Signal Processing Applications of Wavelets Arthur Asuncion
Signal Processing Applications of Wavelets Arthur Asuncion
Arthur Asuncion
Information and Computer Science
University of California, Irvine
[email protected]
∫ x(t )e
− jω t
X(f ) = dt
From digital signal processing to computer vision, −∞
wavelets have been widely utilized to analyze and
transform discrete data. The concept of wavelets is The exponential factor represents the sinusoidal
rooted in many disciplines, including mathematics, component (via Euler’s Relation), f represents a
physics, and engineering [1]. The 1980s witnessed a particular frequency, and x(t) represents the input
new wave of wavelet discoveries, like multiresolution signal as a function of time [4]. Essentially, this
analysis and orthonormal compactly supported integral is an inner product which correlates the input
wavelets. These advances have revolutionized the signal with the sinusoidal component. A fast
field and have led to many novel applications of discrete method that computes the integral above is
wavelets. known as the Fast Fourier Transform.
A wavelet, which literally means little wave, is an Due to the Heisenberg uncertainty principle, a
oscillating zero-average function that is well fundamental tradeoff exists between frequency
localized in a small period of time. A wavelet resolution and time resolution [4]. In the Fourier
function, known as a mother wavelet, gives rise to a transform, a longer input time signal increases the
family of wavelets that are translated (shifted) and accuracy of frequency information at the cost of
dilated (stretched or compressed) versions of the losing temporal information. While the Fourier
original mother wavelet [2]. transform is an excellent tool for spectral analysis,
the Fourier transform is not capable of splitting the
time-frequency tradeoff into fine levels of granularity aj
based on frequency.
H G
WAVELET TRANSFORM
↓2 ↓2
The wavelet transform is a fine-grained approach that
seeks to achieve an optimal balance between
aj+1 cj+1
frequency resolution and time resolution. At higher
frequencies, the transform gains temporal H G
information in exchange for a loss in frequency
information, while at lower frequencies, the ↓2 ↓2
transform gains frequency information in exchange
…
for a loss in temporal information. This fine-grained cj+2
approach in handling the tradeoff is useful for digital
signal and music applications, since transients Figure 1. Fast Wavelet Transform Using Filters
normally occur at high frequencies (thus needing a
higher time resolution), and lower frequencies HAAR WAVELET
usually require a higher frequency resolution.
The Haar wavelet, which Alfred Haar discovered in
Like the Fourier transform, the wavelet transform can 1910, is both powerful and pedagogically simple.
be represented as an integral: The basic Haar wavelet is a piecewise constant
function that is defined as follows [5]:
∞
Wx(u , s ) = ∫ x(t )Ψ u ,s (t ) dt 1, 0 ≤ r < 12
−∞ Ψ [ 0,1[ (r ) = − 1, 12 ≤ r < 1
0, otherwise
In the integral above, the input signal x(t) is
correlated with the wavelet with translation
parameter u and dilation parameter s [3]. This
transform converts a signal into coefficients that
represent both time and frequency information, with 1
more time resolution at high frequencies, and more
frequency resolution at low frequencies. The dilation
of the wavelet enables the fine-grained tradeoff to
occur. As with the Fourier transform, there are fast
1/2 1
discrete ways of computing the wavelet transform. -1
One fast way of computing a wavelet transform is Figure 2. The Standard Haar Wavelet
with a cascade of filters [3]. The input signal is fed
into two filters, H and G. The filters produce two The Haar wavelet transform recursively replaces
sets of coefficients which are both down-sampled by adjacent pairs of steps in the signal with a wider step
a factor of 2. As shown in Figure 1, this procedure is and a wavelet [5]. A step φ is a function that is 1 in a
recursively applied to the set of coefficient that continuous region and zero everywhere else.
comes out of the H filter. One assumption of the
wavelet transform is that the number of samples in Consider a simple signal f of two samples: {7, 1}.
the input signal is a power of 2. If the number of The Haar wavelet transform calculates the average
samples is not a power of 2, the signal can be zero- value coefficient, (7 + 1)/2, and the change
padded to achieve this criterion. coefficient (7-1)/2. The average value is the
coefficient for the wider step, while the change value
is the coefficient for the standard Haar wavelet [5].
The transform is presented below, and a graphical
depiction is shown in Figure 3.
(7 + 1) (7 − 1)
f = ϕ [ 0,1[ + Ψ[ 0,1[ {3, -1, 4, 8, 0, -2, 7, 1}
2 2
Figure 3. Haar Wavelet Transform on Signal with 2 Named after Ingrid Daubechies, the Daubechies
Samples wavelet is more complicated than the Haar wavelet.
Daubechies wavelets are continuous; thus, they are
Consider another signal f that has 8 values: {3, -1, 4, more computationally expensive to use than the Haar
8, 0, -2, 7, 1}. The Haar wavelet transform on this wavelet, which is discrete [5].
signal follows the procedure shown in Figure 1. The
wavelet transform needs to undergo log(8)=3 sweeps,
with the recursion being applied to the average value
coefficients. Figure 4 details the derivation of the
wavelet transform of signal f.
APPLICATIONS OF WAVELETS
AWE provides a simulation of wavelet data [1] Debnath, Lokenath. Wavelet Transforms &
compression. Since the Daubechies wavelet is Their Applications. Birkhauser, 2002. P. 12.
continuous and the Haar wavelet is discrete, data [2] Teolis, Anthony. Computational Signal
compression is more sonically pleasing with the Processing with Wavelets. Birkhauser, 1998. P. 60-
Daubechies wavelet than with the Haar wavelet. 61, 173-174.
[3] Mallat, Stephane. A Wavelet Tour of Signal
REAL-TIME MUSICAL EFFECTS Processing. 2nd ed. Academic Press, 1999. P. 5, 257.
[4] Roads, Curtis. The Computer Music Tutorial.
Other interesting sound effects can be generated by MIT Press, 1996. P. 446, 581-589, 1087.
manipulating the wavelet coefficients. Modulation [5] Nievergelt, Yves. Wavelets Made Easy.
effects can be produced by multiplying the Birkhauser, 1999. P. 3-60.
coefficients by a cosine wave. AWE provides a [6] Jensen, A, and Cour-Harbo, A. Ripples in
simple demonstration of this modulation effect. Mathematics: The Discrete Wavelet Transform.
Furthermore, cross-synthesis among two sets of Springer, 2001. P. 102, 155-158.