ≥ 2. The group G p have
a standard interpretation on R+ . Since the case p = 2 corresponds to the Cantor
group C , all the results on wavelets on R+ presented in Chap. 4 can be rewritten
for wavelets on C . In this section, necessary and sufficient conditions are given for
refinable functions to generate an MRA in the space L 2 (G p ). The partition of unity
property, the linear independence, the stability, and the orthogonality of “integer
shifts” of refinable functions in L 2 (G p ) are also considered.
Let us recall that the group G p consists of sequences x = x j , where x j ∈
{0, 1, 2, . . . p − 1} for j ∈ Z and with at most finite number of negative j such
that x j = 0. The zero sequence is denoted by θ . For any x = θ , there exists a unique
k = k(x) such that xk = 0 and x j = 0 for j < k. The group operation on G p is
defined as the coordinatewise addition modulo p:
(z j ) = (x j ) ⊕ (y j ) ⇔ z j = x j + y j (modp) f or j ∈ Z
The Lebesgue spaces L q (G), 1 ≤ q ≤ ∞, are defined with the help of the Haar
measure μ on Borel subsets of G normalized by μ(U ) = 1. Denote by (·, ·) and
·
admits a standard extension to the space L 2 (G). By C0 (G), we denote the set of all
continuous complex-valued functions g on G such that, for any ε > 0 there exists a
compact set E ⊂ G (depending on g and ε) such that |g(x)| < ε for all x ∈ G \ E.
The following properties are well known (see, e.g.,):
1) If f ∈ L
(G), then fˆ ∈ C0 (G).
2) The Fourier operator maps L 2 (G) into itself linearly, continuously, and one to
one.
3) If f, g ∈ L 2 (G), then ( f, g) = ( fˆ, ĝ) (Plancherel’s equality).
Take a discrete subgroup H = {(x j ) ∈ G : x j = 0 f or j > 0} and define an auto-
morphism A ∈ Aut G by the formula (Ax) = x j+1 . It is easy to see that the quotient
H
group A(h) contains p elements. We define a map λ : G → R+ by
λ(x) = x j p − j , x = (x j ) ∈ G.
j∈Z
The image of H under λ is the set of nonnegative integers: λ(H ) = Z+ . For every α ∈
Z+ , let h [α] denote the element of H such that λ(h [α] ) = α. Notice that χ (Ax, w) =
χ (x, Aw) for all x, w ∈ G.
The Walsh function for the group G can be defined by
where δα,β is the Kronecker delta. Also, it is well known that the system {wα } is
complete in L 2 (U ).
For any positive integer n, let εn (G) denote the collection of all functions defined
on G and constant on the sets
The elements of the set ε(G) := ∪n εn (G) will be called p-Adic entire functions on
G (Golubov et al. [4, § 6.2]). Note that the sets Un,s , 0 ≤ s ≤ p n − 1, are cosets
of the subgroup A−n (U ) in the group U . It is easy to check that the functions wα ,
0 ≤ α ≤ p n − 1, belong to the class ε(G).
As above, the characteristic function of a set E is denoted by 1 E . Any function
f ∈ εn (G) can be expressed as the series
∞
f (x) = f n,s 1Un,s , (5.1)
s=0
where f n,s are the values of f on U n, s (i.e., f n,s = f (A−n (h [ s])))). Besides, note
that the proof of the equalities
wβ (x)dμ(x) = 0, 0 ≤ α ≤ pl+1 − 1, pl ≤ β ≤ pl+1 − 1 , l ∈ Z+ (5.2)
Ul,α
is similar to that of relations (1.5.18) from [4]. Using 5.1 and 5.2, we prove the
following.
Proposition 5.1 The following properties hold:
(a) If f ∈ L 1 (G) ∪ ξn (G), then suppose fˆ ⊂ U−n .
(b) If f ∈ L 1 (G) and supp fˆ ⊂ U−n , then fˆ ∈ ξn (G)
Proof Suppose that f ∈ L 1 (G) ∩ ξn (G). Then, for any w ∈ G, from 5.1, we have
∞
fˆ(w) = f (t)χ (t,¯ w)dμ(t) = f n,α χ (t,¯ w)dμ(x).
G α=0 Un
where β = w−n p n + w−n−1 p n−1 + · · · + w−l pl . Further, splitting Un into the sets
Ul,α , and using 5.2 we obtain
pl−n −1
χ (x, w)dμ(x) = wβ (x)dμ(x) = 0.
Un α=0 Ul,α
pn −1
fˆ(w) = f (t)χ (t, w)dμ(t) = f (t)χ (t, w)dμ(t).
U−n s=0 U0,s
Hence, for
w = (. . . , 0, 0, w−l , w−l+1 , . . . , w0 , w1 , w2 , . . .).
pn −1
fˆ(w) = cs,β ws∗ (w), (5.3)
s=0
The proof of this fact is quite similar to that of Theorem 1.1.7 in [5]. We say that
a function g : G → C has a periodic zero at a point w ∈ G if g(w ⊕ h) = 0 for all
5.1 Multiresolution Analysis on Vilenkin Groups 175
Proof The implication (a) ⇒ (b) follows from the well-known property of the Riesz
system (see, e.g., Novikov et al. [5], Theorem 1.1.2). Our next claim is that f ∈
L 1 (G), since f has compact support and f ∈ L 2 (G). Let us choose a positive integer
n such that supp f ⊂ U1−n . By Proposition 5.1, then f ∈ ξn−1 (G). Besides, if λ(h) >
p n−1
μ{supp f (· h) ∩ U1−n } = 0.
pn−1 −1
aα f (· α) = 0 and |a0 | + · · · + |a2n−1 −1 | > 0, (5.5)
α=0
pn−1 −1
fˆ(w) aα wα (w) = 0.
α=0
is not identically equal to zero; hence among Un−1,s , 0 ≤ s ≤ p n−1 − 1 there exists a
set (denote it by X ) for which W (X ⊕ h) = 0, h ∈ H . Since fˆ ∈ ξn−1 (G), it follows
that 5.5 holds if and only if there exists a set X = Un−1,s , X ⊂ U , such that fˆ(X ⊕
h) = 0 for all h ∈ H . Thus (b) ⇒ (c). It remains to prove that (c) ⇒ (a). Suppose
that fˆ does not have periodic zeros. Then
F(w) = | fˆ(w h)|2
h∈H
is positive and H -periodic function. Moreover, since fˆ ∈ ξn−1 (G), we see that F is
constant on each Un−1,s , 0 ≤ s ≤ p n−1 − 1. Hence, (5.4) is satisfied and Proposition
5.2 is established.
176 5 Orthogonal and Periodic Wavelets on Vilenkin Groups
Proposition 5.3 Let φ ∈ L 2 (G) and the system {φ(· h) : h ∈ H } be Riesz basis
in the closed subspace V of space L 2 (G) to belong to V , it is necessary and sufficient
that there exists H -periodic function m f ∈ L 2 (U ) such that
Proof According to the known properties of Riesz system (see, for example, Theorem
1.1.2 in [5]) the subspace V consists of function of the type
f (x) = ch φ(x H ) = ch [α] φ x h [α] , x ∈ G, (5.7)
h∈H α∈Z+
where h∈H |ch |2 < ∞. Using the Fourier equation, we get f ∈ L 1 (G), since f
has compact support and f ∈ L 2 (G). Let us choose a positive integer n such that
supp f ⊂ U1−n . By Proposition 5.1, then f ∈ ξn−1 (G). Besides, if λ(h) > p n−1 ,
fˆ(w) = ch χ (h, w)φ̂(w) = ch [α] wα (w)φ̂(w). (5.8)
h∈H α∈Z+
The functional equation 5.10 is called the refinement equation. The Walsh polyno-
mials on G, i.e., finite linear combination of the characters, play the same role as the
trigonometric polynomials in the real setting. So, we have
φ̂(w) = m 0 A−1 w φ̂ A−1 w , (5.11)
pn −1
m 0 (w) = p aα wα (w) (5.12)
α=0
is called the mask of Eq. 5.10 (or the mask of its solution φ). The coefficients of
Eq. 5.10 are related to the values bs of m 0 on Un,s by means of the direct and the
inverse Vilenkin–Chrestenson transforms:
p −1 n
1
aα = n bs wα (A−n h [s] ), 0 ≤ αp n − 1, (5.13)
p s=0
pn −1
bs = aα wα (A−n h [s] ), 0 ≤ s ≤ p n − 1. (5.14)
s=0
These transforms can be realized by the fast algorithms (see, for instance, [Schipp
et al. [18]]). Thus, any choice of the values of m 0 on Un,s defines also the coefficient
of Eq. 5.10.
Now, we prove the following analogue of Theorem 4.4
Theorem 5.1 Let ϕ ∈ L 2c (G) satisfy Eq. 5.10. If ϕ̂(θ ) = 1, then
pn −1
aα = 1 and suppϕ ⊂ U1−n .
α=0
where U0,s−1 = h [s−1] ⊕ U. Let us assume that s ≥ p n−1 + 1. Then the arbitrary
element x from U0,s−1 has the form
178 5 Orthogonal and Periodic Wavelets on Vilenkin Groups
where
Let us select this element such that the number λ(x) is not p rational (then the average
of the component x j with positive indices is an infinite number other than zero). For
any α ∈ {0, 1, . . . , p n − 1}, element y (α) = Ax h [α] is the form
(α) (α) (α)
y (α)
= . . . , 0, 0, y−k−1 , y−k , . . . , y−1 , y0(α) , y1(α) , y2(α) , . . . , k + 1 ≥ n,
(α)
where y−k−1 = x−k = 0 and average of the number y αj , j ≥ 0 is other than zero.
Consequently,
λ(Ax)h [α] > p n , x ∈ U0,s−1 . (5.18)
From here just as above, it follows that φ(x) = 0 for x ∈ U0,s−1 . Hence, s ≤ p n − 1
and φ ⊂ U1−n .
Let us prove that φ̂ can be represented by the Formula (5.16). As φ̂ is finite and
belongs to L 2 (G), then it belongs also to L 1 (G). As suppφ ⊂ u 1−n , then as per
Proposition 5.1, we have φ̂ ∈ ξn−1 (G). On the strength of the condition φ̂(θ ) = 1,
we get that φ̂(w) = 1 for all w ∈ Un−1 . On the other hand, m 0 (w) = 1, w ∈ Un−1 .
This means that for any natural number l
l+n ∞
φ̂(w) = φ̂(A−l−n w) m 0 (A− j w) = m 0 (A− j w), w ∈ U−l .
j=1 j=1
Hence the equality is true and the solution φ is unique. As φ ∈ L 1 (G) then φ̂ ∈
C0 (G). Besides m 0 (As h) = 1 on the strength of equality m 0 (θ ) = 1n 0 . Hence for
any h ∈ H \ {θ }
j−1
φ̂(h) = φ̂(h) m 0 (As h) = φ̂(A j h) → 0
s=0
φ̂(h) = 0, h ∈ H \ {θ }. (5.19)
Denote by {φ̂(h)} the Fourier coefficients of function φ with respect to the system
{χ (h, ·)}. For any h ∈ H by a change of variable η = w h, we have
φ̂(h) = φ(w)χ (h, w)dμ(w) = χ (h, w) |φ̂(w)|2 dμ(w)
U U h∈H
= χ (h, η)|η̂| dμ(η) =
2
|φ̂(w)|2 χ (h, w)dμ(w).
h∈H U ⊕h G
To complete the proof, we note that 3.1 is equivalent to φ̂(h) = δθ,h for h ∈ H.
For each l ∈ {0, 1, 2, . . . p − 1} let us denote by δl the sequence w = (w j ) such
that w1 = l and w j = 0 for j = 1 (in particular, δ0 = θ .) Note that δl = A−1 wl ∈ U,
λ(δl ) = pl and wα (δl ) = ex p( 2παl
p
) for all l ∈ {0, 1, 2, . . . p − 1}.
Proposition 5.5 Suppose that φ ∈ L 2 (G) satisfies 5.10 and the translates {φ(·
h) : h ∈ H } are orthonormal in L 2 (G). Then
p−1
|m 0 (w ⊕ δl )|2 = 1 f orall ∈ w ∈ G, (5.20)
l=0
Hl = {h ∈ H : A−1 h δl ∈ H }
2 2
−1
p−1
= −1
m(A w ⊕ δl ) φ̂(A h) = |m(A−1 w ⊕ δl )|2 .
h∈H h∈Hl l=0
and
V j = span{φ j,h : h ∈ H }, j ∈ Z. (5.21)
Proof From Eq. 5.20, it follows that at each j ∈ Z the system {φ j,h \ h ∈ H } is the
orthonormal basis of space V j . Hence, the orthogonal projector P j : L 2 (G) → V j
as per the formula
Pj f = ( f, φ j,h )φ j,h , f ∈ L 2 (G).
h∈H
Let us assume that f ∈ ∩V j and fix ε > 0. The C0 (G) denotes the set of continuous
on G function with compact suppport on L 2 (G). Let us select f 0 ∈ C0 (G) such that
f − f 0
< ε.
f − P j f 0
≤
P j ( f − f 0 )
≤
f − f 0
< ε
and means
f
≤
P j f 0
+ ε (5.22)
2 2
p j
|φ(A j x h)|2 dμ(x).
h∈H h∈H Ul
pj |φ(A j x h)|2 dμ(x) = |φ(x)|2 dμ(x),
h∈H Ul Sl, j
where
Sl, j = {y h|y ∈ Ul− j }.
h∈H
Consequently,
P j f 0
≤
f 0
2 2
1 Sl, j (x)|φ(x)|2 dμ(x). (5.23)
G
lim
P j u
= 0.
j→−∞
Proposition 5.7 Let the mask m 0 of the measuring Eq. 5.10 meet the conditions
p−1
m(θ ) = 1 u |m(w⊕)δl |2 = 1 w ∈ G. (5.24)
l=0
Proof Flow convergence of the product in 5.24 follows from the fact that the mask
m 0 is equal to 1 for the set Un,0 (such that for any w ∈ G only a finite number of
the factors in 5.24 may be different from 1). Let us represent the right-hand part of
Eq. 5.25 by g(w). It follows from 5.24 that |m 0 (w)| ≤ 1 for all w ∈ G. Hence for
any s ∈ N, we have
s
|g(w)|2 ≤ |m 0 (A− j w)|2
j=1
and consequently,
5.1 Multiresolution Analysis on Vilenkin Groups 183
s
s−1
|g(w)|2 dμ(w) ≤ |m 0 (A− j w)|2 dμ(w) = 2s |m 0 (A j w)|2 dμ(w).
U−l U−l j=1 U j=0
(5.26)
From the equation,
pn −1
m 0 (w) = aα wα (w), wα (w)wβ (w) = wαβ (w),
α=0
is seen that
pn −1
|m 0 (w)|2 = cα wα (w), (5.27)
α=0
where the coefficients cα are calculated using acα . Let us substitute 5.27 in the part
Equation 5.24 and using the fact that α is smaller than p, then
p−1
wα (δl ) = p,
l=0
p −1 p−1 n−1
1
|m 0 (w)| = +
2
c pα+l w pα+l (w).
p α=0 l=1
s−1 σ (s)
|m 0 (A j w)|2 = p −s + bγ wγ (w), σ (s) ≤ sp n−1 ( p − 1),
j=0 γ =1
we have
s−1
|m 0 (A j w)|2 dμ(w) = p −s .
U j=0
and consequently,
|g(w)|2 dμ(w) ≤ 1. (5.28)
G
and this means φ satisfies Eq. 5.10. Besides, as per Parseval’s identity, we get from
5.28, that
φ
≤ 1. Proposition 5.7 is proved.
A compact subset E of G is said to be congruent to U modulo H , if μ(E) = 1
and for each w ∈ E, there is an element h ∈ H such that w ⊕ h ∈ U. Let m 0 be the
mask of Eq. 5.10. We say that m 0 satisfies the modified Cohen condition, if there
exists a compact subset E of G containing a neighborhood of the zero element such
that:
(1) the set E congruent to U modulo H ;
(2) the inequality
inf inf |m 0 (A− j w)| > 0 (5.29)
j∈N w∈E
is true.
Since E is compact, we note that if m 0 (θ ) = 1 than there exists a number j0
such that m 0 (A− j w) = 1 for all j > j0 , w ∈ E. Therefore, 5.29 holds if the poly-
nomial m 0 (w) does not vanish on the sets A−1 (E), . . . , A− j0 (E). Moreover, we can
choose j0 ≤ p n , because m 0 is completely defined by the values bs , 0 ≤ s ≤ p n − 1.
Proposition 5.8 Let the mask m 0 of Eq. 5.10 satisfy the conditions
p−1
m 0 (θ ) = 1 u |m(w⊕)δl |2 = 1 for w ∈ G. (5.30)
l=0
Suppose that the function φ ∈ L 2 (G) is determined with the help of formula
∞
φ̂(w) = m 0 (A− j w), w ∈ G. (5.31)
j=1
The system {φ(· h) : h ∈ H } is orthonormal in L 2 (G) then and only then when
the full m 0 satisfies the modified condition of Cohen.
Proof From 5.30 and 5.31, with the help of Proposition 5.5 we derive that the given
function φ is the solution of Eq. 5.10 and satisfies the condition of the Theorem 5.1.
5.1 Multiresolution Analysis on Vilenkin Groups 185
Uk = {(w j ) ∈ G : w j = 0 j ≤ k},
such that,
1
|φ̂(w(0) h)|2 ≥ ,
h ∗ ∈Vk
2
Let us find out such neighborhood (w) for all w ∈ U. On the strength of com-
pactness of the subgroup U , from the covering/mask {(w) : w ∈ U }, it is pos-
sible to separate the finite covering/mask {(w(α) )}sα=1 . In the structure for each
α ∈ {1, 2, . . . s}, there exists a number k(α) such that for all ξ ∈ (w(α) ) there is
inequality
1
|φ̂(ξ h)|2 ≥ ,
h∈V
4
k
s
where Vk(α) = Uk(α) ∩ H . Suppose V = α=1 Vk(α) . Then the inequality
1
|φ̂(w h)|2 ≥ (5.33)
h∈V
4
S0 = {w ∈ U : |φ̂(w)| ≥ c0 }
186 5 Orthogonal and Periodic Wavelets on Vilenkin Groups
contains the neighborhood of zero element θ on the strength of the continuous func-
tion φ̂ and the equation φ̂(θ ) = 1. From the elements h 1 , . . . h γ forming the set V ,
let us determine by induction method the sets
S1 = {w ∈ U \ S0 : |φ̂(w h 1 )| ≥ c0 },
S2 = {w ∈ U \ (S0 ∪ S1 ) : |φ̂(w h 2 )| ≥ c0 },
γ −1
Sγ = w ∈ U \ Sl : |φ̂(w h γ −1 )| ≥ c0 .
l=1
γ
The set E = l=0 is the neighborhood of the zero element of the group G and the
congruent to U modulo H . Let us select the number j0 such that m 0 (A− j w) = 1 for
all j ≥ j0 and all w ∈ E. According to 5.29, for w ∈ E we get
j0
|φ̂(w)| = |m 0 (A− j w)||φ̂(A− j0 w)|,
j=1
where |φ̂(w)| ≥ cα . It is seen from here that for the constructed set E Condition 5.29
is true.
Conversely, let us assume that there exists a compact set E congruence to U as per
modulo H containing the neighborhood of zero element and such that the 5.29 is
fulfilled. Let us prove that the system {φ(· h) : h ∈ H } is orthonormal in L 2 (G).
For arbitrary natural k, let us assume
k
[k]
μ = m 0 (A− j w)1 E (A−k w), w ∈ G.
j=1
From Condition 5.30, it is seen that m 0 (w) = 1 for all w ∈ Un,0 . Hence, it follows
from 5.31 that
lim μ[k] = m 0 (w), w ∈ G. (5.34)
k→∞
n−1
m 0 (w) = m(B − j w), w ∈ U.
j=1
On the strength of 5.29, there exists the constant c1 > 0 such that
and this means c11−n |m(w)| ≥ 1 E (w) for w ∈ G. From here, we get
5.1 Multiresolution Analysis on Vilenkin Groups 187
[k] k
k
μ (w) = m 0 (A− j w)1 E (A−k w) ≤ c1−n m 0 (A− j w) m 0 (A−k w)
1
j=1 j=1
Now let
[k] 2
Ik (s) = μ (w) ws (w)dμ(w) k ∈ N, s ∈ Z+ .
G
k−1
= p k
|m 0 (ζ )| 2
|m 0 (A j ζ )|2 ws∗ (Ak ζ )dμ(ζ ). (5.36)
U j=1
p−1
As U = l=0 (A−1 (U ) ⊕ δl ), then
p−1
k−1
Ik (s) = p k−1 |m(A−1 w ⊕ δl )|2 |m(A j−1 w)|2 ws (Ak−1 w)dμ(w)
U j=1
Similarly, when k = 1
I1 (s) = p |m(w)|2 ws (Aw)dμ(w) = dμ(w),
U U
where the last integral is equal to δ0,s on the strength of the system {wα } ∈ L 2 (U ).
It means
Ik (s) = δ0,s k ∈ N, s ∈ Z+ . (5.37)
188 5 Orthogonal and Periodic Wavelets on Vilenkin Groups
Using Lebesgue’s theorem on limited convergence, and from 5.34, 5.35, and 5.37
we find out that
|φ̂(w)|2 ws (w)dμ(w) = lim Ik (s) = δ0,s .
G k→∞
From here as per Plancheral’s formula, it follows that the system {φ(· ⊕ h) : h ∈ H }
is orthonormal in L 2 (G). Proposition 5.7 is proved.
p−1
Tp M = {A−1 w[l] + A−1 (w) : w ∈ M}.
l=0
The set M is said to be blocked (for the mask m 0 ) if it coincides with some union of
sets
Un−1,s = A1−n (w[s] ) ⊕ A1−n (U ), 0 ≤ s ≤ p n−1 − 1, (5.38)
which does not contain the set Un−1,0 and satisfies the condition T p M ⊂ M ∪ Z (m 0 ),
where Z (m 0 ) is the set of all zeros of m 0 on U . It is clear that each mask can have
only a finite number of blocked sets.
Proposition 5.9 Let φ ∈ L 2c (G) be a solution of Eq. 5.10 such that φ̂(θ ) = 1. Then
φ is not stable if and only if its mask m 0 possess a blocked set.
Proof Using Theorem 5.1 and the Proposition 5.1, we have suppφ ⊂ U1−n φ̂ ∈
ξn−1 (G). Let us assume that the function φ is unstable. While proving Proposi-
tion 5.2, it was established that if the unstable function f ∈ L 2 (G) has a carrier in
U1−n , then there exists as set X = Un−1,s such that all the points of the set X are
periodic zeros of the Fourier transform fˆ (and any periodic zero w ∈ U for fˆ is in
the same set X ).
Hence the set
M0 = w ∈ U : φ̂(w ⊕ h) = 0
where wr ∈ H . Then
and consequently,
j
j
φ̂(w ⊕ h) = φ̂(A−1 (w ⊕ h)) m 0 (A−r (w ⊕ h)) = φ̂(u j ) m 0 (u r )
r =1 r =1
that all u r ∈
/ Z (m 0 ). Thus, if u r ∈ M then u r +1 ∈ M, u 0 = w ∈ M, it follows from
here that all u r ∈ M. this contradicts the fact that u j = A− j (w ⊕ h) ∈ Un−1 and the
set M does not contain Un−1 = Un−1,s . Proposition 5.9 is proved.
Proposition 5.10 Let φ be the finite L 2 solution of Eq. 5.10 such that θ̂ = 1. The
system {φ(· h) : h ∈ H } is orthonormal in L 2 (G) then and only then when the
mask m of Eq. 5.10 does not have blocking sets and satisfies the condition
p−1
|m 0 (w ⊕ δl )|2 = 1 w ∈ G. (5.39)
l=0
As the function φ is not negative and possess the property H -periodicity, on the
strength of proposition 5.4 it is sufficient to verify that φ(w) = 1. Let
a = in f {φ(w)|w ∈ U }.
From Theorem 5.1 and Proposition 5.1, it follows that the function φ just as φ̂ is
constant on the sets Un−1,s then the function φ̂ has a periodic zero and this means
φ̂ is unstable. According to Proposition 5.2 and 5.3, this contradicts the absence of
blocking sets of mask m 0 . This means that the number α is positive. Besides, taking
into consideration Theorem 5.1, we have φ(θ ) = 1. Thus 0 ≤ a ≤ 1. We notice that
from 5.11 and 5.40 follows the equation
p−1
φ(w) = m 0 (A−1 w δl )2 φ(A−1 w δl ). (5.41)
l=0
Now let Ma = {φ(w) = a|w ∈ U }. If 0 < a < 1, then from 5.39 and 5.41, it follows
that for any w ∈ Ma the elements belonging to A−1 w δl , l = 0, 1, 2, . . . p − 1 are
the blocking set, which contradicts the condition. Thus φ(w) ≥ 1 for all w ∈ U .
From here and from the equation
ˆ 2 dμ(w) = ˆ 2
φ(w)dμ(w) = |φ(w)| φ(w) dμ(w) =
φ
2
U h∈H U ⊕h G
Repeatedly using the inequality and using the fact that function φ is constant in sets
Un−1,s 0 ≤ s ≤ p n−1 − 1, we conclude that φ(w) ≡ 1. Proposition 5.8 is proved.
Theorem 5.2 Suppose that the refinement Eq. (5.10) possesses a solution ϕ ∈
L 2c (G) such that ϕ̂(θ ) = 1 and the corresponding mask m 0 satisfies the condition
(5.30). Then the following are equivalents:
(a) The function ϕ generates an MRA in L 2 (G).
(b) The mask m 0 satisfies the modified Cohen’s condition.
(c) The mask m 0 has no blocked sets.
Proof According to Proposition 5.9, we have ∩V j = {0}. Embedding V − j ⊂ V j+1
from the fact that satisfies Eq. 5.10. Let us show that
∪V j = L 2 (G). (5.42)
Let f ∈ (∪V j )⊥ and ε > 0. Let us select u ∈ L 2 (G) such that and û ∈ C0 (G) with
fˆ − û
< ε. For the orthogonal projection P j f , the function f in the subspace V j
5.1 Multiresolution Analysis on Vilenkin Groups 191
we have
P j f
2 = (P j f, P j f ) = ( f, P j f ) = 0
and it means,
P j u
=
P j ( f − u)
≤
f − u
=
fˆ − û
< ε. (5.43)
Let us fix the number j ∈ N such that suppû ⊂ U− j , A− j w ∈ Un−1 for all w ∈ suppû.
j
Using the fact that the system { p − 2 wα (A− j )} is orthonormal and full in L 2 (U− j ) for
the function Γ (w) = n̂(w)φ̂(A− j w), we have
p− j |Γ (w)|2 dμ(w) = |cα (Γ )|2 , (5.44)
Uj α∈Z+
where
j
cα (Γ ) = p − 2 Γ (w)Wα∗ (B − j w)dμ(w).
U− j
Noting that
φ(A j x h [α] )χ (x, w)dμ(x) = p − j φ̂(A− j w)wα (A− j w)
G
we get
j
p − 2 (u, , φ j,h ) = p − j Γ (w)wα (A− j w)dμ(w).
U− j
According to the condition m 0 (w) = Un,0 the number j is selected such that A− j w ∈
Un+1 for w ∈ suppû. From here and from (5.31), it is seen that φ̂(A− j w) = 1 for all
w ∈ suppû. Taking into consideration that suppû ⊂ U− j from 5.43 and 5.45, we get
that
ε >
P j u
=
û
=
u
.
Consequently,
f
< ε +
u
< 2ε.
Thus, ⊥
∪ Vj = {0},
192 5 Orthogonal and Periodic Wavelets on Vilenkin Groups
and hence 5.42 is true. Thus the implications (b) ⇒ (a) and (c) ⇒ (a) are true. The
inverse implications follow Proposition 5.8 and 5.10 and Theorem 5.2 is proved.
Taking into consideration the H -periodicity of mask m 0 , we note that Condition (30)
is equivalent to the equations
Examples of the function φ satisfying Condition 5.10 and generating MRA in L 2 (G)
are given below.
(1 + a + b) (1 + a − b) (1 − a − b) (1 − a + b)
a0 = , a1 = , a2 = , a3 = .
4 4 4 4
When α = 0, the modified Cohen condition is fulfilled on the set E = U and the
corresponding solution φ regenerates MRA in L ( G). In particular, when a = 1 and
a = −1, we get, respectively, Haar function : φ(x) = 1U (x) and mixed Haar func-
tion : φ(x) = 1U (x h [1] ). If 0 < |a| < 1, then the solution φ is determined as in
Example 4.2 by decompositon
⎛ ⎞
∞
1 −1
−1
φ(x) = 1U A x ⎝1 + a b w2 j+1 −1 A x ⎠ , x ∈ G.
j
2 j=0
When a = 0, the set U1,1 is blocked, the function φ is determined by the formula
{φ(x) = φ(x h [1] )} and the system {φ(· h) : h ∈ H } is linearly dependent (since
φ(x) = 21 1U (A−1 x)).
1
a0 = (1 + a + b + c + α + β + γ ),
8
1
a1 = (1 + a + b + c − α − β − γ ),
8
1
a2 = (1 + a − b − c + α − β − γ ),
8
1
a3 = (1 + a − b − c − α + β + γ ),
8
1
a4 = (1 − a + b − c − α + β − γ ),
8
1
a5 = (1 − a + b − c + α − β + γ ),
8
1
a6 = (1 − a − b + c − α − β + γ ),
8
1
a7 = (1 − a − b + c + α + β − γ ).
8
Blocking sets for mask
7
m(w) = aα wα∗ (w).
α=0
1
φ(x) = 1U (y)(1 + w1 (y) + bw2 (y) + w3 (y) + βw6 (y)), y = A−2 x,
4
(compare with 4.36).
Example 5.4 Let us assume that Eq. 5.46 is fulfilled for certain numbers bs , 0 ≤ s ≤
P n − 1. Using Formula (5.13), let us find out the coefficient of mask
pn −1
m 0 (w) = aα wα (w).
α=0
As in the previous section, we denote by G the Vilenkin group G p . Let us show that
for each function φ ∈ L 2c (G) satisfying the equation
pn −1
φ(x) = p aα φ(Ax h [α] ) (5.47)
α=0
and generating KMA {V j } ∈ L 2 (G). We may construct the function ψ (1) , . . . ψ ( p−1)
such that the functions
j (ν) j
ψ (ν)
j,h = ψ (A x h), 1 ≤ ν ≤ p − 1, j ∈ Z, h ∈ H,
2
form orthogonal basis in L 2 (G). Such function ψ (1) , . . . ψ ( p−1) will be called orthog-
onal p-wavelets.
Proposition 5.11 Let f ∈ L 2 (G) and function φ generate KMA V j ∈ L 2 (G). For
the function f to belong to V j , it is necessary and sufficient that there exists h-periodic
function m f ∈ L 2 (U ) such that
p−1
M = {m ν (w ⊕ δ)k)}ν,k=0 (5.48)
where m 0 is the mask of Eq. 5.47 and m 1 , m 2 , . . . m p−1 , are certain H -periodic func-
tions from L 2 (U ) is unitary for almost all w ∈ U . Then the functions ψ (ν) determined
by the equations
(ψ (ν) )(· h [α] ), ψ (χ) (·, h [β] ) = δν,χ δα,β ν, χ ∈ {1, 2, . . . p − 1}, α, β ∈ Z+ .
Proof As per Proposition 5.11, under Condition of 5.49, we have ψ (ν) ∈ V1 . Further
as per Proposition 5.4, the equations
5.2 Compactly Supported Orthogonal p-Wavelets 195
(ν)
ψ (·), ψ (ν) (· h) = δθ,h , h ∈ H, ν = 1, 2, . . . p − 1, (5.50)
take place then and only then when ν = 1, . . . p − 1 fulfill the conditions
|ψ̂ (ν) (Aw ⊕ h)|2 = 1, w ∈ G. (5.51)
h∈H
p−1
= m nu (w ⊕ δk )m ν (w ⊕ δk ) φ̂(w ⊕ wks )φ̂(w ⊕ wks ).
k=0 s∈Z+
From the unitary nature of matrix 5.48 and Proposition 5.4, it follows that the last
expression is equal to zero for almost all w ∈ G. Thus, Eq. 5.51 and, it also means,
5.50 are proved. The equations
φ(· h), ψ (ν) (·) = 0, h ∈ H, ν = 1, . . . , p − 1,
and (ν)
ψ (· h), ψ (χ) (·) = 0, h ∈ H, ν = χ ,
From Theorems 5.1 and 5.2, we get the following algorithm for making the orthogonal
p-wavelets.
Algorithm A
bs , 0 ≤ s ≤ p n − 1
• Step 4 Find
pn −1
m ν (w) = aα(ν) wα (w), 1 ≤ ν ≤ p − 1,
α=0
p−1
such that the matrix (m ν (w ⊕ δk ))ν,k=0 is unitary.
• Step 5 Define p-wavelets ψ (1) , . . . , ψ ( p−1) by the formula
pn −1
(ν)
ψ (x) = p aα(ν) φ(Ax h [α] ), 1 ≤ ν ≤ p − 1. (5.55)
α=0
γ (i 1 , . . . i n ) = bs ,
if
s = i 1 p 0 + i 2 p 1 + · · · + i n p n−1 , i j ∈ {0, 1, . . . p − 1},
k
l= μ j p j , μ j ∈ {0, 1, 2, . . . p − 1}, μk = 0, k = k(l) ∈ Z+ , (5.56)
j=0
then
5.2 Compactly Supported Orthogonal p-Wavelets 197
.................................................
Proof If w ∈ Un−1,0 then A− j w ∈ Un,0 for all j ∈ N but m 0 (w) = 1 on Un,0 . From
here and from 5.54 follows the first equation in 5.57. Further, according to 5.53
Let us take l ∈ N with Decomposition 5.56 and find out the least number j0 such that
p j−1 > l + 1. Then, for any w ∈ Un−1,l when j ≥ j 0 we have A− j w ∈ Un,0 and it
means m 0 (A− j w) = 1. From here, according to 5.54 we have
j0 −1
φ̂(w) = m 0 (A− j w), w ∈ Un−1,l . (5.59)
j=1
When l = μ0 (that is, when k(l) = 0), in Formula 5.59 we will have j0 = 2, A−1 w ∈
Un,μ0 and A− j w ∈ Un,0 . Consequently, if l ∈ {1, 2, . . . p − 1} and w ∈ Un−1,l , then
198 5 Orthogonal and Periodic Wavelets on Vilenkin Groups
φ̂(w) = b1 = γ (μ0 , 0, . . . 0, 0) = dl .
and this means that φ̂(w) = dl . In general case, from Formula 5.56 for any j ∈ N it
follows that
l 1 μ0 μ j−1
= + · · · + + μ j−1 + μ j p + · · · + μk p k−n
.
p n+ j−1 p n p j−1 p
where
ν0 = μ j0 −1 + μ j0 p + · · · μk p k−n .
From here taking into consideration H -periodicity of the polynomial m 0 follows the
formula 5.57. Proposition 5.12 is proved.
Let us show how to carry out Step 4 of the Algorithm A. When p = 2, it is possible
to take just as in the theorem
will be unitary. For this to happen, it is necessary to use the following proposition
based on Householder transformation (see Novikov et al. [5, §2.6])
r
Proposition 5.13 Let ck ∈ C, k = 1, 2 . . . r , c = 1, k=0 |ck | = 1, and let ck0 =
2
c c
ck , c0 j = c j0 1−c
1−c00
00
, ck j = δk j − 1−c
k0 j0
00
, j, k = 1, . . . r. Then the matrix is unitary.
In addition to Proposition 5.13, let us show that the method of unitary prolongation
of the matrix proposed in [6]. the unitary nature of the matrix 5.61 is of equal force
due to the fact that, for each l, 0 ≤ l ≤ p n−1 − 1, is satisfied the equations:
c1 z 1 + c2 z 2 + · · · + c p z p = 0
into plane 21
= 1. Let us select in C P the orthogonal system {a1 , a2 , . . . a p−1 } con-
sisting of vectors of the type
and find out part of the coefficients 5.60 from the equations
(ν) (ν)
t
b0 , b pn−1 , . . . , b((0)
p−1) pn−1 = R −1 aν ν = 1, . . . p − 1
we find out all the remaining coefficients 5.60, which also permit in constructing
p-spurs ψ (1) , . . . , ψ ( p−1)
Example 5.5 Let p = 3, n = 2. According to Step 1 of the algorithm A, let us select
the numbers a, b, c, α, β, γ such that
b0 = 1, b1 = a, b2 = α, b3 = 0, b4 = b, b5 = β, b6 = 0, b7 = c, b8 = γ .
and vectors
(0, 1, 0)t , l = 0, l = 2
a1 =
(0, 0, 1)t , l = 1
(0, 0, 1)t , l = 0, l = 2
a2 =
(0, 1, 0)t , l = 1,
Using the method shown above, we get b0(1) = 0.000000, b1(1) = 0.000000, b2(1) =
−0.223607, b3(1) = 1.000000, b4(1) = 0.00000, b5(1) = 0.974679, b6(1) = 0.000000,
b7(1) = 1, b8(1) = 0.000000, b0(2) = 0.000000, b1(2) = −0.435890, b2(2) = −0.374166,
b3(2) = 0.000000, b4(2) = 0.900000, b5(2) = −0.085840, b6(2) = 1.000000, b7(2) =
0.000000, b8(1) 0.923380.
According to 5.55, we find out from here
∞
ψ (ν) (x) = 3 aαν φ Ax h [α] , ν = 1, 2
α=0
where aαν is calculated from the values found out with the help of discrete transfor-
mation 5.13.
From Formula 5.55, it is seen that the calculation of values of ψ (ν) (x) it is sufficient
to be able to calculate the values φ(x). For this, the decomposition of function φ(x)
in the Walsh–Fourier series may be useful (see Remark of Chap. 4). According to
5.57, we have
φ̂(w) = 1Un−1 (w) + dl 1Un−1 (w A1−n h [l] ). (5.64)
l∈M
As
(w A1−n h [l] )χ (x, w)dμ(w) = χ (x, A1−n h [l] ) χ (x, w)dμ(w)
G Un−1
The formal application of Fourier inverse transformation to Eq. 5.64 leads to the
decomposition
202 5 Orthogonal and Periodic Wavelets on Vilenkin Groups
1
φ(x) = 1U (A1−n x)(1 + dl wl (A1−n x)), x ∈ G. (5.65)
p n−1
l∈M
Example 4.3 shows that the Fourier–Walsh series does not converge absolutely for
certain scaling functions φ. Sufficient condition of absolute and uniform of series
5.64 are formulated in analogy with the Lemma 7.3. The series 5.64 gets transformed
into the final sum in that and only in that case when the function φ belongs to ε(G).
The following criterion takes place.
Proposition 5.14 Let φ ∈ L C2 (G) be a solution of Eq. (5.47) such that φ(θ ) = 1.
Then φ does not belong to ε(G) if and only if there exists a finite sequence
{dk }k=1
V
, N ≤ p n−1 + n − 1, dk ∈ {0, 1, · · · , . p − 1}, such that
(i) d1 = · · · = dn−1 = 0, dn = 0,
(ii) there exists an integer j, n − 1 ≤ j ≤ N − 1, such that d j−s = d N −n for s =
0, · · · , n − 2,
(iii) m 0 (ω(0) )m 0 (ω(1) ) · · · m 0 (ω(N −n) ) = 0, where m 0 is the mask of Eq. (5.47) and
ω(k) ∈ U are determined by the sequence {dk }k=1 N
such that
N
λ(ω(k) ) = dν+k p −v , k = 0, 1, . . . , N − n.
ν=1
The proof of this proposition is essentially the same as in the case p = 2 (see Theo-
rem 4.13).
b0 = 1, b1 = a, b2 = α, b3 = 0, b4 = b, b6 = 0, b7 = c, b8 = γ ,
where
|a|2 + |b|2 + |c|2 = |α|2 + |β|2 + |γ |2 = 1.
Then in conformity with step 2 of Algorithm A the coefficients of the mask m 0 has
the form
1
a0 = (1 + a + b + c + α + β + Γ ),
9
1
a1 = (1 + a + α + (b + β)ε32 + (c + γ )ε3 ),
9
1
a2 = (1 + a + α + (b + β)ε3 + (c + γ )ε32 ),
9
1
a3 = (1 + (a + b + c)ε32 + (α + β + γ )ε3 ),
9
5.2 Compactly Supported Orthogonal p-Wavelets 203
1
a4 = (1 + c + β + (a + γ )ε32 + (b + α)ε3 ),
9
1
a5 = (1 + b + γ + (a + β)ε32 + (c + α)ε3 ),
9
1
a6 = (1 + (a + b + c)ε3 + (α + β + γ )ε32 ),
9
1
a7 = (1 + b + γ + (a + β)ε3 + (c + α)ε32 ),
9
1
a8 = (1 + c + β + (a + γ )ε3 + (b + α)ε32 ),
9
where ε3 = ex p(2πi/3). The blocking sets of this mask are as follows:
1. U1,1 when a = c = 0,
when α = β = 0,
2. U1,2
3. U1,2 U1,2 when a = α = 0.
It is seen from here that the scaling function φ formed from the given parameters
regenerate MRA in L 2 (G) in the following cases:
1. a = 0, α = 0,
2. a = 0, α = 0, c = 0,
3. α = 0, a = 0, β = 0.
In each of these cases, the summation in 5.65 is carried out as per the set
⎧ ⎫
⎨k ⎬
M= μ j 3 j : μ j ∈ {1, 2}, k ∈ Z+
⎩ ⎭
j=0
With help of Proposition 5.14, we find that the series in (5.65) get transformed
into the final sums (and the function φ is step function) in the following two cases:
1. If |α| = 1, |a|2 + |c|2 = 1, b = β = γ = 0, then
φ(x) = (1/3)1v (A−1 x) 1 + aw1 A−1 x + αw2 A−1 x + αcw7 A−1 x .
(5.66)
2. If |a| = 1, |α|2 + |β|2 = 1, b = c = γ = 0, then
204 5 Orthogonal and Periodic Wavelets on Vilenkin Groups
φ(x) = (1/3)1v A−1 x 1 + aw1 A−1 x + αw2 A−1 x + aβw5 A−1 x .
(5.67)
According to Proposition 5.6, if in Algorithm A the selected vectors, all the
values of bs with indices (b0 , b1 , . . . , b pn −1 < p n−1 are zero, then the corresponding
mask m 0 satisfies the modified condition of Cohen and consequently the function φ
determined by formula (54) generates MRA. If there is zero among the components
bs , s < p n−1 , then the mask m 0 the conditions (b) or (c) from Theorem 5.2 are verified
in Step 2. In particular, it is necessary to clarify if the mask m 0 has a blocked set.
In case of small p and n, this task is solved by a simple method as in Example 5.6,
but when there is increase in the dimension the computing complexity in the search
for blocked sets increases sharply. In recent works by Lukomskii [7, 8], Berdnikov
and Lukomskii [9] on class of step scaling functions for the search of similar masks
N -valid trees is used. In particular, there is the following proposition (see Lukomskii
[7, 8]).
Further let us determine the coefficients of the mask m 0 by Formula (5.13). Then the
function φ given by the formula (5.50) belonging to the class εl (G) and generates
KMA in L 2 (G).
Let us assume that the scaling function φ and mask m 0 are determined as in
Proposition 5.15. Let us select the mask
p2 −1
m̃ 0 (ω) = ãα wα (ω),
α=0
while m̃ 0 (ω) = 0 for all values of ω such that |m 0 (ω)| = 1. Then as in step 3 of
Algorithm A, let us determine the function φ̃ by the formula
∞
ˆ
φ̃(ω) = m˜0 (A− j ω).
j=1
5.2 Compactly Supported Orthogonal p-Wavelets 205
This function φ̃ generates KMA in L 2 (G) (in fact, if the condition b of Theorem 5.2 is
met for m 0 with compact set E, then this is true even for the mask m̃ 0 of the function
φ̃). We also notice that when p = 3, Proposition 5.15 leads to two conditions
1) b0 = 1, |b1 | = |b5 | = 1, bs = 0 for the remaining s(E 1(0) = {2}, E 1(1) =
{0, 1}, j0 = 1);
N −1
Uk(n) ∩ Ul(n) = ∅ for k = l, Uk(n) = U.
k=0
Notice that
wl,(n)k = wk,
(n) −sq (n+1)
l = ε p w pk+s, N q+l , 0 ≤ s, q ≤ p − 1, (5.68)
N −1
N −1
wi,(n)l wi,(n)k = wl,(n)j wk,
(n)
j = N δl, k , 0 ≤ l, k ≤ N − 1. (5.69)
i=0 j=0
A finite sum
N −1
D N (x) := w j (x), x ∈ G,
j=0
( p−1)
respectively. Note that the orthogonal direct sum of Vn , Wn(1) , . . . , Wn coincides
$ $ ( p−1) $
with Vn+1 , that is, for Wn := Wn(1) · · · Wn , we have Vn Wn = Vn+1 . The
206 5 Orthogonal and Periodic Wavelets on Vilenkin Groups
( j)
spaces Vn and Wn will be called the approximation spaces and wavelet spaces ,
respectively.
We can use the discrete Vilenkin–Chrestenson transform to recover v ∈ Vn from
the values v(xn, l ), 0 ≤ l ≤ N − 1. Indeed, if
N −1
v(x) = ck wk (x), x ∈ U, (5.71)
k=0
then
N −1
1
ck = v(xn, l )wl,(n)k , 0 ≤ k ≤ N − 1. (5.72)
N l=0
N −1
1
Φ Na (x) := ak wk (x), φn, k (x) := Φ Na (x xn, k ), 0 ≤ k ≤ N − 1, x ∈ G.
N
k=0
N −1
(n)
αn, k = αn, k (v) := al−1 cl wl,k , 0 ≤ k ≤ N − 1, (5.73)
l=0
N −1
v(x) = αn, k φn, k (x). (5.74)
k=0
N −1
wl,(n)k φn, k (x) = al wl (x), 0 ≤ l ≤ N − 1,
k=0
N −1
N −1 N −1
v(x) = al−1 cl wl,(n)j φn, j (x) = αn, k φn, k (x).
l=0 j=0 k=0
Therefore, the expansion in (5.78) is valid for any v ∈ Vn . The proposition is proved.
%n,k are defined by
Remark 5.1 Suppose that φ
5.3 Periodic Wavelets on Vilenkin Groups 207
N −1
%n,0 (x) =
φ a −1 % %
j w j (x), φn,k (x) = φn,0 (x ⊕ x n, k ), k = 1, . . . , N − 1.
j=0
& '&
'
(n)
= cl wl (x) a l−1 wl,k wl (x) d x = αn, k (v),
U l l
Then we set
pN −1
1
Φ pN
b
(x) := bk wk (x), φn+1, k (x) := Φ pN
b
(x xn+1, k ), 0 ≤ k ≤ pN − 1, x ∈ G,
pN
k=0
and define
( j)
p−1
ψn, k (x) := ε−p js φn+1, pk+s (x), 0 ≤ k ≤ N − 1, 1 ≤ j ≤ p − 1.
s=0
N −1 ( j)
Let us show that, for each j, the system {ψn,k }k=0 is a bases for the corresponding
( j)
wavelet space Wn .
( j)
Proposition 5.17 Suppose that w ∈ Wn for some j ∈ {1, . . . , p − 1}. Then
N −1
( j)
w(x) = βn,k ψn,k (x), (5.75)
k=0
( j) ( j)
Proof Let w ∈ Wn where j ∈ {1, . . . , p − 1}. Then, since Wn ⊂ Vn+1 , as in
Proposition 2.1 we have
( j+1)N
−1
pN −1
p−1 N −1
w(x) = cl wl (x) = αn+1, k (w)φn+1, k (x) = αn+1, pk+s (w)φn+1, pk+s (x), (5.77)
l= j N k=0 s=0 k=0
where
−1 pN −1
1
N
(n+1) (n+1)
αn+1, pk+s (w) = b−1
j N +l c j N +l w j N +l, pk+s , c j N +l = w(xn+1, l )wl, j N +l .
pN
l=0 l=0
− js
αn+1, pk+s (w) = ε p αn+1, pk (w), 0 ≤ k ≤ N − 1, 0 ≤ s ≤ p − 1,
n−1
l= ν j p j , ν j ∈ {0, 1, . . . , p − 1},
j=0
n−1
we let γ (l) := j=0 ν j . In Case (5.82), we have the following equalities
p−1
(1 − α) −γ (k)
φn, k (x) = φn+1, pk+s (x) − εp w N −1 (x), (5.79)
s=0
N
& N −1
'
1 − α γ (ν)−γ (k) 1 j ( p−s) ( j)
p−1
1
φn+1, pk+s (x) = φn,k (x) + εp φn,ν (x) + εp ψn,k (x),
p αN p
ν=0 j=1
(5.80)
where 1 ≤ k ≤ N − 1, 0 ≤ s ≤ p − 1. Note also, that w N −1 (x) can be expressed as
N −1 N −1
1 γ (s) p−1
w N −1 (x) = ε φn, s (x) = γn+1, pk+s φn+1, pk+s (x), (5.81)
α s=0 p k=0 s=0
5.3 Periodic Wavelets on Vilenkin Groups 209
N −1
p−1 N −1
( j)
f n (x) = Cn,k φn,k (x), gn (x) = gn( j) (x), gn( j) (x) = Dn,k ψn,k (x),
k=0 j=0 k=0
(5.82)
where the coefficient sequences
( j)
Cn = {Cn,k }, D(nj) = {Dn,k }, 1 ≤ j ≤ p − 1, (5.83)
N −1
p−1
( j)
φn+1, pk+s (x) = A(n)
pk+s,ν φn,ν (x) + B (n)
pk+s, j ψn,k (x), (5.84)
ν=0 j=1
where
⎧
⎨ 1/ p + (1 − α)/(αpN ), ν = k,
A(n)
pk+s,ν = B (n) −1 j ( p−s)
pk+s, j = p ε p .
⎩ γ (ν)−γ (k)
εp (1 − α)/(αpN ), ν = k,
N −1
p−1 N −1
p−1 N −1
( j) ( j)
Cn,ν φn,ν (x) + Dn,ν ψn,ν (x) = Cn+1, pk+s φn+1, pk+s (x)
ν=0 j=1 ν=0 s=0 k=0
⎧ ⎫
⎨N −1
p−1 ⎬
( j)
= Cn+1, pk+s A(n)
pk+s,ν φn,ν (x) + B (n)
pk+s, j ψn,k (x)
⎩ ⎭
s,k ν=0 j=1
p−1
( j)
= Cn+1, pk+s A(n)
pk+s,ν φn,ν (x) + Cn+1, pk+s B (n)
pk+s, j ψn,k (x).
ν s,k j=1 s,k
N −1
p−1
φn,ν (x) = Q (n)
pk+s,ν φn+1, pk+s (x),
k=0 s=0
where ⎧ γ (k)
⎨ 1 − ε p (1 − α)γn+1, pk+s /N , k = ν,
Q (n)
pk+s,ν =
⎩ γ (k)
−ε p (1 − α)γn+1, pk+s /N , k = ν.
Therefore, we have
Cn+1, pk+s φn+1, pk+s (x) = Cn,ν Q (n)
pk+s,ν φn+1, pk+s (x)
k,s ν k,s
p−1 N −1
p−1
( j)
+ Dn,k ε−p js φn+1, pk+s (x)
j=1 k=0 s=0
⎧ ⎫
⎨ ( j)
⎬
= Q (n)
pk+s,ν C n,ν + ε−p js Dn,k φn+1, pk+s (x)
⎩ ⎭
k,s ν j
and so ( j)
Cn+1, pk+s = Q (n)
pk+s,ν C n,ν + ε−p js Dn,k . (5.86)
ν j
φn,k (x) = φn+1,2k (x) + φn+1,2k+1 (x), ψn,k (x) = φn+1,2k (x) − φn+1,2k+1 (x),
and thus
1 1
φn+1,2k (x) = [φn,k (x) + ψn,k (x)], φn+1,2k+1 (x) = [φn,k (x) − ψn,k (x)].
2 2
5.3 Periodic Wavelets on Vilenkin Groups 211
So, under Condition (5.87), instead of (5.85) and (5.86) we obtain the classical Haar
discrete transforms.
Let us denote by k p the remainder from the division of the integer k by the natural
number p, and let [ a ] be the integer part of a number a. For any a ∈ R+ , the digits
of the p -adic expansion
∞
∞
ν−1
a= a−ν p + aν p −ν (5.88)
ν=1 ν=1
n
n
k= k−ν p ν−1 , j= j−ν p ν−1 , k−ν , j−ν ∈ {0, 1, . . . , p − 1}.
ν=1 ν=1
212 5 Orthogonal and Periodic Wavelets on Vilenkin Groups
wk(N )
2 = N for all k ∈ Z N . To an arbitrary vector x from C N the Vilenkin–
Chrestenson transform by the definition) assigns the sequence ( x of the Fourier
coefficients of x in the system w0(N ) , w1(N ) , . . . , w(N )
N −1 :
N −1
1
(
x (k) := x( j)wk(N ) ( j), k ∈ Z N .
N j=0
N −1
(x ∗ y)(k) := x(k p j)y( j), k ∈ Z N .
j=0
N −1
x( j) = (x ∗ δ N )( j) = x(k)δ N ( j p k), j ∈ ZN ,
k=0
It follows from the definitions that, for all x, y ∈ C N , the following relations hold:
x, y = N ( y , x
x,( ∗y = N(
x(y,
(T (N )
k x)(l) = wk (l) (
)
x (l), (%x )(k) = (
x (k),
(5.89)
y, Tk x = y ∗ %
x (k), Tk x, Tl y = x, Tl p k y, k, l ∈ Z N . (5.90)
(Dx)( j) := x( pj), j = 0, 1, . . . , N1 − 1,
5.4 Periodic Wavelets Related to the Vilenkin–Christenson Transform 213
and #
y( j/ p) if j is divisible by p ,
(U y)( j) :=
0 if j is not divisible by p ,
where x ∈ C N and y ∈ C N1 are called the thickening sampling operator and the
thinning sampling operator, respectively. Note that D(U y) = y for all y ∈ C N1 . Fur-
ther, suppose that D 1 = D, U 1 = U and, for ν = 2, . . . , n, we define the operators
D ν : C N → C Nν and U ν : C Nν → C N by the formulas
#
ν ν ν y( j/ p ν ) if j is divisible by p ν ,
(D x)( j) := x( p j), (U y)( j) :=
0 if j is not divisible by p ν ,
Following the approach from Frazier [12], we introduce the concept of the wavelet
basis of the first stage in C N :
N1 −1 N1 −1 N1 −1
B(u 0 , u 1 , . . . , u p−1 ) = {T p k u 0 }k=0 ∪ {T p k u 1 }k=0 ∪ · · · ∪ {T p k u p−1 }k=0
is unitary for l = 0, 1, . . . , N1 − 1.
Using Theorem 5.4, for each 1 ≤ m ≤ n we define the following procedure for the
construction of a wavelet basis of the first stage in C N .
Step 1. Choose complex numbers bl , 0 ≤ l ≤ p m − 1, satisfying the condition
214 5 Orthogonal and Periodic Wavelets on Vilenkin Groups
p−1
|bl+kp m−1 |2 = 1, l = 0, 1, . . . , p m−1 − 1. (5.93)
k=0
pm −1
( pm )
−m+1/2
aj = p bl wl ( j), j = 0, 1, . . . , p m − 1.
l=0
One of algorithms for the realization of step 4 in the case p > 2 is based on the
Haushölder transform [5, § 2.6] and can be described by the formulas
u 0 (l)
1 −( u 0 (l + j N1 )(
( u 0 (l + k N1 )
u k (l) = (
( u 0 (l + k N1 ) u k (l + j N1 ) = δk j −
, ( ,
1 −(
u 0 (l) 1 −(
u 0 (l)
(5.96)
where δk j is the Kronecker delta, k, j = 1, 2, . . . , p − 1 and l = 0, 1, . . . , N1 − 1.
1
( b0 , b1 , . . . , b7 ) = ( 1, a, b, c, 0, α, β, γ ),
2
1 1
u 0 (2) = √ (1 + a − b − c + α − β − γ ), u 0 (3) = √ (1 + a − b − c − α + β + γ ),
4 2 4 2
1 1
u 0 (4) = √ (1 − a + b − c − α + β − γ ), u 0 (5) = √ (1 − a + b − c + α − β + γ ),
4 2 4 2
1 1
u 0 (6) = √ (1 − a − b + c − α − β + γ ), u 0 (7) = √ (1 − a − b + c + α + β − γ ).
4 2 4 2
1
( b0 , b1 , . . . , b8 ) = √ ( 1, a, α, 0, b, β, 0, c, γ ),
3
where |a|2 + |b|2 + |c|2 = |α|2 + |β|2 + |γ |2 = 1. Then, using (5.93) and (5.94),
we obtain
216 5 Orthogonal and Periodic Wavelets on Vilenkin Groups
1
u 0 (0) = √ (1 + a + b + c + α + β + γ ),
3 3
1
u 0 (1) = √ 1 + a + α + (b + β)ε32 + (c + γ )ε3 ,
3 3
1
u 0 (2) = √ 1 + a + α + (b + β)ε3 + (c + γ )ε32 ,
3 3
1
u 0 (3) = √ 1 + (a + b + c)ε32 + (α + β + γ )ε3 ,
3 3
1
u 0 (4) = √ 1 + c + β + (a + γ )ε32 + (b + α)ε3 ,
3 3
1
u 0 (5) = √ 1 + b + γ + (a + β)ε32 + (c + α)ε3 ,
3 3
1
u 0 (6) = √ 1 + (a + b + c)ε3 + (α + β + γ )ε32 ,
3 3
1
u 0 (7) = √ 1 + b + γ + (a + β)ε3 + (c + α)ε32 ,
3 3
1
u 0 (8) = √ 1 + c + β + (a + γ )ε3 + (b + α)ε32 ,
3 3
Δ
ν −1
u (1) (ν) −1
μ ( j) = u μ ( j), u μ ( j) = Δν u (1)
μ ( j + k Nν−1 ), j ∈ Z Nν−1 , (5.97)
k=0
(1) ( p−1)
W−ν = W−ν ⊕ · · · ⊕ W−ν .
In the Haar case (see Example 5.7), these bases consist of the vectors
1 1
φ−1,0 = √ (1, 1, 0, 0, 0, 0, 0, 0), ψ−1,0 = √ (1, −1, 0, 0, 0, 0, 0, 0),
2 2
1 1
φ−1,1 = √ (0, 0, 1, 1, 0, 0, 0, 0), ψ−1,1 = √ (0, 0, 1, −1, 0, 0, 0, 0),
2 2
1 1
φ−1,2 = √ (0, 0, 0, 0, 1, 1, 0, 0), ψ−1,2 = √ (0, 0, 0, 0, 1, −1, 0, 0),
2 2
1 1
φ−1,3 = √ (0, 0, 0, 0, 0, 0, 1, 1), ψ−1,3 = √ (0, 0, 0, 0, 0, 0, 1, −1),
2 2
1 1
φ−2,0 = (1, 1, 1, 1, 0, 0, 0, 0), ψ−2,0 = (1, 1, −1, −1, 0, 0, 0, 0),
2 2
5.4 Periodic Wavelets Related to the Vilenkin–Christenson Transform 219
1 1
φ−2,1 = (0, 0, 0, 0, 1, 1, 1, 1), ψ−2,1 = (0, 0, 0, 0, 1, 1, −1, −1),
2 2
1 1
φ−3,0 = √ (1, 1, 1, 1, 1, 1, 1, 1), ψ−3,0 = √ (1, 1, 1, 1, −1, −1, −1, −1).
2 2 2 2
N ν −1 p−1 Nν −1
(μ) (μ)
P−ν x = x, φ−ν,k φ−ν,k , Q −ν x = x, ψ−ν,k ψ−ν,k , x ∈ C N .
k=0 μ=1 k=0
(5.99)
Suppose that I is the identity operator on C N . Setting P0 = I , V0 = C N and using
Theorem 5.6 for any x ∈ C N , we obtain the equalities
ν
x = P−ν x + Q −k x, P−ν+1 x = P−ν x + Q −ν x, ν = 1, 2, . . . , n.
k=1
u (ν)
aν = D(aν−1 ∗ % 0 ), dν
(μ)
u μ(ν) ), μ = 1, . . . , p − 1.
= D(aν−1 ∗ % (5.100)
We can easily see that the components of the vectors aν and dν(μ) are the coefficients of
the expansions (5.100) for a chosen x. The application of formulas (5.105) constitutes
the phase of the analysis of the signal x and yields the collection of vectors
d1(1) , . . . , d p−1
(1)
, . . . , d1(m) , . . . , d p−1
(m)
, am . (5.101)
The inverse passage from the collection (5.101) to the original vector x constitutes
the reconstruction phase and is defined by the formulas
p−1
aν−1 = u (ν)
0 ∗ U aν + u (ν) (ν)
μ ∗ U dμ , ν = m, m − 1, . . . , 1. (5.102)
μ=1
Therefore, the formulas (5.100) and (5.102) specify the direct and inverse
discrete wavelet transforms associated with the sequence of wavelet filters u (1)
0 ,
(1) (1) (m) (m) (m)
u 1 , . . . , u p−1 , . . . , u 0 , u 1 , . . . , u p−1 .
It is easily seen that
N −1
Uk(n) ∩ Ul(n) = ∅ for k = l, Uk(n) = U.
k=0
220 5 Orthogonal and Periodic Wavelets on Vilenkin Groups
Notice that
wl,(n)k = wk,
(n) −sq (n+1)
l = ε p w pk+s, N q+l , 0 ≤ s, q ≤ p − 1, (5.103)
N −1
N −1
wi,(n)l wi,(n)k = wl,(n)j wk,
(n)
j = N δl, k , 0 ≤ l, k ≤ N − 1. (5.104)
i=0 j=0
A finite sum
N −1
D N (x) := w j (x), x ∈ G,
j=0
( j)
Vn := span{1, w1 (x), . . . , w N −1 (x)}, Wn := span{w j N (x), w j N +1 (x), . . . , w( j+1)N −1 (x)},
( p−1)
respectively. Note that the orthogonal direct sum of Vn , Wn(1) , . . . , Wn coincides
$ $ ( p−1) $
with Vn+1 , that is, for Wn := Wn(1) · · · Wn , we have Vn Wn = Vn+1 . The
( j)
spaces Vn and Wn will be called the approximation spaces and wavelet spaces ,
respectively.
We can use the discrete Vilenkin–Chrestenson transform to recover v ∈ Vn from
the values v(xn, l ), 0 ≤ l ≤ N − 1. Indeed, if
N −1
v(x) = ck wk (x), x ∈ U, (5.106)
k=0
then
N −1
1
ck = v(xn, l )wl,(n)k , 0 ≤ k ≤ N − 1. (5.107)
N l=0
N −1
1
Φ Na (x) := ak wk (x), φn, k (x) := Φ Na (x xn, k ), 0 ≤ k ≤ N − 1, x ∈ G.
N
k=0
5.4 Periodic Wavelets Related to the Vilenkin–Christenson Transform 221
pν
|(
u (l)|2 + |( u (l + ( p ν − 1)Nν )|2 =
u (l + Nν )|2 + · · · + |( (5.108)
N2
for all l ∈ Z Nν .
Proof According to (5.89), (T (N )
p ν k u)(l) = w p ν k (l) (
u (l). Using Parseval’s equation,
we get
ν −1
N −1 p ν −1
N
(N ) (N )
u, T p ν k u =N u (l)|2 w p ν k (l) = N
|( u (l + μNν )|2 wk
|( ( p ν (l + μNν ))
l=0 μ=0 l=0
ν
Nν −1 p −1
1 N2
= w(N
ν
)
(l) |(
u (l + μNν )|2 . (5.109)
Nν l=0 p k p ν μ=0
N ν −1
N ν −1
w(N )
p ν k (l) = wl(Nν ) (k) = Nν δ Nν (k), k ∈ Z Nν .
l=0 l=0
p ν −1
pν
|(
u (l + μNν )|2 = , l ∈ Z Nν .
μ=0
N2
T p ν k u, T p ν l u = u, T p ν (l p k) u.
222 5 Orthogonal and Periodic Wavelets on Vilenkin Groups
Nν −1
It means, the orthonormality of the system {T p ν k u}k=0 is equivalent to the condition
(5.108). The proposition 5.18 is proved.
Proof of Theorem 5.4. For μ = 0, 1, . . . , pi − 1, λ = 0, 1, 2, . . . , N1 , we have
N1 −1 N1 −1
1 1
p−1
(N1 ) ( pN )
û (2)
μ (l) = (2)
u ( j)wl ( j) = u (1) ( j + k N1 )w pl 1 ( j)
N1 j=0 μ pN1 j=0 k=0 μ
N1 −1
1 1
p−1
(N1 ) (N1 )
u (1)
μ ( j + k N1 )w pl ( j) = j = 0 N −1 u (1)
μ ( j)w pl ( j).
N1 j=0 k=0 N
ˆ
u (ν) (1)
μ (l) = û μ ( p
ν−1
l), μ = 0, 1, . . . , p − 1, l ∈ Z Nν−1 .
Hence for any ν ∈ {1, 2, . . . , m} true is the equation A(ν) (l) = A(1) ( p ν−1l), where,
on the strength of Theorem , matrix A(1) ( p ν−1l) is unitary for all l ∈ Z N . Theorem 5.4
is proved.
Proof of Theorem 5.5. According to Theorem 5.4, the systems
N1 −1 N1 −1
{T p k u 0 }k=0 , . . . , {T p k u p−1 }k=0
T p k u μ , T p j u ν = 0, μ = ν, k, j ∈ Z N1 ,
N1 −1 N1 −1
1 1
p−1
(N1 ) ( pN )
u μ(2) (l) =
( u (2) ( j)w ( j) = u (1) ( j + k N1 )w p l 1 ( j)
N1 j=0 μ l
pN1 j=0 k=0 μ
5.4 Periodic Wavelets Related to the Vilenkin–Christenson Transform 223
N1 −1 N −1
1 1 (1)
p−1
(N )
= u (1) ( j + k N )w ( j) = u ( j)w(N )
u μ(1) ( p l).
p l ( j) = (
N j=0 k=0 μ N j=0 μ
1 pl
u μ(ν) (l) = (
( u μ(1) ( p ν−1l), μ = 0, 1, . . . , p − 1, l ∈ Z Nν−1 .
Hence for any ν ∈ {1, 2, . . . , m} true is the equation where A(ν) (l) = A(1) ( p ν−1l),
on the strength of Theorem 5.5 the matrix A(1) ( p ν−1l) is unitary for all l ∈ Z Nν−1 .
Theorem 5.5 is proved.
Proposition 5.19 Let f ∈ C N u u 0 , u 1 , . . . , u p−1 ∈ C Nν−1 , where 1 ≤ ν ≤ n. Assum-
Nν−1 −1
ing that the system {T pν−1 k f }k=0 is orthonormal in C N ,and the system
Nν −1 Nν −1
{T pk u 0 }k=0 ∪ · · · ∪ {T pk u p−1 }k=0 is orthonormal basis of space C Nν−1 . Let us
assume
is orthonormal in C N .
Proof For the arbitrary k ∈ {0, 1, . . . , Nν−1 − 1}, on the strength (5.90), (5.91), and
(5.111), we have
g ( p ν k) = ( f ∗ U ν−1 u 0 ∗ %
g, T pν k g = g ∗ % f ∗ U ν−1%
u 0 )( p ν k)
=(f ∗ %
f ) ∗ (U ν−1 (u 0 ∗ %
u 0 ))( p ν k)
N −1
g, T pν k g = (f ∗ %
f )( p ν k p j) U ν−1 (u 0 ∗ %
u 0 ) ( j).
j=0
As
#
u 0 )( j/ p ν−1 ),
(u 0 ∗ % j if j is divisible by p ν−1 ,
U ν−1 (u 0 ∗ %
u 0 )( j) =
0, j if j is not divsible by p ν−1 ,
then,
Nν−1 −1
g, T pν k g = (f ∗ %
f )( p ν k p p ν−1 m)(u 0 ∗ %
u 0 )(m).
m=0
224 5 Orthogonal and Periodic Wavelets on Vilenkin Groups
N −1
Taking into consideration the orthonormality of the system {T pν−1 k f }k=0
ν−1
, for the
arbitrary m ∈ Z Nν−1 we have
#
1, if m = pk,
f ∗ %
f ( p ν−1 ( pk p m)) = f, T pν−1 ( pk p m) f =
0, if m = pk.
Hence
#
1, if k = 0,
g, T pν k g = (u 0 ∗ %
u 0 )( pk) = u 0 , T pk u 0 =
0, if k = 1, 2, . . . , Nν − 1.
N1 −1 (1) N1 −1 N1 −1 ( p−1)
{φ−1,k }k=0 ∪ {ψ−1,k }k=0 ∪ · · · ∪ {ψ−1,k }k=0
where
N2 −1 (1) N2 −1 N2 −1 ( p−1)
{φ−2,k }k=0 ∪ {ψ−2,k }k=0 ∪ · · · ∪ {ψ−2,k }k=0
is orthonormal basis of space V1 . From here we get the property (a) for ν = 1.
Now let ν ∈ {2, 3, . . . , m}. Using Proposition 5.18 for f = ψ (ν−1) , u 0 = u (ν)
0 ,
. . . , u p−1 = u (ν)
p−1 , we get that the system
Nν −1
Nν −1 (1) Nν −1 ( p−1)
{φ−ν,k }k=0 ∪ {ψ−ν,k }k=0 ∪ · · · ∪ ψ−ν,k (5.113)
k=0
is orthonormal in C N . Hence
* + * +
(μ) (μ
) (μ)
φ−ν,k , ψ−ν,l = ψ−ν,k , ψ−ν,l = 0
5.4 Periodic Wavelets Related to the Vilenkin–Christenson Transform 225
N −1
= φ (ν−1) ( j p p ν k p m) U ν−1 u (ν)
0 (m)
m=0
Nν−1 −1
= φ (ν−1) ( j p p ν k p p ν−1 m) u (ν)
0 (m)
m=0
Nν−1 −1
= u (ν)
0 (m)T pν−1 ( pk⊕ p m) φ
(ν−1)
( j).
m=0
Nν−1 −1
φ−ν,k = u (ν)
0 (m)φ−ν+1, pk⊕ p m (5.115)
m=0
Nν−1 −1
(μ)
ψ−ν,k = u (ν)
μ (m)φ−ν+1, pk⊕ p m . (5.116)
m=0
and as dim V−ν + dim W−ν = dim V−ν+1 , V−ν+1 is the direct sum of subspaces V−ν
and W−ν :
V−ν+1 = V−ν ⊕ W−ν . (5.117)
From here and from the orthogonality of 5.110 follow the properties (a)–(c) for each
ν. For the decomposition of the system 5.98, let us show that the system
is orthonormal in C N . From the orthonormality of the system 5.110 follow the equal-
Nν −1 (μ) Nν −1
ity 5.111 and orthonormality of each of the system {φ−m, k }k=0 {ψ−ν, k }k=0 . for
(μ) (μ) (μ)
ν < ν , let us examine the elements ψ−ν, k ψ−ν
, l . Then ψ−ν
, k ∈ W−ν
and as per
(μ)
proof, ψ−ν, k ∈ W−ν , where W−ν ⊂ V−ν+1 ⊂ · · · ⊂ V−ν
. Taking into consideration
(μ) Nν −1 (μ) Nν
−1
(5.117),we get from here that the sets {ψ−ν, k }k=0 and {ψ−ν
, l }l=0 are orthonor-
Nm −1 (μ) Nν −1
mal. Similarly, the set {φ−m, k }k=0 is orthonormal to any from the sets {ψ−ν, k }k=0 ,
1 ≤ ν ≤ m. It has to be noted that the number of elements of the sets (5.118) coincides
with the dimension of the space C N . Theorem 5.6 is proved.
It is well known that a quick discrete wavelet transform breaks down the signals into
low-frequency(approximating) and high-frequency(detailing) components with their
subsequent incomplete sample; the inverse transformation regenerates the signal(see
for example, [13, § 7.3]).The results of the calculation experiments given below show
that the discrete wavelet transformation associated with wavelets from Sects. 5.2, 5.3,
and 5.4 may be used for coding of fractal functions. In this section, the p -adic
operations ⊕ p and p on R+ will be denoted by ⊕ and , respectively.The notations
N , Nν , and ε p are understood as before.
In Sect. 5.4. for any complex vector b = (b0 , b1 , . . . , b N −1 ), satisfying the condi-
tion
√ √
The discrete transformation O(2, 1), associated with the vector b(0) = (1/ 2, 1/ 2),
coincides with classic Haar transform. Here the formulae (5.118) is written in the
form
a j,2k + a j,2k+1 a j,2k − a j,2k+1
a j−1,k = √ , d j−1,k = √ .
2 2
For arbitrary p and n the discrete Haar transform corresponds to the values b0(0) =
√ √
b1(0) = · · · = b(0)
p−1 = 1/ p, bk(0) = 0 when k p; then ck(s) = (1/ p)
exp(2πiks/ p) when 0 k, s p − 1. In particular p = 3 we have
√ √ √
(0) (0) (0) (1) (2) 3 (1) (2) 3 (1) (2) 3 2
c0 = c1 = c2 = c0 = c0 = , c1 = c2 = ε3 , c2 = c1 = ε ,
3 3 3 3
(5.123)
where ε3 = exp(2πi/3).
The discrete transform O(2, 2), associated with vector b(0) = (1, a, 0, b), 0 < a
1, a 2 + b2 = 1. was suited by Lang [14–16]. For this transformation the nonzero
coefficients in (5.118) and (5.119) are determined by the formulae
1+a+b 1+a−b
c0(0) = c1(1) = √ , c1(0) = −c0(1) = √ ,
2 2 2 2
1−a−b 1−a+b
c2(0) = c3(1) = √ , c3(0) = −c2(1) = √ .
2 2 2 2
While processing the discrete signal, the selected discrete wavelet transform is
( p−1)
used iteratively, after the first step the vectors d (1)
j−1 , . . . , d j−1 remain in memory,
but the vectors a j−1 changes to approximating vector a j−2 and detailing vectors
228 5 Orthogonal and Periodic Wavelets on Vilenkin Groups
( p−1)
d (1)
j−2 , . . . , d j−2 etc. The dimensions of the vectors decrease by p times in each
step. As a result, after j0 steps, we get the vectors
( p−1) ( p−1)
a j− j0 , d (1) (1)
j−1 , . . . , d j−1 ; . . . ; d j− j0 , . . . , d j− j0 .
As the source of four sources of signals we selected the values of function Va,b (X )
in 24 nodes of uniform division of interval (0, 1) for the pair of indices a and b given
in table .
(N ) (N )
Let TN = (wl,k ) be the matrix composed of numbers wl,k = wk (l/N ) , 0
l, k N − 1 . . As is usual, we designate the matrix complexly joined with the
matrix TN∗ TN . The direct and inverse discrete, multiplicative transforms in the
space C N , are written in the form
x = N −1 TN∗ x, x = TN (
( x, x ∈ CN .
Method of zone coding Z ( p) is used in [4, § 11.3], consists in using direct dis-
crete multiplicative transform to vector x with subsequent zeroing out vector ( x
of arbitrary p n − p n−1 components: ( x ( p n−1 ), (
x ( p n−1 + 1), . . ., (
x ( p n − 1). Then
the vector %x is obtained after application of inverse direct multiplicative √ transform.
The error in regeneration is evaluated by the values δ = ||x − % x ||2 / N . In calcula-
tion experiments, the orthogonal discrete spike transformation O(3, 1)O(3, 2) were
compared in Rodionov [17] not only with the method of zone coding Z (3), but also
with discrete Haar transform H (3), determined by the coefficients 5.120. The results
of the calculations are given in Table 5.1.
Let us now assume that the spaces Vn and Wn are determined as in § 5.3 when
p = 2N = 2n :
Vn = span{1, w1 (x), . . . , w N −1 (x)},
Table 5.1 Root mean square compression errors of functions Va,b with the help of sound coding
method, discrete Haar transform and orthogonal spike transformations
ł Z (3) H (3) O(3, 1) O(3, 2)
V0.6,9 0.3774 0.2835 0.2068 0.1310
V0.8,6 0.6660 0.5393 0.4826 0.4629
V0.8,9 0.6572 0.4599 0.3448 0.2934
V0.9,4 1.3786 0.9706 0.8763 0.8269
2N −1
w N −1 (x) = γn+1,k φn+1,k (x).
k=0
According to (5.82) and (5.83), for any function f n ∈ Vn gn ∈ Wn we have the equal-
ities
N −1
N −1
f n (x) = Cn,k φn,k (x), gn (x) = Dn,k ψn,k (x), (5.124)
k=0 k=0
(n) (n)
Cn+1,l = Pl,k Cn,k + Q l,k Dn,k . (5.127)
k
In these formulae
⎧
⎨ 1/2 + (1 − α)/(2α N ), k = [l/2],
(n)
Al,k =
⎩
(1 − α)(−1)γ (k)−γ ([l/2]) /(2α N ), k = [l/2],
230 5 Orthogonal and Periodic Wavelets on Vilenkin Groups
⎧
⎨ (−1)l /2, k = [l/2],
(n)
Bl,k =
⎩
0, k = [l/2],
and ⎧
⎨ 1 + γn+1,k (1 − α)(−1)γ (l)+1 /N , k = [l/2],
(n)
Pl,k =
⎩
γn+1,k (1 − α)(−1)γ (l)+1 /N , k = [l/2].
⎧
⎨ (−1)l , k = [l/2],
(n)
Q l,k =
⎩
0, k = [l/2].
For any function f n ∈ Vn and any n 0 ∈ {1, 2, . . . , n − 1} with the help of For-
muals (5.121), (5.123) after substitution of n by n − 1, n − 2, . . . , n − n 0 we get the
decomposition
n0
f n = f n−n 0 + gn− j
j=1
and, correspondingly the vector Cn gets transformed into a set of vectors Cn−n 0 ,
Dn−1 , . . . , Dn−n 0 . Thus is direct discrete diadic periodic spur transformation with
parameter α (let us call it Wα ). The corresponding inverse transformation Wα−1 is
based on Formulas (5.122), (5.124) and helps in regenerating the function f n and
vectors Cn as per the set of vectors Cn−n 0 , Dn−1 , . . . , Dn−n 0 .
The method of coding consisting of the following steps will be called the
Method A.
1. To use direct discrete wavelet transformation as input mass.
2. Select from the wavelet coefficients a certain number (for example, 10 or 1%)
having high modulus, the remaining coefficients equal to zero.
3. Use inverse wavelet transform for the obtained coefficients file.
If the vector x represents the alphabet of the spatial source without storage/memory,
then the entropy of this source identified by the formula
m
H (x) = − p j log2 ( p j ),
j=1
where p j − probability with which the source yields the value x j . In practice, the
probability is substituted by relative frequency.
For arbitrary vectors
x = (x1 , . . . , xm ), y = (y1 , . . . , yk ), . . . , z = (z 1 , . . . , z s )
the vector
(x1 , . . . , xm , y1 , . . . , yk , . . . , z 1 , . . . , z s ).
is denoted by (x, y, . . . , z)
Method C is the coding method consisting of the following five steps.
1. To select parameters n 0 ∈ N, α ∈ {0.01, 0.02, . . . , 0.99, 1}, t ∈ N p ∈
{1, 2, . . . , 100}.
2. To transform the given vector Cn with the help of mapping Wα into a set of vectors
Cn−n 0 , Dn−1 , . . . , Dn−n 0 .
3. To quantize uniformly the vector
If Condition (5.162) is not satisfied, then change t by t + 1 and repeat steps 3–5.
6. To calculate the value of parameter α, in which the entropy of the vector obtained
after quantization in step 3 is the minimum.
232 5 Orthogonal and Periodic Wavelets on Vilenkin Groups
Table 5.2 Root mean square error when coding Weierstrass function by Method A
p (a, b) α Wα Haar Db4
85 (0.7,5) 0.555 0.6142 0.6223 0.7495
85 (0.9,3) 0.765 0.8983 0.9008 6.9543
85 (0.9,7) 0.95 1.5876 1.5882 3.0923
95 (0.7,5) 0.68 0.6448 0.6733 3.6479
95 (0.9,3) 0.36 1.0690 1.0927 3.9443
95 (0.9,7) 0.525 1.9078 1.9184 6.7063
Table 5.3 Root mean square error when coding Weierstrass function by Method B
t (a, b) α Wα Haar Db4
10 (0.7,5) 0.09 0.2389 0.2662 0.2773
10 (0.9,3) 0.06 0.4593 0.4754 0.4714
10 (0.9,7) 0.17 0.5243 0.5419 0.5376
100 (0.7,5) 0.77 0.0754 0.0799 0.0819
100 (0.9,3) 0.39 0.1308 0.1384 0.1437
100 (0.9,7) 0.73 0.1476 0.1537 0.1709
A similar method is employed even when using discrete Haar and Daubechies trans-
formations (Haar transformation is obtained when α = 1). We notice that in examples
given below the value of p shows also the percentage of zero spike coefficients when
the methods A and B are used. Weierstrass function with parameters a,b is determined
by the formula
∞
Wa,b (x) = a n cos(bn π x), 0 < a < 1, b ≥ 1/a.
n=1
(the value of f 0 (x) is equal to distance between x and the nearest integer point). Then
5.5 Application to the Coding of Fractal Functions 233
∞
f 0 (4n x)
V (x) = (5.129)
n=1
4n
2. Riemann functoin:
∞
sin(n 2 π x)
R(x) = . (5.130)
n=1
n2
3. Takagi function:
∞
t0 (2n−1 x)
T (x) = , (5.131)
n=1
2n
Table 5.5 contains the results obtained by Method A with initial vectors Cn of
length 256 obtained from the calculation of the values of the functions (5.126)–
(5.128) on the section [0,1.28] with step 0.005 and function (5.129) on section [0,01,
1.29]. It is seen that periodic dyadic spurs with optimum values of parameters α
surpass Haar spur and give results approximately the same as Daubechies Db4.
234 5 Orthogonal and Periodic Wavelets on Vilenkin Groups
References
1. Vilenkin, N. Y. (1947). On a class of complete orthonormal systems. Izv. Akad. Nauk Sssr, Ser.
Mat. (No. 11, pp. 363–400). English Translation, American Mathematical Society Translations,
28 (Series 2), 1–35 (1963).
2. Fine, N. J. (1949). On the Walsh functions. Transactions of the American Mathematical Society,
65(3), 372–414.
3. Agaev, G. H., Vilemkin, N. Y., Dzhafarli, G. M., & Rubinstein, A. I. (1981). Multiplicative
systems of functions and analysis on 0 dimensional groups. Baku: ELM [In Russian].
4. Golubov, B. I., Efimov, A. V., & Skvortsov, V. A. (2008). Walsh series and transforms (English
Transl. Of 1st ed.). Moscow: Urss; Dordrecht: Kluwer (1991).
5. Novikov, I. Y., Protasov, V. Y., & Skopina, M. A. (2011). Wavelet theory (Moscow, 2006).
Providence: AMS.
6. Farkov, Y. A., & Rodionov, E. A. (2011). Algorithms for wavelet construction on Vilenkin
groups. P-Adic Numbers, Ultrametric Analysis and Applications, 3(3), 181–195.
7. Lukomskii, S. F. (2014). Step refinable functions and orthogonal MRA on P-Adic Vilenkin
groups. Journal of Fourier Analysis and Applications, 20(1), 42–65.
8. Lukomskii, S. F. (2015). Riesz multiresolution analysis on zero-dimensional groups. Izvestiya:
Mathematics, 79(1), 145–176.
9. Berdnikov, G. S., & Lukomskii, S. F. N-valid trees in wavelet theory on Vilenkin groups. http://
arxiv.Org/abs/1412.309v1.
10. Farkov, Y. A. (2011). Periodic wavelets on the p-Adic Vilenkin group. P-Adic Numbers, Ultra-
metric Analysis, and Applications, 3(4), 281–287.
11. Chui, C. K., & Mhaskar, H. N. (1993). On trigonometric wavelets. Construction Approximately,
9, 167–190.
12. Frazier, M. W. (1999). An Introduction to wavelets through linear algebra. New York: Springer.
13. Mallat, S. (1999). A wavelet tour of signal processing. New York, London: Academic Press.
14. Lang, W. C. (1996). Orthogonal wavelets on the cantor dyadic group. SIAM Journal on Math-
ematical Analysis, 27(1), 305–312.
15. Lang, W. C. (1998). Fractal multiwavelets related to the Cantor dyadic group. International
Journal of Mathematics and Mathematical, 21, 307–317.
16. Lang, W. C. (1998). Wavelet analysis on the Cantor dyadic group. Houston Journal of Mathe-
matics, 24, 533–544.
17. Rodionov, E. A., & Farkov, Y. A. (2009). Estimates of the smoothness of Dyadic orthogonal
wavelets of Daubechies type. Mathematical Notes, 86(3), 407–421.
18. Schipp, F., Wade, W. R., & Simon, P. (1990). Walsh series. New York: Adam Hilger.
Chapter 6
Haar–Vilenkin Wavelet
6.1 Introduction
Haar System
The Haar system H = (Hn , n ∈ N) is defined as follows:
H0 = 1. For n, r ∈ N and 0 ≤ r < 2n the function Hn is defined on [0, 1) by
⎧ n
⎨ 2 2 x ∈ I (2r, n + 1)
n
H2n +r (x) = −2 2 x ∈ I (2r + 1, n + 1)
⎩
0 other wise
where
k = Mn + r (m n − 1) + s − 1. (6.1)
It may be noted that there exist two such expressions (6.2), for so-called m-adic
rational numbers. In such cases we use the expression which contains only a finite
number of terms different from zero.
Define the function system (h n , n ∈ N) by h 0 = 1 and
√
Mn exp 2πist n r
≤ t < rM+1n
h k (t) = mn Mn . (6.3)
0 other wise
This system can be extended to R (the set of real numbers) by periodicity of period 1:
h k (t + 1) = h k (t), t ∈ [0, 1). It can be checked that {h k (t)} is a complete orthonormal
system in L 2 (R). It is clear that
2π istn
h k (t) = χ[ Mr , r +1 ] (t) Mn exp .
n Mn mn
It can be easily seen that h k (t) ∈ L 2 [0, 1) and th k (t) ∈ L 1 [0, 1) for k ∈ P and
∞ r
+M1 r
+M2
Mn n+1 Mn n+1 2πis
h k (t) dt = Mn dt + Mn exp dt + · · ·
−∞ r
Mn
r
Mn +M1 mn
n+1
r +1
Mn 2πis(m n − 1)
+··· + Mn exp dt
r
Mn + m n −1
Mn+1
mn
√
Mn 2πis 4πis 2πis(m n − 1)
= 1 + exp + exp + · · · + exp
Mn+1 mn mn mn
√
Mn 1 − exp2πis
=
Mn+1 1 − exp 2πis
mn
= 0.
Thus the function h k (t) is a mother wavelet for k ∈ P and for t ∈ [0, 1). The function
h k (t) is called a Haar–Vilenkin Wavelet.
Define
ψa,b (t) = m a/2
n h k (m n t − b)
a
(6.5)
Mn , Mr n ≤ t < rM+1n
= (6.6)
0 other wise
Define
φa,b (t) = m a/2
n pk (m n t − b)
a
(6.7)
For each a, b ∈ Z
1
φa,b (t) dt = φa,b (t) dt = m a/2
n Mn = m −a/2
n Mn−1/2 .
R Ia,b m an Mn
and
1
|φa,b (t)|2 dt = |φa,b (t)|2 dt = m an Mn = 1.
R Ia,b m an Mn
··· + m −1/2
n φa+1, (r +1)(mn −1) +m n b (t). (6.8)
Mn
and
2πis −1/2
ψa,b (t) = m −1/2
n φa+1, r (mn −1) +m n b (t) + exp m φa+1, r (mn −1)+1 +m n b (t) + · · ·
Mn mn n Mn
2πis(m n − 1) −1/2
· · · + exp m n φa+1, (r +1)(mn −1) +m n b (t). (6.9)
mn Mn
The Eqs. (6.8) and (6.9) shows the relationship between Haar–Vilenkin scaling
function and Haar–Vilenkin wavelet.
Lemma 6.1 For a ∈ Z, let ga (x) be a scale a function which is constant on Ia,b , b ∈
Z. Then ga (x) can be written as
for some coefficients {αa−1 (b)}b∈Z and ga−1 (x) is a function which is constant on
Ia−1,b .
6.2 Haar–Vilenkin Wavelets 239
Proof ga (x) is a function which is constant on Ia,b . Suppose ga (x) has the value
Ca (b) on the interval Ia,b . For each interval Ia−1,b , define the function ga−1 (x) which
is constant on Ia−1,b by
ga−1 (x) = m a−1
n Mn ga (t) dt
Ia−1,b
m a−1
n Mn r (m n − 1) r (m n − 1) + 1
= C a + m n b + C a + m n b + ···
m an Mn Mn Mn
(r + 1)(m n − 1)
· · · + Ca + mn b
Mn
1 r (m n − 1) r (m n − 1) + 1
= Ca + m n b + Ca + mn b + · · ·
mn Mn Mn
(r + 1)(m n − 1)
· · · + Ca + mn b
Mn
as
Ia−1,b = Ia, r (mn −1) +m n b ∪ Ia, r (mn −1)+1 +m n b ∪ · · · ∪ Ia, (r +1)(mn −1) +m n b .
Mn Mn Mn
In other words on Ia−1,b , ga−1 (x) takes the average value of ga (x).
Let ra−1 (x) = ga (x) − ga−1 (x). ga−1 (x) is a function which is constant on the
interval Ia−1,b , b ∈ Z and |Ia−1,b | = m a−11 M .
n n
Thus
ra−1 (x) d x = ga (x) d x − ga−1 (x) d x
Ia−1,b Ia−1,b Ia−1,b
= ga (x) d x + ga (x) d x + · · ·
I I
a, r (mMn −1) +m n b a, r (m nM−1)+1 +m n b
n
n
Thus on Ia−1,b , ra−1 (x) must be a multiple of the Haar–Vilenkin function ψa−1,b (x)
and must have the form (6.10).
Theorem 6.1 Given any a ∈ Z, the collection {φa, Mb }b∈Z is an orthonormal system
n
on R.
240 6 Haar–Vilenkin Wavelet
Ia, Mb ∩ Ia, b
= Ia, Mb b = b
n Mn
n
If b = b
, then the product φa, Mb (t)φa, b
(t) = 0 for all t, since the functions are
n Mn
supported on disjoint intervals.
Hence if b = b
φa, Mb , φa, b
= φa, Mb (t)φa, b
(t) dt = 0.
n Mn n Mn
R
If b = b
, then
φa, b , φa, b
= |φa,b (t)|2 dt = 1.
Mn Mn
R
Proof √
Mn exp 2πist n r
≤ t < rM+1n
h k (t) = mn Mn
0 other wise
where A = r
m an Mn
+ b
m an
.
First we will show the orthonormality with a given scale. Let a ∈ Z be fixed and
suppose b, b
∈ Z are given Then
φ i f b = b
Ia,b ∩ I a,b
=
Ia,b i f b = b
If b = b
, then the product ψa,b (t)ψa,b
(t) = 0, ∀t since the functions are supported
on the disjoint intervals.
Hence if b = b
, then
< ψa,b , ψa,b
>= ψa,b (t)ψa,b
(t) dt = 0.
R
If b = b
, then
< ψa,b , ψa,b
> = ψa,b (t)ψa,b (t) dt = ψa,b (t)2 dt
I Ia,b
a,b
= m an Mn dt = 1.
Ia,b
2. If a > a
then either the intervals Ia,b and Ia
,b
are disjoint or Ia,b is contained in
the one of the m n subintervals
1
1
2
A , A + a
, A + a
, A + a
,...
m n Mn+1 m n Mn+1 m n Mn+1
mn − 1 1
. . . A
+ a
, A
+ a
m n Mn+1 m n Mn
where A
= r
m an
Mn
+ b
m an
L p = {Set of all functions which are constant on intervals I p,b for b ∈ Z} (6.12)
In order to prove that {ψa,b } is an orthonormal basis in L 2 (R)it remains to prove that
L p = Sp∀ p ∈ Z
S0 ⊂ L 0 . Also each function in L 0 can be written as u∈Z au χ[u+ Mr ,u+ rM+1 ) , Hence
n n
by (6.15) it suffices to show that χ[ Mr , rM+1 ) ∈ S0 .
n n
a/2
Since m an h k (m an t)2 = m n and a < 0, this series is absolutely convergent in
L 2 (R).
and
√ √
a/2 r +1
a<0 m n ψa,0 (t) = a<0 m n Mn = m n −1 for Mn < t < Mn .
a Mn r
m vn r m vn r +1
For Mn
≤t < Mn
where v = 1, 2, 3, . . . one has
n ψa,0 (t) =
m a/2 m an h k (m an t).
a<0 a<0
If r = 0, then
6.2 Haar–Vilenkin Wavelets 243
∞
1 2π istn
n ψa,0 (t) =
m a/2 v
M n exp + m −a
n Mn
a<0
mn mn a=v+1
1 2π istn 1
= M n exp + Mn v .
m vn mn m n (m n − 1)
If r = 0, then
1 2π istn
n ψa,0 (t) =
m a/2 v
Mn exp .
a<0
mn mn
Definition 6.1 For each a ∈ Z define the approximation operator Pa on the functions
f (x) ∈ L 2 (R) by
Pa f (x) = f, φa, Mb φa, Mb (x)
n n
b
Remark 6.4
1. For each a ∈ Z, define the approximation space Va by
Va = span φa, Mb
n b∈Z
Since φa, Mb : b ∈ Z is an orthonormal system on R. This implies that Pa f (x)
n
Thus ⎛ ⎞
f, φa, Mb φa, Mb (x) = m an Mn ⎝ f (t) dt ⎠ χ Ia, b (x)
n n Mn
Ia, b
Mn
244 6 Haar–Vilenkin Wavelet
In other words, on the interval Ia, Mb , Pa f (x) is the average value of f (x) on
n
Ia, Mb .
n
3. Given integers a, a
with a ≤ a
and g(x) ∈ Va
Pa
g(x) = g(x)
Pa f 2 ≤ f 2
Proof 1.
⎡ ⎤
Pa (α f + βg)(x) = m an Mn ⎣ (α f (t) + βg(t)) dt ⎦ χ I (x)
a, Mb
Ia, b n
Mn
= αm an Mn f (t) dt.χ I (x) + βm an Mn g(t) dt.χ I (x)
a, Mb a, Mb
Ia, b n Ia, b n
Mn Mn
= α Pa f (x) + β Pa g(x).
= < f, φa, b
>< φa, b
, φa, Mb > φa, Mb (x)
Mn Mn n n
b b
= < f, φa, Mb > φa, Mb (x)
n n
b
= Pa f (x).
By Cauchy–Schwarz’s Inequality
2 ⎛ ⎞⎛ ⎞
a/2
m Mn f (t) dt ≤ ⎝ m an Mn dt ⎠ ⎝ | f (t)|2 dt ⎠
n
Ia, b Ia, b Ia, b
Mn Mn Mn
= | f (t)|2 dt
Ia, b
Mn
Thus
Pa f 22 ≤ | f (t)|2 dt = | f (t)|2 dt = f 22 .
b Ia, b R
Mn
Proof Suppose that f (x) is supported in an interval of the form [−m nN , m nN ] for
some integer N . Then there exists an integer A and a function g(x) ∈ V A such that
f − g∞ = max x∈R | f (x) − g(x)| < .
m nN +3
where
m nN m nN
2 2 2 2
g − f 22 = |g(x) − f (x) d x ≤2
= <
−m nN −m nN m nN =3 m 3n m 2n
⇒ g − f 2 < .
mn
The number
Ca,b = f, ψa,b (6.18)
lim Pp ( f ) = f (6.20)
p→∞
where
Pp ( f ) = f, ψa,b ψa,b
a< p b∈Z
i.e.
lim Pp ( f ) − f p → 0
p→∞
where
Q aμ (t) = < f, ψa,b > ψa,b
b≤μ
It may be observed that the convergence part may be obtained from the fact that Pp
are conditional expectations but we present here a direct proof.
6.4 Covergence Theorems 247
Proof For 1 < p < ∞, let us consider the families of subspaces of L p (R)
p
Sl = span{ψa,b }a<l,b∈Z
p
L l = {Set of all functions which are constant on intervalsIl,b for b ∈ Z}
where Ia,b = r
m an Mn
+ b
, r +1
m an m an Mn
+ b
m an
.
p p
The proof of Lemma 6.2 can be easily modified to prove that Sl = L l ∀l ∈ Z.
Since Pa ( f ) is an orthonormal projection onto Sa and Sa = L a , we can write a
different presentation of the operator Pa , namely we have
Pa ( f ) = m an Mn f (t) dt.χ Ia,b
b∈Z Ia,b
This equation is valid as the right-hand side of this equation defines an orthogonal
projection onto L a .
By Holder’s Inequality, we have
! !p "1/ p
! ! 1
Pa ( f ) p = m ap p ! !
f (t) dt !
n Mn !
b∈Z Ia,b m an Mn
"1/ p
mn
−ap/q
Mn
− p/q
= m ap p
n Mn | f (t)| dt p
a
b∈Z Ia,b m n Mn
"1/ p
# $ p−1− p/q
= m an Mn | f (t)| p dt
b∈Z Ia,b
∞ 1/ p
= | f (t)| dtp
−∞
If f ∈ C0 (R), then it is uniformly continuous. Then for given > 0 we can find N
such that a > N and for each b ∈ Z
For a given a > N and each t ∈ R, we fix an integer b such that t ∈ Ia,b . Then
|Pa f (t) − f (t)| = m an Mn f (s) ds − f (t)
Ia,b
a
= m n M n ( f (s) − f (t)) ds
Ia,b
< .
248 6 Haar–Vilenkin Wavelet
μ
This shows that limμ→∞ Q a ( f ) exists in the norm of the space. Clearly it is equal
to Pa+1 ( f ) − Pa ( f ).
Let us assume that given function f (x) is C 2 on the intervals [0, x0 ] and [x0 , 1].
This means that both f
(x) and f
f (x) = f (xa,b ) + f
(xa,b )(x − xa,b ) + f (ξa,b )(x − xa,b )2
2
where ξa,b is some point in Ia,b .
6.5 Haar–Vilenkin Coefficients 249
'
Since Ia,b ψa,b (x) d x = 0,
f, ψa,b = f (x)ψa,b (x) d x
Ia,b
= f (xa,b ) ψa,b (x) d x + f
(xa,b ) ψa,b (x)(x − xa,b ) d x
Ia,b Ia,b
1
+ ψa,b (x)(x − xa,b )2 f
(ξa,b ) d x
2 Ia,b
= αa,b (x) + βa,b (x)
where
αa,b (x) = f
(xa,b ) ψa,b (x)(x − xa,b ) d x
Ia,b
and
1
βa,b (x) = ψa,b (x)(x − xa,b )2 f
(ξa,b ) d x
2 Ia,b
Now
= | f (xa,b )|m n
a/2
Mn |(x − xa,b )| d x
Ia,b
1
= | f (xa,b )|m n a/2
Mn
2m 2a 2
n Mn
−3a/2 −3/2
mn Mn
= | f
(xa,b )| .
4
and
1
|βa,b (x)| = ψa,b (x)(x − xa,b ) f (ξa,b ) d x
2
2 Ia,b
1
≤ max x∈Ia,b | f
= Mn m a/2
n max x∈Ia,b | f (x)| (x − xa,b )2 d x
2 Ia,b
1
1
= Mn m a/2
n max x∈Ia,b | f (x)|
6 4m 3an Mn
3
1 −5/2 −5a/2
= M mn max x∈Ia,b | f
(x)|.
24 n
250 6 Haar–Vilenkin Wavelet
−5a/2 −3a/2
If j is large, then m n will be very small compared with m n , so we conclude
that for the large values of j
1 −3a/2 −3/2
and
r + 1/m n b
f (x) = f (x0+ )
+ f (ξ+ )(x − x0 ), x ∈ x0 , a
+ a , ξ+ ∈ [x0 , x].
m n Mn mn
Thus
f, ψa,b = f (x)ψa,b (x) d x
Ia,b
x0 A+ m a M1
f (x0− )ψa,b (x) d x f (x0+ )ψa,b (x) d x
n n+1
= +
A x0
A+ m a mMn
f (x0+ )ψa,b (x) d x + a,b
n n+1
+
A+ m a M1
n n+1
− + 1
= m a/2
n M n f (x 0 )(−A + x 0 ) + f (x 0 ) A+ − x0
m an Mn+1
A+ m a mMn
f (x0+ )
n n+1
+ ψa,b (x) d x + a,b
A+ m a M1
n n+1
1
= m a/2
n Mn f (x0− )(−A + x0 ) + f (x0+ ) A+ a − x0
m n Mn+1
+ 1
− Mn m a/2
n f (x 0 ) a + a,b
m n Mn+1
− +
= Mn m a/2
n (x 0 − A)[ f (x 0 ) − f (x 0 )] + a,b
where A = r
m an Mn
+ b
m an
and
6.5 Haar–Vilenkin Coefficients 251
x0 A+ a 1
m n Mn+1
a,b = f (ξ− )(x − x0 )ψa,b (x) d x + f (ξ+ )(x − x0 )ψa,b (x) d x.
A x0
|a,b | ≤ maxt∈Ia,b \{x0 } | f
(t)| |x − x0 ||ψa,b (x)| d x
Ia,b
Comparing the two cases, we see that the decay of | < f, ψa,b > | for the large j is
considerably slower if x0 ∈ Ia,b than if x0 ∈
/ Ia,b .
The large coefficient in the Haar–Vilenkin expansion of the coefficient f(x) that
persist for all scales suggests the presence of jump discontinuity in the intervals Ia,b
corresponding to the large coefficient.
6.6 Exercises
p p
6.4 Prove that Sl = L l ∀l ∈ Z where the terms Sl and L l are same as in Lemma
6.2.
6.5 Calculate√the Haar–Vilenkin coefficients for the scale a = 4 for the function
f (x) = 4 on (0,1).
References
1. Schipp, F., Wade, W. R., & Simon, P. (1990). Walsh series. Bristol: Adam Hilger.
2. Manchanda, P., Meenakshi, & Siddiqi, A. H. (2008). Haar-Vilenkin wavelet. The Aligarh Bulletin
of Mathematics, 27(1), 59–73.
3. Manchanda, P., & Meenakshi. (2009). New classes of wavelets. In A. H., Siddiqi, A. K. Gupta, &
M. Brokate (Eds.) Conference Proceedings Modeling of Engineering and Technological Prob-
lems (vol. 1146, pp. 253–271). New York.
Chapter 7
Construction Biorthogonal Wavelets
and Frames
In this chapter, basic properties of biorthogonal wavelets on positive real lines and
Vilenkin groups, frames on Cantor group, Parseval frames on Vilenkin group, and
application of biorthogonal dyadic wavelets to image processing are presented and
these results are discussed in more detail [1–3].
where
0 if k = j,
δk, j =
1 if k = j.
It may be proved that for every basis { f k } of a Hilbert space, there exists a unique
basis {gk } such that { f k } and {gk } are biorthogonal and in H
∞
f = < f k , gk > f k , for all f ∈ H.
k=1
k
w0 (x) ≡ 1, wn (x) = (w1 (2 j x))v j , n ∈ N, x ∈ R+
j=0
k
n= vj2j, v j ∈ {0, 1}, vk = 1, k = k(n)/.
j=0
(for a dyadic rational x, we obtain an expansion with finitely many nonzero terms).
The dyadic addition on R+ is defined by the formula
x⊕y= |x j − y j |2− j−1 + |x j − y j |2− j
j<0 j>0
and plays a key role in the Walsh analysis and its applications [5, 6].
For x, y ∈ R+ , put
∞
χ (x, y) = (−1)t (x,y) where t (x, y) = (x j y− j + x− j y j )
j=1
See for example Golubav et al. [5]. Thus, for fixed x and z, last equality holds for all
y ∈ R+ , except for countably many.
The inner product and the norm on L 2 (R+ ) will be denoted by ., . and . , respec-
tively. For each function f ∈ L 1 (R+ ) ∩ L 2 (R+ ), its Walsh–Fourier transform fˆ
fˆ(w) = f (x)χ (x, w)d x, w ∈ R+
R+
extends uniquely to the whole space L 2 (R+ ). The properties of the Walsh–Fourier
transform are quite similar to those of the classical Fourier transform. In particular,
if f, g ∈ L 2 (R+ ) then f, g= fˆ, ĝ. (Parseval’s equality).
We denote the support of a function f ∈ L 2 (R+ ) by supp f : it is defined as
the minimal (with respect to inclusion) closed set such that on its complement, f
vanishes almost everywhere. The set of functions in L 2 (R+ ) with compact support
is denoted L 2c (R+ ).
2
n
−1
ϕ(x) = ck ϕ(2x ⊕ k), x ∈ R+ , (7.4)
k=0
of the refinement equation (7.4) are related to the values bs = m(s2−n ), 0≤s≤
2n − 1 by the discrete Walsh transform:
2 −1
1
n
ck = n bs ωs (k2−n ), 0 ≤ k ≤ 2n − 1 (7.5)
2 s=0
which can be realized by a fast algorithm, see Schipp et al. [6, p. 463]
A set M ⊂ [0, 1) is said to be blocking set for a mask m, if it is the union of dyadic
intervals of range n − 1 or coincides with some of these intervals, does not contain
the interval [0, 2−n+1 ), and such that each point of the set (M/2) ∪ (1/2 + M/2)
which is not contained in M is a zero for m. It is evident that m can have only finitely
many blocking set.
Theorem 7.1 Let ϕ be a function in L 2c (R+ ) satisfying the refinement equation (7.4)
with m as its mask, and let ϕ̂(0) = 1. Then
2
n
−1
ck = 2; supp ϕ ⊂ [0, 2n−1 ]
α=0
and
∞
ϕ̂(ω) = m(2− j ω).
j=1
Definition 7.3 We say that a function f ∈ L 2 (R+ ) is stable, if there exist positive
constants c1 and c2 such that
∞ 21 ∞
∞ 21
c1 |ak |2 ≤ || ak f (/ ⊕ k)|| ≤ c2 |ak |2 (7.6)
k=1 k=1 k=1
for every sequence {ak } from l2 . In other words, a function f is stable in L 2 (R+ ) if
the family { f (. ⊕ k)|k ∈ Z+ } is a Riesz system in L 2 (R+ ).
Theorem 7.2 For any f ∈ L 2c (R+ ), the following properties are equivalent:
(i) f is stable in L 2 (R+ )
(ii) { f (. ⊕ k)|k ∈ Z+ } is a linearly independent system;
(iii) the Walsh–Fourier transform of f does not have periodic zeroes.
Theorems 7.1 and 7.2 were proved in Farkov and Protasov [12] (see also their
generalizations in Farkov [13].
Definition 7.5 We say that a function ϕ generates an MRA in f ∈ L 2 (R+ ) if, first,
the family {ϕ(. ⊕ k)|k ∈ (Z+ )} is a Riesz system in L 2 (R+ ) and, second, the closed
subspaces V j = span{ϕ j,k |k ∈ R} j ∈ Z form an MRA in f ∈ L 2 (R+ ).
How can we find biorthogonal wavelet bases in L 2c (R+ )? Then, in Sect. 7.3, we
give some examples of masks with their application to maximizing the PSNR values
for several images. In these numerical experiments, we find biorthogonal dyadic
wavelets which have some advantages in comparison with the Haar, Daubechies,
and biorthogonal 9/7 wavelets. By analogy with Navikov et al. [14, Proposition
1.1.12], we have the following.
Lemma 7.1 Let ϕ, ϕ̃ ∈ L 2 (R+ ). The systems {ϕ(. ⊕ k)|k ∈ R) and {ϕ̃(. ⊕ k)|k ∈
R) are biorthonormal in L 2c (R+ ) if and only if
258 7 Construction Biorthogonal Wavelets and Frames
∞
ϕ̃(ω ⊕ l)ϕ̃(ω ⊕ l) = 1; for a.e.ω ∈ R+ .
k=0
Let εn be the space of functions defined on R+ and constant on all dyadic intervals
of range n.
k
l= μj2j, μ j ∈ {0, 1}, μk = 1, k = k(l) ∈ Z+ (7.8)
j=0
and denote by N0 (n) the set of all positive integers l ≥ 2n−1 for which the ordered sets
(μ j , μ j+1 . . . μ j+n−1 ) of the coefficients in (7.8) do not contain (0, 0, 0, 1). Further,
let
γ (i 1 , i 2 , . . . , i n ) = bs s = i 1 2i + i 2 21 + · · · + i n 2n−1 , i j ∈ {0, 1}
Note that in the last product, the subscripts of each factor starting with the second
are obtained by starting those of the preceding factor by one position to the right and
placing one new digit from the binary expansion (7.8) at the vacant first position. If
ϕ generate an MRA in L 2 (R+ ), then the following expansion takes place:
ϕ̃(ω) = 1[0,21−n ) (ω) + cl [m]1[0,21−n ) (ω ⊕ 21−n l), ω ∈ R+ (7.9)
l∈N(n)
where N(n) = {1, 2, . . . , 2n−1 − 1} ∪ N0 (n). The last expansion was obtained in
Farkov (for some partial cases see Lang).
Let r = 2n−1 recall that the joint spectral radius of r × r complex matrices A0
and A1 is defined as
V := {u = (u 1 , . . . , u r )t |u 1 + · · · + u r = 0}
Lemma 7.3 Let the mask m of refinement equation (7.4) satisfies m(0) − 1,
m(1/2) = 0 and p̃[m] = p̃(L 0 , L 1 , . . . , L p−1 ) < 1. Then the function ϕ defined by
(1.7) satisfies (1.3) and belongs to L 2 (R+ ). Moreover, we have
−1
2n−1 −1
2n−1
c2k = c2k−1 = 1
k=0 k=0
This lemma can be proved by analogy with the similar results in Farkov, Sects. 2
and 4; see also Farkav et al. [14, Sect. 1.6].
Construction of Biorthogonal Wavelets on R+
Let us define two scaling functions ϕ, ϕ̃ by the Walsh–Fourier transforms
∞
∞
ϕ̃(ω) = m(2− j ω) ϕ̃(ω) = m(2− j ω) (7.10)
j=1 j=1
2 −1 2 −1
1 ∗ 1
N N
Proposition 7.1 If the systems {ϕ(. ⊕ k)|k ∈ Z+ } {ϕ̃(. ⊕ k)|k ∈ Z+ } are biorthonor-
mal in L 2 (R+ ), then
260 7 Construction Biorthogonal Wavelets and Frames
∞
∞
1= ϕ̃(w ⊕ l)ϕ̃(w ⊕ l) = m ∗ (w/2 ⊕ l/2)ϕ̃(w/2 ⊕ l/2)ϕ̃(w/2 ⊕ l/2).
l=0 l=0
2
N
−1
∗
ϕ (x) = ck∗ ϕ ∗ (2x ⊕ k) x ∈ R+ . (7.14)
k=0
Proposition 7.2 If one of the masks m, m̃.m ∗ has blocking set. Then, the systems
{ϕ(. ⊕ k)|k ∈ Z+ }, {ϕ̃(. ⊕ k)|k ∈ Z+ } are not biorthonormal in L 2 (R+ ).
Now, let m ∗ have a blocking set. Then, according to Theorem 7.2, {ϕ ∗ (. ⊕ k)|k ∈
Z+ } is a linearly dependent system. Let us show that there is a dyadic interval of a
range N − 1 such that all points of it are periodic zeros of ϕ̃ ∗ Indeed, if k > 2 N , then
support of ϕ ∗ (. ⊕ k) disjoint with [0, 2 N ]. Therefore, the system {ϕ ∗ (. ⊕ k)|k ∈ Z+ }
is linearly dependent only in the case when there exist numbers ao , . . . , a2 N −1 −1 such
that
−1 −1
2 N −1 2 N −1
∗
ak ϕ (. ⊕ k) = 0 and |ak | > 0.
k=0 k=0
N −1
The polynomial ω(w) = 2k=0 −1 ak wk (w) is not identically equal to zero. There-
fore, there is an dyadic interval Ic [0.1) with range N − 1 such that w(I + r ) = 0 for
all r ∈ Z+ . Since ϕ̃ ∗ ∈ ε N −1 we obtain that ϕ̃ ∗ (I + r ) = 0 for all r ∈ Z+ . That is,
on [0, 1), there is a dyadic interval of range N − 1, entirely consisting of periodic
zeros ϕ̃ ∗ But then Φ(w) = 0 on this interval. This contradiction completes the proof
of Proposition 7.2.
1
m ∗ (w) + m ∗ (w + 1/2) = ck c̃k⊕2l wk⊕2l (w)
2 k l
Theorem 7.3 Let m ∗ satisfy the condition (7.13). Then, the systems {ϕ(. ⊕ k)|k ∈
Z+ }, {ϕ̃(. ⊕ k)|k ∈ Z+ } are biorthonormal in L 2 (R+ ) if and only if there exists a
W -compact set E congruent to [0, 1) modulo Z+ , containing a neighborhood of zero
such that
in f l∈N in f w∈E |m(2− j w)| > 0, in f l∈N in f w∈E |m̃(2− j w)| > 0. (7.19)
Note that the condition (7.19) is valid for E = [0.1) if m ∗ (w) = 0 for all w ∈
[0, 1/2).
Example 7.1 Let n = ñ = 2. Suppose that the masks of scaling functions ϕ, ϕ̃ are
given by ⎧
⎪
⎪ 1 w ∈ [0, 1/4),
⎪
⎨a w ∈ [1/4, 1/2),
m(w) =
⎪0 w ∈ [1/2, 3/4),
⎪
⎪
⎩
b w ∈ [3/4, 1),
⎧
⎪
⎪ 1 w ∈ [0, 1/4),
⎪
⎨ã w ∈ [1/4, 1/2),
m̃(w) =
⎪
⎪0 w ∈ [1/2, 3/4),
⎪
⎩
b̃ w ∈ [3/4, 1),
and the similar decomposition is true for ϕ̃. Thus, under the conditions a ã + bb̃ = 1,
|b| < 1, and b̃ < 1, the family of integer shifts of scaling functions ϕ, ϕ̃ forms an
biorthonormal system in L 2 (R+ ).
Example 7.2 Let n = 3.ñ = 2. Suppose m̃ is the same as in Example 7.1 and the
mask m is defined by
7.1 Biorthogonal Wavelets on R+ 263
The foundations of the theory of Walsh series and transforms as a branch of modern
harmonic analysis are expounded in Chaps. 1–3, while the harmonics eikt are charac-
ters of the group of rotations of the circle and the Walsh functions are characters of the
Cantor dyadic group. Orthogonal wavelets and the corresponding refinable functions
representable as lacunary Walsh series were studied in [10–12, 14–16]. For p ≥ 2,
the Vilenkin group G can be defined as the weak direct product of a countable set of
cyclic groups of order p (in the case of p = 2, G is isomorphic to the Cantor group).
A peculiarity of the construction of wavelets on the Cantor and Vilenkin groups is
associated with the fact that these groups (as well as the additive group of the p-adic
number field) contain open compact subgroups (see [17]). In the present chapter, by
analogy with compactly supported biorthogonal wavelets on R+ , which are deter-
mined by appropriate chosen trigonometric polynomials (see, e.g., [18, Sect. 8.3.5;
34, Sect. 1.3]), we introduce biorthogonal wavelets and refinable functions whoso
masks are generalized Walsh polynomials. Note that for each p ≥ 2 the generalized
Walsh functions under consideration are characters of the corresponding Vilenkin
group.
Let G be a locally compact abelian group consisting of sequences of the form
(x j ) ⊕ (y j ) ⇔ z j = x j + y j (mod p) f or j ∈ Z.
Ul = {(x j ) ∈ G|x j = 0 f or j ≤ l} l ∈ Z
The group G is known as the Vilenkin group (see, e.g., [6, p. 511]). We denote
the inverse operation of ⊕ by (so that x x = θ , where θ is the zero sequence).
Define as a subgroup of G with the set of elements U0 .
The Lebesgue spaces L q (G) with 1 ≤ q ≤ ∞ are considered with respect to the
Haar measureμ defined on the Borel subsets of G and normalized by the condition
μ(U ) = 1. By (., .) and ||.||, we denote the inner product and the norm on L 2 (G).
264 7 Construction Biorthogonal Wavelets and Frames
w = (w j ) = (. . . , 0, 0, wk , wk+1 , wk+2 . . .)
The image of the subgroup H under λ is the set of nonnegative integers: λ(H ) =
Z+ . For each α ∈ Z+ , let h [α] denote the element of H such that λ(h [α] ) = α (in
particular, h [0] = θ ). A mapping λ∗ : G ∗ ⇒ [0, +∞], an automorphism B ∈ Ant G ∗ ,
a subgroup in U ∗ in G ∗ , and elements w[α] in H + are defined by analogy with λ, A, H ,
and h [α] , respectively. Note that χ (Ax, w) = χ (x, Bw) for all x ∈ G and w ∈ G ∗
(i.e., the automorphism B is conjugate to A).
Generalized Walsh functions for the group G can be defined as
where δα,β denotes the Kronecker delta. It is known that tile system {Wα }is complete
in L 2 (U ). The corresponding system for the group G ∗ is defined by
admits a standard extension to the whole space L 2 (G). For any f.g ∈ L 2 (G), Parse-
val’s equality ( f, g) = ( f˜, g̃) holds.
We denote the support of a function f ∈ L 2 (G) by supp f ; it is defined am the
minimal (with respect to inclusion) closed set such that on its complement f vanishes
almost everywhere. The set of functions in L 2 (G) with compact support is denoted
by L 2c (G).
pn −1
ϕ(x) = p aα ϕ(Ax ⊕ h [α] ), x∈G (7.20)
α=0
p−1
ϕ (ν) (x) = ενα
p (Ax ⊕ h [α] ), ν = 1, . . . , p − 1
α=0
where ε p = ex p(2πi/ p) ([19] Theorem 2;15, Sect. 4). Some other examples of
refinable functions determining orthogonal wavelets in L 2 (G) are given in [12, 14].
The functional equation (7.20) is known as refinement equation. Applying the
Fourier transform, we can write this equation as
where
pn −1
m(w) = aα Wα∗ (w) (7.22)
α=0
is a generalized Walsh polynomial, which is called the mask of the refinable function
ϕ̃. The sets
∗
Un,s = B −n (w[s] ) ⊕ B −n (U ∗ ) 0 ≤ s ≤ pn − 1 (7.23)
266 7 Construction Biorthogonal Wavelets and Frames
arc cosets of the subgroup D −n (U ∗) in the group U ∗ . Each function Wα∗ (.) with
0 ≤ α ≤ p n − 1 is constant on sets (7.22) and the coefficients of the refinement
∗
equation (7.20) are related to the values bs of mask (7.21) on the classes Un,s by the
direct and inverse Vilenkin–Chrestenson discrete transforms;
p −1 n
1
aα = n bs Wα∗ B −n (w[s] ) 0 ≤ α ≤ pn − 1 (7.24)
p s=0
pn −1
bs = aα Wα∗ B −n (w[s] ) 0 ≤ s ≤ pn − 1 (7.25)
α=0
where aα , bs and a˜α , b˜s are arbitrary sets of numbers satisfying equalities (7.23) and
(7.25). The algorithms for calculating the Vilenkin–Chrestenson discrete transforms
are similar to the classical fast Fourier transform algorithms (see, e.g., Schipp et al.
[6])
Theorem 7.4 If a function ϕ ∈ L 2 (G) satisfies Eq. (7.20) and ϕ̃(θ ) = 1, then
pn −1
aα = 1 and suppϕ ⊂ U1−n .
α=0
In the space L 2 (G), this solution of equation (7.20) is unique and is given by
∞
ϕ̃(w) = m(B − j w)
j=1
Definition 7.7 We say that a function f ∈ L 2 (G) is stable if there exist positive
constants c1 and c2 such that
∞ 21 ∞
∞ 21
c1 |ak | 2
≤ || ak f (/ ⊕ k)|| ≤ c2 |ak | 2
.
k=1 k=1 k=1
7.2 Biorthogonal Wavelets on Vilenkin Groups 267
For every sequence {aα } from l 2 in other words, a function f is stable in L 2 G if the
function f (. ⊕ h)|h ∈ H forms a Riesz system in L 2 (G).
Theorem 7.5 For any f ∈ L 2c (G), the following properties are equivalent: (i) f is
stable in L 2 (G)
(ii) { f (. ⊕ h)|h ∈ H } is a linearly independent system;
(iii) The Walsh–Fourier transform of f does not have periodic zeroes.
Theorems 7.4 and 7.5 were proved in Farkov and Protasov [12] (see also their
generalizations in Farkov [13]).
Definition 7.9 We say that a function ϕ generates an MRA in f ∈ L 2 (G) if, first,
the family {ϕ(. ⊕ h)|h ∈ (H ) is a Riesz system in L 2 (G) and, second, the closed
subspaces V j = span{ϕ j,h |h ∈ H } j ∈ Z form an MRA in f ∈ L 2 (G).
In [1, 14], for arbitrary p.n ∈ N with p ≥ 2, we found coefficient such that the
refinement equation (7.1) has a solution ϕ ∈ L 2 (G) in the form of a lacunary series
in generalized Walsh functions that generates an MRA in L 2 (G). Moreover, for each
refinable function ϕ generating an MRA in L 2 (G), we can construct orthogonal
wavelets ψ (1) , . . . ψ ( p−1) such that the function
ψ (ν)
j,k (x) = p
j/2 (ν)
ψ (A j x ⊕ h), 1≤ν ≤ p−1 j ∈Z h∈H
i.e., the set of sequences δ is an annihilator of the subgroup A(H ) in H . Note that
Wα∗ = εα,h −n
p and δ1 = B wlpn−1 for 0 ≤ l ≤ p − 1.
Suppose that a function ϕ ∈ L 2 (G) is a solution of the refinement equation (1.1)
and its mask satisfies the conditions
p−1
m(0) = 1 and |m(w ⊕ δl )|2 = 1, w ∈ G∗.
l=0
where N( p, n) and cl [m] are defined as follows. Let us represent each l ∈ N in the
form of a p-ary expansion
k
l= μj pj μ j ∈ {0, 1, . . . , p − 1}, μk = 0 k = k(l) ∈ Z+ (7.28)
j=0
and denote the set of all positive integers l ≥ p n−1 for which the ordered sets
(μ j , μ j+1 , . . . , μ j+n−1 ) of the coefficients of (1.9) do not contain
γ (i 1 , i 2 , . . . , i n ) = bs , s = i 1 p0 + i 2 p1 + · · · i)npn−1 , i j ∈ (0, 1, . . . , 0, p − 1)
........................................
Note that in the last product, the subspaces of each factor starting with the second
are obtained by shifting those of the preceding factor by one position to the right and
placing one new digit from the p-ary decomposition (1.9) at the vacant first position.
Suppose that we are given two refinable functions ϕ and ϕ̃ with masks
pn −1 pn −1
m(ω) = aα Wα∗ (ω), and m̃(ω) = ãα Wα∗ (ω), (7.29)
α=0 α=0
Proposition 7.3 Let ϕ, ϕ̃ ∈ L 2 (G) the systems {ϕ(. ⊕ h)|h ∈ H } and {ϕ̃(. ⊕ h)|h ∈
H } be biorthonormal in L 2 (G) ,if and only if
ϕ̃(ω ⊕ h ∗ )ϕ̃ω ⊕ h ∗ = 1, f or a, e, ω ∈ G ∗ .
h ∗ ∈H +
Proposition 7.4 Let ϕ, ϕ̃ ∈ L 2 (G) be refinable functions with masks m and m̃,
respectively. If the {ϕ(. ⊕ h)|h ∈ H } and {ϕ̃(. ⊕ h)|h ∈ H } are biorthonormal in
L 2 (G), then
p−1
m(ω ⊕ δl )m̃ω ⊕ δl = 1, f or all ω ∈ G∗. (7.30)
l=0
Analogs of Propositions 7.3 and 7.4 were proved in [1, Sect. 3] and [13, Sect. 1.2]
Given masks (7.28), we set m ∗ (ω) = m(ωm̃ω) and N = max{n, ñ}. Condition
(7.29) is then written in the form
p−1
m ∗ (ω ⊕ δl ) = 1, ω ∈ G∗
l=0
p−1
(N ) (N )
bl+νp N −1 b̃l+νp N −1 , 0 ≤ l ≤ p N −1 − 1 (7.31)
ν=0
270 7 Construction Biorthogonal Wavelets and Frames
where b1(N ) = m(B −N ω[l] ) and b̃1(N ) = m̃(B −N ω[l] ) Let ⊕ p and p denote, respec-
tively. addition and subtraction of integers modulo p. The equality Wα∗ (ω)Wβ∗ (ω) =
∗
Wα⊕ pβ
(ω) implies
pn −1 pn −1
∗ ∗
m (ω) = aα ãβ Wα⊕ pβ
(ω)
α=0 β=0
p N −1 p N −1
∗
m (ω) = aα Wα∗ (ω) aα∗ aγ ãγ ⊕ p α .
α=0 γ =0
p N −1
∗
ϕ (x) = p aα∗ ϕ ∗ (Ax ⊕ α), x ∈ G.
α=0
p−1
Sp M = {B −1 ω[l] + B −1 (ω)|ω ∈ M}.
t=0
Suppose that M either coincides with one of the sets ∪∗n−1,s,1 ≤ s ≤ p n−1 − 1, or
is the union of one of these sets. Such a set M is said to be blocking for a mask if
m(ω) = 0 for all ω ∈ S p M\M.
Proposition 7.5 If one of the masks m, m̃, m ∗ has a blocking set, then the systems
{ϕ(. ⊕ h)|h ∈ H } and {ϕ̃(. ⊕ h)|h ∈ H } are not biorthogonal in L 2 (G).
This proposition is proved by using Theorem 7.5 (the case of m = m̃ was consid-
ered in detail in [14]).
Let E be a compact set in G ∗ . The set E is said to be congruent to U ∗ modulo
H μ (E) = 1 and, for any ω ∈ E, there exists an h ∗ ∈ H + such that ω ⊕ h ∗ ∈ U ∗ .
+ ∗
The following analog of the well-known Cohen’s criterion (see, e.g., [17, Theorem
2.5.6] is valid.
7.3 Construction of Biorthogonal Wavelets on The Vilenkin Group 271
Theorem 7.6 If ϕ and ϕ̃ are refinable functions whose masks m and m̃ satisfy con-
dition (7.29) and ϕ̃(0) = ϕ̃(0) = 1, then the following conditions are equivalent:
(a) the systems {ϕ(. ⊕ h)|h ∈ H } and {ϕ̃(. ⊕ h)|h ∈ H } are biorthonormal in
L 2 (G).
(b) there exists a set E that is congruent to U ∗ modulo H + contains a neighbor-
hood of zero in G ∗ and is such that
inf inf |m(B − j ω)| > 0 boxand inf inf |m̃(B − j ω)| > 0. (7.32)
j∈N ω∈E j∈N ω∈E
For ϕ = ϕ̃, this theorem was proved in Sect. 5.1 (cf. Theorem 5.2). When constructing
biorthogonal wavelet systems, one of the main questions is whether the functions ϕ
and ϕ̃ belong to the class L 2 . In some cases, this question can be answered by using
the joint spectral radius of special linear operators defined for the corresponding
refinement equations (see, e.g., Theorem A,6.5 in [13]). Let r = p n−1 . Recall that
the joint spectral radius of r × r complex matrices A0 , A1 , . . . , A p−1 is defined as
p̃(A0 , A1 , . . . , A p−1 ) = lim max{||Ad1 , Ad2 , . . . , Adk ||1/k : d j ∈ {0, 1, . . . , p − 1}, 1 ≤ j ≤ k},
k⇒∞
(T0 )i, j = c( pi− p)⊕ p ( j−1) , (T1 )i, j = c( pi− p+1)⊕ p ( j−1) , . . . , (T p−1 )i, j = c( pi−1)⊕ p ( j−1) .
V = {u = (u 1 , . . . , u r )t |u 1 + · · · + u r = 0}
and p̃[m] = p̃(L 0 , L 1 , . . . , L p−1 ) < 1, then the function ϕ defined by (7.26) satisfy
Eq. (7.19) and is continuous on G.
272 7 Construction Biorthogonal Wavelets and Frames
In this section we discuss construction of frames on Vilenkin group based on [3, 25,
34, 38–41].
Let C be the Cantor dyadic group. The Walsh functions can be identified [1] with
characters of the group C . The family of compactly supported orthogonal MRA-
based wavelets on C was constructed by Lang [7]. Moreover, Lang [8] has found
wavelets that generate unconditional bases for the spaces L q (C ), 1 < q < ∞.
Let an integer p ≥ 2 be fixed. The Vilenkin group G = G p consists of sequences
x = (x j ), where x j ∈ {0, . . . , p − 1} for j ∈ Z and there exist at most a finite number
of negative j such that x j = 0 (the case p = 2 corresponds to the group C ). The
group operation on G is the coordinate-wise addition modulo p, while the sets
are cosets of the subgroup A−n (U ) in the group U . For every 0 ≤ k ≤ p n − 1 the
function Wk is constant on each set Un, s .
7.4 Frames on Vilenkin Group 273
For all integers p, n ≥ 2, necessary and sufficient conditions for the solutions of
the corresponding refinement equations with p n coefficients to generate an MRA
in L 2 (G p ) were put forward in [25]. Some of these solutions can be written as the
Walsh series:
ϕ(x) = (1/ p n−1 )1U (A1−n x)(1 + dl Wl (A1−n x)), x ∈ G,
l∈ M
p −1 n
1
aα = n bs Wα (A−n h [s] ), 0 ≤ α ≤ p n − 1, (7.33)
p s=0
pn −1
bs = aα Wα (A−n h [s] ), 0 ≤ s ≤ p n − 1. (7.34)
α=0
r
| f , ψ (ν)
j,k | = f
2 2
for all f ∈ L 2 (G). This is equavelent to f = g∈X () f , gg for all f ∈ L 2 (G).
Using the unitary extension principle (e.g. [40]), the Parseval frames for L 2 (G)
can be constructed by the following algorithm:
Algorithm A.
• Step 1. Choose numbers bs , 0 ≤ s ≤ p n − 1, so that
pn −1
m 0 (ω) = aα Wα (ω).
α=0
pn −1
m ν (ω) = aα(ν) Wα (ω), 1 ≤ ν ≤ r,
α=0
such that, for each ω ∈ G, the rows of the following matrix form an orthonormal
system:
⎛ ⎞
m 0 (ω) m 1 (ω) . . . m r (ω)
⎜ m 0 (ω ⊕ δ1 ) m 1 (ω ⊕ δ1 ) . . . m r (ω ⊕ δ1 ) ⎟
M(ω) = ⎜
⎝ ...
⎟.
⎠
... ... ...
m 0 (ω ⊕ δ p−1 ) m 1 (ω ⊕ δ p−1 ) . . . m r (ω ⊕ δ p−1 )
pn −1
ψ (ν) (x) = p aα(ν) ϕ(Ax h [α] ), 1 ≤ ν ≤ r.
α=0
7.4 Frames on Vilenkin Group 275
pn −1
ϕ(x) = p aα ϕ(Ax h [α] ), x ∈ G,
α=0
or
p n −1
−1 −1
ϕ (ω) = m 0 (A ω)
ϕ (A ω), m 0 (ω) = aα Wα (ω).
α=0
Then ϕ generates a Parseval frame for L 2 (G) iff its mask m 0 satisfying
p−1
|m 0 (ω ⊕ δl )|2 ≤ 1, ω ∈ G, (7.37)
l=0
where δl ∈ G, λ(δl ) = l/ p, l = 0, . . . , p − 1.
γ (i 1 , i 2 , ..., i n ) = bs ,
if
s = i 1 p 0 + i 2 p 1 + · · · + i n p n−1 , i j ∈ {0, 1, . . . , p − 1}.
k
l= μ j p j , μ j ∈ {0, 1, . . . , p − 1}, μk = 0, k = k(l) ∈ Z+ , (7.38)
j=0
we define dl as follows
...................................................................
j=0
Let us set
bs(ν) = m ν (A−n h [s] ), 0 ≤ s ≤ p n − 1.
As usual, let M ∗ denote the adjoint matrix of a matrix M . According to Step 4, for
each l, we must find
bl(1) , bl+
(1) (1) (r ) (r ) (r )
pn−1 , . . . , bl+( p−1) pn−1 , . . . , bl , bl+ pn−1 , . . . , bl+( p−1) pn−1 ,
satisfy the condition Ml Ml∗ = I , where I is the identity matrix. To find such matrices
can be used the methods given in [38].
Remark 7.2 1. If all inequalities in Step 1 become equalities (as for the orthogonal
wavelets case, cf. [34]), then Algorithm A can be applied to r = p − 1.
2. The Parseval frames on the group C related to the generalized Walsh-Dirichlet
kernel (which are not MRA-based wavelet frames) are defined in [3].
7.5 Application to Image Processing 277
In image processing, there are several methods of finding the best wavelet for each
input image from within a class of wavelets of parameters [34]. The so-called
“feedback-based” approach to this problem can be broken down into three basic
steps (a) coding the image by encoding the wavelet coefficient of the input image (b)
decoding (reconstruction) the image and calculating the PSNR, and (c) updating the
parameters to achieve the best PNSR [9]. Let us recall that for given N × N input
image f (x, y) and output image g(x, y), the PNSR value is defined by
255N
PNSR = 20lg .
N
x,y=1 ( f (x, y) − g(x, y))1/2
Example 7.3 Let ϕ be the solution of equation (7.4) for n = 3 with the coefficients
1 1
c0 = (1 + a + b + c + α + β + γ ), c1 = (1 + a + b + c − α − β − γ )
4 4
1 1
c2 = (1 + a − b − c + α + β − γ ), c3 = (1 + a − b − c − α − β + γ )
4 4
1 1
c4 = (1 − a + b − c + α − β − γ ), c5 = (1 − a + b − c − α − β + γ )
4 4
278 7 Construction Biorthogonal Wavelets and Frames
Fig. 7.1 Reconstructed “lena” image for Haar (top left), D8 (top right), DOW8 (bottom left), and
DBW8 (bottom right) wavelets
1 1
c6 = (1 − a − b + c − α − β + γ ), c7 = (1 − a − b + c + α + β − γ ),
4 4
Fig. 7.2 Reconstructed “rentegen” image for Haar (top left), D8 (top right), DOW8 (bottom left),
and DBW8 (bottom right) wavelets
ak = h l⊕2k xl dk = g̃l⊕2k xl .
l l
In numerical experiments, Method A and its two modified versions were tested on
three images: “lena”, “rentgen”, and “bird”. All images are grayscale and have 256 ×
256 size. To find the best set parameters, we used the Nelder–Mead simplex method
(see, e.g., Ref. [2]) with PSNR as the target function. As free parameters, we choose
a, b, α̃ for Example 2.1, b, c, β, γ for Example 2.2, and a, b, c for Example 3.1.
280 7 Construction Biorthogonal Wavelets and Frames
Fig. 7.3 Reconstructed “bird” image for Haar (top left), D8 (top right), and DBW8 (bottom)
wavelets
When we used Method A with feedback process, the best PSNR values for the dyadic
wavelets are the same as for the Haar wavelet. In Method B, we replace Step 2 of
Method A on the uniform quantization of wavelet coefficient tliat is, a line segment.
containing all wavelet coefficients. are divided into several segments of equal length,
and then the set of wavelet coefficients that are within at the subsegment replaces by
its center). In Step 2 of Method C, we used the corresponding algorithm from the
.JPEG2000 standard. So each wavelet coefficient ai, j was quantized by the formula
a
i, j
ai, j = sign(ai, j ) ,
Δ
where Δ is the length of the quantization interval. The most significant results were
obtained using Method B with Δ = 50; see Table 7.1 and the reconstructed images
in Figs. 7.1, 7.2, and 7.3. We see that for considered images, the introduced dyadic
7.5 Application to Image Processing 281
wavelets have an advantage over the standard Haar, Daubechies, and biorthogonal
9/7 wavelets. For details, see [34, 35].
References
1. Farkov, Yu. A. (2008). Multiresolution analysis and wavelets on vilenkin groups. Facta
Univers. (Nis) ser.: Elec. Engineering, 21(3), 309–325.
2. Farkov, Yu. A, Maksimov, A. Yu., & Stroganov, S. A. (2011). On biorthogonal wavelets related
to the Walsh functions. International Journal of Wavelets, Multiresolution and Information
Processing, 9(3), 485–499.
3. Farkov, Yu. A. (2012). Examples of frames on the Cantor dyadic group. Journal of Mathe-
matical Sciences, 187(1), 22–34.
4. Christensen, O. (2003). An introduction to frames and Riesz bases. Basel: Birkhaeuser.
5. Golubov, B. I., Efimov, A. V., & Skvortsov, V. A. (2008). Walsh series and transforms (English
Translation of 1st ed.). Moscow: Urss; Dordrecht: Kluwer (1991).
6. Schipp, F., Wade, W. R., & Simon, P. (1990). Walsh series. Bristol: Adam Hilger.
7. Lang, W. C. (1996). Orthogonal wavelets on the Cantor dyadic group. SIAM Journal on
Mathematical Analysis, 27(1), 305–312.
8. Lang, W. C. (1998). Fractal multiwavelets related to the Cantor dyadic group. International
Journal of Mathematics and Mathematical Sciences, 21, 307–317.
9. Lang, W. C. (1998). Wavelet analysis on the Cantor dyadic group. Houston Journal of Math-
ematics, 24, 533–544.
10. Farkov, Yu. A. (2005). Orthogonal p-wavelets on R + . In Proceedings of International Con-
ference Wavelets and Splines (St. Petersburg, Russia, July 3–8) (p. 426). St. Petersberg: St.
Petersberg University Press.
11. Farkov, Yu. A. (2005). Orthogonal Wavelets with compact support on locally compact abelian
groups. Izv. Ross. Akad. Nauk Ser. Mat. 69(3), 193–220. English translation, Izvestia: Math-
ematics 69(3), 623–650.
12. Farkov, Yu. A. & Protasov V. Yu. (2006). Dyadic wavelets and refinable functions on a half
line. Mat. Sbornik, 197(10), 129–160. English translation, Sbornik: Mathematics, 197, 1529–
1558.
13. Farkov, Yu. A. (2009). Biorthogonal wavelets on Vilenkin groups. Tr. Mat. Inst.
Steklova 265(1), 110–124. English translation, Proceedings of the Steklov Institute of Math-
ematics, 265(1), 101–114.
14. Novikov, I. Ya., Protasov, V. Yu., & Skopina, M. A. (2011). Wavelet theory (Moscow, 2006).
Providence: AMS.
15. Daubechies, I. (1992). Ten lectures on wavelets. Philadelphia: SIAM.
16. Farkov, Yu. A., & Rodionov, E. A. (2009). Estimates of the smoothness of dyadic orthogonal
wavelets of Daubechies type. Mathematical Notes, 86(3), 407–421.
17. Welstead, S. (2000). Fractal and wavelet image compression techniques. Bellingham: SPIE
Optical Engineering Press.
282 7 Construction Biorthogonal Wavelets and Frames
18. Hereford, J., Roach, D. W., & Pigford, R. (2003). Image compression using parameterized
wavelet with feedback. Proceeding SPIE, 5102, 267–277
19. Kozyrev, S. V. (2002). Wavelet analysis as a p-adic spectral analysis. Izvestiya: Mathematics,
(66), 367–376.
20. Benedetto, J. J., & Benedetto, R. L. (2009). The construction of wavelet sets, wavelets and
multiscale analysis. In Theory and Applications. Selected papers based on the presentations
at the International conference on Wavelets: Twenty years of Wavelets. Cohen, J. et al. (ed.) De
Paul University, Chicago, IL, USA, May 15–17, New York: Springer (Alied And Numerical
Harmonic Analysis), (pp. 17–56).
21. Agaev, G. H., Vilemkin, N. Ya., Dzhafarli, G. M., & Rubinstein, A. I. (1981). Multiplicative
systems of functions and analysis on 0 dimensional groups. Baku: ELM. [In Russian].
22. Pontryagin, L. S. (1939). Topological groups. New Jersey: University Press Princiton.
23. Edwards, R. E. (1982). Fourier series: A modern introduction (Vol. 2). Berlin: Springer.
24. Benedetto, J. J., & Benedetto, R. L. (2004). A wavelet theory for local fields and related
groups. Journal of Geometric Analysis, 14, 423–456.
25. Farkov, Yu. A. (2007). Orthogonal wavelets on direct products of cyclic groups. Matematich-
eskie Zametki, 82(6), 934–952. English Translation, Mathematical Notes, 82(6), 843–859.
26. Protasov, V. Yu., & Farkov, Yu A. (2006). Dyadic wavelet and refinable functions on a half
line. Sboinik: Mathematics, 197(10), 1529–1558.
27. Chui, C. K., & Mhaskar, H. N. (1993). On trigonometric wavelets. Constructive Approxima-
tion, 9, 167–190.
28. Shah, F. A. (2012). Biorthogonal p-wavelet packets related to the Walsh polynomials. Journal
of Classical Analysis, 1(2), 135–146.
29. Farkov, Yu. A. (2010). Wavelets and frames based on Walsh-Dirichlet type kernels. Commu-
nications in Mathematics and Applications, 1, 27–46.
30. Siddiqi, A. H. (1978). Walsh function. Aligarh: AMU.
31. Farkov, Yu. A. (2009). On wavelets related to Walsh series. Journal of Approximation Theory,
161, 259–279.
32. Farkov, Yu. A, & Rodionov, E. A. (2012). Nonstationary wavelets related to the Walsh func-
tions. American Journal of Computational Mathematics, 2, 82–87.
33. Farkov, Yu. A, & Stroganov, S. A. (2011). The use of discrete dyadic wavelets in image
processing. Russian Mathematics (Iz. Yuz), 55(7), 47–55. Original Russian Text Published in
Izvestiya. Uchebnykh Zavednic, Mathematica, (7), 57–66.
34. Farkov, Yu. A. (2015). Construction of MRA- based wavelets and frames in Walsh analysis.
Poincare Journal of Analysis and Applications, 2015(2), Special Issue (IWWFA-II, Delhi),
13–36.
35. Farkov, Yu. A. (2014). Wavelet expansions on the Cantor group. Mathematical Notes, 96(6),
996–1007.
36. Daubechies, I. (1988). Orthonormal bases of compactly supported wavelets. Communications
on Pure and Applied Mathematics, 41, 909–996.
37. Farkov, Yu. A., & Rodionov, E. A. (2011). Algorithms for wavelet construction on Vilenkin
groups. P-Adic Numbers, Ultrametric Analysis, and Applications, 3(3), 181–195.
38. Farkov, Yu. A., Lebedeva, E. A., & Skopina, M. A. (2015). Wavelet frames on Vilenkin groups
and their approximation properties. International Journal of Wavelets, Multiresolution and
Information Processing, 13(5). https://doi.org/10.1142/5021.
39. Farkov, Yu. A. (2016). MRA-Based Wavelet Frames in Walsh Analysis, Conference on Har-
monic Analysis and Approximation Theory, (CRM, Bellaterria, Spain).
40. Dong, B. & Shen, Z. (2013). Framelets: MRA-based wavelet frames and applications, in
Mathematics in image processing / Hogkai Zhao editor.- (IAS/Park City mathematics series)
7-208.
41. Farkov, Yu. A. Wavelet frames related to Walsh functions. European Journal of Mathematics.
https://doi.org/10.1007/s40879-018-0220-6. (in press).
Chapter 8
Wavelets Associated with Nonuniform
Multiresolution Analysis on Positive Half
Line
8.1 Introduction
It is worth noticing that when N = 1, one recovers from definition above the standard
definition of a one-dimensional MRA with dyadic dilation. When N > 1, the dilation
L2 (R) = ⊕m∈Z Wm .
The following result proved in provides the simple necessary and sufficient conditions
for the existence of the associated set of wavelets:
φ̂(2N ξ ) = m0 (ξ )φ̂(ξ ),
where φ̂ denotes the Fourier transform of a function φ and m0 has the form
Then, each of the following conditions is necessary and sufficient for the existence
of associated wavelets ψ1 , . . . , ψ2N −1 :
(a) M
0Nis 1/4-periodic.
−1
k=0 δk/2 ∗ j∈Z δjN ∗ |φ̂| = 1.
2
(b)
(c) For any odd integer m, we have
φ(x)φ(x − m/N ) dx = 0.
R
Definition 8.3 For an integer N > 1 and an odd integer r with 1 ≤ r ≤ 2N − 1 such
that r and N are relatively prime, an associated nonuniform multiresolution analysis
on positive half line is a sequence of closed subspaces Vj ⊂ L2 (R+ ), j ∈ Z such that
the following properties hold:
(i) Vj ⊂ Vj+1 ∀j ∈ Z,
(ii) ∪j∈Z is dense in L2 (R+ ),
(iii) ∩j∈Z Vj = {0},
(iv) f (.) ∈ Vj ⇔ f (N .) ∈ Vj+1 ∀j ∈ Z,
(v) There exists a function ϕ ∈ V0 such that {ϕ(x
λ), λ ∈ Λ+ } where Λ+ =
{0, r/N } + Z+ , is a complete orthonormal system for V0 .
The function ϕ is called a scaling function in L2 (R+ ).
N Λ+ ⊂ Z+ ⊂ Λ+ .
where hλ = ϕ(x)ϕ1,λ (x) dx.
R+
This implies that
ϕ(x) = N aλ ϕ(Nx
λ), |aλ |2 < ∞
λ∈Λ+ λ∈Λ+
where aλ = (N )−1/2 hλ .
286 8 Wavelets Associated with Nonuniform Multiresolution …
ψk (x) = hkλ N 1/2 ϕ(Nx
λ).
λ∈Λ+
If λ ∈ Z+ , we have
8.2 Nonuniform Multiresolution Analysis on Positive Half Line 287
ψk (x)ψl (x
λ) dx = hkl (ξ )χ (λ, ξ ) d ξ
R+ [0,N ]
⎡ ⎤
N −1
= ⎣ hkl (ξ + p)⎦ χ (λ, ξ ) d ξ
[0,1] p=0
On taking λ = r
N
+ n where n ∈ Z+ , we obtain
r
ψk (x)ψl (x
λ) dx = χ n + , ξ hkl (ξ ) d ξ
R+ [0,N ] N
= χ (n, ξ ) χ (r/N , ξ )hkl (ξ ) d ξ
[0,N ]
⎡ ⎤
−1
N
= χ (n, ξ ) χ (r/N , ξ ) ⎣ χ (r/N , p)hkl (ξ + p)⎦ d ξ.
[0,N ] p=0
N −1
hkl (ξ + p) = δkl (8.3)
p=0
N −1
and χ (r/N , p)hkl (ξ + p) = 0
p=0
N −1
i.e., α p hkl (ξ + p) = 0 (8.4)
p=0
p
where α = χ (r/N , 1), since χ (r/N , p) = χ (r/N , 1) for p = 0, 1, . . . , N − 1.
Now, we will express the conditions (8.3) and (8.4) in terms of mk as follows:
hkl (N ξ ) = ψ̃k (N ξ + Nj)ψ̃l (N ξ + Nj)
j∈Z+
= ψ̃k [N (ξ + j)]ψ̃l [N (ξ + j)]
j∈Z+
= mk (ξ + j)ml (ξ + j)|ϕ̃(ξ + j)|2
j∈Z+
= [m1k (ξ )m1l (ξ ) + m2k (ξ )m2l (ξ )] |ϕ̃(ξ + j)|2
j∈Z+
288 8 Wavelets Associated with Nonuniform Multiresolution …
⎡ ⎤
+ ⎣m1k (ξ )m2l (ξ ) χ (r/N , ξ + j)|ϕ̃(ξ + j)|2 ⎦
j∈Z+
⎡ ⎤
+ ⎣m2k (ξ )m1l (ξ ) χ (r/N , ξ + j)|ϕ̃(ξ + j)|2 ⎦ .
j∈Z+
Therefore,
N −1
hkl (N ξ ) = [m1k (ξ )m1l (ξ ) + m2k (ξ )m2l (ξ )] h00 (ξ + j)
j=0
⎡ ⎤
N −1
+ ⎣m1k (ξ )m2l (ξ )χ (r/N , ξ ) χ (r/N , j)h00 (ξ + j)⎦
j=0
⎡ ⎤
N −1
+ ⎣m2k (ξ )m1l (ξ )χ (r/N , ξ ) χ (r/N , j)h00 (ξ + j)⎦
j=0
By using the last identity and the Eqs. (8.3) and (8.4), we obtain
−1
N
ξ +p 1 ξ +p 2 ξ +p 2 ξ +p
m1k ml + mk ml = δkl , (8.5)
p=0
N N N N
and
−1
N
ξ +p ξ + p ξ + p ξ + p
α p
m1k m1l + mk
2
m2l = 0, (8.6)
p=0
N N N N
0 ≤ k, l ≤ N − 1.
Both of these conditions together are equivalent to the orthonormality of the
system {ψk (x
λ)}λ∈Λ+ ,k=0,1,...,N −1 .
The completeness of the system {ψk (x
λ)}λ∈Λ+ ,k=0,1,...,N −1 in V1 is equivalent
1 x
to the completeness of the system ψk (
λ)}λ∈Λ+ ,k=0,1,...,N −1 in V0 . For a
N N
given
arbitrary function f ∈ V0 , by assumption ∃ a unique function m(ξ ) of the form
bλ χ (λ, ξ ), where λ∈Λ+ |bλ |2 < ∞ such that f˜ (ξ ) = m(ξ )ϕ̃(ξ ).
λ∈Λ+
Hence, in order to prove the claim, it is enough to show that the system of functions
we obtain
0= χ (ξ, Nm)wk (ξ ) d ξ
[0,1]
N −1
= χ (ξ, Nm) wk (ξ + j/N ) d ξ.
[0, N1 ] j=0
N −1
wk (ξ + j/N ) = 0 for a.e. ξ. (8.8)
j=0
Similarly, on taking λ = m + r
N
where m ∈ Z+ , we obtain
0= χ (ξ, Nm) χ (ξ, r)wk (ξ ) d ξ
[0,1]
N −1
= χ (ξ, Nm) χ (ξ, r) α j wk (ξ + j/N ) d ξ.
[0, N1 ] j=0
N −1
α j wk (ξ + j/N ) = 0 for a.e. ξ
j=0
where ⊕ denotes the orthogonal direct sum with the inner product of L2 (R+ ).
From this, it follows immediately that the collection {N m/2 ψk (N m x
λ)}
λ∈Λ+ ,m∈Z,k=1,2,...,N −1 forms a complete orthonormal system for L (R+ ).
2
The following theorem proves the necessary and sufficient condition for the existence
of associated set of wavelets to nonuniform multiresolution analysis on positive half
line.
Then a necessary and sufficient condition for the existence of associated wavelets
ψ1 , ψ2 , . . . , ψN −1 is that M0 satisfies the identity
M0 (ξ + 1) = M0 (ξ ). (8.12)
Proof The orthonormality of the collection of functions {ϕ(x
λ)}λ∈Λ+ which sat-
isfies (8.9) implies the following identities as shown in the proof of Lemma 8.1
8.2 Nonuniform Multiresolution Analysis on Positive Half Line 291
−1
N
1
m (ξ + p/N )2 + m2 (ξ + p/N )2 = 1
0 0
p=0
and
N −1 2 2
α p m10 (ξ + p/N ) + m20 (ξ + p/N ) = 0,
p=0
and
−1
N
ξ +p 1 ξ +p 2 ξ +p 2 ξ +p
α p
m1k ml + mk ml = 0, (8.14)
p=0
N N N N
0 ≤ k, l ≤ N − 1.
If ξ ∈ [0, 1/N ] is fixed and ak (j) = m1k (ξ + j/N ), bk (j) = m2k (ξ + j/N ) are vec-
tors in C N for j = 0, 1, . . . N − 1 where 0 ≤ k ≤ N − 1, the solvability of system of
Eqs. (8.13) and (8.14) is equivalent to
1
M0 (ξ + (j + N )/N ) = M0 (ξ + j/N ), ξ ∈ [0, ], j = 0, 1, . . . , N − 1,
N
which is equivalent to (8.12).
The main purpose in the next section is to construct nonuniform multiresolution anal-
ysis on positive half line starting from a Walsh polynomial m0 satisfying appropriate
conditions and finding suitable analogue of Cohen’s conditions.
Define
M0 (ξ ) = |m10 (ξ )|2 + |m20 (ξ )|2
and suppose
N −1
M0 (ξ + p/N ) = 1 (8.17)
p=0
N −1
and α p M0 (ξ + p/N ) = 0 (8.18)
p=0
∞
ξ
Also assume that m0 (0) = 1 in order for the infinite product to converge
m0
Nk
k=1
pointwise. For an arbitrary function m0 of the form (8.15) the conditions (8.17) and
(8.18) imply that |m0 | ≤ 1 a.e. Since if |m0 (ξ )| > 1 for a fixed ξ , then |m10 (ξ )| +
|m20 (ξ )| > 1 and thus |M0 (ξ )| > 21 .
We obtain the inequalities
N −1
1
M0 (ξ + p/N ) <
p=1
2
and
N
−1 1
M0 (ξ + p/N ) = |M0 (ξ )| >
p=1 2
Theorem 8.3 Let m0 be a polynomial of the form (8.15), where m10 and m20 are
locally square integrable functions and M0 satisfy (8.17) and (8.18). Let ϕ be defined
8.2 Nonuniform Multiresolution Analysis on Positive Half Line 293
by (8.19) and assume that the infinite product defining ϕ̃ converges a.e. on R+ . Then
the function ϕ ∈ L2 (R+ ).
and
k−1
2
Nk
ξ
Ak = M0 m0 ξ d ξ for k ≥ 2
Nk N
j
0 j=1
1N −1
N
ξ p
A1 = M0 (ξ/N ) d ξ = M0 + dξ = 1
0 0 p=0
N N
and
k−1
2
Nk
ξ
Ak = M0 m0 ξ d ξ
Nk N
j
0 j=1
−1 2 k−2 2
N k−1 N
m0 ξ ξ p ξ
= + p M0 + m0 d ξ.
0 p=0
N k−1 N k N j=1 Nj
We find that
−1
N 2 2 2 N
−1
ξ ξ p ξ ξ ξ p
m0 + p M0 + = m10 + m2 M0 +
N k N k N N k−1 0
N k−1 N k N
p=0 p=0
N
−1
ξ ξ r ξ ξ p
+m10 m20 χ , α p M0 +
N k−1 N k−1 N N k−1
p=0
Nk N
N
−1
ξ ξ r ξ ξ p
+m10 m20 χ , α −p M0 +
N k−1 N k−1 N N k−1
p=0
Nk N
2 2
ξ ξ
= m10 + m2
N k−1 0
N k−1
ξ
= M0 .
N k−1
Ak = Ak−1 = Ak−2 = · · · = A1 = 1.
Hence
k−1
Nk
Nk ξ 2
|ϕ̃(ξ )| d ξ ≤
2 m0 dξ
Nj
0 0 j=1
k−1
2
k
ξ
m0 ξ d ξ
N
≤ 2M0
0 Nk j=1
N
j
= 2Ak = 2.
V0 = span{ϕ(x λ)}λ∈Λ+
and
ε(R+ ) = ∪∞ ∞
m=1 εm (R+ ), ε̃(R+ ) = ∪m=1 ε˜m (R+ ).
8.2 Nonuniform Multiresolution Analysis on Positive Half Line 295
Theorem 8.4 Let Λ+ = {0, r/N } + Z+ . Suppose that ϕ ∈ L2 (R+ ) is such that the
collection {ϕ(x
λ)}λ∈Λ+ is an orthonormal system in L2 (R+ ) with closed linear
span V0 and Vj is defined by (8.21) then ∩j∈Z Vj = {0}.
Proof Let f ∈ ∩j∈Z Vj . Given an ε > 0 and a continuous function u which is com-
pactly supported in some interval [0, R], R > 0 and satisfies f − u2 < ε. Then we
have
f − Pj u2 ≤ Pj (f − u)2 ≤ f − u2 < ε
so that
f 2 < Pj u2 + ε.
Using the fact that the collection {N j/2 ϕ(N j x
λ)}λ∈Λ+ is an orthonormal bases for
Vj .
Pj u22 = < Pj u, ϕj,λ > 2
λ∈Λ+
R
2
= (N ) j u(x)ϕ(N j x
λ) dx
λ∈Λ+ 0
R
≤ (N )j u2∞ R |ϕ(N j x
λ)|2 dx
λ∈Λ+ 0
where u∞ denotes the supremum norm of u. If j is chosen small enough so that
RN j ≤ 1, then
Pj u22 ≤ u2∞ |ϕ(x)|2 dx
SR,j
= u2∞ ISr,j (x)|ϕ(x)|2 dx, (8.22)
R+
where SR,j = ∪λ∈Λ+ {y
λ/y ∈ [0, RN j ]} and ISr,j denotes the characteristic function
of Sr,j .
296 8 Wavelets Associated with Nonuniform Multiresolution …
Thus, from Eq. (8.22) by using the dominated convergence theorem, we get
Theorem 8.5 Let ϕ ∈ L2 (R+ ) is such that the collection {ϕ(x
λ)}λ∈Λ+ is an
orthonormal system in L2 (R+ ) with closed linear span V0 and Vj is defined by
(8.21) and assume that ϕ̃(ξ ) is bounded for all ξ and continuous near ξ = 0 with
|ϕ̃(0)| = 1, then ∪j∈Z Vj = L2 (R+ ).
⊥
Proof Let f ∈ ∪j∈Z Vj .
Given an ε > 0 we choose u ∈ L1 (R+ ) ∩ ε(R+ ) such that f − u2 < ε.
Then for any j ∈ Z+ , we have
Pj f 22 = Pj f , Pj f = f , Pj f = 0
and so
Pj u2 = Pj (f − u)2 ≤ f − u2 < ε.
Then we put g(ξ ) = ũ(ξ )ϕ̃(N −j ξ ) for some function g of the form
r
g(ξ ) = g1 (ξ ) + χ ξ, g2 (ξ )
N
where g1 and g2 are locally square integrable,
1/2-periodic functions.
If g(ξ ) has the expansion of the form λ∈Λ+ cλ χ (ξ, λ) on the set [0, 1], then
1
cλ = g(ξ )χ (ξ, λ) d ξ
0
= ũ(ξ )ϕ̃(N −j ξ )χ (ξ, λ) d ξ, λ ∈ Λ+ .
R+
If λ ∈ Z+ , we have
1 1
ξ k
2g1 (ξ )χ (ξ, λ) d ξ = ũ(ξ + k)ϕ̃ + χ (ξ, λ) d ξ
0 0 k∈Z Nj Nj
+
8.2 Nonuniform Multiresolution Analysis on Positive Half Line 297
Therefore
1 ξ k
g1 (ξ ) = ũ(ξ + k)ϕ̃ + j .
2 Nj N
k∈Z+
On taking λ = r
N
+ m where m ∈ Z+ , we obtain
1 ξ k r
g2 (ξ ) = ũ(ξ + k)ϕ̃ + χ ξ + k, .
2 Nj Nj N
k∈Z+
Therefore
1 ξ k
g(ξ ) = ũ(ξ + k)ϕ̃ + j (1 + α k )
2 Nj N
k∈Z+
Consequently
f 2 < ε + u2 < 2ε.
Theorem 8.6 Let m0 be a polynomial of the form (8.15), which satisfies m0 (0) = 1
together with the conditions (8.17) and (8.18). Let ϕ be defined by the formula (8.19)
and Λ+ = {0, r/N } + Z+ . Then the following are equivalent:
1. ∃ a W -compact set E such that 0 ∈ int(E), μ(E) = 1, E ≡ [0, 1](mod Z+ ) and
298 8 Wavelets Associated with Nonuniform Multiresolution …
k
ξ ξ
μk (ξ ) = m0 IE , ξ ∈ .R+
j=1
Nj Nj
Thus
k0
ξ
ϕ̃(ξ ) = m0 , ξ ∈E
Nk
k=1
and so
c1−k0 |ϕ(ξ )| ≥ IE (ξ ), ξ ∈ R+ . (8.25)
Therefore
k
ξ ξ
|μk (ξ )| = m0 IE
N j N j
j=1
k
≤ c1−k0 m0 ξ ϕ̃ ξ
N j N j
j=1
which yields
|μk (ξ )| ≤ c1−k0 |ϕ̃(ξ )|, k ∈ N, ξ ∈ R+ .
This implies
|μk (ξ )| ≤ c|ϕ̃(ξ )|, k ∈ N, ξ ∈ R+ .
8.2 Nonuniform Multiresolution Analysis on Positive Half Line 299
If k = 1, then
2
|μ1 (ξ )| χ (λ
σ, ξ ) d ξ =
2 m0 ξ IE ξ χ (λ
σ, ξ ) d ξ
N N
R+ R+
=N |m0 (ξ )|2 χ (λ
σ, N ξ ) d ξ.
E
For k > 1
⎡ ⎤
k
2
ξ
|μk (ξ )|2 χ (λ
σ, ξ ) d ξ = ⎣ m0 ⎦ IE ξ χ (λ
σ, ξ ) d ξ.
Nj Nk
R+ R+ j=1
k
2
|μk (ξ )|2 χ (λ
σ, ξ ) d ξ = m0 ξ χ (λ
σ, ξ ) d ξ
N
j
R+ Ek j=1
k−1
=N k
|m0 (w)| 2
|m0 (N j w)|2 χ (λ
σ, N k w) d w.
E j=1
Using the assumption E ≡ [0, 1](modZ+ ) and changing the variable, we get
300 8 Wavelets Associated with Nonuniform Multiresolution …
1 k−1
|μk (ξ )|2 χ(λ
σ, ξ ) d ξ = N k |m0 (N j ξ )|2 χ (λ
σ, N k ξ ) d ξ
R+ 0 j=0
⎡ ⎤
1
k−1
=N k ⎣ |m0 (N ξ )| j 2⎦
M0 (ξ )χ(λ
σ, N k ξ ) d ξ
0 j=1
⎡ ⎤⎡ ⎤
p ⎦
k−1
N −1
=N k ⎣ |m0 (N ξ )|
j 2⎦ ⎣
|m0 (N ξ + p)| M0 ξ +
2
[0,1/N ] N
j=2 p=0
χ(λ σ, N k ξ ) d ξ
where
N −1
N −1
|m0 (N ξ + p)|2 M0 (ξ + p) = |m10 (N ξ + p) + χ(r/N , N ξ + p)m20 (N ξ + p)|2 M0 (ξ + p/N )
p=0 p=0
−1
N
= |m10 (N ξ )|2 + |m20 (N ξ )|2 M0 (ξ + p/N )
p=0
⎡ ⎤
N −1
+ ⎣m10 (N ξ )m20 (N ξ )χ(r/N , N ξ ) χ(r/N , p)M0 (ξ + p/N )⎦
p=0
⎡ ⎤
N −1
+ ⎣m20 (N ξ )m10 (N ξ )χ(r/N , N ξ ) χ(r/N , p)M0 (ξ + p/N )⎦
p=0
Therefore
⎡ ⎤
k−1
|μk (ξ )| χ(λ
σ, ξ ) d ξ = N
2 k ⎣ |m0 (N ξ )| j 2⎦
M0 (N ξ )χ(λ
σ, N k ξ ) d ξ
R+ [0,1/N ] j=2
⎡ ⎤
k−1
= N k−1 ⎣ |m0 (N j−1 ξ )|2 ⎦ M0 (ξ )χ(λ
σ, N k−1 ξ ) d ξ
[0,1] j=2
k−2
= N k−1 |m0 (N j ξ )|2 M0 (ξ )χ(λ
σ, N k−1 ξ ) d ξ
[0,1] j=1
= |μk−1 (ξ )|2 χ(λ
σ, ξ ) d ξ.
R+
In particular, for k ∈ N
|μk (ξ )|2 d ξ = 1.
R+
8.2 Nonuniform Multiresolution Analysis on Positive Half Line 301
Therefore,
ϕ(x
λ)ϕ(x
σ ) = δλσ , λ, σ ∈ Λ+ .
R+
N −1
p
M0 ξ + =1
p=0
N
and thus we can find, for each ξ ∈ [0, 1] an integer p(ξ ) ∈ {0, 1, 2, . . . , N − 1} such
that
ξ p(ξ ) 1
M0 + ≥ .
N N N
Since ϕ̃ is continuous, the finite sum |ϕ̃(. + p(ξ ) + Nj)|2 is continuous. There-
j≤l(ξ )
fore there exists, for every ξ in [0, 1], a neighborhood {ζ : |ζ − ξ | ≤ Rξ } so that, for
all ζ in this neighborhood
302 8 Wavelets Associated with Nonuniform Multiresolution …
1
|ϕ̃(ζ + p(ξ ) + Nj)|2 > .
2N
j≤l(ξ )
Since [0, 1] is compact, we can find a finite subset of the collection of intervals
{ζ : |ζ − ξ | ≤ Rξ } which covers [0, 1]. Let l0 be the maximum of the corresponding
numbers l(ξ ) associated with this finite covering. Then for all ζ ∈ [0, 1]
1
|ϕ̃(ζ + p(ξ ) + Nj)|2 > .
2N
j≤l0
It follows that for every ξ ∈ [0, 1] ∃p(ξ ) between 0 and l0 such that
and
Sl = U (ξl )\ ∪l−1
j=0 U (ξj ) if 1 ≤ l ≤ M .
j0
m0 ξ ≥ C1 > 0 for ξ ∈ E.
Nj
j=1
We begin with some notations. Given an integer N ≥ 1 and an odd integer r with
1 ≤ r ≤ 2N − 1, r and N are relatively prime, we consider the translation set Λ as
rk
Λ = {0, r/N } + 2Z = + 2n : n ∈ Z, k = 0, 1 . (8.28)
N
Definition 8.5 If f ∈ L1 (R) L2 (R), then the Fourier transform of f is the function
fˆ defined by
fˆ (ξ ) = f (x)e−2πiξ x dx. (8.29)
R
Let
The function system {ψj,λ (t)}j∈Z,λ∈Λ is called a nonuniform wavelet frame for L2 (R)
if there exist constants A and B, 0 < A ≤ B < ∞ such that
Af 2 ≤ |f , ψj,λ |2 ≤ Bf 2 (8.32)
j∈Z λ∈Λ
304 8 Wavelets Associated with Nonuniform Multiresolution …
for all f ∈ L2 (R). We call A, B the lower frame bound and the upper frame bound for
the frame, respectively. If A = B, then the frame is called a tight frame. If A = B = 1,
then the frame is called a normalized tight frame.
First, we prove a lemma which will be used in the proofs of the main results.
Lemma 8.2 If f , ψ ∈ L2 (R), then
2N −1 !
1
|f , ψj,λ |2 = fˆ (ξ + (2N )j p/2)ψ̂((2N )−j ξ + p/2) G 1 (ξ )d ξ
4N R
λ∈Λ p=0
2N −1 !
1
+ fˆ (ξ + (2N )j p/2)ψ̂((2N )−j ξ + p/2)e−π irp/N G 2 (ξ )d ξ
4N R
p=0
(8.33)
where
G 1 (ξ ) = fˆ (ξ + (2N )j l/2)ψ̂((2N )−j ξ + l/2) (8.34)
l∈Z
and
fˆ (ξ + (2N )j l/2)ψ̂((2N )−j ξ + l/2)eπi N l .
r
G 2 (ξ ) = (8.35)
l∈Z
1 21 (2N )j (l+1) −j
= fˆ (ξ )ψ̂((2N )−j ξ )e2π i(2N ) λξ d ξ
(2N ) j/2 1
(2N ) jl
l∈Z
2
1 1
2 (2N )
j
−j
= fˆ (ξ + (2N )j l/2)ψ̂((2N )−j ξ + l/2)eπ iλl e2π i(2N ) λξ d ξ
(2N )j/2 0
l∈Z
(2N )j " #
1 2 −j
= fˆ (ξ + (2N )j l/2)ψ̂((2N )−j ξ + l/2)eπ iλl e2π i(2N ) λξ d ξ.
(2N )j/2 0 l∈Z
Now
|f , ψj,λ |2 = |f , ψj,λ |2 + |f , ψj,λ |2 (8.36)
λ∈Λ λ∈2Z λ∈(r/N +2Z)
√ !
is an orthonormal basis for L2 0, (2N2 ) , Parseval’s
−j j
Since (2N )2j/2 e2πi(2N ) 2mξ
m∈Z
formula gives
8.3 Nonuniform Wavelet Frames in L2 (R) 305
|f , ψj,λ |2
λ∈2Z
2
(2N )j √
1 2
ˆ −j
2 2π i(2N )−j 2mξ
= f (ξ + (2N ) j
l/2) ψ̂((2N ) ξ + l/2) e d ξ
(2N )j/2
m∈Z 0
2
l∈Z
(2N ) j
2
1 2
= fˆ (ξ + (2N )j l/2)ψ̂((2N )−j ξ + l/2) d ξ
2 0
l∈Z
(2N )j
1 2
= |G 1 (ξ )|2 d ξ.
2 0
1
= [I + II ] (8.38)
2
$ (2N )j $ (2N )j
where I = 0 2 |G 1 (ξ )|2 d ξ and II = 0 2 |G 2 (ξ )|2 d ξ .
For 1 ≤ p ≤ 2N − 1, we have
1 ˆ 1 −j
1
G 1 ξ + (2N ) p =
j
f ξ + (2N ) (l + p) ψ̂ (2N ) ξ + (l + p)
j
2 2 2
l∈Z
= G 1 (ξ ) (8.39)
306 8 Wavelets Associated with Nonuniform Multiresolution …
and
1 1 1
G 2 ξ + (2N )j p = fˆ ξ + (2N )j (l + p) ψ̂ (2N )−j ξ + (l + p) eπ irl/N
2 2 2
l∈Z
= e−π irp/N G 2 (ξ ). (8.40)
Since
(2N )j (2N )j+1 (2N )j+1
2 2 2
I= |G 1 (ξ )| d ξ =
2
|G 1 (ξ )| d ξ −
2
|G 1 (ξ )|2 d ξ.
(2N )j
0 0 2
(2N )j+1
2
|G 1 (ξ )|2 d ξ
(2N )j
2
(2N )j
2 (2N ) 2 (2N )
3 j 1 j+1
Therefore
2 (2N )
1 j+1
1
I= |G 1 (ξ )|2 d ξ. (8.42)
2N 0
1
1
G 1 (ξ ) = fˆ ξ + (2N )j l ψ̂ (2N )−j ξ + l
2 2
l∈Z
1 1
= fˆ ξ + (2N )j 2Nm ψ̂ (2N )−j ξ + 2Nm
2 2
m∈Z
1 1
+ fˆ ξ + (2N )j (2Nm + 1) ψ̂ (2N )−j ξ + (2Nm + 1)
2 2
m∈Z
+
..
.
1
1
+ fˆ ξ + (2N )j (2Nm + 2N − 1) ψ̂ (2N )−j ξ + (2Nm + 2N − 1)
2 2
m∈Z
8.3 Nonuniform Wavelet Frames in L2 (R) 307
" #
2N −1
= ˆf ξ + 1 (2N )j+1 m + 1 (2N )j p ψ̂ (2N )−j ξ + 1 (2Nm + p) .
2 2 2
p=0 m∈Z
−1
" #
1
2N
1 1
= fˆ ξ + (2N )j p ψ̂ (2N )−j ξ + p G 1 (ξ )d ξ
2N R 2 2
p=0
(8.44)
and
2N −1
" #
1 ˆ 1 −j 1 −πirp/N
II = f ξ + (2N ) p ψ̂ (2N ) ξ + p e
j G 2 (ξ )d ξ
2N p=0 R 2 2
(8.45)
Combining all these results, we get
|f , ψj,λ |2
λ∈Λ
2N −1
" #
1 1 1
= fˆ ξ + (2N )j p ψ̂ (2N )−j ξ + p G 1 (ξ ) + e−πirp/N G 2 (ξ ) d ξ.
4N R 2 2
p=0
We prove a necessary condition for the system {ψj,λ (t)}j∈Z,λ∈Λ to be wavelet frame
for L2 (R).
308 8 Wavelets Associated with Nonuniform Multiresolution …
Theorem 8.7 If {ψj,λ (t)}j∈Z,λ∈Λ is a wavelet frame for L2 (R) with bounds A and B,
then
A ≤ Sψ (ξ ) ≤ B a.e ξ ∈ R, (8.46)
where
Sψ (ξ ) = |ψ̂((2N )−j ξ )|2 . (8.47)
j∈Z
M
|f , ψj,λ |2 ≤ Bf 2 .
j=−M λ∈Λ
M 2N −1 + !
1
fˆ (ξ + (2N )j p/2)ψ̂((2N )−j ξ + p/2)
4N j=−M p=0 R
× fˆ (ξ + (2N )j l/2)ψ̂((2N )−j ξ + l/2)d ξ
l∈Z
!
+ fˆ (ξ + (2N )j p/2)ψ̂((2N )−j ξ + p/2)e−πirp/N
R
× fˆ (ξ + (2N ) j
l/2)ψ̂((2N )−j ξ + l/2)e πirl/N
dξ ≤ Bfˆ 2 .
l∈Z
(8.48)
M 2N −1
1 ξ0 +ε−(2N ) p/2 ˆ
j
or
M 2N −1 ξ0 +ε−(2N )j p/2
1 1
|ψ̂((2N )−j ξ + p/2)|2 d ξ ≤ B. (8.52)
2N j=−M p=0 2ε ξ0 −ε−(2N )j p/2
2N −1
1
|ψ̂((2N )−j ξ )|2 d ξ ≤ B
2N j∈Z p=0
⇒ |ψ̂((2N )−j ξ )|2 d ξ ≤ B (8.53)
j∈Z
which is the right inequality of (8.46). To prove left inequality of (8.46) (2.19),
consider
|f , ψj,λ |2 = I1 + I2 , (8.54)
j∈Z λ∈Λ
where I1 = j>−M λ∈Λ |f , ψj,λ |2 and I2 = j≤−M λ∈Λ |f , ψj,λ |2 .
By the frame condition, I1 ≥ A − I2 . As we have shown that I1 → Sψ (ξ ), it
remains to prove that I2 → 0 as M → ∞.
Using (8.34), (8.35), and (8.38), we obtain
I2 = |f , ψj,λ |2
j≤M λ∈Λ
(2N ) 2
1
j
2
= fˆ (ξ + (2N ) l/2)ψ̂((2N ) ξ + l/2) d ξ
j −j
2 j≤−M 0
l∈Z
(2N ) 2
1
j
2
r
+ fˆ (ξ + (2N )j l/2)ψ̂((2N )−j ξ + l/2)eπi N l d ξ
2 j≤−M 0
l∈Z
(2N ) 2
1
j
2
≤ |fˆ (ξ + (2N ) l/2)ψ̂((2N ) ξ + l/2)| d ξ
j −j
2 j≤−M 0
l∈Z
(2N ) 2
1
j
2
rk
+ |fˆ (ξ + (2N )j l/2)ψ̂((2N )−j ξ + l/2)eπi N l | d ξ
2 j≤−M 0
l∈Z
310 8 Wavelets Associated with Nonuniform Multiresolution …
2
(2N )j
2
= |fˆ (ξ + (2N )j l/2)ψ̂((2N )−j ξ + l/2)| d ξ
0
j≤−M l∈Z
" #
(2N )j
2
= ˆ −j
|f (ξ + (2N ) l/2)ψ̂((2N ) ξ + l/2)|
j
j≤−M 0 l∈Z
" #
× ˆ −j
|f (ξ + (2N ) m/2)ψ̂((2N ) ξ + m/2)| d ξ.
j
m∈Z
Since the function l∈Z |fˆ (ξ + (2N )j l/2)ψ̂((2N )−j ξ + l/2)| is 21 (2N )j -periodic, we
can continue with
(2N )j
2 (l+1)
I2 ≤ |fˆ (ξ )ψ̂((2N )−j ξ )| |fˆ (ξ + (2N )j m/2)ψ̂((2N )−j ξ + m/2)|d ξ
(2N )j
j≤−M l∈Z 2 l m∈Z
= |fˆ (ξ )ψ̂((2N )−j ξ )||fˆ (ξ + (2N )j m/2)ψ̂((2N )−j ξ + m/2)|d ξ.
j≤−M m∈Z R
1/2 1/2
I2 ≤ |fˆ (ξ )ψ̂((2N )−j ξ )|2 d ξ |fˆ (ξ + (2N )j m/2)ψ̂((2N )−j ξ + m/2)|2 d ξ
j≤−M m∈Z R R
(8.55)
Also for any ξo = 0, given η > 0, a positive integer M may be chosen so that
∞
|ψ̂(ξ )|2 d ξ < η. (8.56)
2(2N )M ξ0
1+2N
−1
It is clear that for 0 < ε < 2N2N +1 0
ξ , the intervals ((2N )−j (ξ0 − ε), (2N )−j (ξ0 +
ε)), j ∈ Z are mutually disjoint. It follows that
8.3 Nonuniform Wavelet Frames in L2 (R) 311
|f , ψj,λ | =2
|fˆ (ξ )|2 |ψ̂((2N )−j ξ )|2 d ξ + Rψ (f ) (8.57)
j∈R λ∈Λ R j∈Z
(8.58)
..
.
1
+ 2 |fˆ (ξ + (2N − 1)(2N )j /2)|2 |ψ̂((2N )−j ξ + (2N − 1)/2)|2 d ξ
4N R
j∈Z
312 8 Wavelets Associated with Nonuniform Multiresolution …
!
1
+ fˆ (ξ + (2N − 1)(2N )j /2)ψ̂((2N )−j ξ + (2N − 1)/2)
4N R
j∈Z l=2N −1
!
× fˆ (ξ + (2N )j l/2)ψ̂((2N )−j ξ + l/2)(1 + eπ i N (l−2N +1) ) d ξ.
r
Since for 0 ≤ p ≤ 2N − 1,
|fˆ (ξ + (2N )j p)|2 |ψ((2N )−j ξ + p)|2 d ξ = |fˆ (ξ )|2 |ψ((2N )−j ξ )|2 d ξ.
j∈Z R j∈Z R
(8.59)
Therefore, we obtain
|f , ψj,λ |2 = |fˆ (ξ )|2 |ψ((2N )−j ξ )|2 d ξ + R0
j∈R λ∈Λ R j∈Z
R1 + · · · + R2N −1
and
⎧ ⎫
⎨ ⎬
B= sup |ψ̂((2N )−j ξ )ψ̂((2N )−j ξ + l/2| < ∞. (8.60)
|ξ |∈[1,2N ] ⎩ j∈Z ⎭
l∈Z
Proof Let f ∈ L2 (R) such that fˆ is continuous and compactly supported. We estimate
Rψ (f ). By (8.58), we have
!
1
|Rp | =
fˆ (ξ + (2N )j p/2)ψ̂((2N )−j ξ + p/2)
4N j∈Z l=p R
!
r
× fˆ (ξ + (2N )j l/2)ψ̂((2N )−j ξ + l/2)(1 + eπ i N (l−p) ) d ξ
!
1 ˆ
≤ f (ξ + (2N )j p/2)ψ̂((2N )−j ξ + p/2)
2N
j∈Z l=p R
!
× fˆ (ξ + (2N )j l/2)ψ̂((2N )−j ξ + l/2) d ξ.
8.3 Nonuniform Wavelet Frames in L2 (R) 313
where
⎧ ⎫1/2
⎨ ⎬
I= |fˆ (ξ + (2N )j p/2)|2 |ψ̂((2N )−j ξ + p/2)ψ̂((2N )−j ξ + l/2)|d ξ ,
⎩ ⎭
l=p R
⎧ ⎫1/2
⎨ ⎬
J = |fˆ (ξ + (2N )j l/2)|2 |ψ̂((2N )−j ξ + p/2)ψ̂((2N )−j ξ + l/2)|d ξ .
⎩ R ⎭
l=p
We get
1
|Rp | ≤ |fˆ (ξ + (2N )j p/2)|2 |ψ̂((2N )−j ξ + l/2)ψ̂((2N )−j ξ + p/2)|d ξ
2N
j∈Z l=p R
1
= |fˆ (ξ )|2 |ψ̂((2N )−j ξ )ψ̂((2N )−j ξ + (l − p)/2)|d ξ
2N R
j∈Z l=p
314 8 Wavelets Associated with Nonuniform Multiresolution …
1
= |fˆ (ξ )|2 |ψ̂((2N )−j ξ )ψ̂((2N )−j ξ + (l − p)/2)|d ξ.
2N R j∈Z l=p
2N −1
1
|Rψ (f )| ≤ |fˆ (ξ )|2 |ψ̂((2N )−j ξ )ψ̂((2N )−j ξ + (l − p)/2)|d ξ.
2N p=0 R j∈Z l=p
(8.61)
From (8.57) and (8.61), we have
|f , ψj,λ |2 ≤ |fˆ (ξ )|2 |ψ̂((2N )−j ξ )|2 d ξ
j∈Z λ∈Λ R j∈Z
2N −1
1
+ |fˆ (ξ )|2 |ψ̂((2N )−j ξ )ψ̂((2N )−j ξ + (l − p)/2)|d ξ
2N
p=0 R j∈Z l =p
⎛ ⎞
= ˆ
|f (ξ )|2 ⎝ −j
|ψ̂((2N ) ξ )ψ̂((2N ) ξ + l/2|⎠ d ξ
−j (8.62)
R j∈Z l∈Z
and
|f , ψj,λ |2
j∈Z λ∈Λ
⎛ ⎞
≥ |fˆ (ξ )|2 ⎝ |ψ̂((2N )−j ξ )|2 − |ψ̂((2N )−j ξ )ψ̂((2N )−j ξ + l/2)|⎠ d ξ
R j∈Z j∈Z l=0
(8.63)
8.4 Exercises
References
1. Sharma, V., & Manchanda, P. (2013). Wavelet packets associated with nonuniform multireso-
lution analysis on positive half-line. Asian-European Journal of Mathematics, 6(1), 1350007
(1–16).
2. Meenakshi, M., Manchanda, P., & Siddiqi, A. H. (2012). Wavelets associated with non uniform
multiresolution analysis on positive half line. International Journal of Wavelets, Multiresolution
and Information Processing 10(2), 1250018(1–27).
3. Sharma, V., & Manchanda, P. (2015). Nonuniform wavelet frames in L2 (R). Asian European
Journal of Mathematics, 8(2), 1550034(1–15).
Chapter 9
Orthogonal Vector-Valued Wavelets
on R+
9.1 Introduction
where T means the transpose and Cs denote the s-dimensional complex Eucledian
space.
The space L 2 (R, Cs ) is called vector-valued function space. For f ∈ L 2 (R, Cs ),
f denotes the norm of the vector-valued function f and is defined as
s 1/2
f = | f k (t)|2 dt . (9.1)
k=1 R
For any two vector-valued functions f, g ∈ L 2 (R, Cs ) the inner product < f, g > is
defined as
< f, g >= f(t)g∗ (t) dt, (9.2)
R
where δk,n denotes the Kronecker symbol such that δk,n = 1 when k = n and δk,n = 0
when k = n, Is denotes the identity matrix of order s × s.
where the multiplication Fk fk (t) for each fixed t is the s × 1 matrix multiplication,
and the convergence for infinite summation is as same as of the norm . defined by
(9.1) for the vector-valued function space.
Let {fk (t)}k∈Z is an orthonormal basis for L 2 (R, Cs ). Then the expansion (9.4)
for any f ∈ L 2 (R, Cs ) is unique and
From Eq. (9.6), it is clear that < f, f >= 0 if and only if f = 0 where 0 is the zero
vector.
Let φ(t) = (φ1 (t), φ2 (t), . . . , φs (t))T ∈ L 2 (R, Cs ) satisfy the following refine-
ment equation:
φ(t) = Pk φ(2t − k), (9.7)
k∈Z
On taking the Fourier transform on both sides of (9.7), and assuming that φ̂(η) is
continuous at zero, we have
where
1
α(η) = Pk exp{−ikη}. (9.10)
2 k∈Z
Since Ψ (t) ∈ W0 ⊂ V1 , there exists a unique finitely supported sequence {Bk }k∈Z of
s × s constant matrices such that
Ψ (t) = Bk φ(2t − k). (9.12)
k∈Z
Let
1
β(η) = Bk .exp {−ikη}. (9.13)
2 k∈Z
Theorem 9.1 Let φ(t) defined in (9.7) is an orthogonal vector-valued scaling func-
tion. Assume that Ψ (t) ∈ L 2 (R, Cs ) and α(η) and β(η) are defined, respectively,
by (9.10) and (9.13). Then Ψ (t) is an orthogonal vector-valued wavelet function
9.2 Vector-Valued Multiresolution Analysis 321
The following theorem proved by Chen and Cheng (2007) present an algorithm
for the construction of compactly supported orthogonal vector-valued wavelets:
Assume that there exists an integer n, 0 ≤ n ≤ 2, such that the matrix A defined in
the following equation, is not only an invertible matrix but also a Hermitian matrix:
Define
B j = A Pj , j = n,
B j = −A−1 P j , j = n, j, n ∈ {0, 1, 2}
and
Ψ (t) = B0 φ(2t) + B1 φ(2t − 1) + B2 φ(2t − 2).
where
f˜i (w) = f i (t)χ (t, w)dt, 1 ≤ i ≤ N.
R+
where ‘*’ means complex conjugate and transpose. The product defined above is
matrix-valued (usually it is a scalar-valued) and it satisfies properties of an inner
product such as linearity and commutativity.
where δk,n is the Kronecker delta such that δk,n = 1 when k = n and δk,n = 0 when
k = n.
A vector-valued function f(t) ∈ U ⊆ L 2 (R+ , C N ) is said to be orthogonal in U
if its translations, i.e., {f(t k)}k∈Z+ satisfy
is called an orthonormal basis of U if it satisfies (9.17) and for any h(t) ∈ U, there
exists a unique sequence {Ak }k∈Z+ whose each element is an N × N constant matrix
such that
h(t) = Ak fk (t).
k∈Z+
The multiresolution analysis approach is one of the main approaches in the construc-
tion of wavelets. We introduce vector-valued multiresolution p-analysis on positive
half line and give the definition for associated orthogonal vector-valued wavelets [1,
11].
√
So, Φ1,k (t) = { pΦ( pt k)}k∈Z+ form an orthonormal basis for V1 .
Therefore, the space V j is defined by
j
V j = clos L 2 (R+ ,CN ) (span{ p 2 Φ( p j t k)}, k ∈ Z+ ), j ∈ Z. (9.19)
where {Rk }k∈Z+ is a sequence of N × N constant matrices. If the sequence {Rk }k∈Z+
is finite, we say that Φ(t) is a compactly supported vector-valued function.
324 9 Orthogonal Vector-Valued Wavelets on R+
where
1
R(w) = Rk χ (k, w). (9.22)
p k∈Z
+
We get
R(0) = I N or Rk = I N .
k∈Z+
where
1 (m)
S (m) (w) = Sk χ (k, w). (9.26)
p
k∈Z+
9.3 Vector-Valued Multiresolution p-Analysis on R+ 325
and the family {Ψm (t k), m ∈ Λ}k∈Z+ is an orthonormal basis of the subspace W0 .
Therefore,
Lemma 9.1 Let f(t) ∈ L 2 (R+ , C N ). Then f(t) is an orthogonal vector-valued func-
tion if and only if
f̃(w + l)f̃(w + l)∗ = I N , w ∈ R+ . (9.30)
l∈Z+
T
Proof Let f(t) = f 1 (t), f 2 (t), . . . , f N (t) ∈ L 2 (R+ , C N ) is an orthogonal func-
tion, then
δ0,k I N = f(t)f(t k)∗ dt,
R+
By identity (9.16),
δ0,k I N = f̃(w)f̃(w)∗ χ (k, w)dw
R+
l+1
= f̃(w)f̃(w)∗ χ (k, w)dw
l∈Z+ l
1
= f̃(w + l)f̃(w + l)∗ χ (k, w)dw
0 l∈Z
+
So, f(t) ∈ L 2 (R+ , C N ) is orthogonal ⇔ l∈Z+ f̃(w + l)f̃(w + l)∗ = I N .
1
= Ru
Φ(t pk u), Φ(t v) Rv∗
p
u,v∈Z+
1
= Ru (Ru⊕ pk )∗ .
p u∈Z
+
In this section, we start with considering the existence of compactly supported orthog-
onal vector-valued wavelets on R+ . The necessary and sufficient condition for the
vector-valued wavelets associated with VMRA on R+ is derived as follows:
p−1 ∗
w+l w+l
R S (m) = O, m ∈ Λ, w ∈ R+ , (9.32)
l=0
p p
and
p−1 ∗
(m) w+l (n) w+l
S S = δm,n I N , m, n ∈ Λ, w ∈ R+ . (9.33)
l=0
p p
O =
Φ(t), Ψm (t)
= Φ̃(w + l)Ψ̃m (w + l)∗
l∈Z+
w+l w+l w + l ∗ (m) w + l ∗
= R Φ̃ Φ̃ S
p p p p
l∈Z+
∗ ∗
w w w w
= R + n Φ̃ + n Φ̃ + n S (m) +n
p p p p
l= pn
∗
w 1 w 1 w 1
+ R + + n Φ̃ + + n Φ̃ + +n
p p p p p p
l= pn+1
∗
w 1
×S (m) + +n
p p
.
.
.
∗
w p−1 w p−1 w p−1
+ R + + n Φ̃ + + n Φ̃ + +n
p p p p p p
l= pn+( p−1)
∗
w p−1
×S (m) + +n
p p
On simplification, we get
⎛ ⎞
∗ ∗
w ⎝ w w w
O=R Φ̃ + n Φ̃ + n ⎠ S (m)
p p p p
l= pn
⎛ ⎞
∗
w 1 ⎝ w 1 w 1 w 1 ∗
+R + Φ̃ + + n Φ̃ + + n ⎠ S (m) +
p p p p p p p p
l= pn+1
.
.
.
.
⎛ ⎞
∗
w p−1 ⎝ w p−1 w p−1
+R + Φ̃ + + n Φ̃ + +n ⎠
p p p p p p
l= pn+ p−1
w p−1 ∗
×S (m) +
p p
p−1
w+l (m) w+l ∗
= R S .
p p
l=0
Conversely, suppose identities (9.32) and (9.33) hold. By similar steps performed
above, we have
w+l ∗
p−1
w+l
Φ̃(w + l)Ψ̃m (w + l)∗ = R S (m) = O,
l∈Z l=0
p p
+
and
p−1 ∗
∗ (m) w+l (n) w+l
Ψ̃m (w + l)Ψ̃n (w + l) = S S = δm,n I N .
l∈Z+ l=0
p p
Therefore,
l+1
Φ(t), Ψm (t k) = Φ̃(w)Ψ̃m (w)∗ χ (k, w)dw
l∈Z+ l
1
= Ψ̃ (w + l)Ψ̃m (w + l)∗ χ (k, w)dw
0 l∈Z
+
= O, m ∈ Λ, k ∈ Z+ .
9.4 The Existence of Orthogonal Vector-Valued Wavelets on R+ 329
and
1
Ψm (t), Ψn (t k) = Ψ̃m (w + l)Ψ̃n (w + l)∗ χ (k, w)dw
0 l∈Z
+
= δ0,k δm,n I N , m, n ∈ Λ, k ∈ Z+ .
Thus, Φ(t) and Ψm (t), m ∈ Λ are mutually orthogonal and {Ψm (t), m ∈ Λ} is a
finite family of orthogonal vector-valued functions. This proves the orthogonality of
{Ψm (t k), m ∈ Λ}k∈Z+ .
We now prove the completeness of {Ψm (t k), m ∈ Λ}k∈Z+ in W0 . For any
f ∈ W0 ⊂ V1 , there exists finitely supported sequence of N × N constant matrices
{Ak }k∈Z+ such that
f= Ak Φ( pt k). (9.34)
k∈Z+
Thus
f̃(w) = A (w/ p)Φ̃(w/ p), (9.35)
where
1
A (w) = Ak χ (k, w).
p
k∈Z+
This is equivalent to
f̃(w + l)Φ̃(w + l)∗ = O. (9.37)
l∈Z+
p−1 ∗
w+l w+l
A R = O, w ∈ R+ . (9.38)
l=0
p p
Let
∗
A1 (w) = A wp , A w+1
p
, . . . , A w+pp−1 ,
and
∗
R1 (w) = R wp , R w+1
p
, . . . , R w+ p−1
p
.
330 9 Orthogonal Vector-Valued Wavelets on R+
For i = 1, 2, . . . , p − 1, we set
∗
Si (w) = S (i) wp , S (i) w+1
p
, . . . , S (i) w+ p−1
p
.
It is clear that for any w ∈ R+ , the identities (9.32) and (9.33) imply that the column
vectors in the pN × N matrix R1 (w) and column vectors in the pN × N Si (w) are
orthogonal and all these vectors form an orthonormal basis for the pN -dimensional
complex Euclidean space C pN . The identity (9.38) implies that the column vectors in
the pN × N matrix A1 (w) and column vectors in the pN × N R1 (w) are orthogonal.
Then, for each m ∈ Λ, there exist p − 1 matrices L (m) (w), m ∈ Λ whose all entries
are 1-periodic functions of w such that
A (w) = L (m) (w)S (m) (w), w ∈ R+ . (9.39)
m∈Λ
Therefore, by (9.35)
f̃(w) = L (m) (w/ p)S (m) (w/ p)Φ(w/ p)
m∈Λ
= L (m) (w/ p)Ψ̃m (w). (9.40)
m∈Λ
This proves that L (m) (w) has Walsh–Fourier series expansion. Let constant N × N
matrices {Q (m)
k }k∈Z+ , m ∈ Λ be its Walsh–Fourier coefficients. Then
f= Q (m)
k Ψm (t k).
k∈Z+ m∈Λ
By Walsh–Fourier analysis and (9.22), (9.26), identities (9.32) and (9.33) are
equivalent to, respectively,
9.4 The Existence of Orthogonal Vector-Valued Wavelets on R+ 331
(m) ∗
Rv (Sv⊕ pk ) = O, m ∈ Λ, k ∈ Z+ (9.41)
v∈Z+
(n)
Sv(m) (Sv⊕ ∗
pk ) = pδm,n δ0,k I N , m, n ∈ Λ, k ∈ Z+ . (9.42)
v∈Z+
form an orthonormal basis for L 2 (R+ , C N ). The following theorem deals with the
construction of vector-valued scaling function Φ.
(b) There exists a constant C > 0 and integer M > 0, such that for w ∈ (0, p M )
M ∞
w w
R <C R . (9.44)
pl pl
l=1 l=1
M
w
μ M (w) = R Φ̃(0)1(0, p M ) (w), (9.47)
l=1
pl
= μ M−1 (w)μ M−1 (w)∗ χ (k, w)dw
R+
.
.
.
= μ1 (w)μ1 (w)∗ χ (k, w)dw
R+
1
= I N χ (k, w)dw
0
= δ0,k I N .
From (9.47), we get that μk (w) converges to Φ(w) pointwise. In view of (9.44), we
have
Since all matrix norms are equivalent, there exists a constant C1 > 0 such that
μ M μ∗M − Φ̃ Φ̃ ∗ ≤ C1 μ M (w)μ M (w)∗ − Φ̃(w)Φ̃(w)∗ 2 dw.
R+
μ M μ∗M − Φ̃ Φ̃ ∗ → 0 as → ∞.
Therefore,
Φ̃(w)Φ̃(w)∗ χ (k, w)dw = lim μ M (w)μ M (w)∗ χ (k, w)dw
R+ M−→∞ R
+
= δ0,k I N .
Definition 9.7 Given integers N ≥ 1 and r odd with 1 ≤ r ≤ 2N − 1 such that r and
N are relatively prime, we say that ϕ ∈ L 2 (R, Cs ) generates a VNUMRA {V j } j∈Z
of L 2 (R, Cs ), if the sequence {V j } j∈Z satisfies:
(a) · · · ⊂ V−1 ⊂ V0 ⊂ V1 ⊂ · · · ,
(b) ∪ j∈Z V j is dense in L 2 (R, Cs ),
(c) ∩ j∈Z V j = {0}, where 0 is the zero vector of L 2 (R, Cs ),
(d) ϕ(t) ∈ V j if and only if ϕ(2N t) ∈ V j+1 ∀ j ∈ Z.
(e) there exists ϕ(t) ∈ V0 such that the sequence {ϕ(t − λ), λ ∈ Λ} is an orthonor-
mal basis of V0 where Λ = {0, r/N } + 2Z. The vector-valued function ϕ(t) is
called a scaling function of the VNUMRA.
Note that when N = 1, one recovers from the above definition the definition of
vector-valued multiresolution analysis with dilation factor equal to 2.
Let ϕ(t) = (ϕ1 (t), ϕ2 (t), . . . , ϕs (t))T ∈ L 2 (R, Cs ) satisfy the following refine-
ment equation:
ϕ(t) = Aλ ϕ(2N t − λ) (9.48)
λ∈Λ
where {Aλ }λ∈Λ is s × s constant matrix sequence that has only finite number of
terms.
Define a closed subspace V j ∈ L 2 (R, Cs ) by
V j = clos L 2 (R,Cs ) span{ϕ (2N ) j t − λ , λ ∈ Λ} , j ∈ Z (9.49)
As is the case in the standard situation, the main purpose of VNUMRA is to construct
orthonormal basis of L 2 (R, Cs ) given by appropriate translates and dilates of a finite
collection of functions, called the associated wavelets.
where
1
A(η) = Aλ e−2πiλη . (9.51)
2N λ∈Λ
where
1
Bk (η) = Bλ,k e−2πiλη . (9.58)
2N λ∈Λ
Bk (η) = Bλ,k
1
+ Bλ,k
2
e−2πir/N η , (9.59)
336 9 Orthogonal Vector-Valued Wavelets on R+
where {Bλ,k
1
} and {Bλ,k
2
} are s × s constant symmetric matrix sequences.
Proof Since ϕ ∈ L 2 (R, Cs ) defined by Eq. (9.48) are orthogonal vector-valued scal-
ing functions, therefore for λ, σ ∈ Λ, we have
δλ,σ Is = ϕ(x − λ)ϕ ∗ (x − σ ) d x
R
= Au ϕ(2N x − 2N λ − u) ϕ ∗ (2N x − 2N σ − v)∗ Av d x
u∈Λ R v∈Λ
= Au ϕ(2N x − 2N λ − u)ϕ ∗ (2N x − 2N σ − v)∗ d x Av
u∈Λ v∈Λ R
1
= Au ϕ(x − 2N λ − u)ϕ ∗ (x − 2N σ − v)∗ d x Av .
2N u∈Λ v∈Λ R
Therefore,
Am A∗2N (λ−σ )+m = 2N δλ,σ Is ∀λ, σ ∈ Λ.
m∈2Z
Taking u = r
N
+ 2m, v = 2n where m, n ∈ Z, we have
9.5 Vector-Valued Nonuniform Multiresolution Analysis 337
1
δλ,σ = Au < ϕ(x − 2N λ − u), ϕ(x − 2N σ − v) > A∗v
2N u∈Λ v∈Λ
1 r
= A Nr +2m < ϕ(x − 2N λ − − 2m), ϕ(x − 2N σ − 2n) > A∗2n
2N m∈Z n∈Z N
1 r
= A r +m < ϕ(x − 2N λ − − m), ϕ(x − 2N σ − n) > A∗n
2N m∈2Z n∈2Z N N
1
= Am A∗2N (λ−σ )+m .
2N m∈2Z
2N −1
ξ p ξ p
Bk + Bl∗ + = δk,l Is . (9.61)
p=0
2N 4N 2N 4N
∗
Let wk,l (ξ ) = j∈Z Ψˆ k (ξ + N j)Ψˆ l (ξ + N j).
Therefore,
δk,l δm,n Is = e−4πi(m−n)ξ wk,l (ξ ) dξ
[0,N )
⎡ ⎤
2N −1
p ⎦
= e−4πi(m−n)ξ ⎣ wk,l ξ + dξ,
[0,1/2) p=0
2
Therefore, we obtain
2N −1 p
wk,l ξ + = 2δk,l Is . (9.62)
p=0
2
Also on taking λ = r
N
+ 2m and σ = 2n where m, n ∈ Z, we have
∗
0= e−2πiξ.2(m−n) e−2πiξr/N Ψˆ k (ξ )Ψˆ l (ξ ) dξ
R ∗
e−4πiξ(m−n) e−2πiξ. N Ψˆ k (ξ + N j)Ψˆ l (ξ + N j) dξ
r
=
[0,N ) j∈Z
e−4πiξ(m−n) e−2πiξ. wk,l (ξ ) dξ
r
= N
[0,N )
⎡ ⎤
2N −1
p
e−4πiξ(m−n) e−2πi N ξ ⎣ e−πi p N wk,l (ξ + )⎦ dξ.
r r
=
[0, 21 ) p=0
2
We conclude that
2N −1
p
α p wk,l (ξ + ) = 0 where α = e−πir/N . (9.63)
p=0
2
Also we have
2N −1
j ˆ j ˆ∗ j
wk,l ξ + = Ψk ξ + Ψl ξ + .
j=0
2 j∈Z
2 2
9.5 Vector-Valued Nonuniform Multiresolution Analysis 339
Also
j ∗ j
wk,l (2N ξ ) = Ψˆ k 2N ξ + Ψˆ l 2N ξ +
2 2
j∈Z
j
j
j
j
= Bk ξ + ϕ̂ ξ + ϕ̂ ∗ ξ + Bl∗ ξ +
2 2 2 2
j∈Z
= Bk (ξ + n N )ϕ̂(ξ + n N )ϕ̂ ∗ (ξ + n N )Bl∗ (ξ + n N )
j=n.2N
1 1 1 1
+ Bk ξ + n N + ϕ̂ ξ + n N + ϕ̂ ∗ ξ + n N + Bl∗ ξ + n N +
2 2 2 2
j=n.2N +1
2 2 2 2
+ Bk ξ + n N + ϕ̂ ξ + n N + ϕ̂ ∗ ξ + n N + Bl∗ ξ + n N +
2 2 2 2
j=n.2N +2
3 3 3 3
+ Bk ξ + n N + ϕ̂ ξ + n N + ϕ̂ ∗ ξ + n N + Bl∗ ξ + n N +
2 2 2 2
j=n.2N +3
+···
2N − 1 2N − 1 2N − 1
+ Bk ξ + n N + ϕ̂ ξ + n N + ϕ̂ ∗ ξ + n N +
2 2 2
j=n.2N +(2N −1)
2N − 1
Bl∗ ξ + n N +
2
⎡ ⎤
= Bk (ξ ) ⎣ ϕ̂(ξ + n N )ϕ̂ ∗ (ξ + n N )⎦ Bl∗ (ξ )
j=n.2N
⎡ ⎤
1 ⎣ 1 ∗ 1 ⎦ ∗ 1
+Bk ξ+ ϕ̂ ξ + n N + ϕ̂ ξ + n N + Bl ξ +
2 2 2 2
j=n.2N +1
⎡ ⎤
2 2 2 ⎦ ∗ 2
+Bk ξ + ⎣ ϕ̂ ξ + nN + ϕ̂ ∗ ξ + n N + Bl ξ +
2 2 2 2
j=n.2N +2
⎡ ⎤
3 3 3 ⎦ ∗ 3
+Bk ξ + ⎣ ϕ̂ ξ + nN + ϕ̂ ∗ ξ + n N + Bl ξ +
2 2 2 2
j=n.2N +3
+···
⎡ ⎤
2N − 1 ⎣ 2N − 1 ∗ 2N − 1 ⎦
+Bk ξ + Ψ̂ ξ + nN + Ψ̂ ξ + n N +
2 2 2
j=n.2N +(2N −1)
2N − 1
Bl∗ ξ +
2
340 9 Orthogonal Vector-Valued Wavelets on R+
1 1 2 2
= 2 Bk (ξ )Bl∗ (ξ ) + Bk ξ + Bl∗ ξ + + Bk ξ + Bl∗ ξ + + ···
2 2 2 2
2N − 1 2N − 1
· · · + Bk ξ + Bl∗ ξ +
2 2
2N −1
j j
=2 Bk ξ + Bl∗ ξ + .
2 2
j=0
Therefore, we have
p ˆ ∗ p
2N −1
ξ p ξ p
Ψˆ k ξ + Ψl ξ + =2 Bk + Bl∗ + .
2 2 p=0
2N 4N 2N 4N
p∈Z
2N −1
ξ p ξ p
Bk + Bl∗ + = δk,l Is , i.e.,
p=0
2N 4N 2N 4N
ξ ξ ξ 1 ξ 1 ξ 2 ξ 2
Bk Bl∗ + Bk + Bl∗ + + Bk + Bl∗ + + ···
2N 2N 2N 4N 2N 4N 2N 4N 2N 4N
ξ 2N − 1 ξ 2N − 1
· · · + Bk + Bl∗ + = δk,l Is .
2N 4N 2N 4N
Thus
ξ ξ
f̂k (ξ ) = Fk ϕ̂ , (9.65)
2N 2N
where
1
Fk (ξ ) = Fλ,k e−2πiλξ .
2N λ∈Λ
j j
f̂k ξ + ϕ̂ ∗ ξ + = 0 ξ ∈ R.
j∈Z
2 2
Therefore, we have
1/2
f̂k (2N ξ )f̂k∗ (2N ξ ) dξ = 2 Pk (ξ )Pk∗ (ξ ) dξ.
R 0
This shows that Fk (ξ ) has the Fourier series expansion and let the constant s × s
matrices {Q λ,k }λ∈Λ,k=0,1,...,2N −1 be its Fourier coefficients. Therefore,
fk (t) = Q λ,k Ψ k (t − λ).
λ∈Λ
9.5 Vector-Valued Nonuniform Multiresolution Analysis 343
where ⊕ denotes the orthogonal direct sum with the inner product of L 2 (R, Cs ).
From this, it follows immediately that the collection {(2N )m/2 Ψ k ((2N )m x −
λ)}λ∈Λ,m∈Z,k=0,1,2,...,2N −1 forms a complete orthonormal system for L 2 (R, Cs ). When
N = 1, we recover the usual construction of vector-valued wavelets from vector-
valued multiresolution analysis.
,i.e.,
2N −1
ξ j ξ j
A + A∗ + = Is . (9.69)
j=0
2N 4N 2N 4N
344 9 Orthogonal Vector-Valued Wavelets on R+
!
Also assume that A(0) = Is in order for the infinite product ∞ ξ
k=1 A (2N )k to con-
verge pointwise.
The remaining part of this section will be devoted to the construction of a
VNUMRA starting from a matrix function A(ξ ) of the form (9.67) that satisfies
(9.69) as well as A(0) = Is .
We obtain a matrix-valued function ϕ which satisfies the scaling relation
Theorem 9.6 If A(ξ ) is of the form (9.68) which satisfies A(0) = Is together with
the conditions (9.69), Aλ = A∗λ for λ ∈ Λ (or A(ξ ) = A∗ (ξ ) ∀ ξ ∈ R). There exists a
constant c > 0 and a compact set K ⊂ R that contains a neighborhood of the origin
and
ξ
A ≥ C ∀ξ ∈ K ∀ k ≥ 1 (9.71)
(2N ) k
then the solution ϕ(t) in the matrix dilation equation (9.48) is a vector-valued scal-
ing function for VNUMRA. Thus the corresponding ϕ j,k (t), j ∈ Z, λ ∈ Λ form an
orthonormal basis of L 2 (R, Cs ).
Proof In order to prove this proposition, we need only to prove the orthonormality
of {ϕ(t − λ) : λ ∈ Λ}.
Since Aλ = A∗λ for λ ∈ Λ, therefore, we have A∗ (ξ ) = A(−ξ ) and ϕ̂ ∗ (ξ ) =
ϕ̂(−ξ ) ∀ξ .
For any integer k ≥ 1, define
⎡ ⎤
k
⎣ ξ ⎦ ξ
μk (ξ ) = A χK .
j=1
(2N ) j (2N )k
χ K (ξ ) ≤ C|ϕ̂(ξ )| ∀ ξ ∈ R.
9.5 Vector-Valued Nonuniform Multiresolution Analysis 345
Hence
⎡ ⎤
k "
" " "
" ξ " " ξ "
|μk (ξ )| ≤ C ⎣ " " ⎦ " "
"A (2N )k " "ϕ̂ (2N )k "
j=1
= C ϕ̂(ξ ).
If k = 1, then we have
ξ ξ ξ
μ∗1 (ξ )μ1 (ξ )e−2πiξ(λ−σ ) dξ = A∗ A χK e−2πiξ(λ−σ ) dξ
R R 2N 2N 2N
= 2N A∗ (ξ )A(ξ )e−2πi(2N )ξ(λ−σ ) dξ
K
1/2
= 4N A∗ (ξ )A(ξ )e−2πi(2N )ξ(λ−σ ) dξ
0
⎡ ⎤
1
2N −1
4N
⎣ 1 1
= 4N A∗ ξ + A ξ+ e−πi(λ−σ ) j ⎦
0 4N 4N
j=0
Now, if k ≥ 2, we have
μk (ξ )μ∗k (ξ )e−2πiξ(λ−σ ) dξ
R
ξ ξ ξ ∗ ξ ∗ ξ ∗ ξ
= A A . . . A A A . . . A
R 2N (2N )2 (2N )k (2N )k (2N )k−1 (2N )
e−2πiξ(λ−σ ) dξ
= (2N )k A((2N )k−1 ξ )A((2N )k−2 ξ ) . . . A(ξ )A∗ (ξ )A∗ ((2N )ξ ) . . . A∗ ((2N )k−1 ξ )
K
e−2πi(2N )
k ξ(λ−σ )
dξ
∗ ∗ ∗
= (2N ) k
A ((2N ) k−1
ξ )A ((2N ) k−2
ξ ) . . . A (ξ )A(ξ )A((2N )ξ ) . . . A((2N ) k−1
ξ)
K
e−2πi(2N )
k ξ(λ−σ )
dξ
⎡ ⎤∗ ⎡ ⎤
k−1
k−1
= (2N )k ⎣ A((2N ) j ξ )⎦ ⎣ A((2N ) j ξ )⎦ e−2πi(2N ) ξ(λ−σ ) dξ
k
K j=0 j=0
⎡ ⎤∗ ⎡ ⎤
k−1
k−1
= (2N ) k ⎣ A((2N ) ξ )⎦ A (ξ )A(ξ ) ⎣
j ∗
A((2N ) ξ )⎦ e−2πi(2N )
j k ξ(λ−σ )
dξ
K j=1 j=1
⎡ ⎤∗ ⎡ ⎤
1/2
k−1
k−1
= 2(2N ) k ⎣ A((2N ) ξ )⎦ A (ξ )A(ξ ) ⎣
j ∗
A((2N ) ξ )⎦ e−2πi(2N )
j k ξ(λ−σ )
dξ.
0 j=1 j=1
⎡ ⎤∗ ⎡ ⎤
p ∗ p p p ⎦
1
k−1
2N −1
4N
= 2(2N ) k ⎣ A((2N ) ξ )⎦ ⎣ j ∗
A 2N ξ + A ξ+ A ξ+ A 2N ξ +
0 2 2 2 2
j=2 p=0
⎡ ⎤
k−1
⎣ A((2N ) j ξ )⎦ e−2πi(2N ) ξ(λ−σ ) dξ
k
j=2
⎡ ⎤∗ ⎡ ⎤
1
k−1
k−1
4N
= 2(2N )k ⎣ A((2N ) j ξ )⎦ H(ξ ) ⎣ A((2N ) j ξ )⎦ e−2πi(2N )
k ξ(λ−σ )
dξ,
0 j=2 j=2
where
⎡ ⎤
2N −1 p ∗ p p p ⎦
H(ξ ) = ⎣ A∗ 2N ξ + A ξ+ A ξ+ A 2N ξ + .
p=0
2 2 2 2
−1
p p
2N
A1λ + e2πi N (2N ξ + 2 ) A2λ
∗ p ∗
A∗ ξ +
r
H(ξ ) = A ξ+
p=0
2 2
A1λ + e2πi N (2N ξ + 2 ) A2λ
r p
9.5 Vector-Valued Nonuniform Multiresolution Analysis 347
∗ ∗
= A1λ A1λ + A2λ A2λ
= A∗ (2N ξ )A(2N ξ ).
It follows that
μk (ξ )μ∗k (ξ )e−2πiξ(λ−σ ) dξ
R
⎡ ⎤∗ ⎡ ⎤
k−1
k−1
= (2N )k ⎣ A((2N ) j ξ )⎦ ⎣ A((2N ) j ξ )⎦ e−2πi(2N )k ξ(λ−σ ) dξ
K /2N j=1 j=1
⎡ ⎤∗ ⎡ ⎤
k−2
k−2
= (2N )k−1 ⎣ A((2N ) j ξ )⎦ ⎣ A((2N ) j ξ )⎦ e−2πi(2N )
k
ξ(λ−σ )
dξ
K j=0 j=0
= μk−1 (ξ )μ∗k−1 (ξ )e−2πiξ(λ−σ ) dξ,
R
(0) (k)
γ 0 (t) = φ(t), γ k (t) = Ψ k (t), Q λ = Aλ , Q λ = Bλ,k , λ ∈ Λ, k = 1, 2, . . . , 2N − 1.
where
Q (k) (η) = Q (k)
λ e
−2πiλη
, k = 0, 1, . . . , 2N − 1. (9.75)
λ∈Λ
and wn (ξ ) = j∈Z γ̂ n (ξ + N j)γ̂ n (ξ + N j)∗ . Now we will investigate the proper-
ties of the vector-valued nonuniform wavelet packets.
0, 1, 2, . . . , 2N − 1.
Therefore, by induction, we have
% [n] &
γ 2N (. − λ), γ [ 2N ] (. − σ ) = δλ,σ Is .
n
(9.81)
9.6 Vector-Valued Nonuniform Wavelet Packets and Its Properties 349
We obtain
% n &
γ (. − λ), γ n (. − σ ) = e−2πi(λ−σ )ξ γ̂ n (ξ )γ̂ n (ξ )∗ dξ
R
e−2πi(λ−σ )ξ γ̂ n (ξ + N j)γ̂ n (ξ + N j)∗ dξ,
[0,N ) j∈Z
Let
wn (ξ ) = γ̂ n (ξ + N j)γ̂ n (ξ + N j)∗ .
j∈Z
wn (2N ξ )
n
= γ̂ (2N (ξ + j/2))γ̂ n (2N (ξ + j/2))∗
j∈Z
# n
$ # n
$
= Q (k) (ξ + j/2)γ̂ 2N ((ξ + j/2))γ̂ 2N ((ξ + j/2))∗ Q (k) (ξ + j/2)∗
j∈Z
# n
$ # n
$
= Q (k) (ξ + n N )γ̂ 2N (ξ + n N )γ̂ 2N (ξ + n N )∗ Q (k) (ξ + n N )∗
j=n.2N
# $ # $ ∗
1 n 1 n 1 1 ∗
+ Q (k) ξ + n N + γ̂ 2N ξ + n N + γ̂ 2N ξ + n N + Q (k) ξ + n N +
2 2 2 2
j=n.2N +1
# $ # $ ∗
2 n 2 n 2 2 ∗
+ Q (k) ξ + n N + γ̂ 2N ξ + n N + γ̂ 2N ξ + n N + Q (k) ξ + n N +
2 2 2 2
j=n.2N +2
...
# $
2N − 1 n 2N − 1
+ Q (k) ξ + n N + γ̂ 2N ξ + n N +
2 2
j=n.2N +(2N −1)
# n $ 2N − 1 ∗ (k) 2N − 1 ∗
γ̂ 2N ξ + n N + Q ξ + nN +
2 2
⎡ ⎤
# n
$ # n
$
= Q (k)
(ξ ) ⎣ γ̂ 2N (ξ + n N )γ̂ 2N (ξ + n N ) ∗⎦
Q (k) (ξ )∗
j=n.2N
⎡ ⎤
# n $ # $ ∗
(k) 1 ⎣ 1 n 1 ⎦ (k) 1 ∗
+Q ξ+ γ̂ 2N ξ + nN + γ̂ 2N ξ + nN + Q ξ+
2 2 2 2
j=n.2N +1
⎡ ⎤
# n $ # $
2 ⎣ 2 n 2 ∗ ⎦ (k) 2 ∗
+Q (k) ξ + γ̂ 2N ξ + n N + γ̂ 2N ξ + n N + Q ξ+
2 2 2 2
j=n.2N +2
+···
⎡
# $
(k) 2N − 1 ⎣ n 2N − 1
+Q ξ+ γ̂ 2N ξ + nN +
2 2
j=n.2N +(2N −1)
⎤
# n $
2N − 1 ∗ ⎦ (k)
2N − 1 ∗
γ̂ 2N ξ + n N + Q ξ+
2 2
350 9 Orthogonal Vector-Valued Wavelets on R+
1 1 ∗ 2 2 ∗
= 2 Q (k) (ξ )Q (k) (ξ )∗ + Q (k) ξ + Q (k) ξ + + Q (k) ξ + Q (k) ξ + + ···
2 2 2 2
∗
(2N − 1) (2N − 1)
· · · + Q (k) ξ + Q (k) ξ +
2 2
2N −1
=2 Q (k) (ξ + j/2)Q (k) (ξ + j/2)∗ .
j=0
Also
2N −1
wn (ξ + p/2) = γ̂ n (ξ + j/2)γ̂ n (ξ + j/2)∗
p=0 j∈Z
2N −1 ∗
ξ j ξ j
=2 Q (k) + Q (k) + .
j=0
2N 4N 2N 4N
= e−4πi(m 1 −m 2 )ξ wn (ξ ) dξ
[0,N )
⎡ ⎤
2N −1
= e−4πi(m 1 −m 2 )ξ ⎣ wn (ξ + p/2)⎦ dξ
[0,1/2) p=0
2N −1 ∗
ξ j ξ j
=2 e−4πi(m 1 −m 2 )ξ Q (k) + Q (k) + dξ
[0,1/2) j=0
2N 4N 2N 4N
= δm 1 ,m 2 Is
= δλ,σ Is .
= 0.
where v(ξ ) = j∈Z γ̂ n 1 (ξ + N j)γ̂ n 2 (ξ + N j)∗ . Therefore,
v(2N ξ ) = γ̂ n 1 (2N (ξ + j/2))γ̂ n 2 (2N (ξ + j/2))∗
j∈Z
n1 n2
= Q (k) (ξ + j/2)γ̂ [ 2N ] (ξ + j/2)γ̂ [ 2N ] (ξ + j/2)∗ Q (l) (ξ + j/2)∗ .
j∈Z
2N −1
v(2N ξ ) = 2 Q (k) (ξ + j/2)Q (l) (ξ + j/2)∗ .
j=0
352 9 Orthogonal Vector-Valued Wavelets on R+
Also
2N −1
v(ξ + p/2) = γ̂ n 1 (ξ + j/2)γ̂ n 2 (ξ + j/2)∗
p=0 j∈Z
2N −1 ∗
ξ j ξ j
=2 Q (k) + Q (l) + .
j=0
2N 4N 2N 4N
) ⎡
m *
−2πi(λ−σ )ξ (kn ) ξ ⎣ pm ξ
= e Q γ̂ + Nj
[0,N ) n=1
(2N )n j∈Z
(2N )m
∗ )
m *∗
qm ξ (ln ) ξ
γ̂ + Nj Q dξ
(2N )m n=1
(2N )n
= 0,
Proof We have
354 9 Orthogonal Vector-Valued Wavelets on R+
Let
vn (ξ ) = γ̂ 2N n+k (ξ + N j)γ̂ 2N n+l (ξ + N j)∗ .
j∈Z
2N −1
=2 Q (k) (ξ + j/2) Q (l) (ξ + j/2)∗ .
j=0
Also
2N −1
vn (ξ + p/2) = γ̂ 2N n+k (ξ + j/2)γ̂ 2N n+l (ξ + j/2)∗ .
p=0 j∈Z
Therefore, we have
2N −1 ∗
ξ j ξ j
γ̂ 2N n+k (ξ + j/2)γ̂ 2N n+l (ξ + j/2)∗ = 2 Q (k) + Q (l) + .
2N 4N 2N 4N
j∈Z j=0
= 0,
2N −1
2N γ n (2N t − k) = (Q (l) ∗ 2N n+l
k−2N λ ) γ (t − λ), k ∈ Λ.
l=0 λ∈Λ
Proof Consider
2N −1
1 (l)
(Q )∗ γ 2N n+l (t − λ)
2N l=0 λ∈Λ k−2N λ
2N −1
1 (l) (l)
= (Q k−2N λ )∗ Q λ1 γ n (2N t − 2N λ − λ1 )
2N l=0 λ∈Λ λ ∈Λ 1
356 9 Orthogonal Vector-Valued Wavelets on R+
)2N −1 *
1 (l)
∗ (l)
= (Q k−2N λ ) (Q λ2 −2N λ ) γ n (2N t − λ2 )
2N λ ∈Λ l=0 λ∈Λ
2
1
= δk,λ2 Is γ n (2N t − λ2 )
2N λ ∈Λ
2
= γ n (2N t − k),
But Ω2n , Ω2n+1 , . . . , Ω2n+(2N −1) are orthogonal to each other by Theorem 9.6. By
Lemma 9.5, we have
2N −1
2N γ (2N t − k) =
n
(Q (l) ∗ 2N n+l
k−2N λ ) γ (t − λ), k ∈ Λ.
l=0 λ∈Λ
Therefore, the basis of the space Ωn can be linearly represented by the basis of the
space Ω2n , Ω2n+1 , . . . , Ω2n+(2N −1) .
Thus
Ωn ⊂ Ω2n ⊕ Ω2n+1 ⊕ · · · ⊕ Ω2n+(2N −1) .
Therefore
DΩn = Ω2n ⊕ Ω2n+1 ⊕ · · · ⊕ Ω2n+(2N −1) ,
i.e.,
−1
DΩn = ⊕2N
k=0 Ω2n+k .
Let X, Y ⊂ R and a X = {ax : x ∈ X } for a ∈ R.
X + Y = {x + y : x ∈ X and y ∈ Y }, X − Y = {x − y : x ∈ X and y ∈ Y }.
r
Ũr = (2N )i {0, 1, 2, . . . , 2N − 1} and Ur = Ũr \Ũr −1 .
i=0
9.6 Vector-Valued Nonuniform Wavelet Packets and Its Properties 357
i.e.,
DV0 = V0 ⊕ W0 .
By using induction and by using Theorem 9.6 and Lemma 9.6, it can be proved that
Dr V0 = ⊕k∈Ũr Ωk and Dr V0 ⊕ Dr W0 = Dr +1 V0 ,
i.e.,
Dr W0 = ⊕k∈Ur Ωk .
9.7 Exercise
References
Definition A.1 1. Let X be a set, and d a real function on X × X , with the prop-
erties
(a) d (x, y) ≥ 0 ∀ x, y ∈ X , d (x, y) = 0 if and only if x = y.
(b) d (x, y) = d (y, x) ∀ x, y ∈ X (symmetry property).
(c) d (x, y) ≤ d (x, z) + d (z, y) (the triangle inequality).
Then d is called a metric, or a metric function on or over or in X . (X , d ) is called
a metric space.
2. Sr (x) = {y/d (x, y) < r} is called an open sphere with radius r and center x in
X.
3. Let A and B be subsets of a metric space (X , d ). Then
(a) d (A, B) = supa∈A inf b∈B d (a, b).
(b) The diameter of A, which is denoted by δ(A), is the number supa,b∈A d (a, b).
(c) S(A, ε) = {x/d (A, x) < ε is called the ε− neighborhood of A.
(d) A is bounded if δ(A) < ∞.
4. A sequence in a metric space is a function whose domain is the set of positive
integers and range is a subset of the metric space.
5. A sequence {An } of subsets of a metric space is called a decreasing sequence if
A1 ⊇ A2 ⊇ A3 ⊇ . . ..
Spaces
∞ The set of all sequences x = {x1 , x2 , . . . , xn , . . .} of real numbers such that
n=1 |xn | p
< ∞, for 1 ≤ p < ∞ denoted by lp , in the case p = 2, it is called the
infinite-dimensional Euclidean space.
For a, b ∈ R and a < b, [a, b] = {x ∈ R/a ≤ x ≤ b} (a, b) = {x ∈ R/a < x <
b} and (a, b] = {x ∈ R/a < x ≤ b} are called, respectively the closed, open, semi-
closed (semi-open) intervals of R. R is a metric space with the metric d (x, y) =
Appendix 361
f (y) − f (x)
f− (x) = lim
y→x,y<x y−x
and
f (y) − f (x)
f+ (x) = lim
y→x,y>x y−x
are called left and right derivatives, respectively. The function f is said to be differen-
tiable if the right and left derivatives at x exist and their values are equal. This value is
called the first derivative of f at x and is denoted byf or f 1 or df
dx
. If the first derivative
exists at every point of [a, b], then it is said to be differentiable over [a, b]. If the first
derivative of f is also differentiable, then f is called twice differentiable. In general,
the nth derivative of the function f is the derivative of the (n − 1)th derivative. f
is called n times differentiable over [a, b] if nth derivative exists at every point of
[a, b]. C (n) [a, b] denotes the set of all functions which have continuous derivatives
upto and including the nth order over [a, b]. If derivatives of all order on [a, b] exist,
then f is called infinitely differentiable. C ∞ [a, b] denotes the class of all infinitely
differentiable functions over [a, b].
Let f (x) be a real-valued function
[a, b]. Let P : x0 ≤ x1 ≤ x2 ≤ . . . , ≤
defined on
xn = b be a partition of [a, b], ba (f ) = supP ni=0 |f (xi ) − f (xi−1 )| is a variation of
f (x) over [a, b]. f (x) is called a function of bounded variation on [a, b] if ba (x) < ∞.
BV [a, b] denotes the space of all functions of bounded variation over [a, b].
A real-valued function f (x) on [a, b] is called absolutely continuous on [a, b] if,
for ε > 0, there exists a δ > 0 such that for any collection {(ai , bi )}n1 of disjoint open
362 Appendix
∞
subintervals of [a, b], ∞ i=1 |f (bi ) − f (ai )| < ε holds whenever i=1 (bi − ai ) <
δ.AC[a, b] denotes the class of all absolutely continuous function on [a, b].
A real function f (x) defined on [a, b] is said to satisfy a Hölder condition of
exponent α over [a, b] or to be Hölder continuous or Lipschitz class if
|f (x) − f (y)|
sup <∞
x,y∈[a,b] |x − y|α
Remark A.1 1. a. Every function of the Lipschitz class over [a, b] belongs to
AC[a, b].
b. AC[a, b] ⊂ C[a, b]
c. AC[a, b] ⊂ BV [a, b]
2. All continuous differentiable functions over [a, b] are absolutely continuously
over [a, b].
Examples
(i) lp , 1 ≤ p < ∞ is Banach space with respect to norm
∞ 1/p
x
p = |xk | p
k=1
is a Banach space
(ii) If A is any measurable subset of Rn , in particular Rn itself, then Lp (A) with
1 ≤ p < ∞ of all (classes of equal a.e.) measurable functions such that
1/p
f
p = |f (x)|p dx <∞
A
is a Banach space
Lp (a, b), 1 ≤ p < ∞ is a Banach space. Often Lp (a, b) is written as Lp (a, b).
Definition A.4 Let the σ − algebra generated by the dyadic intervals of length 2−n be
denoted by An . A sequence f = (fn ) of integrable functions is a dyadic martingale if
Appendix 363
(i) fn in An is measurable,
(ii) S2n fn+1 = fn (n ∈ N)
It follows from the definition of martingales that fˆn (k) = fˆm (k) for any k < 2n , 2m .
Therefore the definition fˆ (k) = fˆn (k)(k ∈ N, k < 2n ) makes sense. This means that
the concept of Walsh–Fourier partial sums, and Walsh–Fourier series can be extended
to martingales.
In order to define dyadic Hardy spaces H p (0 < p < ∞) we introduce the maximal
function of a martingale:
f ∗ = supn∈N |fn |.
Then H p is the collection of dyadic martingales f for which f ∗ is in Lp and the norm
is defined by
1 1/p
∗ p
f
H p = (f ) (0 < p < ∞).
0
1 if 0 ≤ x < 1/2
γ0 (x) =
−1 if 1/2 ≤ x < 1
periodic by 1, and
γk (x) = γ0 (2k x) (0 ≤ x < 1, k ∈ N)
The Walsh
function can be represented as products of Rademacher functions. Namely,
if n = ∞ γ
k=0 k 2 k
(γ k = 0 or 1, n ∈ N) is the binary decomposition of n. Then the
nth Walsh function wn in the Paley enumeration is defined as
∞
wn = Πk=0 γknk .
Then Dn = n−1 k=0 wk is the nth Walsh-Dirichlet kernel. The Walsh–Fourier coeffi-
cients, partial sums, and series of an integrable function f are defined by
n−1 ∞
fˆ (k) = f , wk , Sn f = fˆ (k)wk , Sf = fˆ (k)wk
k=0 k=0
Intervals of the form [k2−n , (k + 1)2−n ) (k, n ∈ N, k < 2n ) are called dyadic inter-
vals. The dyadic expansion of an x ∈ [0, 1) is
∞
x= xk 2−(k+1) (xk = 0 or 1).
k=0
For the so-called dyadic rationals there are two expressions of this form. In this case
we take the one which terminates in 0s. The dyadic addition (+̇) is defined as follows:
364 Appendix
∞
x+̇y = xk 2−(k+1) (xk = 0 or 1).
k=0
Then by definition
Let P denote the set of Walsh polynomials, and let τx f be the dyadic translate of f
by x ∈ [0, 1), i.e.,
τx f (t) = f (x+̇t) (t ∈ [0, 1)).
Remark A.2
(i) There are several examples for homogeneous spaces such as the Lp (1 ≤ p < ∞)
spaces, the dyadic Hardy space H , dyadic V MO space, the space of dyadic
continuous functions CW .
(ii) If h ∈ L1 and f ∈ X then
h ∗ f
X ≤
h
1
f
X ,
w(f , δ, x) = supμ<δ
f − τμ f
X (f ∈ X , 0 < δ ≤ 1).
Since
D2n = 2n χ[0,2−n ) (n ∈ N)
the 2n th partial sums plays a special role in Walsh analysis. This relation implies
S2n f
X ≤
f
X . Moreover, they enjoy the following approximation properties:
1
w(f , 2−n , X ) ≤
f − S2n f
X ≤ w(f , 2−n , X ),
2
Appendix 365
1
w(f , 2−n , X ) ≤ E2n (f , X ) ≤ w(f , 2−n , X ) (f ∈ X , n ∈ N).
2
En (f , X ) stands for the best approximation of f in X by Walsh polynomials of
order not greater than n.
(iv) We note that for p > 1, Hardy space H p coincides with the Lebesgue space Lp ,
H 1 is a homogeneous Banach space which is proper subspace of L1 , and for
p < 1 the H p spaces are not homogeneous Banach spaces.
(v) In several cases it is useful to have other characterizations of the H p norm.
One of them relies on the quadratic variation of martingales. For a martin-
gale f let the quadratic variation of f be defined as Qf = ( ∞ n=0 |dn f | )
2 1/2
,
where dn f = fn+1 − fn . Then f ∈ H if and only if Qf ∈ L (0 < p < ∞), and
p p
f
H p ≈
Qf
Lp [1].
(vi) The concept of modulus of continuity, the best approximation in H p can be
defined in the same way as in homogeneous Banach spaces. Moreover by using
quadratic variation it is easy to see that for any f ∈ H p , and n ∈ N we have
f − S2n f
H p ≈
Q(f − S2n f )
Lp = minp∈P2n
Q(f − p)
Lp ≈ E2n (f , H p ). (A.1)
Definition A.6 Let X be a vector space over the field of real or complex numbers.
A mapping denoted by < ., . > defined on X × X into the underlying field, is called
an inner product of any two elements x and y of X if the following conditions are
satisfied:
1. < x + x , y >=< x, y > + < x , y >
2. < αx, y >= α < x, y >, α belongs to the underlying field
3. < x, y > =< y, x >
4. < x, x >≥ 0, ∀x ∈ X ; and < x, x >= 0 if and only if x = 0.
If the inner product < ., . > is defined for every pair of elements (x, y), x and y ∈ X ,
then the vector space X together with the inner product < ., > is called an inner
product space or pre-Hilbert space, usually denoted by (X , < ., . >) or simply X .
Pre-Hilbert space is a normed space. It is called a Hilbert space if it is complete.
Rn , l2 , L2 (a, b) are Hilbert spaces.
d (Tu1 , Tu2 ) =
Tu1 − Tu2
2 =
u1 − u2
1 = d (u1 , u2 ) or
Tx
2 =
x
1
T (x + y) = Tx + Ty, ∀x, y ∈ X
T (αx) = αTx, ∀x ∈ X , α ∈ R or C
366 Appendix
This definition means that there exists a mapping of X into Y which is one-one, onto,
norm-preserving and linear.
If such mapping exists, we write X = Y .
k1
x
1 ≤
x
2 ≤ k2
x
1 .
Banach–Alagolu Theorem
Theorem A.3 Suppose X is a normed space and X ∗ is its dual. Then the closed unit
sphere S1∗ = {f ∈ X ∗ /
f
≤ 1} is compact with respect to weak topology.
Appendix 367
Topological group is a group G together with a topology on G such that the group’s
binary operation and the group’s inverse function are continuous with respect to the
topology.
A topological group is a mathematical object with an algebraic structure and a
topological structure.
In mathematical terms a topological group G, is a topological space, which is a
also a group such that the group operation of product:
G × G −→ G : (x, y) −→ xy
are continuous. Here G × G is viewed as a topological space with the product topol-
ogy.
A topological group G is called compact if G is a compact topological space.
G is called abelian topological group if G is abelian group.
The Vilenkin systems were introduced in 1947 by Vilenkin. They include as a
special case the Walsh system.
We below give a brief introduction to the Vilenkin systems and relate them to other
types of orthonormal systems which have come up in the course of our narrative.
Let m = (mk , k ∈ N) be a sequence of natural numbers such that mk ≥ 2 (k ∈ N).
We shall construct a compact abelian group G m for each such sequence m. Let
Zmk (k ∈ N) be the mk th discrete cyclic group, i.e., Zmk can be represented by the
set {0, 1, 2, . . . , mk − 1}, where the group operation is mod mk addition, and every
subset is open. Haar measure on Zmk can be generated by insisting that the measure
of singleton is 1/mk . The group G m is defined as the complete discrete product of
the compact groups Zmk (k ∈ N). Thus on G m we use coordinate-wise addition as
the group operation, the product topology and the product measure. Thus G m is a
compact abelian group.
The group G m is metrizable. Let M0 = 1 and Mk = mk−1 Mk−1 (k ∈ P). Define
the distance between the elements (xk , k ∈ N) ∈ G m and (yk , k ∈ N) ∈ G m by
368 Appendix
∞
|xk − yk |
ρ(x, y) = .
Mk+1
k=0
It is obvious that the topology induced by this metric coincides with that of G m . It is
easy to give a base for the neighborhoods of G m
I0 (x) = G m
2π ixn
ρn (x) = exp
mn
As in the dyadic case, it can be shown that the set Gˆm consists of the functions
∞
ψn = ρknk (n ∈ N),
k=0
where the sequence (nk , k ∈ N) has been defined in A1 . The system Gˆm = (ψn , n ∈
N) is called a Vilenkin system.
A group operation ⊕ corresponding to that introduced earlier in the set N can be
defined as follows:
∞
n⊕j = (nk + jk (mod mk ))Mk
k=0
Appendix 369
where
∞
∞
n= nk Mk and j = jk Mk .
k=0 k=0
the finite expansion in G being associated under μ with the dyadic rationals. Thus
μ(λx̄) = x̄, provided λ(x̄) is not a dyadic rational.
Let
χn (x̄) = χn ({x1 , x3 , . . . , xn , . . .)
1 xn = 0
=
−1 xn = 1
370 Appendix
All characters of G may be obtained by taking finite products of these basic characters.
Thus each Walsh function can be expressed in the form
and therefore Walsh functions are identified with the whole set of characters of G.
{x1 , x2 , . . . , xn , dn+1 , . . .}
Tx (A) = {(x+̇y), y ∈ A}
The following definition forms a basis for discussing the relationship between two
given classes of functions one on G and another one on [0, 1]:
Appendix 371
Definition A.10 For each real-valued function g(x) of period 1, there corresponds
a function ḡ(x̄) on G defined by
where the lim sup is taken over those ȳ’s which correspond to the dyadic rationals.
Theorem A.6 Every continuous function is Continuous (W) but converse is not true.
Definition A.13 A function f (x) defined on [0, 1) is said to belong to the class
Lipschitz α(W). 0 < α ≤ 1 if there is a constant C > 0 such that
for 0 ≤ x < 1, 0 ≤ y < 1 and μ(x+̇y) = μ(x) +μ(y), that is, except when μ(x)
+μ(y) ends in a sequence of 1’s.
The following theorem of Morgenthaler, see for example Siddiqi [5], gives the rela-
tionship between Lipschtz α functions on G and Lipschitz α(W) functions on [0, 1):
Remark A.3
(i) If f (x) is a function of class Lipschitz α on [0, 1) then f (x) is also a Lipschitz
α(W) function.
(ii) If f (x) is a function of class Lipschitz α(W) on [0, 1), then f (x) is continuous
(W) on [0, 1).
(iii) The G-extension of the Walsh functions are Lipschitz 1 functions on G.
(iv) The Walsh functions ψn (x) are Lipschitz α(W) functions on [0, 1).
(v) If we define
w̄(δ, f¯ ) = max |f¯ (x̄) − f¯ (ȳ)|
μ(x) +μ(y) not ending in 1’s, then WW (δ, f ) < Cδ α if f belongs to the class
Lipschitz α(W).
and given any ε > 0, there exists a natural number N = N (x, ε) such that
|fn (x) − f (x)| < ε for every n > N .
Note: The notation N = N (x, ε) means that the number N depends on the choice of
x and ε.
Uniform Convergence: Let D be a sequence of real-valued functions defined on D.
Then fn converges uniformly to f if given any ε > 0, there exists a natural number
N = N (ε) such that
|fn (x) − f (x)| < ε for every n > N and for every x in D.
Note: In the above definition the number N depends on ε but not on x.
It is clear that Uniform Convergence implies pointwise convergence. But the
converse neednot be true.
A series ∞ n=1 fn (x) is called pointwise convergent
if the sequence < sn > of
(x) = f1 (x) + f2 (x) + ... + fn (x) or ni=1 fi (x) is pointwise convergent.
partial sums sn
The series ∞ n=1 fn (x) is a called uniformly convergent if the sequence of partial
sums is uniformly convergent.
Convergence almost everywhere: A sequence of function fn n∈N is said to con-
verge almost everywhere on D to f if μ{x ∈ D|fn (x) does not converge to f (x)}=0
where μ is measure of the set namely there exists a set E with μ(E) = 0 such that
limn→∞ fn (x) = f (x) for all x ∈ D \ E.
In case of Lebsegue measure, the measure of an interval will be length of the
interval. See for example Appendix of [5]. Let f (t) be a periodic function with period
T and Lebesgue integrable continuous function having at most finite discontinuous
over (−T /2, T /2). Then the fourier series of f (t) is the trigonometric series
∞
1 2π k 2π k
A0 + Ak cos x + Bk sin x (A.6)
2 T T
k=1
where
T /2
2 2π kt
Ak = f (t) cos dt, k = 1, 2, 3, . . . (A.7)
T −T /2 T
T /2
1
A0 = f (t)dt (A.8)
T −T /2
T /2
2 2π kt
Bk = f (t) sin dt, k = 1, 2, 3, . . . (A.9)
T −T /2 T
and we write it as
∞
1 2π k 2π k
f ∼ A0 + Ak cos x + Bk sin x (A.10)
2 T T
k=1
Here, we take
374 Appendix
k
wk = , k = 0, 1, 2, 3, . . . (A.11)
T
Very often, we choose T = 2π, Ak and Bk are called cosine Fourier coefficient and
sine Fourier coefficient, respectively. The set of triplex (Ak , Bk , wk ) where Ak , Bk , wk
are given by Eqs. (A.7), (A.8), and (A.9), respectively, is called the Fourier series,
frequency content.
The complex form of the Fourier series of f (x) is
∞
Cn e2πint/T
−∞
where
An + iBn
Cn = , n>0
2
C0 = A0
An − iBn
Cn = , n>0
2
n
wn = , n = −2, −1, 0, 1, 2.
T
Let T = 2π and
n
1 n
Sn (f )(x) = Ck eikx = A0 + (Ak cos kx + Bk sin kx)
2
k=−n k=1
where
1
n
sin n + 21 x
Dn (x) = + cos kx = (A.13)
2 2 sin 2x
k=1
where
D0 (x) + D1 (x) + · · · + Dn (x) 1 sin2 n+1 (x)
Kn (x) = = 2
(A.15)
n+1 n + 1 2 sin2 2x
or
∞
1 2 2
A + (A + Bn2 ) ≤
f
2L2 (0,2π)
4 0 n=1 n
For {Ak }, {Bk } belonging to l2 , there exists f ∈ L2 (0, 2π ) such that Ak , Bk are, respec-
tively, kth cosine and sine Fourier coefficient of f . Furthermore
∞
1 2 2 π
A + (A + Bk2 ) = |f |2 dt .
2 0 n=1 k −π
lim
f − Sn (f )
L2 (−π,π) = 0.
n→∞
lim
f − Sn (t)
L∞ (−π,π) = 0.
n→∞
f (x+ ) + f (x− )
Sn (f ) → as n → ∞
2
where
f (x+ ) = lim+ f (x + h)
h→0
f (x− ) = lim+ f (x − h)
h→0
then
F{f (n) } = (iω)n F(f ).
f
L2 (R) =
f
L2 (R) .
fˆ = lim Φn
n→∞
Theorem A.19 (Inversion of the Fourier Transform in L2 (R)) Let f ∈ L2 (R). Then
π
1
f (x) = lim √ eiωx fˆ (ω)d ω
n→∞ 2π −π
tion, then
fˆ (ω) = ω2 e−ω /2 .
2
sin 2π x − sin π x
f (x) =
πx
then
References
1. Schipp, F., Wade, W. R., & Simon, P. (1990). Walsh series. New York: Adam Hilger.
2. Pontrjagin, L. S. (1939). Topological groups. New Jercy: University Press Princiton.
3. Vilenkin, N. Y. (1947). On a class of complete orthonormal systems, Izv. Akad. Nauk Sssr Ser.
Mat. 11:363–400. English Translation, American Mathematical Society Translations 28(Series
2)(1963), 1–35.
4. Fine, N. J. (1949). On the Walsh functions. Transactions of the American Mathematical Society,
65(3), 372–414.
5. Siddiqi, A. H. (1978). Walsh function. Aligarh: AMU.
6. Schoenenberg, I. J. (1946). Contribution to the problem of approximation of equidistant data
by analytic functions. Quarterly of Applied Mathematics, 4(1), 45–99.
7. Selesnick, I. W. (1998). Multiwavelet bases with extra approximation properties. IEEE Trans-
actions on Signal Processing, 46(11), 2898–2908.
8. Wade, W. R. (1995). A Walsh system for polar coordinates. Computers & Mathematics with
Applications, 30(3–6), 221–227.
9. Weide, B. W., Andrews, L. T., & Iannone, A. M. (1978). Real-line analysis of EEG using Walsh
transforms. Computers in Biology and Medicine, 8(4), 255–263.
10. Welstead, S. (2000). Fractal and wavelet image compression techniques. Washington: SPIE
Optical Engineering Press.
11. Siddiqi, A. H. (2018). Functional Analysis and Applications, Springer.
Notational Index
A EEG analysis, 75
Approximation by Walsh–Fourier series, 40
Approximation in dyadic homogeneous
Banach spaces, 57 F
Fejer Kernel, 375
Fourier transform, 376
B inversion, 377
Banach space, 360 Fractional functions, 226
Bessel’s inequality, 375
Biorthogonal wavelets, 253
construction, 259 G
Vilenkin group, 263, 269 Generalized Haar wavelets, 93
Bounded fluctuation, 29
H
C Haar filters, 11
Classes of functions, 371 Haar Fourier series, 82
Cohen’s criterion, 270 Haar System, 79, 86, 235
Convergence Haar–Vilenkin coefficients, 248
absolute, 372 Haar–Vilenkin scaling function, 237
almost everywhere, 373 Haar–Vilenkin wavelet, 235, 236
pointwise, 372 approximation, 243
uniform, 373 convergence, 246
orthonormality, 240
Haar wavelet, 13
D applications
Data compression, 73 boundary value, 95
Discrete Haar Transform (DHT), 84 initial value, 94
Discrete wavelet system, 15 integral equations, 96
Dyadic convolution, 364 Hadamard–Paley matrix, 9
Dyadic group G, 369 Hadamard transform self adjoint, 9
Dyadic wavelets
approximation properties, 158
I
Image digitization, 71
E Image enhancement, 72
ECG analysis, 74 Image transmission, 71
L V
Lipj(t), 44 Vector-valued MRA, 318
Lipschitz class, 362 Vector-valued MRA p-analysis, 321
Locally compact Cantor group, 171 Vector-valued Nonuniform MRA, 334
Vector-valued nonuniform wavelet packets,
347
M Vilenkin–Christenson transform
Mask of scaling equation, 112 periodic wavelets, 211
Mask of the refinable function, 265 Vilenkin group, 171
Modified Strang–Fix condition, 256 periodic wavelets, 205
Multiresolution Analysis (MRA), 16, 267 Vilenkin-Pontrjagin, 369
Vilenkin systems, 367
N
Non-uniform Haar wavelets, 88
Non-uniform MRA (NUMRA), 91, 283 W
Nörlund Kernel, 47 Walsh–Dirichlet Kernel, 220, 363
Walsh–Fourier coefficients, 27
transformation, 31
O Walsh–Fourier series
Orthogonal wavelets in L2 (R+ ), 103, 114 applications
image representation, 70
approximation in Lp spaces, 45
P convergence, 34
Pattern recognition, 76 Walsh–Fourier transform, 5, 101
p-wavelets, 194
relation with Fourier transform, 7
Walsh function, 363
integration, 3
R
relations with Haar function, 8, 83
Reisz -Fisher Theorem, 375
Riemann–Lebesgue Theorem, 28 Walsh polynomials, 2
Riesz system, 118 Walsh-type wavelet packets, 10
Wavelet coefficients, 16
Wavelet representation, 16
S Wavelets, 12
Scaling function, 104 compact wavelets, 17
σ − algebra, 362 construction, 16
Speech processing, 76 Wavelet series, 16
Wavelet transform
continuous, 12
U W -compact, 122
Uniformly W -continuous, 101 W -continuous, 6