Math 2.0

Harmonic analysis on Euclidean spaces Definition

Scaling function and refinement equation

Builds on Multiresolution analysisLp space

Definition

Let (Vj)j∈ℤ(V_j)_{j \in \Z} be a multiresolution analysis of L2(ℝ)L^2(\R). A scaling function of it is a function φ∈V0\varphi \in V_0 whose integer translates (φ(⋅−k))k∈ℤ(\varphi(\cdot - k))_{k \in \Z} form an orthonormal basis of V0V_0. The functions 2 φ(2⋅−k)\sqrt2 \, \varphi(2 \cdot - k), k∈ℤk \in \Z, form an orthonormal basis of V1V_1, and φ∈V1\varphi \in V_1. Hence there is a unique sequence (hk)k∈ℤ∈ℓ2(ℤ)(h_k)_{k \in \Z} \in \ell^2(\Z) with φ(x)=2∑k∈ℤhk φ(2x−k),\varphi(x) = \sqrt2 \sum_{k \in \Z} h_k \, \varphi(2x - k), with convergence in L2(ℝ)L^2(\R) (see Lp space). This identity is the refinement equation (or two-scale equation) of φ\varphi, and (hk)(h_k) is its low-pass filter; explicitly hk=⟨φ,2 φ(2⋅−k)⟩h_k = \ip{\varphi}{\sqrt2 \, \varphi(2 \cdot - k)}.

Remarks

Orthonormality of the translates of φ\varphi gives ∑khkhk+2m‾=δm,0\sum_k h_k \overline{h_{k + 2m}} = \delta_{m,0} for all m∈ℤm \in \Z. If φ\varphi is integrable with ∫φ≠0\int \varphi \ne 0, integrating the refinement equation gives ∑khk=2\sum_k h_k = \sqrt2. The function ψ(x)=2∑k(−1)kh1−k‾ φ(2x−k)\psi(x) = \sqrt2 \sum_k (-1)^k \overline{h_{1-k}} \, \varphi(2x - k) is then an orthonormal wavelet.

Example: in the Haar multiresolution analysis, φ=1[0,1)\varphi = 1_{[0, 1)} and φ(x)=φ(2x)+φ(2x−1)\varphi(x) = \varphi(2x) + \varphi(2x - 1). So h0=h1=1/2h_0 = h_1 = 1/\sqrt2 and hk=0h_k = 0 otherwise. The formula for ψ\psi gives ψ(x)=φ(2x)−φ(2x−1)=1[0,1/2)(x)−1[1/2,1)(x)\psi(x) = \varphi(2x) - \varphi(2x - 1) = 1_{[0, 1/2)}(x) - 1_{[1/2, 1)}(x), the Haar wavelet.

Non-example: φ=1[0,2)/2\varphi = 1_{[0, 2)}/\sqrt2 satisfies the refinement equation φ(x)=φ(2x)+φ(2x−2)\varphi(x) = \varphi(2x) + \varphi(2x - 2), but its integer translates overlap, so ⟨φ,φ(⋅−1)⟩=12≠0\ip{\varphi}{\varphi(\cdot - 1)} = \tfrac12 \ne 0 and it is not the scaling function of a multiresolution analysis in the sense above.

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  1. Lp space concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Multiresolution_analysis
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Kinddefinition
WritingW0 stub
MSC42C40, 65T60, 39B22
DefinesScaling function and refinement equation
UsesMultiresolution analysis, Lp space

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