Signal Processing Course : Wavelets

88
Wavelet Processing Gabriel Peyré www.numerical-tours.com

description

Slides for a course on signal and image processing.

Transcript of Signal Processing Course : Wavelets

Page 2: Signal Processing Course : Wavelets

Overview

•Review : Fourier transforms

•1-D Multiresolutions

•1-D Wavelet Transform

•Filter Constraints

•2-D Multiresolutions

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Infinite continuous domains:

Periodic continuous domains:

Infinite discrete domains:

Periodic discrete domains:

f0(t), t � R

f0(t), t ⇥ [0, 1] � R/Z

The Four Settings

f̂ [m] =N�1�

n=0

f [n]e�2i�N mn

f̂0(�) =� +⇥

�⇥f0(t)e�i�tdt

f̂0[m] =� 1

0f0(t)e�2i�mtdt

f̂(�) =�

n�Zf [n]ei�n

Note: for Fourier, bounded � periodic.

. . . . . .

. . .. . .f [n], n � Z

f [n], n ⇤ {0, . . . , N � 1} ⇥ Z/NZ

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Sampling idealization:

Poisson formula:

f0 f

f̂0 f̂

sampling

periodization

cont. FT discr. FT

Commutative diagram:

f [n]

f̂0(�)

f̂(�)

Sampling and Periodization

f [n] = f0(n/N)

f̂(⇥) =�

k

f̂0(N(⇥ + 2k�))

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Sampling and Periodization

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Sampling and Periodization: Aliasing

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Overview

•Review : Fourier transforms

•1-D Multiresolutions

•1-D Wavelet Transform

•Filter Constraints

•2-D Multiresolutions

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Multiresolutions: Approximation Spaces

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Multiresolutions: Approximation Spaces

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Multiresolutions: Approximation Spaces

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Haar Multiresolutions

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Multiresolutions: Detail Spaces

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Multiresolutions: Detail Spaces

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Multiresolutions: Detail Spaces

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Multiresolutions: Detail Spaces

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Multiresolutions: Detail Spaces

��j,n \ j � j0, 0 � n < 2�j

⇥�

�⇥j0,n \ 0 � n < 2�j0

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Haar Wavelets

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Haar Wavelets

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Overview

•Review : Fourier transforms

•1-D Multiresolutions

•1-D Wavelet Transform

•Filter Constraints

•2-D Multiresolutions

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Computing the Wavelet Coefficients

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Computing the Wavelet Coefficients

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Computing the Wavelet Coefficients

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Computing the Wavelet Coefficients

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Computing the Wavelet Coefficients

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Discrete Wavelet Coefficients

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Fast Wavelet Transform

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Fast Wavelet Transform

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Fast Wavelet Transform

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Fast Wavelet Transform

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Fast Wavelet Transform

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Haar Refinement

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Haar Refinement

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Haar Transform

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Haar Transform

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Haar Transform

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Haar Transform

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Haar Transform

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Inverting the Transform

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Inverting the Transform

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Inverting the Transform

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Overview

•Review : Fourier transforms

•1-D Multiresolutions

•1-D Wavelet Transform

•Filter Constraints

•2-D Multiresolutions

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Approximation Filter Constraints

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Approximation Filter Constraints

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Approximation Filter Constraints

{⌅(·� n)}n orthogonal ⇥⇤ ⌅n, ⌅ ⇧ ⌅̄(n) = �[n] ⇥⇤�

k

|⌅̂(⇤ + 2k⇥)|2 = 1

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Approximation Filter Constraints

{⌅(·� n)}n orthogonal ⇥⇤ ⌅n, ⌅ ⇧ ⌅̄(n) = �[n] ⇥⇤�

k

|⌅̂(⇤ + 2k⇥)|2 = 1

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Approximation Filter Constraints

{⌅(·� n)}n orthogonal ⇥⇤ ⌅n, ⌅ ⇧ ⌅̄(n) = �[n] ⇥⇤�

k

|⌅̂(⇤ + 2k⇥)|2 = 1

Page 52: Signal Processing Course : Wavelets

Approximation Filter Constraints

{⌅(·� n)}n orthogonal ⇥⇤ ⌅n, ⌅ ⇧ ⌅̄(n) = �[n] ⇥⇤�

k

|⌅̂(⇤ + 2k⇥)|2 = 1

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{�(·� n)}n orthogonal �⇥�

k

|⇥̂(⇤ + 2k�)|2 = 1�� �n, ⇥ ⇤ ⇥(n) = �[n]

Detail Filter Constraint

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{�(·� n)}n orthogonal �⇥�

k

|⇥̂(⇤ + 2k�)|2 = 1�� �n, ⇥ ⇤ ⇥(n) = �[n]

Detail Filter Constraint

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{�(·� n)}n orthogonal �⇥�

k

|⇥̂(⇤ + 2k�)|2 = 1�� �n, ⇥ ⇤ ⇥(n) = �[n]

Detail Filter Constraint

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{�(·� n)}n orthogonal �⇥�

k

|⇥̂(⇤ + 2k�)|2 = 1�� �n, ⇥ ⇤ ⇥(n) = �[n]

Detail Filter Constraint

Page 57: Signal Processing Course : Wavelets

{�(·� n)}n orthogonal �⇥�

k

|⇥̂(⇤ + 2k�)|2 = 1�� �n, ⇥ ⇤ ⇥(n) = �[n]

Detail Filter Constraint

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Vanishing Moment Constraint

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Vanishing Moment Constraint

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Vanishing Moment Constraint

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Daubechies Family

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Daubechies Family

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Overview

•Review : Fourier transforms

•1-D Multiresolutions

•1-D Wavelet Transform

•Filter Constraints

•2-D Multiresolutions

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Anisotropic Wavelet Transform

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Anisotropic Wavelet Transform

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Anisotropic Wavelet Transform

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Anisotropic Wavelet Transform

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Anisotropic Wavelet Transform

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2D Multi-resolutions

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2D Multi-resolutions

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2D Multi-resolutions

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2D Wavelet Basis

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Discrete 2D Wavelets Coefficients

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Discrete 2D Wavelets Coefficients

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Discrete 2D Wavelets Coefficients

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Discrete 2D Wavelets Coefficients

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Discrete 2D Wavelets Coefficients

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Examples of Decompositions

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Separable vs. Isotropic

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Fast 2D Wavelet Transform

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Fast 2D Wavelet Transform

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Fast 2D Wavelet Transform

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Fast 2D Wavelet Transform

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Inverse 2D Wavelet Transform

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Inverse 2D Wavelet Transform

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Conclusion

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Conclusion

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Conclusion