Math 2.0

Harmonic analysis on Euclidean spaces Wavelets Example

Meyer wavelet

Builds on Fourier transformMultiresolution analysis

Example

Use the Fourier transform f^(ω)=∫ℝf(x)e−iωx dx\hat f(\omega) = \int_{\R} f(x) e^{-i\omega x} \, dx. Fix an infinitely differentiable function ν ⁣:ℝ→[0,1]\nu \colon \R \to [0,1] with ν(x)=0\nu(x) = 0 for x≤0x \le 0, ν(x)=1\nu(x) = 1 for x≥1x \ge 1, and ν(x)+ν(1−x)=1\nu(x) + \nu(1-x) = 1 for all xx. The Meyer wavelet ψ\psi is the function in L2(ℝ)L^2(\R) whose Fourier transform is ψ^(ω)={eiω/2sin⁡(π2ν(3∣ω∣2π−1))if 2π3≤∣ω∣≤4π3,eiω/2cos⁡(π2ν(3∣ω∣4π−1))if 4π3≤∣ω∣≤8π3,0otherwise.\hat\psi(\omega) = \begin{cases} e^{i\omega/2} \sin\left(\frac{\pi}{2} \nu\left(\frac{3\abs{\omega}}{2\pi} - 1\right)\right) & \text{if } \frac{2\pi}{3} \le \abs{\omega} \le \frac{4\pi}{3}, \\ e^{i\omega/2} \cos\left(\frac{\pi}{2} \nu\left(\frac{3\abs{\omega}}{4\pi} - 1\right)\right) & \text{if } \frac{4\pi}{3} \le \abs{\omega} \le \frac{8\pi}{3}, \\ 0 & \text{otherwise.} \end{cases} The functions ψj,k(x)=2j/2ψ(2jx−k)\psi_{j,k}(x) = 2^{j/2} \psi(2^j x - k), for j,k∈ℤj, k \in \Z, form an orthonormal basis of L2(ℝ)L^2(\R). So ψ\psi is an orthonormal wavelet. It comes from a multiresolution analysis whose scaling function φ\varphi has φ^(ω)=1\hat\varphi(\omega) = 1 for ∣ω∣≤2π/3\abs{\omega} \le 2\pi/3 and φ^(ω)=0\hat\varphi(\omega) = 0 for ∣ω∣≥4π/3\abs{\omega} \ge 4\pi/3.

Remarks

The two formulas agree at ∣ω∣=4π/3\abs{\omega} = 4\pi/3, since there the sine has argument π/2\pi/2 and the cosine has argument 00. The condition ν(x)+ν(1−x)=1\nu(x) + \nu(1-x) = 1 makes the values of ∣ψ^∣2\abs{\hat\psi}^2 on overlapping bands add up to 11, which is the key to orthonormality. Since ψ^\hat\psi vanishes near ω=0\omega = 0, every moment ∫xnψ(x) dx\int x^n \psi(x) \, dx is zero. Since ψ^\hat\psi has compact support, ψ\psi is band-limited and infinitely differentiable. Since ν\nu is C∞C^\infty, ψ^\hat\psi is C∞C^\infty with compact support, so ψ\psi decays faster than any power of ∣x∣\abs{x}. The support of ψ\psi itself is not compact. The Meyer wavelet can be seen as a smoothed version of the Shannon wavelet, whose Fourier transform is a sharp indicator function.

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  1. Fourier transform concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Meyer_wavelet
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UsesFourier transform, Multiresolution analysis
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