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Semi-Orthogonal Wavelets of Space and Fast Wavelet Algorithms
Semi-Orthogonal Wavelets of Space and Fast Wavelet Algorithms
Abstract—In this paper, semi-orthogonal wavelet of L2 [0, 1] Definations and Explainations : For each j∈Z, let
and fast wavelet algorithms are generated from compactly j
supported semi-orthogonal wavelets with folding method . The Vj = closL 2 span 2 2 Nm (2j x − k) : k ∈ Z
wavelets are restricted to a bounded interval and are more flexible
in its application. where Nm (x) is defined iteratively by the following n degree
Index Terms—multiresolution analysis; folding extension; cardinal B-spline function N1 (X) = χ[0,1) (x)
semi-orthogonal wavelets; fast wavelet algorithms
1
Nm (x) = (Nm−1 ∗N1 )(x) = Nm−1 (x−t)dt, n = 1, 2, ···
I. I NTRODUCTION 0
2
A wavelet can decompose a Hilbert space into a certain {Vj }j∈Z is a multi-resolution approximation of L (R)[1,2,3].
direct sum of closed subspace W j , j∈ Z , where if
Wj = closL2 span ψj,k (x) : ψj,k (x) = 2 2 ψ(2j x − k), k ∈ Z (i)
j
Vj ⊂ Vj+1 , ∀j ∈ Z; (1)
As a result, the corresponding subspace
(ii) ⎛ ⎞
Vj = · · · · · · +Wj−2 + Wj−1 , j ∈ Z.
2
closL2 ⎝ Vj ⎠ = L2 (R), Vj = {0}; (2)
form a nested sequence of the sub spaces of L {R}. Their j∈Z j∈Z
2
union is dense in space L {R} and intersection is a zero space
{0}; {Vj } is the well-known multi-resolution analysis (MRA). (iii)
In the case of one dimension, the basic and common way to f (x) ∈ Vj ⇔ f (2x) ∈ Vj+1 , ∀j ∈ Z; (3)
construct wavelet ψ is multi-resolution analysis. That is, first (iv) {Nm (x − k) : k ∈ Z} is a Riesz basis of V0 , i.e., there
constructing the space sequence {Vj } which satisfies MRA are constants A and B, with 0 < A ≤ B < ∞ , such that
condition, and then building the corresponding wavelet ψ and 2
its dual wavelet ψ̃ based on the first step. In this whole process, 2
A{ck }l2 ≤ ck Nm (. − k) ≤ B{ck }2l2 ,
the following are the most important things for a engineer to
keep in mind. (1) To decompose the Space L2 (R) into an k∈Z 2
orthogonal sum of subspace Wj . (2) To constructea regular for all sequences {ck }k∈Z for which
orthogonal (or standard orthogonal) basis of L2 (R) with ψ .
{ck }2l2 = |ck |2 < ∞.
(3) The symmetry and anti symmetry of ψ and ψ̃ .
k∈Z
The relationship between symmetric wavelet and linear
phase filter. All these are the main issues which need to (v) Vj+1 = Vj + Wj and Vj ⊥ Wj , denoted as
be discussed in any wavelet construction and decomposition. Vj+1 = Vj ⊕ Wj , (4)
Spline wavelet is not an exception.
Notation : • Z and R respectively denote the set of where Wj is referred to as the orthogonal complement of Vj .
integers and real numbers. Then from (1), (2), (3) and (4) we have L2 (R) = ⊕Wj , j ∈ Z.
• L2 (R) denotes the space of measurable, square- Mallat [1] called Wj (j∈ Z) subspace as the wavelet space
integrable functions f (x). related to scaling function Nm (x) , and Vj as the approxi-
• The inner product of two functions f (x)∈L2 (R) and mation subspace of L2 (R). A wavelet space Wj is generated
g(x)∈L2 (R) is written as g(u), f (u). from a certain basic wavelet
ψ(x) in the same way as Vj from
j
• The norm of f (x)∈L2 (R) is written as f . Nm (x); that is using ψj,k (x) = 2 2 ψ(2j x − k) : k ∈ Z as
the basis.
where k = −3N + 3, · · ·, 3N − 2.
Nm (x) = 2−m+1 Cm
k
Nm (2x − k) (6) By simple operation based on the characteristics of Nm (x),
k=0 we have:
⎡ ⎤
3m−2
k
m suppφ(x) = [−N + 1, N ],
(−1) (20)
ψm (x) = ⎣ C j N2m (k − j + 1)⎦ Nm (2x−k) suppψ(x) = [−2N + 1, 2N − 1].
2m−1 j=0 m ⎧
k=0
(7) ⎨ φ(x − k) = φ̃(x − k) = 1,
Their duels Ñm and ψ̃m are
k∈Z
k∈Z
(21)
⎩ ψ(x − k) = ψ̃(x − k) = 0.
(m) k∈Z k∈Z
Ñm (x) = aj Nm (x − j) (8)
j∈Z φ(x) = φ(1 − x), ψ(x) = −ψ(1 − x),
(22)
φ̃(x) = φ̃(1 − x), ψ̃(x) = −ψ̃(1 − x).
−m+1
ψ̃m (x) = (−2) αjm ηm (x + 1 − m − j) (9)
We have been considering wavelets in L2 (R), in real applica-
k∈Z
tions there also exist orthogonal wavelets in bounded intervals.
(m) (m)
where ηm (x) = L2m (2x−1), L2m (x) and {αj } are defined As these wavelets are compactly supported and exponentially
by (7)∼(9) in [2]. decreasing, the local information can be abstracted in signal
Their duals satisfy the following two-scale relation: processing, and the corresponding operations have good result-
s. But when boundary is exceeded, jump is usually happened.
Ñm (x) = 2ak Ñm (2x − k), ψ̃m (x) = 2bk Ñm (2x − k) Dealing with this problem and constructing wavelets suitable
j∈Z j∈Z for function analysis and signal processing in an interval
(10) have become new research subjects; a little much work have
where {ak } and {bk } defined in [2]. been done in this area [5,8]. In this paper, we educed two
groups of semi-orthogonal wavelet bases in L2 [0, 1] which
Remark : • Its clear that Nm (x) and ψm (x) are compactly are dual to each other, by folding extension method based on
supported, whereas their dual basis Ñm (x) and ψ̃m (x) do spline function. These two groups of wavelets have explicit
not satisfy this property. However when |x| → ∞, functions expressions. Their wavelet decomposition and reconstruction
Ñm (x) and ψ̃m (x) decrease exponentially. That is from algorithms are also given in this paper.
supp Ñm (x) = [0, m] , supp ψ̃m (x) = [0, 2m − 1] , according
to [3] we can get four positive constants C1 , C2 , ε1 , ε1 , II. F OLDING E XTENSION
which satisfy In applications of wavelet transform, we often need to study
the functions defined in a compact interval [0,1] of R. When
|Ñm (x)| ≤ C1 e−ε1 |x| and |ψ̃m (x)| ≤ C2 e−ε2 |x| . (11) the wavelets defined in R are used, the functions will jump
at the ends of an interval. To deal with this problem, we can
• To simplify the discussion, assume m = 2N − 1 ≥ 1, cyclically extend the function in the interval to R or extend it
and shift the scaling functions and wavelets. Let to R and let the function be zero outside [0,1].
φ(x) = Nm (x + N − 1), ψ(x) = ψm (x + 2N − 2) (12) These two-extension method can still lead the function
to jump at the ends of the interval. So it is not suitable
φ̃(x) = Ñm (x + N − 1), ψ̃(x) = ψ̃m (x + 2N − 2) (13) for the study of the smoothness of functions. There is a
good extension method in dealing with such problems; that
then
N is folding extension method.
φ(x) = hk φ(2x − k) (14) Suppose f (x) is defined in interval [0,1]. First extend it to
k=−N +1 the right with step length of the interval each time, then to the
left in the same way. Then the extension F (x) of f (x) is
3n−2
ψ(x) = gk φ(2x − k) (15) f (2l − x), 2l − 1 ≤ x ≤ 2l
F (x) = (23)
k=−3N +3 f (x − 2l), 2l ≤ x ≤ 2l + 1
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j j
It is easy to prove that when 2l − 1 ≤ x ≤ 2l and 2l ≤ = [2 2 [φ(2j x − 2j+1 l − k) + 2 2 φ(2j+1 l − 2j x − k)]
x ≤ 2l + 1 with l ∈ Z, functions f (2l − x) and f (x − 2l) j
l∈Z
are still defined in [0,1] ; F (x) is already extended to R, and = 22 [φ(2j x − 2j+1 l − k) + (2j x − 2j+1 l + k + 1)]
l∈Z
F (x) = F (x + 2) , i.e. F (x) is an cyclic even function of j
= 2 2 +1 = const.
period 2.
That is, when j ≤ 0, there are only
constant functions
Now the study of f (x) in [0,1] can be replaced by the
in space Vjf old . Similarly from φ(x − k) = 0
study of F (x) in R. To do so, we define the folding wavelet k∈Z
f old
and its scaling function, represented by ψj,k (x) and φfj,k
old
(x) and ψ(x) = −ψ(1 − x) in (23) and (24) we have
respectively Wjf old = {0}, j ≤ 0.
(ii) Suppose f ∈Vjf old (j > 0), then
φfj,k
old
(x) = [φj,k (x − 2l) + φj,k (2l − x)] . (24)
l∈Z
f (x) = Cj,k φfj,k
old
(x).
f old
k∈Z
ψj,k (x) = [ψj,k (x − 2l) + ψj,k (2l − x)] . (25)
l∈Z
Because f (x) is a cyclic
function with a period of 2, so
where
j j
Cj,k = φfj,k
old
, f 2 = φj,k f (x)dx = φj,k f (x + 2l)dx
φj,k (x) = 2 2 φ(2j x − k),ψj,k (x) = 2 2 ψ(2j x − k), j, k ∈ Z. R j R
= φj,k (x − 2l)f (x)dx = 2 2 φ(2j x − 2j+1 l − k)f (x)dx
Remark : • From (11) we know that the dualities φ̃, ψ̃
R R
= φj,2j+1 l+k (x)f (x)dx = φj,2j+1 f old l+k , f 2
of φ and ψ are exponentially decreasing when|x| → ∞ , so R
f old
φ̃ and ψ̃ have similar definitions. Clearly, ψj,k (x), φfj,k
old
(x) = Cj,2j+1 l+k
f old f old f old
2
j
−1
and ψ̃j,k (x), φ̃j,k (x) are all cyclic even functions with a and thus f (x) = Cj,k φj,2j+1 l+k (x) .
period of 2; this can be proved by replacing x with 2x. k=0
f oldl∈Z
• For the convenience of the ongoing discussion, we Moreover because φj,2j+1 l+k (x) is a Riesz bases of
define the inner product of functions f1 and f2 in L2 [0, 1] as l∈Z
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φfj,k
old f old
, ψj,k 2 = [φj,k , ψj,2j+1 l+k (x) + ψj,2j+1 l−k −1 According to theorem 2 and theorem 3, we have
l∈Z
(x)] = 0 (0 ≤ k, k ≤ 2 − 1). j
Vjf old ⊕ W1f old = Vj+1
f old
, j ≥ 0, (33)
Remark: According to the conclusion ⊥ [Wjf old
≥ Vjf old (j and Vjf old and Wjf old have two groups of dual Riesz bases
0)] of this theorem and Theorem 3 below, we know that respectively.
wavelet subspaces Wjf old (j ≥ 0) are orthogonal to each other.
Theorem 4:
Theorem 3: For any j ≥ 0 and 0 ≤ k ≤ 2j − 1, we have ∞
(i) Vjf old = L2 [0, 1]. (34)
2j+1
j=1
−1
φfj,k
old
= (h2j+2l −2k+n + h2j+2l −2k−n−1 ) φfj+1,n
old
, Proof: For f ∈ L2 [0, 1], let
n=0 l∈Z
(30)
N
(ii) SN f = f, φ̃fj,k
old
2 φfj,k
old
(x)
k=0
2j+1
f old
−1 f old
First, let us prove that SN is always bounded , i.e.
ψj,k = (g2j+2l −2k+n + g2j+2l −2k−n−1 ) ψj+1,n .
n=0 l∈Z SN f 2 ≤ Cf 2 ,
(31)
Proof: (i) According to (16) and (24), we have here C is constant independent of f and N. First let N = 2j ,
j
φj,k (x) = 2 2 φ(2j x − k) then S2j = Pjf old , here Pjf old is the projective operator from
j N L2 [0, 1] to Vjf old , i . e. Pjf old = P |V f old . So
= 22 hm φ(2j+1 x − 2k − m) j
m=−N +1 j
2 −1
1
N
˜old
= √
2
hm φj+1,2k+m (x) (S2j f )(x) = f, φfj,k 2 φfj,k
old
(x) = Kj (x, y)f (y)dy,
m=−N +1 R
k=0
1
N
= √ hm φj+1,−2k−m−1 (x).
2
m=−N +1 where
so j
2 −1
f old 1
N
ψj,k (x) = √
2
hm φfj+1,2k+m
old
(x) Kj (x, y) = φ˜ f old
j,k (y)φj,k (x).
m=−N +1
k=0
1
N
= √
2
hm φfj+1,−2k−m−1
old
(x). 1
m=−N +1 ¯
then S2j f 2 = R | R Kj (x, y)f (y)dy| 2
dx 2
Then from the above formula and (30), the following result 1
1
1
2
is obtained. ≤ R |( R |Kj (x, y)|2 dy) 2 R
|f (y)|2 dy) 2 |2 dx
2k−1 1
f old
ψj,k (x) = √12 hm φfj+1,2k+m
old
(x) = R dx R |Kj (x, y)|2 dy 2 f 2
m=−N +1
1
N
+ √
2
hm φfj+1,2k+m
old
(x) and 1
m=−2k dx R |Kj (x, y)|2 dy 2
1
2k−1 R
2j−1
2 2
= √
2
hm φfj+1,−2k−m−1
old
(x) ≤ [ R dx R φ̃j,k
1
(φj,k (x − 2l) + φ2j,k (2l − x))dy] 2
m=−N +1
k=0 l∈Z
1
2k−1
2j−1
+ √
2
hm φfj+1,2k+m
old
(x) = [( dx 2
φ̃ (y − k) (φ2 (x − 2j+1 l − k)
m=−N +1 R R
k=0 l∈Z
2k−1 1
= √12 hm φfj+1,2
old
j+2 l−2k−m−1 (x)
+ φ2 (x
−
j+1
2 2 l + k + 1))dy)]
2
2 1
m=−N +1 l∈Z ≤ C[ R φ (x − m)dx + R φ (x − n)dx] 2 .
1
N m n
+ √
2
hm φfj+1,−2
old
j+2 l+2k+m (x)
m=−2k l∈Z According to (13) and (15), we get
−1
2j+1
= √12 (h2j+2 l−2k+n + h2j+2 l−2k−n−1 ) φfj+1,n
old
(x). |φ̃(x)| ≤ C1 e−ε1 |x+N −1| ≤ Ce−ε1 |x| .
n=0 l∈Z
The proof of (ii) is similar to that of (i). Again φ(x) as is compactly supported, when N = 2j , SN is
Remark: φ̃fj,k old f old
(x) and ψ̃j,k (x) have similar two-scale always bounded.
relation. As a result a monotonous subspace sequence in Then let N = 2j + m,0 ≤ m ≤ 2j−1 , in this case
L2 [0, 1] is obtained.
m
(SN f )(x) = (S2j f )(x) + f, φ̃fj,k
old
2 φfj,k
old
(x).
V0f old ⊂ V1f old ⊂ V2f old ⊂ · · · · ·· (32) k=0
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!
∞
Let f ∈E= Vjf old , then there exists a J > 0, which makes Then from Theorem 2 and 3, we have
j=1
f ∈Vjf old , and f, Vjf old
,k 2
= 0 ,j ≥ J. So when N ≥ 2J ,we cjk = Pjf old f, φ̃fj,k
old
2 = Pjf old f + Qfj old f, φ̃fj,k
old
2
have f = SN f. For E is dense in L2 [0, 1], so
2j+1
−1
f old
= Pj+1 f, φ̃fj,k
old
2 = cj+1 φfj+1
old
f, φ̃fj,k
old
2
lim f − Pjf old f 2 = 0. i=0
i
j→0
" #
Remark: According to theorem 2 , 3 , 4 and (32) and 1
−1
2j+1 −1
2j+1
= √ cj+1 h̃2j+2 l−2k+n + h̃2j+2 l−2k−n−1
(33) , {Vjf old : j ≥ 0} is a multi-resolution analysis in 2
i=0
i
n=0 l∈Z
L2 [0, 1], and ∀j1 = j2 , ×φfj+1
old
f, φ̃fj+1,n
old
2
L2 [0, 1] = VJf old ⊕ Wjf old (J ≥ 0), Wjf1old ⊥ Wjf2old . 1
2 j+1
−1
j≥J = √ h̃2j+2 l−2k+n + h̃2j+2 l−2k−n−1 cj+1
n .
(35) 2 n=0 l∈Z
Further more
Similarly (40) and (41) can also be proved.
{φfJ,k
old f old
(x)}0≤k≤2j −1 , {ψj,k (x)}−∞<k≤J,0≤k≤2j −1 (36)
Remark : Suppose f (x) is defined in the interval [0,1] and
and F (x) is its extension. According to the definitions of folding
{φ̃fJ,k
old f old
(x)}0≤k≤2j −1 , {ψ̃j,k (x)}−∞<k≤J,0≤k≤2j −1 (37) wavelet and folding scale function, we can prove
f, φfj,k
old f old
2 = F, φj,k , f, ψj,k 2 = F, ψj,k . (42)
are dual semi-orthogonal wavelet bases in L2 [0, 1].
The proof of (42) is as follows.
IV. FAST WAVELET T RANSFORM A LGORITHM 1
Theorem 5 : Suppose j ≥ 0 and Pjf old , and Qfj old are f, φfj,k
old
2 = F (x) φj,k (x − 2l) + φj,k (2l − x) dx
0
projective operators from L2 [0, 1] to Vjf old and Wjf old
l∈Z
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ACKNOWLEDGMENT [6] T.Abdukirim Turki, ”Orthogonal Wavelets of L2 [0, 1] and Fast Wavelet
Algorithms,”, Chinese Journal of Xinjiang Normal University, Vol.20,
The research work is supported by the National Nat- No.1, pp.4-10, 2001.
ural Science Foundation of China under Grant Nos. [7] S.Mallat, ”A Wavelet Tour of Signal Processing,”, Academic Press,
61362039, 11261061, 10661010; The National Natural Sci- pp.281-292, 1998.
[8] C. K. Chui and E. Quak, ”Wavelets on a bounded interval,”, CAT Report
ence Foundation of Xinjiang Province of China under Grant 265, Texas A&M University, pp.53-75, 1992.
No.200721104. [9] T.Abdukirim Turki, K.Niijima and S.Takano. ”Design of biorthogonal
wavelet filters using dyadic lifting scheme,”. Bulletin of Informatics and
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