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Haar wavelet : ウィキペディア英語版
Haar wavelet

In mathematics, the Haar wavelet is a sequence of rescaled "square-shaped" functions which together form a wavelet family or basis. Wavelet analysis is similar to Fourier analysis in that it allows a target function over an interval to be represented in terms of an orthonormal function basis. The Haar sequence is now recognised as the first known wavelet basis and extensively used as a teaching example.
The Haar sequence was proposed in 1909 by Alfréd Haar.〔see p. 361 in .〕
Haar used these functions to give an example of an orthonormal system for the space of square-integrable functions on the unit interval (). The study of wavelets, and even the term "wavelet", did not come until much later. As a special case of the Daubechies wavelet, the Haar wavelet is also known as Db1.
The Haar wavelet is also the simplest possible wavelet. The technical disadvantage of the Haar wavelet is that it is not continuous, and therefore not differentiable. This property can, however, be an advantage for the analysis of signals with sudden transitions, such as monitoring of tool failure in machines.
The Haar wavelet's mother wavelet function \psi(t) can be described as
: \psi(t) = \begin
1 \quad & 0 \leq t < \frac,\\
-1 & \frac \leq t < 1,\\
0 &\mbox
\end
Its scaling function \phi(t) can be described as
: \phi(t) = \begin1 \quad & 0 \leq t < 1,\\0 &\mbox\end
== Haar functions and Haar system ==
For every pair ''n'', ''k'' of integers in Z, the Haar function ψ''n'', ''k'' is defined on the real line R by the formula
: \psi_(t) = 2^ \psi(2^n t-k), \quad t \in \mathbf.
This function is supported on the right-open interval , ''i.e.'', it vanishes outside that interval. It has integral 0 and norm 1 in the Hilbert space ''L''2(R),
: \int_(t) \, d t = 0, \quad \|\psi_\|^2_ = \int_(t)^2 \, d t = 1.
The Haar functions are pairwise orthogonal,
: \int_(t) \psi_(t) \, d t = \delta_ \delta_,
where ''δ''i,j represents the Kronecker delta. Here is the reason for orthogonality: when the two supporting intervals I_ and I_ are not equal, then they are either disjoint, or else, the smaller of the two supports, say I_, is contained in the lower or in the upper half of the other interval, on which the function \psi_ remains constant. It follows in this case that the product of these two Haar functions is a multiple of the first Haar function, hence the product has integral 0.
The Haar system on the real line is the set of functions
:\, \; k \in \mathbf \}.
It is complete in ''L''2(R): ''The Haar system on the line is an orthonormal basis in'' ''L''2(R).

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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