CS589-04 Digital Image Processing

Lecture 9. Wavelet Transform

Spring 2008
New Mexico Tech

Wavelet Definition
The wavelet transform is a tool that cuts up data, functions
or operators into different frequency components, and then
studies each component with a resolution matched to its
scale
Dr. Ingrid Daubechies, Lucent, Princeton U.

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Fourier vs. Wavelet

FFT, basis functions: sinusoids

Wavelet transforms: small waves, called wavelet

FFT can only offer frequency information

Wavelet: frequency + temporal information

Fourier analysis doesnt work well on discontinuous,

bursty data
music, video, power, earthquakes,

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Fourier vs. Wavelet

Fourier
Loses time (location) coordinate completely
Analyses the whole signal
Short pieces lose frequency meaning

Wavelets
Localized time-frequency analysis
Short signal pieces also have significance
Scale = Frequency band

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Fourier transform
Fourier transform:

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Wavelet Transform

Scale and shift original waveform

Compare to a wavelet

Assign a coefficient of similarity

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Scaling-- value of stretch

Scaling a wavelet simply means stretching (or

compressing) it.
f(t) = sin(t)

scale factor1

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Scaling-- value of stretch

Scaling a wavelet simply means stretching (or

compressing) it.
f(t) = sin(2t)
scale factor 2

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Scaling-- value of stretch

Scaling a wavelet simply means stretching (or

compressing) it.
f(t) = sin(3t)
scale factor 3

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More on scaling

It lets you either narrow down the frequency band of interest, or

determine the frequency content in a narrower time interval

Scaling = frequency band

Good for non-stationary data

Low scalea Compressed wavelet Rapidly changing detailsHigh

frequency

High scale a Stretched wavelet Slowly changing, coarse features

Low frequency

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Scale is (sort of) like frequency

Small scale
-Rapidly changing details,
-Like high frequency

Large scale
-Slowly changing
details
-Like low frequency
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Scale is (sort of) like frequency

The scale factor works exactly the same with wavelets.

The smaller the scale factor, the more "compressed"
the wavelet.
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Shifting
Shifting a wavelet simply means delaying (or hastening) its
onset. Mathematically, delaying a function f(t) by k is
represented by f(t-k)

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Shifting

C = 0.0004

C = 0.0034
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Five Easy Steps to a Continuous Wavelet

Transform
1. Take a wavelet and compare it to a section at the start of
the original signal.
2. Calculate a correlation coefficient c

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Five Easy Steps to a Continuous Wavelet

Transform
3. Shift the wavelet to the right and repeat steps 1 and 2 until you've
covered the whole signal.

4. Scale (stretch) the wavelet and repeat steps 1 through 3.

5. Repeat steps 1 through 4 for all scales.

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Coefficient Plots

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Discrete Wavelet Transform

Subset of scale and position based on power of two

rather than every possible set of scale and position in
continuous wavelet transform

Behaves like a filter bank: signal in, coefficients out

Down-sampling necessary
(twice as much data as original signal)

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Discrete Wavelet transform

signal
lowpass

highpass

filters

Approximation
(a)
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Details
(d)
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Results of wavelet transform

approximation and details

Low frequency:
approximation (a)

High frequency
details (d)

Decomposition
can be performed
iteratively

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Wavelet synthesis

Re-creates signal from coefficients

Up-sampling required
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Multi-level Wavelet Analysis

Multi-level wavelet
decomposition tree

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Reassembling original signal

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Subband Coding

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2-D 4-band filter bank

Approximation

Vertical detail
Horizontal detail

Diagonal details

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An Example of One-level Decomposition

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An Example of Multi-level Decomposition

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Wavelet Series Expansions

Wavelet series expansion of function f ( x) L2 ( )
relative to wavelet ( x) and scaling function ( x)

f ( x) c j0 (k ) j0 ,k ( x) d j (k ) j ,k ( x)
k

j j0

where ,
c j0 (k ) : approximation and/or scaling coefficients
d j (k ) : detail and/or wavelet coefficients
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Wavelet Series Expansions

c j0 (k ) f ( x), j0 ,k ( x) f ( x) j0 ,k ( x)dx
and
d j (k ) f ( x), j ,k ( x) f ( x) j ,k ( x)dx

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Wavelet Transforms in Two Dimensions

( x, y ) ( x) ( y )
H ( x, y ) ( x) ( y )

j ,m,n ( x, y) 2 j /2 (2 j x m, 2 j y n)

V ( x, y ) ( x) ( y )

i j ,m,n ( x, y) 2 j /2 i (2 j x m, 2 j y n)

D ( x, y ) ( x) ( y )

i {H ,V , D}

W ( j0 , m, n)

1
MN

W ( j , m, n)

1
MN

M 1 N 1

f ( x, y)
x 0 y 0

M 1 N 1

x 0 y 0

j0 , m , n

( x, y )

f ( x, y ) i j ,m,n ( x, y )

i H ,V , D
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Inverse Wavelet Transforms in Two

Dimensions

1
f ( x, y )
W ( j0 , m, n) j0 ,m,n ( x, y )

MN m n

1
i
i

W
(
j
,
m
,
n
)

j , m , n ( x, y )
MN i H ,V , D j j0 m n

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