Wavelets and recursive filter banks

It is shown that infinite impulse response (IIR) filters lead to more general wavelets of infinite support than finite impulse response (FIR) filters. A complete constructive method that yields all orthogonal two channel filter banks, where the filters have rational transfer functions, is given, and it is shown how these can be used to generate orthonormal wavelet bases. A family of orthonormal wavelets that have a maximum number of disappearing moments is shown to be generated by the halfband Butterworth filters. When there is an odd number of zeros at π it is shown that closed forms for the filters are available without need for factorization. A still larger class of orthonormal wavelet bases having the same moment properties and containing the Daubechies and Butterworth filters as the limiting cases is presented. It is shown that it is possible to have both linear phase and orthogonality in the infinite impulse response case, and a constructive method is given. It is also shown how compactly supported bases may be orthogonalized, and bases for the spline function spaces are constructe

Orthogonal Wavelets via Filter Banks: Theory and Applications

Wavelets are used in many applications, including image processing, signal analysis and seismology. The critical problem is the representation of a signal using a small number of computable functions, such that it is represented in a concise and computationally efficient form. It is shown that wavelets are closely related to filter banks (sub band filtering) and that there is a direct analogy between multiresolution analysis in continuous time and a filter bank in discrete time. This provides a clear physical interpretation of the approximation and detail spaces of multiresolution analysis in terms of the frequency bands of a signal. Only orthogonal wavelets, which are derived from orthogonal filter banks, are discussed. Several examples and applications are considered

A new class of two-channel biorthogonal filter banks and wavelet bases

We propose a novel framework for a new class of two-channel biorthogonal filter banks. The framework covers two useful subclasses: i) causal stable IIR filter banks. ii) linear phase FIR filter banks. There exists a very efficient structurally perfect reconstruction implementation for such a class. Filter banks of high frequency selectivity can be achieved by using the proposed framework with low complexity. The properties of such a class are discussed in detail. The design of the analysis/synthesis systems reduces to the design of a single transfer function. Very simple design methods are given both for FIR and IIR cases. Zeros of arbitrary multiplicity at aliasing frequency can be easily imposed, for the purpose of generating wavelets with regularity property. In the IIR case, two new classes of IIR maximally flat filters different from Butterworth filters are introduced. The filter coefficients are given in closed form. The wavelet bases corresponding to the biorthogonal systems are generated. the authors also provide a novel mapping of the proposed 1-D framework into 2-D. The mapping preserves the following: i) perfect reconstruction; ii) stability in the IIR case; iii) linear phase in the FIR case; iv) zeros at aliasing frequency; v) frequency characteristic of the filters

A recursive scheme for computing autocorrelation functions of decimated complex wavelet subbands

This paper deals with the problem of the exact computation of the autocorrelation function of a real or complex discrete wavelet subband of a signal, when the autocorrelation function (or Power Spectral Density, PSD) of the signal in the time domain (or spatial domain) is either known or estimated using a separate technique. The solution to this problem allows us to couple time domain noise estimation techniques to wavelet domain denoising algorithms, which is crucial for the development of blind wavelet-based denoising techniques. Specifically, we investigate the Dual-Tree complex wavelet transform (DT-CWT), which has a good directional selectivity in 2-D and 3-D, is approximately shift-invariant, and yields better denoising results than a discrete wavelet transform (DWT). The proposed scheme gives an analytical relationship between the PSD of the input signal/image and the PSD of each individual real/complex wavelet subband which is very useful for future developments. We also show that a more general technique, that relies on Monte-Carlo simulations, requires a large number of input samples for a reliable estimate, while the proposed technique does not suffer from this problem

Cyclic LTI systems in digital signal processing

Cyclic signal processing refers to situations where all the time indices are interpreted modulo some integer L. In such cases, the frequency domain is defined as a uniform discrete grid (as in L-point DFT). This offers more freedom in theoretical as well as design aspects. While circular convolution has been the centerpiece of many algorithms in signal processing for decades, such freedom, especially from the viewpoint of linear system theory, has not been studied in the past. In this paper, we introduce the fundamentals of cyclic multirate systems and filter banks, presenting several important differences between the cyclic and noncyclic cases. Cyclic systems with allpass and paraunitary properties are studied. The paraunitary interpolation problem is introduced, and it is shown that the interpolation does not always succeed. State-space descriptions of cyclic LTI systems are introduced, and the notions of reachability and observability of state equations are revisited. It is shown that unlike in traditional linear systems, these two notions are not related to the system minimality in a simple way. Throughout the paper, a number of open problems are pointed out from the perspective of the signal processor as well as the system theorist

Self-similar prior and wavelet bases for hidden incompressible turbulent motion

This work is concerned with the ill-posed inverse problem of estimating turbulent flows from the observation of an image sequence. From a Bayesian perspective, a divergence-free isotropic fractional Brownian motion (fBm) is chosen as a prior model for instantaneous turbulent velocity fields. This self-similar prior characterizes accurately second-order statistics of velocity fields in incompressible isotropic turbulence. Nevertheless, the associated maximum a posteriori involves a fractional Laplacian operator which is delicate to implement in practice. To deal with this issue, we propose to decompose the divergent-free fBm on well-chosen wavelet bases. As a first alternative, we propose to design wavelets as whitening filters. We show that these filters are fractional Laplacian wavelets composed with the Leray projector. As a second alternative, we use a divergence-free wavelet basis, which takes implicitly into account the incompressibility constraint arising from physics. Although the latter decomposition involves correlated wavelet coefficients, we are able to handle this dependence in practice. Based on these two wavelet decompositions, we finally provide effective and efficient algorithms to approach the maximum a posteriori. An intensive numerical evaluation proves the relevance of the proposed wavelet-based self-similar priors.Comment: SIAM Journal on Imaging Sciences, 201

Compactly Supported Wavelets Derived From Legendre Polynomials: Spherical Harmonic Wavelets

A new family of wavelets is introduced, which is associated with Legendre polynomials. These wavelets, termed spherical harmonic or Legendre wavelets, possess compact support. The method for the wavelet construction is derived from the association of ordinary second order differential equations with multiresolution filters. The low-pass filter associated with Legendre multiresolution analysis is a linear phase finite impulse response filter (FIR).Comment: 6 pages, 6 figures, 1 table In: Computational Methods in Circuits and Systems Applications, WSEAS press, pp.211-215, 2003. ISBN: 960-8052-88-