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fast wavelet transform : ウィキペディア英語版
fast wavelet transform

The Fast Wavelet Transform is a mathematical algorithm designed to turn a waveform or signal in the time domain into a sequence of coefficients based on an orthogonal basis of small finite waves, or wavelets. The transform can be easily extended to multidimensional signals, such as images, where the time domain is replaced with the space domain.
It has as theoretical foundation the device of a finitely generated, orthogonal multiresolution analysis (MRA). In the terms given there, one selects a sampling scale ''J'' with sampling rate of 2J per unit interval, and projects the given signal ''f'' onto the space V_J; in theory by computing the scalar products
:s^_n:=2^J \langle f(t),\phi(2^J t-n) \rangle,
where \phi is the scaling function of the chosen wavelet transform; in practice by any suitable sampling procedure under the condition that the signal is highly oversampled, so
: P_J()(x):=\sum_ s^_n\,\phi(2^Jx-n)
is the orthogonal projection or at least some good approximation of the original signal in V_J.
The MRA is characterised by its scaling sequence
:a=(a_,\dots,a_0,\dots,a_N) or, as Z-transform, a(z)=\sum_^Na_nz^
and its wavelet sequence
:b=(b_,\dots,b_0,\dots,b_N) or b(z)=\sum_^Nb_nz^
(some coefficients might be zero). Those allow to compute the wavelet coefficients d^_n, at least some range ''k=M,...,J-1'', without having to approximate the integrals in the corresponding scalar products. Instead, one can directly, with the help of convolution and decimation operators, compute those coefficients from the first approximation s^.
== Forward DWT ==
One computes recursively, starting with the coefficient sequence s^ and counting down from ''k=J-1'' to some ''M:
s^_n:=\frac12 \sum_^N a_m s^_
or
s^(z):=(\downarrow 2)(a^
*(z)\cdot s^(z))

and
:
d^_n:=\frac12 \sum_^N b_m s^_
or
d^(z):=(\downarrow 2)(b^
*(z)\cdot s^(z))
,
for ''k=J-1,J-2,...,M'' and all n\in\Z. In the Z-transform notation:
:
* The downsampling operator (\downarrow 2) reduces an infinite sequence, given by its Z-transform, which is simply a Laurent series, to the sequence of the coefficients with even indices, (\downarrow 2)(c(z))=\sum_c_z^.
:
* The starred Laurent-polynomial a^
*(z) denotes the adjoint filter, it has ''time-reversed'' adjoint coefficients, a^
*(z)=\sum_^N a_^
*z^. (The adjoint of a real number being the number itself, of a complex number its conjugate, of a real matrix the transposed matrix, of a complex matrix its hermitian adjoint).
:
* Multiplication is polynomial multiplication, which is equivalent to the convolution of the coefficient sequences.
It follows that
:P_k()(x):=\sum_ s^_n\,\phi(2^kx-n)
is the orthogonal projection of the original signal ''f'' or at least of the first approximation P_J()(x) onto the subspace V_k, that is, with sampling rate of 2k per unit interval. The difference to the first approximation is given by
:P_J()(x)=P_k()(x)+D_k()(x)+\dots+D_()(x),
where the difference or detail signals are computed from the detail coefficients as
:D_k()(x):=\sum_ d^_n\,\psi(2^kx-n),
with \psi denoting the ''mother wavelet'' of the wavelet transform.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「fast wavelet transform」の詳細全文を読む



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