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A wavelet is a
wave In physics, mathematics, and related fields, a wave is a propagating dynamic disturbance (change from equilibrium) of one or more quantities. Waves can be periodic, in which case those quantities oscillate repeatedly about an equilibrium (re ...
-like
oscillation Oscillation is the repetitive or periodic variation, typically in time, of some measure about a central value (often a point of equilibrium) or between two or more different states. Familiar examples of oscillation include a swinging pendul ...
with an
amplitude The amplitude of a periodic variable is a measure of its change in a single period (such as time or spatial period). The amplitude of a non-periodic signal is its magnitude compared with a reference value. There are various definitions of am ...
that begins at zero, increases or decreases, and then returns to zero one or more times. Wavelets are termed a "brief oscillation". A taxonomy of wavelets has been established, based on the number and direction of its pulses. Wavelets are imbued with specific properties that make them useful for
signal processing Signal processing is an electrical engineering subfield that focuses on analyzing, modifying and synthesizing '' signals'', such as sound, images, and scientific measurements. Signal processing techniques are used to optimize transmissions, ...
. For example, a wavelet could be created to have a frequency of Middle C and a short duration of roughly one tenth of a second. If this wavelet were to be
convolved In mathematics (in particular, functional analysis), convolution is a mathematical operation on two functions ( and ) that produces a third function (f*g) that expresses how the shape of one is modified by the other. The term ''convolution'' ...
with a signal created from the recording of a melody, then the resulting signal would be useful for determining when the Middle C note appeared in the song. Mathematically, a wavelet correlates with a signal if a portion of the signal is similar.
Correlation In statistics, correlation or dependence is any statistical relationship, whether causal or not, between two random variables or bivariate data. Although in the broadest sense, "correlation" may indicate any type of association, in statistic ...
is at the core of many practical wavelet applications. As a mathematical tool, wavelets can be used to extract information from many different kinds of data, including but not limited to
audio signal An audio signal is a representation of sound, typically using either a changing level of electrical voltage for analog signals, or a series of binary numbers for digital signals. Audio signals have frequencies in the audio frequency range of ro ...
s and images. Sets of wavelets are needed to analyze data fully. "Complementary" wavelets decompose a signal without gaps or overlaps so that the decomposition process is mathematically reversible. Thus, sets of complementary wavelets are useful in wavelet-based compression/decompression algorithms, where it is desirable to recover the original information with minimal loss. In formal terms, this representation is a wavelet series representation of a
square-integrable function In mathematics, a square-integrable function, also called a quadratically integrable function or L^2 function or square-summable function, is a real- or complex-valued measurable function for which the integral of the square of the absolute value ...
with respect to either a
complete Complete may refer to: Logic * Completeness (logic) * Completeness of a theory, the property of a theory that every formula in the theory's language or its negation is provable Mathematics * The completeness of the real numbers, which implies t ...
,
orthonormal In linear algebra, two vectors in an inner product space are orthonormal if they are orthogonal (or perpendicular along a line) unit vectors. A set of vectors form an orthonormal set if all vectors in the set are mutually orthogonal and all of ...
set of
basis function In mathematics, a basis function is an element of a particular basis for a function space. Every function in the function space can be represented as a linear combination of basis functions, just as every vector in a vector space can be repres ...
s, or an overcomplete set or
frame of a vector space In linear algebra, a frame of an inner product space is a generalization of a basis of a vector space to sets that may be linearly dependent. In the terminology of signal processing, a frame provides a redundant, stable way of representing a sign ...
, for the
Hilbert space In mathematics, Hilbert spaces (named after David Hilbert) allow generalizing the methods of linear algebra and calculus from (finite-dimensional) Euclidean vector spaces to spaces that may be infinite-dimensional. Hilbert spaces arise natural ...
of square integrable functions. This is accomplished through
coherent states In physics, specifically in quantum mechanics, a coherent state is the specific quantum state of the quantum harmonic oscillator, often described as a state which has dynamics most closely resembling the oscillatory behavior of a classical harmo ...
. In
classical physics Classical physics is a group of physics theories that predate modern, more complete, or more widely applicable theories. If a currently accepted theory is considered to be modern, and its introduction represented a major paradigm shift, then the ...
, the diffraction phenomenon is described by the
Huygens–Fresnel principle The Huygens–Fresnel principle (named after Dutch physicist Christiaan Huygens and French physicist Augustin-Jean Fresnel) states that every point on a wavefront is itself the source of spherical wavelets, and the secondary wavelets emanating ...
that treats each point in a propagating
wavefront In physics, the wavefront of a time-varying '' wave field'' is the set ( locus) of all points having the same '' phase''. The term is generally meaningful only for fields that, at each point, vary sinusoidally in time with a single temporal fr ...
as a collection of individual spherical wavelets. The characteristic bending pattern is most pronounced when a wave from a
coherent Coherence, coherency, or coherent may refer to the following: Physics * Coherence (physics), an ideal property of waves that enables stationary (i.e. temporally and spatially constant) interference * Coherence (units of measurement), a deriv ...
source (such as a laser) encounters a slit/aperture that is comparable in size to its
wavelength In physics, the wavelength is the spatial period of a periodic wave—the distance over which the wave's shape repeats. It is the distance between consecutive corresponding points of the same phase on the wave, such as two adjacent crests, tr ...
. This is due to the addition, or interference, of different points on the wavefront (or, equivalently, each wavelet) that travel by paths of different lengths to the registering surface. Multiple, closely spaced openings (e.g., a
diffraction grating In optics, a diffraction grating is an optical component with a periodic structure that diffracts light into several beams travelling in different directions (i.e., different diffraction angles). The emerging coloration is a form of structur ...
), can result in a complex pattern of varying intensity.


Etymology

The word ''wavelet'' has been used for decades in digital signal processing and exploration geophysics. The equivalent
French French (french: français(e), link=no) may refer to: * Something of, from, or related to France ** French language, which originated in France, and its various dialects and accents ** French people, a nation and ethnic group identified with Franc ...
word ''ondelette'' meaning "small wave" was used by Morlet and Grossmann in the early 1980s.


Wavelet theory

Wavelet theory is applicable to several subjects. All wavelet transforms may be considered forms of time-frequency representation for
continuous-time In mathematical dynamics, discrete time and continuous time are two alternative frameworks within which variables that evolve over time are modeled. Discrete time Discrete time views values of variables as occurring at distinct, separate "po ...
(analog) signals and so are related to
harmonic analysis Harmonic analysis is a branch of mathematics concerned with the representation of functions or signals as the superposition of basic waves, and the study of and generalization of the notions of Fourier series and Fourier transforms (i.e. an ex ...
. Discrete wavelet transform (continuous in time) of a
discrete-time In mathematical dynamics, discrete time and continuous time are two alternative frameworks within which variables that evolve over time are modeled. Discrete time Discrete time views values of variables as occurring at distinct, separate "po ...
(sampled) signal by using
discrete-time In mathematical dynamics, discrete time and continuous time are two alternative frameworks within which variables that evolve over time are modeled. Discrete time Discrete time views values of variables as occurring at distinct, separate "po ...
filterbanks of dyadic (octave band) configuration is a wavelet approximation to that signal. The coefficients of such a filter bank are called the shift and scaling coefficients in wavelets nomenclature. These filterbanks may contain either
finite impulse response In signal processing, a finite impulse response (FIR) filter is a filter whose impulse response (or response to any finite length input) is of ''finite'' duration, because it settles to zero in finite time. This is in contrast to infinite impulse ...
(FIR) or
infinite impulse response Infinite impulse response (IIR) is a property applying to many linear time-invariant systems that are distinguished by having an impulse response h(t) which does not become exactly zero past a certain point, but continues indefinitely. This is in ...
(IIR) filters. The wavelets forming a
continuous wavelet transform Continuity or continuous may refer to: Mathematics * Continuity (mathematics), the opposing concept to discreteness; common examples include ** Continuous probability distribution or random variable in probability and statistics ** Continuous g ...
(CWT) are subject to the
uncertainty principle In quantum mechanics, the uncertainty principle (also known as Heisenberg's uncertainty principle) is any of a variety of mathematical inequalities asserting a fundamental limit to the accuracy with which the values for certain pairs of physic ...
of Fourier analysis respective sampling theory: Given a signal with some event in it, one cannot assign simultaneously an exact time and frequency response scale to that event. The product of the uncertainties of time and frequency response scale has a lower bound. Thus, in the scaleogram of a continuous wavelet transform of this signal, such an event marks an entire region in the time-scale plane, instead of just one point. Also, discrete wavelet bases may be considered in the context of other forms of the uncertainty principle. Wavelet transforms are broadly divided into three classes: continuous, discrete and multiresolution-based.


Continuous wavelet transforms (continuous shift and scale parameters)

In
continuous wavelet transform Continuity or continuous may refer to: Mathematics * Continuity (mathematics), the opposing concept to discreteness; common examples include ** Continuous probability distribution or random variable in probability and statistics ** Continuous g ...
s, a given signal of finite energy is projected on a continuous family of frequency bands (or similar subspaces of the ''Lp''
function space In mathematics, a function space is a set of functions between two fixed sets. Often, the domain and/or codomain will have additional structure which is inherited by the function space. For example, the set of functions from any set into a vect ...
''L''2(R) ). For instance the signal may be represented on every frequency band of the form 'f'', 2''f''for all positive frequencies ''f'' > 0. Then, the original signal can be reconstructed by a suitable integration over all the resulting frequency components. The frequency bands or subspaces (sub-bands) are scaled versions of a subspace at scale 1. This subspace in turn is in most situations generated by the shifts of one generating function ψ in ''L''2(R), the ''mother wavelet''. For the example of the scale one frequency band
, 2 The comma is a punctuation mark that appears in several variants in different languages. It has the same shape as an apostrophe or single closing quotation mark () in many typefaces, but it differs from them in being placed on the baseline o ...
this function is \psi(t)=2\,\operatorname(2t)-\,\operatorname(t)=\frac with the (normalized)
sinc function In mathematics, physics and engineering, the sinc function, denoted by , has two forms, normalized and unnormalized.. In mathematics, the historical unnormalized sinc function is defined for by \operatornamex = \frac. Alternatively, the u ...
. That, Meyer's, and two other examples of mother wavelets are: The subspace of scale ''a'' or frequency band /''a'', 2/''a''is generated by the functions (sometimes called ''child wavelets'') \psi_ (t) = \frac1\psi \left( \frac \right), where ''a'' is positive and defines the scale and ''b'' is any real number and defines the shift. The pair (''a'', ''b'') defines a point in the right halfplane R+ × R. The projection of a function ''x'' onto the subspace of scale ''a'' then has the form x_a(t)=\int_\R WT_\psi\(a,b)\cdot\psi_(t)\,db with ''wavelet coefficients'' WT_\psi\(a,b)=\langle x,\psi_\rangle=\int_\R x(t)\,dt. For the analysis of the signal ''x'', one can assemble the wavelet coefficients into a scaleogram of the signal. See a list of some
Continuous wavelets {{Unreferenced, date=December 2009 In numerical analysis, continuous wavelets are functions used by the continuous wavelet transform. These functions are defined as analytical expressions, as functions either of time or of frequency. Most of the co ...
.


Discrete wavelet transforms (discrete shift and scale parameters, continuous in time)

It is computationally impossible to analyze a signal using all wavelet coefficients, so one may wonder if it is sufficient to pick a discrete subset of the upper halfplane to be able to reconstruct a signal from the corresponding wavelet coefficients. One such system is the
affine Affine may describe any of various topics concerned with connections or affinities. It may refer to: * Affine, a relative by marriage in law and anthropology * Affine cipher, a special case of the more general substitution cipher * Affine comb ...
system for some real parameters ''a'' > 1, ''b'' > 0. The corresponding discrete subset of the halfplane consists of all the points (''am'', ''nb am'') with ''m'', ''n'' in Z. The corresponding ''child wavelets'' are now given as \psi_(t) = \frac1\psi\left(\frac\right). A sufficient condition for the reconstruction of any signal ''x'' of finite energy by the formula x(t)=\sum_\sum_\langle x,\,\psi_\rangle\cdot\psi_(t) is that the functions \ form an
orthonormal basis In mathematics, particularly linear algebra, an orthonormal basis for an inner product space ''V'' with finite dimension is a basis for V whose vectors are orthonormal, that is, they are all unit vectors and orthogonal to each other. For examp ...
of ''L''2(R).


Multiresolution based discrete wavelet transforms (continuous in time)

In any discretised wavelet transform, there are only a finite number of wavelet coefficients for each bounded rectangular region in the upper halfplane. Still, each coefficient requires the evaluation of an integral. In special situations this numerical complexity can be avoided if the scaled and shifted wavelets form a
multiresolution analysis A multiresolution analysis (MRA) or multiscale approximation (MSA) is the design method of most of the practically relevant discrete wavelet transforms (DWT) and the justification for the algorithm of the fast wavelet transform (FWT). It was introd ...
. This means that there has to exist an
auxiliary function Auxiliary may refer to: * A backup site or system In language * Auxiliary language (disambiguation) * Auxiliary verb In military and law enforcement * Auxiliary police * Auxiliaries, civilians or quasi-military personnel who provide support of ...
, the ''father wavelet'' φ in ''L''2(R), and that ''a'' is an integer. A typical choice is ''a'' = 2 and ''b'' = 1. The most famous pair of father and mother wavelets is the Daubechies 4-tap wavelet. Note that not every orthonormal discrete wavelet basis can be associated to a multiresolution analysis; for example, the Journe wavelet admits no multiresolution analysis. From the mother and father wavelets one constructs the subspaces V_m=\operatorname(\phi_:n\in\Z),\text\phi_(t)=2^\phi(2^t-n) W_m=\operatorname(\psi_:n\in\Z),\text\psi_(t)=2^\psi(2^t-n). The father wavelet V_ keeps the time domain properties, while the mother wavelets W_ keeps the frequency domain properties. From these it is required that the sequence \\subset\dots\subset V_\subset V_\subset V_\subset V_\subset\dots\subset L^2(\R) forms a
multiresolution analysis A multiresolution analysis (MRA) or multiscale approximation (MSA) is the design method of most of the practically relevant discrete wavelet transforms (DWT) and the justification for the algorithm of the fast wavelet transform (FWT). It was introd ...
of ''L2'' and that the subspaces \dots,W_1,W_0,W_,\dots are the orthogonal "differences" of the above sequence, that is, ''Wm'' is the orthogonal complement of ''Vm'' inside the subspace ''V''''m''−1, V_m\oplus W_m=V_. In analogy to the
sampling theorem Sampling may refer to: * Sampling (signal processing), converting a continuous signal into a discrete signal * Sampling (graphics), converting continuous colors into discrete color components * Sampling (music), the reuse of a sound recording in a ...
one may conclude that the space ''Vm'' with sampling distance 2''m'' more or less covers the frequency baseband from 0 to 1/2''m''-1. As orthogonal complement, ''Wm'' roughly covers the band /2''m''−1, 1/2''m'' From those inclusions and orthogonality relations, especially V_0\oplus W_0=V_, follows the existence of sequences h=\_ and g=\_ that satisfy the identities g_n=\langle\phi_,\,\phi_\rangle so that \phi(t)=\sqrt2 \sum_ g_n\phi(2t-n), and h_n=\langle\psi_,\,\phi_\rangle so that \psi(t)=\sqrt2 \sum_ h_n\phi(2t-n). The second identity of the first pair is a refinement equation for the father wavelet φ. Both pairs of identities form the basis for the algorithm of the
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 exte ...
. From the multiresolution analysis derives the orthogonal decomposition of the space ''L''2 as L^2 = V_ \oplus W_ \oplus W_ \oplus W_ \oplus W_ \oplus \cdots For any signal or function S\in L^2 this gives a representation in basis functions of the corresponding subspaces as S = \sum_ c_\phi_ + \sum_\sum_ d_\psi_ where the coefficients are c_ = \langle S,\phi_\rangle and d_ = \langle S,\psi_\rangle.


Mother wavelet

For practical applications, and for efficiency reasons, one prefers continuously differentiable functions with compact support as mother (prototype) wavelet (functions). However, to satisfy analytical requirements (in the continuous WT) and in general for theoretical reasons, one chooses the wavelet functions from a subspace of the
space Space is the boundless three-dimensional extent in which objects and events have relative position and direction. In classical physics, physical space is often conceived in three linear dimensions, although modern physicists usually consi ...
L^1(\R)\cap L^2(\R). This is the space of Lebesgue measurable functions that are both
absolutely integrable In mathematics, an absolutely integrable function is a function whose absolute value is integrable, meaning that the integral of the absolute value over the whole domain is finite. For a real-valued function, since \int , f(x), \, dx = \int f^+(x ...
and
square integrable In mathematics, a square-integrable function, also called a quadratically integrable function or L^2 function or square-summable function, is a real- or complex-valued measurable function for which the integral of the square of the absolute value i ...
in the sense that \int_^ , \psi (t), \, dt <\infty and \int_^ , \psi (t), ^2 \, dt < \infty. Being in this space ensures that one can formulate the conditions of zero mean and square norm one: \int_^ \psi (t) \, dt = 0 is the condition for zero mean, and \int_^ , \psi (t), ^2\, dt = 1 is the condition for square norm one. For ''ψ'' to be a wavelet for the
continuous wavelet transform Continuity or continuous may refer to: Mathematics * Continuity (mathematics), the opposing concept to discreteness; common examples include ** Continuous probability distribution or random variable in probability and statistics ** Continuous g ...
(see there for exact statement), the mother wavelet must satisfy an admissibility criterion (loosely speaking, a kind of half-differentiability) in order to get a stably invertible transform. For the
discrete wavelet transform In numerical analysis and functional analysis, a discrete wavelet transform (DWT) is any wavelet transform for which the wavelets are discretely sampled. As with other wavelet transforms, a key advantage it has over Fourier transforms is temporal ...
, one needs at least the condition that the wavelet series is a representation of the identity in the
space Space is the boundless three-dimensional extent in which objects and events have relative position and direction. In classical physics, physical space is often conceived in three linear dimensions, although modern physicists usually consi ...
''L''2(R). Most constructions of discrete WT make use of the
multiresolution analysis A multiresolution analysis (MRA) or multiscale approximation (MSA) is the design method of most of the practically relevant discrete wavelet transforms (DWT) and the justification for the algorithm of the fast wavelet transform (FWT). It was introd ...
, which defines the wavelet by a scaling function. This scaling function itself is a solution to a functional equation. In most situations it is useful to restrict ψ to be a continuous function with a higher number ''M'' of vanishing moments, i.e. for all integer ''m'' < ''M'' \int_^ t^m\,\psi (t)\, dt = 0. The mother wavelet is scaled (or dilated) by a factor of ''a'' and translated (or shifted) by a factor of ''b'' to give (under Morlet's original formulation): \psi _ (t) = \psi \left( \right). For the continuous WT, the pair (''a'',''b'') varies over the full half-plane R+ × R; for the discrete WT this pair varies over a discrete subset of it, which is also called ''affine group''. These functions are often incorrectly referred to as the basis functions of the (continuous) transform. In fact, as in the continuous Fourier transform, there is no basis in the continuous wavelet transform. Time-frequency interpretation uses a subtly different formulation (after Delprat). Restriction: # \frac \int_^\infty \varphi_(t)\varphi\left(\frac\right) \, dt when and , # \Psi (t) has a finite time interval


Comparisons with Fourier transform (continuous-time)

The wavelet transform is often compared with the
Fourier transform A Fourier transform (FT) is a mathematical transform that decomposes functions into frequency components, which are represented by the output of the transform as a function of frequency. Most commonly functions of time or space are transformed ...
, in which signals are represented as a sum of sinusoids. In fact, the
Fourier transform A Fourier transform (FT) is a mathematical transform that decomposes functions into frequency components, which are represented by the output of the transform as a function of frequency. Most commonly functions of time or space are transformed ...
can be viewed as a special case of the continuous wavelet transform with the choice of the mother wavelet \psi (t) = e^. The main difference in general is that wavelets are localized in both time and frequency whereas the standard
Fourier transform A Fourier transform (FT) is a mathematical transform that decomposes functions into frequency components, which are represented by the output of the transform as a function of frequency. Most commonly functions of time or space are transformed ...
is only localized in
frequency Frequency is the number of occurrences of a repeating event per unit of time. It is also occasionally referred to as ''temporal frequency'' for clarity, and is distinct from ''angular frequency''. Frequency is measured in hertz (Hz) which is eq ...
. The
Short-time Fourier transform The short-time Fourier transform (STFT), is a Fourier-related transform used to determine the sinusoidal frequency and phase content of local sections of a signal as it changes over time. In practice, the procedure for computing STFTs is to divi ...
(STFT) is similar to the wavelet transform, in that it is also time and frequency localized, but there are issues with the frequency/time resolution trade-off. In particular, assuming a rectangular window region, one may think of the STFT as a transform with a slightly different kernel \psi (t) = g(t-u) e^ where g(t-u) can often be written as \operatorname\left(\frac\right), where \Delta_t and ''u'' respectively denote the length and temporal offset of the windowing function. Using
Parseval's theorem In mathematics, Parseval's theorem usually refers to the result that the Fourier transform is unitary; loosely, that the sum (or integral) of the square of a function is equal to the sum (or integral) of the square of its transform. It originates ...
, one may define the wavelet's energy as E = \int_^ , \psi (t), ^2\, dt = \frac\int_^ , \hat(\omega), ^2 \, d\omega From this, the square of the temporal support of the window offset by time ''u'' is given by \sigma_u^2 = \frac\int , t-u, ^2 , \psi(t), ^2 \, dt and the square of the spectral support of the window acting on a frequency \xi \hat_\xi^2 =\frac \int , \omega-\xi, ^2, \hat(\omega), ^2 \, d\omega Multiplication with a rectangular window in the time domain corresponds to convolution with a \operatorname(\Delta_t\omega) function in the frequency domain, resulting in spurious
ringing artifacts In signal processing, particularly digital image processing, ringing artifacts are artifacts that appear as spurious signals near sharp transitions in a signal. Visually, they appear as bands or "ghosts" near edges; audibly, they appear as "e ...
for short/localized temporal windows. With the continuous-time Fourier Transform, \Delta_t \to \infty and this convolution is with a delta function in Fourier space, resulting in the true Fourier transform of the signal x(t). The window function may be some other apodizing filter, such as a
Gaussian Carl Friedrich Gauss (1777–1855) is the eponym of all of the topics listed below. There are over 100 topics all named after this German mathematician and scientist, all in the fields of mathematics, physics, and astronomy. The English eponym ...
. The choice of windowing function will affect the approximation error relative to the true Fourier transform. A given resolution cell's time-bandwidth product may not be exceeded with the STFT. All STFT basis elements maintain a uniform spectral and temporal support for all temporal shifts or offsets, thereby attaining an equal resolution in time for lower and higher frequencies. The resolution is purely determined by the sampling width. In contrast, the wavelet transform's multiresolutional properties enables large temporal supports for lower frequencies while maintaining short temporal widths for higher frequencies by the scaling properties of the wavelet transform. This property extends conventional time-frequency analysis into time-scale analysis. The discrete wavelet transform is less computationally
complex Complex commonly refers to: * Complexity, the behaviour of a system whose components interact in multiple ways so possible interactions are difficult to describe ** Complex system, a system composed of many components which may interact with each ...
, taking O(''N'') time as compared to O(''N'' log ''N'') for the
fast Fourier transform A fast Fourier transform (FFT) is an algorithm that computes the discrete Fourier transform (DFT) of a sequence, or its inverse (IDFT). Fourier analysis converts a signal from its original domain (often time or space) to a representation in ...
. This computational advantage is not inherent to the transform, but reflects the choice of a logarithmic division of frequency, in contrast to the equally spaced frequency divisions of the FFT (fast Fourier transform) which uses the same basis functions as DFT (Discrete Fourier Transform). It is also important to note that this complexity only applies when the filter size has no relation to the signal size. A wavelet without
compact support In mathematics, the support of a real-valued function f is the subset of the function domain containing the elements which are not mapped to zero. If the domain of f is a topological space, then the support of f is instead defined as the smalle ...
such as the
Shannon wavelet In functional analysis, the Shannon wavelet (or sinc wavelets) is a decomposition that is defined by signal analysis by ideal bandpass filters. Shannon wavelet may be either of real or complex type. Shannon wavelet is not well-localized(noncompact ...
would require O(''N''2). (For instance, a logarithmic Fourier Transform also exists with O(''N'') complexity, but the original signal must be sampled logarithmically in time, which is only useful for certain types of signals.)


Definition of a wavelet

A wavelet (or a wavelet family) can be defined in various ways:


Scaling filter

An orthogonal wavelet is entirely defined by the scaling filter – a low-pass
finite impulse response In signal processing, a finite impulse response (FIR) filter is a filter whose impulse response (or response to any finite length input) is of ''finite'' duration, because it settles to zero in finite time. This is in contrast to infinite impulse ...
(FIR) filter of length 2''N'' and sum 1. In biorthogonal wavelets, separate decomposition and reconstruction filters are defined. For analysis with orthogonal wavelets the high pass filter is calculated as the quadrature mirror filter of the low pass, and reconstruction filters are the time reverse of the decomposition filters. Daubechies and Symlet wavelets can be defined by the scaling filter.


Scaling function

Wavelets are defined by the wavelet function ψ(''t'') (i.e. the mother wavelet) and scaling function φ(''t'') (also called father wavelet) in the time domain. The wavelet function is in effect a band-pass filter and scaling that for each level halves its bandwidth. This creates the problem that in order to cover the entire spectrum, an infinite number of levels would be required. The scaling function filters the lowest level of the transform and ensures all the spectrum is covered. See for a detailed explanation. For a wavelet with compact support, φ(''t'') can be considered finite in length and is equivalent to the scaling filter ''g''. Meyer wavelets can be defined by scaling functions


Wavelet function

The wavelet only has a time domain representation as the wavelet function ψ(''t''). For instance,
Mexican hat wavelet In mathematics and numerical analysis, the Ricker wavelet :\psi(t) = \frac \left(1 - \left(\frac\right)^2 \right) e^ is the negative normalizing constant, normalized second derivative of a Gaussian function, i.e., up to scale and normalization, t ...
s can be defined by a wavelet function. See a list of a few
Continuous wavelets {{Unreferenced, date=December 2009 In numerical analysis, continuous wavelets are functions used by the continuous wavelet transform. These functions are defined as analytical expressions, as functions either of time or of frequency. Most of the co ...
.


History

The development of wavelets can be linked to several separate trains of thought, starting with Haar's work in the early 20th century. Later work by
Dennis Gabor Dennis Gabor ( ; hu, Gábor Dénes, ; 5 June 1900 – 9 February 1979) was a Hungarian-British electrical engineer and physicist, most notable for inventing holography, for which he later received the 1971 Nobel Prize in Physics. He obtained ...
yielded Gabor atoms (1946), which are constructed similarly to wavelets, and applied to similar purposes. Notable contributions to wavelet theory since then can be attributed to Zweig’s discovery of the
continuous wavelet transform Continuity or continuous may refer to: Mathematics * Continuity (mathematics), the opposing concept to discreteness; common examples include ** Continuous probability distribution or random variable in probability and statistics ** Continuous g ...
(CWT) in 1975 (originally called the cochlear transform and discovered while studying the reaction of the ear to sound), Pierre Goupillaud, Grossmann and Morlet's formulation of what is now known as the CWT (1982), Jan-Olov Strömberg's early work on discrete wavelets (1983), the Le Gall–Tabatabai (LGT) 5/3-taps non-orthogonal filter bank with linear phase (1988),
Ingrid Daubechies Baroness Ingrid Daubechies ( ; ; born 17 August 1954) is a Belgian physicist and mathematician. She is best known for her work with wavelets in image compression. Daubechies is recognized for her study of the mathematical methods that enhance ...
' orthogonal wavelets with compact support (1988), Mallat's non-orthogonal multiresolution framework (1989),
Ali Akansu Ali Naci Akansu (born May 6, 1958) is a Turkish-American Professor of electrical & computer engineering and scientist in applied mathematics. He is best known for his seminal contributions to the theory and applications of linear subspace metho ...
's
Binomial QMF A binomial QMF – properly an orthonormal binomial quadrature mirror filter – is an orthogonal wavelet developed in 1990. The binomial QMF bank with perfect reconstruction (PR) was designed by Ali Akansu, and published in 1990, using the family ...
(1990), Nathalie Delprat's time-frequency interpretation of the CWT (1991), Newland's harmonic wavelet transform (1993), and
set partitioning in hierarchical trees Set partitioning in hierarchical trees (SPIHT) is an image compression algorithm that exploits the inherent similarities across the subbands in a wavelet decomposition of an image. The algorithm was developed by Brazilian engineer Amir Said with ...
(SPIHT) developed by Amir Said with William A. Pearlman in 1996. The
JPEG 2000 JPEG 2000 (JP2) is an image compression standard and coding system. It was developed from 1997 to 2000 by a Joint Photographic Experts Group committee chaired by Touradj Ebrahimi (later the JPEG president), with the intention of superseding th ...
standard was developed from 1997 to 2000 by a
Joint Photographic Experts Group The Joint Photographic Experts Group (JPEG) is the joint committee between ISO/IEC JTC 1/SC 29 and ITU-T Study Group 16 that created and maintains the JPEG, JPEG 2000, JPEG XR, JPEG XT, JPEG XS, JPEG XL, and related digital image standards. I ...
(JPEG) committee chaired by Touradj Ebrahimi (later the JPEG president). In contrast to the DCT algorithm used by the original
JPEG JPEG ( ) is a commonly used method of lossy compression for digital images, particularly for those images produced by digital photography. The degree of compression can be adjusted, allowing a selectable tradeoff between storage size and imag ...
format, JPEG 2000 instead uses
discrete wavelet transform In numerical analysis and functional analysis, a discrete wavelet transform (DWT) is any wavelet transform for which the wavelets are discretely sampled. As with other wavelet transforms, a key advantage it has over Fourier transforms is temporal ...
(DWT) algorithms. It uses the CDF 9/7 wavelet transform (developed by Ingrid Daubechies in 1992) for its
lossy compression In information technology, lossy compression or irreversible compression is the class of data compression methods that uses inexact approximations and partial data discarding to represent the content. These techniques are used to reduce data si ...
algorithm, and the Le Gall–Tabatabai (LGT) 5/3 wavelet transform (developed by Didier Le Gall and Ali J. Tabatabai in 1988) for its
lossless compression Lossless compression is a class of data compression that allows the original data to be perfectly reconstructed from the compressed data with no loss of information. Lossless compression is possible because most real-world data exhibits statisti ...
algorithm.
JPEG 2000 JPEG 2000 (JP2) is an image compression standard and coding system. It was developed from 1997 to 2000 by a Joint Photographic Experts Group committee chaired by Touradj Ebrahimi (later the JPEG president), with the intention of superseding th ...
technology, which includes the Motion JPEG 2000 extension, was selected as the
video coding standard A video coding format (or sometimes video compression format) is a content representation format for storage or transmission of digital video content (such as in a data file or bitstream). It typically uses a standardized video compression algori ...
for
digital cinema Digital cinema refers to adoption of digital technology within the film industry to distribute or project motion pictures as opposed to the historical use of reels of motion picture film, such as 35 mm film. Whereas film reels have to be sh ...
in 2004.


Timeline

* First wavelet (
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 repres ...
) by
Alfréd Haar Alfréd Haar ( hu, Haar Alfréd; 11 October 1885, Budapest – 16 March 1933, Szeged) was a Kingdom of Hungary, Hungarian mathematician. In 1904 he began to study at the University of Göttingen. His doctorate was supervised by David Hil ...
(1909) * Since the 1970s:
George Zweig George Zweig (; born May 30, 1937) is a Russian-American physicist. He was trained as a particle physicist under Richard Feynman. He introduced, independently of Murray Gell-Mann, the quark model (although he named it "aces"). He later turned his ...
, Jean Morlet, Alex Grossmann * Since the 1980s: Yves Meyer, Didier Le Gall, Ali J. Tabatabai, Stéphane Mallat,
Ingrid Daubechies Baroness Ingrid Daubechies ( ; ; born 17 August 1954) is a Belgian physicist and mathematician. She is best known for her work with wavelets in image compression. Daubechies is recognized for her study of the mathematical methods that enhance ...
, Ronald Coifman,
Ali Akansu Ali Naci Akansu (born May 6, 1958) is a Turkish-American Professor of electrical & computer engineering and scientist in applied mathematics. He is best known for his seminal contributions to the theory and applications of linear subspace metho ...
, Victor Wickerhauser * Since the 1990s: Nathalie Delprat, Newland, Amir Said, William A. Pearlman, Touradj Ebrahimi,
JPEG 2000 JPEG 2000 (JP2) is an image compression standard and coding system. It was developed from 1997 to 2000 by a Joint Photographic Experts Group committee chaired by Touradj Ebrahimi (later the JPEG president), with the intention of superseding th ...


Wavelet transforms

A wavelet is a mathematical function used to divide a given function or continuous-time signal into different scale components. Usually one can assign a frequency range to each scale component. Each scale component can then be studied with a resolution that matches its scale. A wavelet transform is the representation of a function by wavelets. The wavelets are scaled and translated copies (known as "daughter wavelets") of a finite-length or fast-decaying oscillating waveform (known as the "mother wavelet"). Wavelet transforms have advantages over traditional
Fourier transform A Fourier transform (FT) is a mathematical transform that decomposes functions into frequency components, which are represented by the output of the transform as a function of frequency. Most commonly functions of time or space are transformed ...
s for representing functions that have discontinuities and sharp peaks, and for accurately deconstructing and reconstructing finite, non- periodic and/or non- stationary signals. Wavelet transforms are classified into
discrete wavelet transform In numerical analysis and functional analysis, a discrete wavelet transform (DWT) is any wavelet transform for which the wavelets are discretely sampled. As with other wavelet transforms, a key advantage it has over Fourier transforms is temporal ...
s (DWTs) and
continuous wavelet transform Continuity or continuous may refer to: Mathematics * Continuity (mathematics), the opposing concept to discreteness; common examples include ** Continuous probability distribution or random variable in probability and statistics ** Continuous g ...
s (CWTs). Note that both DWT and CWT are continuous-time (analog) transforms. They can be used to represent continuous-time (analog) signals. CWTs operate over every possible scale and translation whereas DWTs use a specific subset of scale and translation values or representation grid. There are a large number of wavelet transforms each suitable for different applications. For a full list see list of wavelet-related transforms but the common ones are listed below: *
Continuous wavelet transform Continuity or continuous may refer to: Mathematics * Continuity (mathematics), the opposing concept to discreteness; common examples include ** Continuous probability distribution or random variable in probability and statistics ** Continuous g ...
(CWT) *
Discrete wavelet transform In numerical analysis and functional analysis, a discrete wavelet transform (DWT) is any wavelet transform for which the wavelets are discretely sampled. As with other wavelet transforms, a key advantage it has over Fourier transforms is temporal ...
(DWT) *
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 ...
(FWT) * Lifting scheme and generalized lifting scheme *
Wavelet packet decomposition Originally known as optimal subband tree structuring (SB-TS), also called wavelet packet decomposition (WPD) (sometimes known as just wavelet packets or subband tree), is a wavelet transform where the discrete-time (sampled) signal is passed through ...
(WPD) * Stationary wavelet transform (SWT) * Fractional Fourier transform (FRFT) * Fractional wavelet transform (FRWT)


Generalized transforms

There are a number of generalized transforms of which the wavelet transform is a special case. For example, Yosef Joseph introduced scale into the
Heisenberg group In mathematics, the Heisenberg group H, named after Werner Heisenberg, is the group of 3×3 upper triangular matrices of the form ::\begin 1 & a & c\\ 0 & 1 & b\\ 0 & 0 & 1\\ \end under the operation of matrix multiplication. Elements ...
, giving rise to a continuous transform space that is a function of time, scale, and frequency. The CWT is a two-dimensional slice through the resulting 3d time-scale-frequency volume. Another example of a generalized transform is the chirplet transform in which the CWT is also a two dimensional slice through the chirplet transform. An important application area for generalized transforms involves systems in which high frequency resolution is crucial. For example, darkfield electron optical transforms intermediate between direct and
reciprocal space In physics, the reciprocal lattice represents the Fourier transform of another lattice (usually a Bravais lattice). In normal usage, the initial lattice (whose transform is represented by the reciprocal lattice) is usually a periodic spatial fu ...
have been widely used in the
harmonic analysis Harmonic analysis is a branch of mathematics concerned with the representation of functions or signals as the superposition of basic waves, and the study of and generalization of the notions of Fourier series and Fourier transforms (i.e. an ex ...
of atom clustering, i.e. in the study of
crystal A crystal or crystalline solid is a solid material whose constituents (such as atoms, molecules, or ions) are arranged in a highly ordered microscopic structure, forming a crystal lattice that extends in all directions. In addition, macro ...
s and crystal defects. Now that
transmission electron microscope Transmission electron microscopy (TEM) is a microscopy technique in which a beam of electrons is transmitted through a specimen to form an image. The specimen is most often an ultrathin section less than 100 nm thick or a suspension on a gr ...
s are capable of providing digital images with picometer-scale information on atomic periodicity in
nanostructure A nanostructure is a structure of intermediate size between microscopic and molecular structures. Nanostructural detail is microstructure at nanoscale. In describing nanostructures, it is necessary to differentiate between the number of dimens ...
of all sorts, the range of
pattern recognition Pattern recognition is the automated recognition of patterns and regularities in data. It has applications in statistical data analysis, signal processing, image analysis, information retrieval, bioinformatics, data compression, computer graphics ...
and
strain Strain may refer to: Science and technology * Strain (biology), variants of plants, viruses or bacteria; or an inbred animal used for experimental purposes * Strain (chemistry), a chemical stress of a molecule * Strain (injury), an injury to a mu ...
/ metrology applications for intermediate transforms with high frequency resolution (like brushlets and ridgelets) is growing rapidly. Fractional wavelet transform (FRWT) is a generalization of the classical wavelet transform in the fractional Fourier transform domains. This transform is capable of providing the time- and fractional-domain information simultaneously and representing signals in the time-fractional-frequency plane.


Applications

Generally, an approximation to DWT is used for
data compression In information theory, data compression, source coding, or bit-rate reduction is the process of encoding information using fewer bits than the original representation. Any particular compression is either lossy or lossless. Lossless compressio ...
if a signal is already sampled, and the CWT for
signal analysis Signal processing is an electrical engineering subfield that focuses on analyzing, modifying and synthesizing ''signals'', such as sound, images, and scientific measurements. Signal processing techniques are used to optimize transmissions, di ...
. Thus, DWT approximation is commonly used in engineering and computer science, and the CWT in scientific research. Like some other transforms, wavelet transforms can be used to transform data, then encode the transformed data, resulting in effective compression. For example,
JPEG 2000 JPEG 2000 (JP2) is an image compression standard and coding system. It was developed from 1997 to 2000 by a Joint Photographic Experts Group committee chaired by Touradj Ebrahimi (later the JPEG president), with the intention of superseding th ...
is an image compression standard that uses biorthogonal wavelets. This means that although the frame is overcomplete, it is a ''tight frame'' (see types of frames of a vector space), and the same frame functions (except for conjugation in the case of complex wavelets) are used for both analysis and synthesis, i.e., in both the forward and inverse transform. For details see
wavelet compression In mathematics, a wavelet series is a representation of a square-integrable (real- or complex-valued) function by a certain orthonormal series generated by a wavelet. This article provides a formal, mathematical definition of an orthonormal wavel ...
. A related use is for smoothing/denoising data based on wavelet coefficient thresholding, also called wavelet shrinkage. By adaptively thresholding the wavelet coefficients that correspond to undesired frequency components smoothing and/or denoising operations can be performed. Wavelet transforms are also starting to be used for communication applications. Wavelet
OFDM In telecommunications, orthogonal frequency-division multiplexing (OFDM) is a type of digital transmission and a method of encoding digital data on multiple carrier frequencies. OFDM has developed into a popular scheme for wideband digital commu ...
is the basic modulation scheme used in HD-PLC (a power line communications technology developed by
Panasonic formerly between 1935 and 2008 and the first incarnation of between 2008 and 2022, is a major Japanese multinational conglomerate corporation, headquartered in Kadoma, Osaka. It was founded by Kōnosuke Matsushita in 1918 as a lightbulb ...
), and in one of the optional modes included in the
IEEE 1901 The IEEE Std 1901-2010 is a standard for high speed (up to 500 Mbit/s at the physical layer) communication devices via electric power lines, often called broadband over power lines (BPL). The standard uses transmission frequencies below 100  ...
standard. Wavelet OFDM can achieve deeper notches than traditional
FFT A fast Fourier transform (FFT) is an algorithm that computes the discrete Fourier transform (DFT) of a sequence, or its inverse (IDFT). Fourier analysis converts a signal from its original domain (often time or space) to a representation in the ...
OFDM, and wavelet OFDM does not require a guard interval (which usually represents significant overhead in FFT OFDM systems). An overview of P1901 PHY/MAC proposal.


As a representation of a signal

Often, signals can be represented well as a sum of sinusoids. However, consider a non-continuous signal with an abrupt discontinuity; this signal can still be represented as a sum of sinusoids, but requires an infinite number, which is an observation known as
Gibbs phenomenon In mathematics, the Gibbs phenomenon, discovered by Available on-line at:National Chiao Tung University: Open Course Ware: Hewitt & Hewitt, 1979. and rediscovered by , is the oscillatory behavior of the Fourier series of a piecewise continuousl ...
. This, then, requires an infinite number of Fourier coefficients, which is not practical for many applications, such as compression. Wavelets are more useful for describing these signals with discontinuities because of their time-localized behavior (both Fourier and wavelet transforms are frequency-localized, but wavelets have an additional time-localization property). Because of this, many types of signals in practice may be non-sparse in the Fourier domain, but very sparse in the wavelet domain. This is particularly useful in signal reconstruction, especially in the recently popular field of
compressed sensing Compressed sensing (also known as compressive sensing, compressive sampling, or sparse sampling) is a signal processing technique for efficiently acquiring and reconstructing a signal, by finding solutions to underdetermined linear systems. This ...
. (Note that the
short-time Fourier transform The short-time Fourier transform (STFT), is a Fourier-related transform used to determine the sinusoidal frequency and phase content of local sections of a signal as it changes over time. In practice, the procedure for computing STFTs is to divi ...
(STFT) is also localized in time and frequency, but there are often problems with the frequency-time resolution trade-off. Wavelets are better signal representations because of
multiresolution analysis A multiresolution analysis (MRA) or multiscale approximation (MSA) is the design method of most of the practically relevant discrete wavelet transforms (DWT) and the justification for the algorithm of the fast wavelet transform (FWT). It was introd ...
.) This motivates why wavelet transforms are now being adopted for a vast number of applications, often replacing the conventional Fourier transform. Many areas of physics have seen this paradigm shift, including
molecular dynamics Molecular dynamics (MD) is a computer simulation method for analyzing the physical movements of atoms and molecules. The atoms and molecules are allowed to interact for a fixed period of time, giving a view of the dynamic "evolution" of t ...
, chaos theory,
ab initio ''Ab initio'' ( ) is a Latin term meaning "from the beginning" and is derived from the Latin ''ab'' ("from") + ''initio'', ablative singular of ''initium'' ("beginning"). Etymology Circa 1600, from Latin, literally "from the beginning", from ab ...
calculations, astrophysics, gravitational wave transient data analysis, density-matrix localisation,
seismology Seismology (; from Ancient Greek σεισμός (''seismós'') meaning "earthquake" and -λογία (''-logía'') meaning "study of") is the scientific study of earthquakes and the propagation of elastic waves through the Earth or through other ...
,
optics Optics is the branch of physics that studies the behaviour and properties of light, including its interactions with matter and the construction of instruments that use or detect it. Optics usually describes the behaviour of visible, ultrav ...
,
turbulence In fluid dynamics, turbulence or turbulent flow is fluid motion characterized by chaotic changes in pressure and flow velocity. It is in contrast to a laminar flow, which occurs when a fluid flows in parallel layers, with no disruption between ...
and
quantum mechanics Quantum mechanics is a fundamental theory in physics that provides a description of the physical properties of nature at the scale of atoms and subatomic particles. It is the foundation of all quantum physics including quantum chemistr ...
. This change has also occurred in image processing,
EEG Electroencephalography (EEG) is a method to record an electrogram of the spontaneous electrical activity of the brain. The biosignals detected by EEG have been shown to represent the postsynaptic potentials of pyramidal neurons in the neocortex ...
, EMG, ECG analyses, brain rhythms, DNA analysis,
protein Proteins are large biomolecules and macromolecules that comprise one or more long chains of amino acid residues. Proteins perform a vast array of functions within organisms, including catalysing metabolic reactions, DNA replication, res ...
analysis,
climatology Climatology (from Greek , ''klima'', "place, zone"; and , ''-logia'') or climate science is the scientific study of Earth's climate, typically defined as weather conditions averaged over a period of at least 30 years. This modern field of study ...
, human sexual response analysis, general
signal processing Signal processing is an electrical engineering subfield that focuses on analyzing, modifying and synthesizing '' signals'', such as sound, images, and scientific measurements. Signal processing techniques are used to optimize transmissions, ...
,
speech recognition Speech recognition is an interdisciplinary subfield of computer science and computational linguistics that develops methodologies and technologies that enable the recognition and translation of spoken language into text by computers with the ...
, acoustics, vibration signals,
computer graphics Computer graphics deals with generating images with the aid of computers. Today, computer graphics is a core technology in digital photography, film, video games, cell phone and computer displays, and many specialized applications. A great de ...
, multifractal analysis, and
sparse coding Neural coding (or Neural representation) is a neuroscience field concerned with characterising the hypothetical relationship between the stimulus and the individual or ensemble neuronal responses and the relationship among the electrical activit ...
. In computer vision and image processing, the notion of
scale space Scale-space theory is a framework for multi-scale signal representation developed by the computer vision, image processing and signal processing communities with complementary motivations from physics and biological vision. It is a formal theor ...
representation and Gaussian derivative operators is regarded as a canonical multi-scale representation.


Wavelet denoising

Suppose we measure a noisy signal x = s + v , where s represents the signal and v represents the noise. Assume s has a sparse representation in a certain wavelet basis, and v \ \sim\ \mathcal(0,\,\sigma^2I) Let the wavelet transform of x be y = W^T x = W^T s + W^T v = p + z, where p = W^T s is the wavelet transform of the signal component and z = W^T v is the wavelet transform of the noise component. Most elements in p are 0 or close to 0, and z \ \sim\ \ \mathcal(0,\,\sigma^2I) Since W is orthogonal, the estimation problem amounts to recovery of a signal in iid
Gaussian noise Gaussian noise, named after Carl Friedrich Gauss, is a term from signal processing theory denoting a kind of signal noise that has a probability density function (pdf) equal to that of the normal distribution (which is also known as the Gaussian ...
. As p is sparse, one method is to apply a Gaussian mixture model for p. Assume a prior p \ \sim\ a\mathcal(0,\,\sigma_1^2) +(1- a)\mathcal(0,\,\sigma_2^2), where \sigma_1^2 is the variance of "significant" coefficients and \sigma_2^2 is the variance of "insignificant" coefficients. Then \tilde p = E(p/y) = \tau(y) y, \tau(y) is called the shrinkage factor, which depends on the prior variances \sigma_1^2 and \sigma_2^2. By setting coefficients that fall below a shrinkage threshold to zero, once the inverse transform is applied, an expectedly small amount of signal is lost due to the sparsity assumption. The larger coefficients are expected to primarily represent signal due to sparsity, and statistically very little of the signal, albeit the majority of the noise, is expected to be represented in such lower magnitude coefficients... therefore the zeroing-out operation is expected to remove most of the noise and not much signal. Typically, the above-threshold coefficients are not modified during this process. Some algorithms for wavelet-based denoising may attenuate larger coefficients as well, based on a statistical estimate of the amount of noise expected to be removed by such an attenuation. At last, apply the inverse wavelet transform to obtain \tilde s = W \tilde p


Multiscale climate network

Agarwal et al. proposed wavelet based advanced linear and nonlinear methods to construct and investigate Climate as complex networks at different timescales. Climate networks constructed using SST datasets at different timescale averred that wavelet based multi-scale analysis of climatic processes holds the promise of better understanding the system dynamics that may be missed when processes are analyzed at one timescale only


List of wavelets


Discrete wavelets

* Beylkin (18) * Moore Wavelet * Biorthogonal nearly coiflet (BNC) wavelets *
Coiflet Coiflets are discrete wavelets designed by Ingrid Daubechies, at the request of Ronald Coifman, to have scaling functions with vanishing moment Moment or Moments may refer to: * Present time Music * The Moments, American R&B vocal group Albums ...
(6, 12, 18, 24, 30) * Cohen-Daubechies-Feauveau wavelet (Sometimes referred to as CDF N/P or Daubechies biorthogonal wavelets) *
Daubechies wavelet The Daubechies wavelets, based on the work of Ingrid Daubechies, are a family of orthogonal wavelets defining a discrete wavelet transform and characterized by a maximal number of vanishing moments for some given support. With each wavelet type ...
(2, 4, 6, 8, 10, 12, 14, 16, 18, 20, etc.) * Binomial-QMF (Also referred to as Daubechies wavelet) *
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 repres ...
* Mathieu wavelet *
Legendre wavelet In functional analysis, compactly supported wavelets derived from Legendre polynomials are termed Legendre wavelets or spherical harmonic wavelets. Legendre functions have widespread applications in which spherical coordinate system is appropriate. ...
* Villasenor wavelet * Symlet


Continuous wavelets


Real-valued

* Beta wavelet *
Hermitian wavelet Hermitian wavelets are a family of continuous wavelets, used in the continuous wavelet transform. The n^\textrm Hermitian wavelet is defined as the n^\textrm derivative of a Gaussian distribution: \Psi_(t)=(2n)^c_He_\left(t\right)e^ where He_ ...
* Meyer wavelet *
Mexican hat wavelet In mathematics and numerical analysis, the Ricker wavelet :\psi(t) = \frac \left(1 - \left(\frac\right)^2 \right) e^ is the negative normalizing constant, normalized second derivative of a Gaussian function, i.e., up to scale and normalization, t ...
*
Poisson wavelet In mathematics, in functional analysis, several different wavelets are known by the name Poisson wavelet. In one context, the term "Poisson wavelet" is used to denote a family of wavelets labeled by the set of positive integers, the members of wh ...
*
Shannon wavelet In functional analysis, the Shannon wavelet (or sinc wavelets) is a decomposition that is defined by signal analysis by ideal bandpass filters. Shannon wavelet may be either of real or complex type. Shannon wavelet is not well-localized(noncompact ...
*
Spline wavelet In the mathematics, mathematical theory of wavelets, a spline wavelet is a wavelet constructed using a spline function. There are different types of spline wavelets. The interpolatory spline wavelets introduced by C.K. Chui and J.Z. Wang are based ...
* Strömberg wavelet


Complex-valued

* Complex Mexican hat wavelet * fbsp wavelet *
Morlet wavelet In mathematics, the Morlet wavelet (or Gabor wavelet)0). The parameter \sigma in the Morlet wavelet allows trade between time and frequency resolutions. Conventionally, the restriction \sigma>5 is used to avoid problems with the Morlet wavelet a ...
*
Shannon wavelet In functional analysis, the Shannon wavelet (or sinc wavelets) is a decomposition that is defined by signal analysis by ideal bandpass filters. Shannon wavelet may be either of real or complex type. Shannon wavelet is not well-localized(noncompact ...
* Modified Morlet wavelet


See also

* Chirplet transform * Curvelet *
Digital cinema Digital cinema refers to adoption of digital technology within the film industry to distribute or project motion pictures as opposed to the historical use of reels of motion picture film, such as 35 mm film. Whereas film reels have to be sh ...
* Filter banks *
Fractal compression Fractal compression is a lossy compression method for digital images, based on fractals. The method is best suited for textures and natural images, relying on the fact that parts of an image often resemble other parts of the same image. Fractal a ...
* Fractional Fourier transform *
JPEG 2000 JPEG 2000 (JP2) is an image compression standard and coding system. It was developed from 1997 to 2000 by a Joint Photographic Experts Group committee chaired by Touradj Ebrahimi (later the JPEG president), with the intention of superseding th ...
*
Least-squares spectral analysis Least-squares spectral analysis (LSSA) is a method of estimating a frequency spectrum, based on a least squares fit of sinusoids to data samples, similar to Fourier analysis. Fourier analysis, the most used spectral method in science, generally ...
for computing periodicity in any including unevenly spaced data *
Multiresolution analysis A multiresolution analysis (MRA) or multiscale approximation (MSA) is the design method of most of the practically relevant discrete wavelet transforms (DWT) and the justification for the algorithm of the fast wavelet transform (FWT). It was introd ...
* Noiselet * Non-separable wavelet *
Scale space Scale-space theory is a framework for multi-scale signal representation developed by the computer vision, image processing and signal processing communities with complementary motivations from physics and biological vision. It is a formal theor ...
*
Scaled correlation In statistics, scaled correlation is a form of a coefficient of correlation applicable to data that have a temporal component such as time series. It is the average short-term correlation. If the signals have multiple components (slow and fast), sca ...
* Shearlet *
Short-time Fourier transform The short-time Fourier transform (STFT), is a Fourier-related transform used to determine the sinusoidal frequency and phase content of local sections of a signal as it changes over time. In practice, the procedure for computing STFTs is to divi ...
*
Ultra wideband Ultra-wideband (UWB, ultra wideband, ultra-wide band and ultraband) is a radio technology that can use a very low energy level for short-range, high-bandwidth communications over a large portion of the radio spectrum. UWB has traditional applicati ...
radio- transmits wavelets *
Wave packet In physics, a wave packet (or wave train) is a short "burst" or "envelope" of localized wave action that travels as a unit. A wave packet can be analyzed into, or can be synthesized from, an infinite set of component sinusoidal waves of diff ...
* Gabor wavelet#Wavelet spaceErik Hjelmås (1999-01-21) ''Gabor Wavelets'' URL: http://www.ansatt.hig.no/erikh/papers/scia99/node6.html *
Dimension reduction Dimensionality reduction, or dimension reduction, is the transformation of data from a high-dimensional space into a low-dimensional space so that the low-dimensional representation retains some meaningful properties of the original data, ideally ...
* Fourier-related transforms *
Spectrogram A spectrogram is a visual representation of the spectrum of frequencies of a signal as it varies with time. When applied to an audio signal, spectrograms are sometimes called sonographs, voiceprints, or voicegrams. When the data are represen ...
*
Huygens–Fresnel principle The Huygens–Fresnel principle (named after Dutch physicist Christiaan Huygens and French physicist Augustin-Jean Fresnel) states that every point on a wavefront is itself the source of spherical wavelets, and the secondary wavelets emanating ...
(physical wavelets)


References


Further reading

* Haar A., ''Zur Theorie der orthogonalen Funktionensysteme'', Mathematische Annalen, 69, pp. 331–371, 1910. *
Ingrid Daubechies Baroness Ingrid Daubechies ( ; ; born 17 August 1954) is a Belgian physicist and mathematician. She is best known for her work with wavelets in image compression. Daubechies is recognized for her study of the mathematical methods that enhance ...
, ''Ten Lectures on Wavelets'', Society for Industrial and Applied Mathematics, 1992, . *
Ali Akansu Ali Naci Akansu (born May 6, 1958) is a Turkish-American Professor of electrical & computer engineering and scientist in applied mathematics. He is best known for his seminal contributions to the theory and applications of linear subspace metho ...
and Richard Haddad, ''Multiresolution Signal Decomposition: Transforms, Subbands, Wavelets'', Academic Press, 1992, . * P. P. Vaidyanathan, ''Multirate Systems and Filter Banks'', Prentice Hall, 1993, . * Gerald Kaiser, ''A Friendly Guide to Wavelets'', Birkhauser, 1994, . * Mladen Victor Wickerhauser, ''Adapted Wavelet Analysis From Theory to Software'', A K Peters Ltd, 1994, . * Martin Vetterli and Jelena Kovačević, "Wavelets and Subband Coding", Prentice Hall, 1995, . * Barbara Burke Hubbard, "The World According to Wavelets: The Story of a Mathematical Technique in the Making", A K Peters Ltd, 1998, , . * Stéphane Mallat, "A wavelet tour of signal processing", 2nd edition, Academic Press, 1999, . * Donald B. Percival and Andrew T. Walden, ''Wavelet Methods for Time Series Analysis'', Cambridge University Press, 2000, . * Ramazan Gençay, Faruk Selçuk and Brandon Whitcher, ''An Introduction to Wavelets and Other Filtering Methods in Finance and Economics'', Academic Press, 2001, . * Paul S. Addison, ''The Illustrated Wavelet Transform Handbook'',
Institute of Physics The Institute of Physics (IOP) is a UK-based learned society and professional body that works to advance physics education, research and application. It was founded in 1874 and has a worldwide membership of over 20,000. The IOP is the Physic ...
, 2002, . * B. Boashash, editor, "Time-Frequency Signal Analysis and Processing – A Comprehensive Reference", Elsevier Science, Oxford, 2003, . *
Tony F. Chan Tony Fan-Cheong Chan () is a Chinese American mathematician who has been serving as President of the King Abdullah University of Science and Technology (KAUST) since 2018. Prior that, he was President of the Hong Kong University of Science an ...
an
Jackie (Jianhong) Shen
''Image Processing and Analysis – Variational, PDE, Wavelet, and Stochastic Methods'', Society of Applied Mathematics, (2005). * . *


External links

*

* ttp://web.njit.edu/~ali/NJITSYMP1990/AkansuNJIT1STWAVELETSSYMPAPRIL301990.pdf Binomial-QMF Daubechies Wavelets
Wavelets
by Gilbert Strang, American Scientist 82 (1994) 250–255. (A very short and excellent introduction)


Wavelets for Kids (PDF file)
(Introductory (for very smart kids!))

A dictionary of tens of wavelets and wavelet-related terms ending in -let, from activelets to x-lets through bandlets, contourlets, curvelets, noiselets, wedgelets.
The Fractional Spline Wavelet Transform
describes a fractional wavelet transform based on fractional b-Splines.
A Panorama on Multiscale Geometric Representations, Intertwining Spatial, Directional and Frequency Selectivity
provides a tutorial on two-dimensional oriented wavelets and related geometric multiscale transforms.
Concise Introduction to Wavelets
by René Puschinger
A Really Friendly Guide To Wavelets
by Clemens Valens * {{Statistics, analysis Time–frequency analysis Signal processing