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15
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5answers
7k views

Difference between Fourier transform and Wavelets

While understanding difference between wavelets and Fourier transform I came across this point in Wikipedia. The main difference is that wavelets are localized in both time and frequency whereas ...
10
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2answers
6k views

What is a “vanishing moment”?

In this paper, Sweldens says about desireable properties of wavelets: To analyze and represent such signals we need wavelets that are local in space and frequency. Typically this is achieved by ...
7
votes
3answers
660 views

Decomposing a discrete signal into a sum of rectangle functions

Hello math@stackexchange community ! I have a simple question that seems to have a non trivial answer. Given a discrete one dimensional signal $w(x)$ defined in a finite range, and the boxcar ...
6
votes
3answers
515 views

An introduction to wavelets, and the wavelet transform

I am looking for a good introduction to the wavelet transform, particularly in the context of image processing. I am very comfortable with the Fourier transforms, and I've got a good background in ...
6
votes
0answers
250 views

expansion for $1-|t|$

Let $f$ be a continuous function on $\mathbb{R}$ with compact support with exactly one maximum. Form the functions $$ f_{m,k}(x)=f^m\left(x-\frac{k}{2^m}\right) $$ I am wondering if one can expand ...
5
votes
1answer
520 views

Wavelet Theory — where do I start?

I am in the process of implementing a Fixed-Point Fast Fourier Transform. The Fixed-Point FFT requires mathematical background in the area of wavelets and lifting schemes. What are good ...
5
votes
2answers
507 views

Which time-frequency coefficients does the Wavelet transform compute?

(I asked this on Stack Overflow a while ago and didn't get a satisfying answer, so I'm trying again here.) The Fast Fourier Transform takes O(N log N) operations, while the Fast Wavelet Transform ...
4
votes
1answer
38 views

Show that the endpoints of a compactly supported function satisfying the scaling relation are integers

Suppose $ \phi \in C_0( \mathbb{R}) $ (compact support) satisfy the scaling relation $$ \phi(x) = \sum_{k \in \mathbb{Z}} p_k \phi(2x-k) , $$ with $$ p_k = 2^{1/2} \int_{- \infty}^\infty \phi(x) ...
4
votes
1answer
163 views

Question in solving $\phi(t)=\phi(2t)+\phi(2t-1)$, $\phi\ne0$

Actually one can resort to the two-scale equation in multiresolution analysis. Perform Fourier transformation on both side of $\phi(t)=\phi(2t)+\phi(2t-1)$, it turns out that ...
4
votes
1answer
221 views

Mexican Hat wavelet in polar coordinates

I'm interested in wavelet framework for polar coordinates. In the paper of Hou&Qin (2012) was proposed a general method for definition of MH wavelets on a certain manifold. In short, first we ...
3
votes
3answers
109 views

Orthogonality of Haar wavelet functions

I'm reading about wavelets and I bumped into the follwing: $\text{Haar wavelet is a step function}\; \psi(x), \text{which takes values 1 and -1, when}\; x \;\text{is in the ranges}\; [0, \frac{1}{2}) ...
3
votes
1answer
62 views

definition of Bessel sequence

A sequence $\{f_{k}\}_{k=1}^{\infty}$ is called a Bessel sequence in a Hilbert space $H$, if there exists $B>0$ such that $$\sum_{k=1}^{\infty}|\langle f,f_{k}\rangle|^{2}\leq B\|f\|^{2}$$ for all ...
3
votes
1answer
266 views

A theorem about Lipschitz regularity and Fourier transform

How to prove that: A function $f$ is uniformly Lipschitz $\alpha$ over $\mathbb R$ if $$\int_{-\infty}^{+\infty}|\hat f(\omega)|(1+|\omega|^\alpha)d\omega<+\infty$$ A function $f$ is uniformly ...
3
votes
1answer
399 views

Calderon's admissibility condition for wavelets explained

Calderon's admissibility condition is a central argument in a number of recent wavelet-like constructs, like curvelets, shearlets, to name a few. It states that if $\psi$'s Fourier transform conforms ...
3
votes
1answer
1k views

How to intuitively interpret Gabor lambda param?

I have troubles understanding in an intuitive way (not by writing complicated math formulas) what is the meaning of the lambda parameter in the Gabor functions. (I have basic math understanding, grad ...
3
votes
0answers
51 views

Matlab's dwt2 in publication quality notation?

I used Matlab's dwt2in my algorithm, what notation have you folks seen that describes the 4 resulting wavelets? How do I express ...
3
votes
0answers
77 views

Regularity of Daubechies wavelet

I am reading the book Wavelets: Theory and applications by A. K. Louis, D. Maass, A. Rieder ...
3
votes
0answers
440 views

Wavelets: Cone Of Influence

While reading this paper I came across the term Cone of Influence which is described as ...
3
votes
2answers
700 views

Need a formula for a quadratic spline

I'm trying to reproduce some results from a paper and I need an explicit formula for a specific quadratic spline to do so. The problem is, I've only got a plot of it. The quadratic spline is from ...
2
votes
2answers
86 views

In which case should a wavelet transform be applied instead of a Fourier transform?

I was wondering what are the advantages (and possibly the drawbacks) of using a wavelet transform instead of a Fourier transform for the signal processing, are there simple examples to illustrate that ...
2
votes
1answer
69 views

Daubechies wavelet

I have two question about Daubechies wavelet are they really orthogonality? for example daub4 has the support equal $[0-3]$, and for scale function we have must: $$ \int_0^3\phi(x-n)*\phi(x-m)dx ...
2
votes
2answers
189 views

Morlet's wavelet reconstruction formula

The CWT (continuous wavelet transform) of a signal $x(t)$ is $$X_w(a,b)=\frac{1}{\sqrt{|a|}} \int_{-\infty}^{\infty} x(t)\psi^{\ast}\left(\frac{t-b}{a}\right)\, dt$$ In order to reconstruct the ...
2
votes
1answer
74 views

Biorthogonal Projector Construction

I was trying to prove that the biorthogonal projector matrix $P$ given on the Wikipedia page on biorthogonal systems does in fact construct biorthogonal systems from input bases $\mathbf{u}$ and ...
2
votes
2answers
46 views

Find support of a wavelet

I am a complete novice in wavelet analyses, but I was given a task to find a support set of a given wavelet (in 1D, e.g. db4). Please, point me a way of doing this. (Since, how I understood from some ...
2
votes
1answer
129 views

haar wavelet: unable to understand what limits they have used

Please explain what limits of integration they took for solving $p_i(x)$ and $q_i(x)$. like for 1st step of $p_i(x)$: $$\int_\alpha^x 1 \, \mathrm dx = x-\alpha$$ but for 2nd step of $p_i(x)$: ...
2
votes
1answer
127 views

How do I divide Laurent polynomials?

I have an example from a paper (listed below) that I cannot figure out. I can divide normal polynomials, but the alternative ways to divide Laurent polynomials is beyond me at the moment. The paper ...
2
votes
1answer
164 views

compare wavelet and Fourier transform

i would like to compare each other wavelet and Fourier transform on given signal,let us consider following signal ...
2
votes
1answer
27 views

Definition of “uniformly regular” signals (as used in the book “Wavelet Tour of Signal Processing”)

The author uses the term "uniformly regular" and I get the idea of it's meaning through the context, yet the phrase is used as if could also have a precise mathematical meaning. Is there a definition ...
2
votes
1answer
26 views

A relation for Fourier series

For $f$ and $f'$ in $L^2(0,1)$, define $e_k(x)=e^{2\pi ikx}$, $k \in \mathbb{Z}$. And define the Fourier series: $f=\sum _{k \in \mathbb{Z}}c_ke_k$, where $c_k=\left \langle f,e_k \right ...
2
votes
1answer
121 views

Need to learn wavelet, suggest steps and resources

I am looking for a good introduction to wavelets and wavelet transforms. that covers the following: Basics Vector Spaces – Properties– Dot Product – Basis – Dimension, Orthogonality and ...
2
votes
0answers
40 views

Error bounds in representing a vector using a truncated Moore-Penrose biorthogonal basis

I was reading and trying to reproduce the results in the arXiv preprint of Periodic Gabor Functions with Biorthogonal Exchange: A Highly Accurate and Efficient Method for Signal Compression by Asaf ...
2
votes
0answers
120 views

An exercise. A property of the Fourier transform of wavelet

In the book "An Introduction To Wavelet Analysis" by David F. Walnut, there is, Exercise 7.45. Show that if $\psi(x)$ is a wavelet, then $\sum\limits_{j}{\left|\hat{\psi}(2^j\gamma)\right|^2} = 1$ ...
2
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0answers
34 views

Finding correlations between many unknown functions.

Given an arbitrarily large number of black-box functions of one variable, is it possible to produce expressions that approximate their relationships to each other over their shared domain? Is it ...
2
votes
0answers
106 views

Operators from $L^{\infty}$ to $L^{\infty}$, below bound of the norm

If $T(f)(x)=\int K(x,y)f(y)dy$, where $K(x,y)$ is locally integrable, is bounded on $L^{\infty}$, how can we show that $\|\int|K(\cdot,y)|dy\|_{L^{\infty}}\le \|T\|_{L^{\infty}\rightarrow ...
2
votes
0answers
64 views

Proving norm inequality with Schwarz's inequality

I'm stuck on the following problem: Suppose that $\{V_j : j \in \mathbb{Z}\}$ is a multiresolution analysis with scaling function $\phi$, and that $\phi$ is continuous and compactly supported. ...
2
votes
0answers
142 views

Testing whether a finite measure is absolutely continuous with respect to Lebesgue measure using wavelets

I've been working through Fundamentals of Stochastic Filtering (Bain, Crisan) and am a little perplexed by the following (initially) seemingly straightforward exercise and its given solution. We are ...
2
votes
0answers
150 views

Scaling function and dilation equation in MRA

In the book I am reading, the author explains how we can use the dilation equation to obtain the scaling function through the process of iteration. In particular, we use the dilation equation, which ...
2
votes
0answers
61 views

Lower bound for the eigenvalue

For a given real number $c>0$ define functions $\left(\psi_{k,c}(\cdot)\right)_{k\ge0}$, as an eigenfunctions of the Sturm-Liouville operators $L_c$ defined $$ ...
2
votes
0answers
148 views

Hermite functions and integral

Let $$ h_n(x)=(-1)^n\gamma_ne^{x^2/2} \frac{d^n}{dx^n}e^{-x^2}, $$ where $\gamma_n=\pi^{-1/4}2^{-n/2}(n!)^{-1/2}$, be Hermite function. Consider $$ ...
2
votes
0answers
220 views

$L_2$-norm representation of the function

Let $$ f^{\alpha}_+(x)=\frac{1}{\Gamma(\alpha+1)}\sum_{k\ge 0}(-1)^k{\alpha+1 \choose k}(x-k)^{\alpha}_+, $$ where $\alpha > -\frac 12$(see for reference ...
2
votes
1answer
144 views

Best way to find magnitude and phase of a specific frequency in an empirical time series…

I've a discrete, univariate time series, and I'm interested in to investigate a specific frequency component. Assume I'm interested in a frequency with a cycle-time of $f$ samples - and I need to get ...
2
votes
0answers
150 views

Singular Value Decomposition

I want to decompose an image $A$ using the Discrete Wavelet Transform and then find the singular values, $S$, such that $A=USV$. I will then do the same to another image such that $B=USV$. I will ...
1
vote
2answers
164 views

What is difference between Fourier Transform and Fast Fourier Transform?

If you think about Fourier Transform, in the classical cases, say on the real line, what it is? Just a waded sum. Right? You take a function $f$, and you take it's Fourier Transform at particular ...
1
vote
2answers
511 views

How to implement the Daubechies wavelet?

http://en.wikipedia.org/wiki/Daubechies_wavelet#Transform.2C_D4 I find it is difficult to understand the pseudo-code on this Wiki page. ...
1
vote
1answer
123 views

What other wavelets (besides the Haar system) form a basis of $L^2(0,1)$?

The Haar system of wavelets forms a basis of $L^2[0,1]$. What other wavelets are there that also form bases of $L^2[0,1]$ (or $L^2[0,a]$ in general)?. Thanks
1
vote
1answer
250 views

What is the “fourth” Haar basis function of the 4×4 Haar basis?

I know the three Haar basis functions //mother wavelet: [1 1 -1 -1] //dilation: [1 -1 0 0] //translation: [0 0 1 -1] However, the Haar basis consists of four ...
1
vote
1answer
88 views

Denoise using wavelet transform

My mathematical class task is to de-noise a function using wavelet transform. I am to select a function $f(x)$ and noise function with zero-mean $n(x)$. I am to add noise like this: $$f_{noise}(x) = ...
1
vote
1answer
88 views

Linear algebra explanation of wavelet transform

Is there an easy way to explain wavelets / wavelet transform using only linear algebra? The discrete Fourier transform is a linear operator on $\mathbb C^N$ that simply changes basis to a special ...
1
vote
1answer
54 views

Integrating a squared Haar wavelet function

I'm studying about wavelets and here is one derivation I couldn't understand: The constant that makes this orthogonal basis orthonormal is $2^{j/2}$. Indeed, from the definition of norm$^2$ in ...
1
vote
3answers
72 views

Reducing an infinite dimensional expansion to a finite dimensional algorithm

The following is a big-picture question about the interplay between infinite dimensional function expansions and finite dimensional algorithms. I feel like I have a good understanding of these ideas ...