Families of Biorthogonal Wavelets: Computers Math. Applic
Families of Biorthogonal Wavelets: Computers Math. Applic
Abstract-Several families of biorthogonal wavelet bases are constructed with various properties.
In particular, for a given filter, F,,(t), of finite length 2n + 1, a parametric family of dual filters,
F;;(E), of length 2N + 1 is constructed. The parametric nature of the dual filters makes it possible
to design the optimum dual filter ;FN” (5) corresponding to a fixed filter 3,,(t).
1. INTRODUCTION
Recently, the growing interest in orthogonal wavelets is due, in great part, to their ability to
represent wide classes of functions and operators without redundancy, and to the fast wavelet
transform which makes possible the computer implementation of new, very efficient algorithms.
In pure mathematics, wavelets are used to characterize some functional spaces, such as P(P)
for 0 < p < 00, Holder and Hardy spaces, etc., [l]. A proof by means of wavelets of the famous
T(1) theorem of David and Journe [2] on the L2-continuity of a class of linear singular integral
operators is found in [3, pp. 267-2781.
In numerical analysis, wavelets are used as an efficient tool for the rapid numerical application
of certain types of linear operators to arbitrary vector-valued functions [4]. They are also used
in the numerical solution of partial differential equations by mean of finite element methods
[l, pp. 57-601. They are widely and efficiently applied in engineering, for example, in sound
analysis [5], image processing [6-81 to cite but a few.
An orthonormal wavelet basis for L2(R) is a family of functions
(1.2)
where the equality holds in the strong L2-topology and the wavelet coefficients are given by the
scalar products
ww m4-c 25
26 A.Kamm ANDRVAILLANCOUFLT
The (nonsmooth) Haar basis [9] constitutes the first known wavelets. J. 0. Stromberg [lo]
constructed the first orthonormal basis of the form (1.1) with a function $ of class Cm for an
arbitray integer m. In 1985, Y. Meyer [ll] constructed an orthonormal wavelet basis which
is an unconditional basis for various functional spaces. In [12], P. G. Lemarie constructed a
wavelet basis for J2(Wn) with bounded regularity, but with exponential decay. In 1988, Ingrid
Daubechies [13] constructed orthonormal wavelet bases with compact support and arbitrarily
high regularity.
We remark that the construction of the majority of useful wavelet bases is a consequence of the
design of some 2n-periodic functions called wavelet filters by the signal processing community
(see [14] in an early stage, and [15,16]. Moreover, any wavelet filter with finite or infinite length
is a finite impulse response (FIR) or infinite impulse response (IIR) filter, respectively.
In many applications [17, p. 113; 181, it is necessary to use linear phase FIR filters. Unfor-
tunately, such filters are impossible to design. On the other hand, biorthogonal wavelet bases
provide us with compactly supported symmetric wavelets [19]. Biorthogonal wavelets are formed
by a pair of families of dual (see Definition 2 below) wavelets, &k(z) and &k(z), derived from
two mother wavelets, $J(z) and J(z), respectively, and such that any function f in L2(R) can be
written in either forms:
(1.4)
Hence, f is decomposed by one family and reconstructed by the other. Ph. Tchamitchian [20]
constructed the first family of biorthogonal wavelets. In [20], it is shown that it is possible to
construct symmetric biorthogonal wavelet bases with arbitrary high preassigned regularity.
In this work, biorthogonal wavelet bases are constructed by an approach which differs from the
one used in [19]. By this new approach, it is possible to construct a new class of biorthogonal
wavelet bases with the following remarkable properties:
0 symmetry,
0 compact support,
0 regularity,
l the dual filter, corresponding to a fixed wavelet filter &(<), is given in parametric form.
This paper is divided as follows. In Section 2, some necessary or sufficient conditions are stated
for the construction of regular wavelets. In Section 3, we provide the numerical techniques for
the construction of the wavelets and estimating their regularities and to extend a fixed family of
biorthogonal wavelet filters to an infinite family. Numerical results are quoted in Section 4.
2.1. Preliminaries
(MRA) [21,22]. Let V. E L2(W) be the subspace spanned by the orthonormal functions 4(z - k),
k E Z. Define the space Vj obtained by dilating Vi by 2j,
An orthonormal basis of vj is given by {&k; k E Z}, with &k(z) = 2-ji2@ (2-j, - k). Then,
and
fi tj- = {O},
-Xl -00
Since VI c VO,there exists a sequence, (cx~)~Ez, of complex numbers [23] such that the ftinction
C$(~-IS) E VI, by (2.1), satisfies the two-scale difference equation
(2.3)
where ai, = O(lnlVm) for any integer m 2 1. The Fourier transform of the first expression in
(2.3) is
Let W’ be the orthogonal complement of 4 in q+,. It is shown in [l, pp. 71-731, that @on(z) =
Q!J(Z- n), n E Z, is an orthonormal basis of WO. It then follows that, for fixed j E Z, the sequence
(+&~Ez d&d as in (1.1) is an orthonormal basis of Wj. Moreover, UjCz Wj is dense in L2(W).
DEFINITION1. Scaling functions, orthornormd wavelets and wavelet filters are defined as follows:
(a) the functions (4jk)j,kEZ are called the scaling functions generated from the (father) scaling
function 4(z),
(b) the functions ($jk)j,kEZ are the orthonormal wavelets generated from the mother wavelet
ti(x),
(c) Fo(5) = fi (C,,, on einc) is a wavelet filter where the CX,are given by (2.3).
We shall use the following definition [24, p. 1511.
DEFINITION2. Two scaling functions q5 and 8, generating possibly different multiresolution
analyses of J?(W), are said to be dual scaling functions if their scalar product satisfy the following
condition:
By using condition (2.7) and the techniques employed for proving Theorem 1 in [l, pp. 72-731,
the reader can easily verify that the pair of functions
$(x) = 2 C(-l)“z&(22 - n), G(z) = 2 C(-l)nal_nJ(2s - n), (2.8)
nEZ nEZ
are (in general, nonorthonormal) dual wavelets assocated with the scaling functions 4(x), J(z).
We remark that if the scaling functions, $jk and $bjk, and their corresponding wavelets, ‘$jk
and $jkl are defined as in (l-l), then any f E L2(W), can be written in the forms
By taking the Fourier transform of 4(x/2) and &z/2), we see by (2.7) that there exist a pair of
2x-periodic functions,
7710(E)
= C a,einE, (2.10)
nEZ
such that
2 ^,
Then the following important question arises: under what conditions on ms and &-, can one have
a pair of dual scaling functions and consequently a biorthogonal wavelet basis. An answer, given
in [19], is briefly summarized in the following subsection.
2.2. Necessary and Sufficient Conditions for the Existence of Biorthogonal Wavelet
Bases
From now on, we assume that the coefficients, on and &, of ms and 60, respectively, as
defined in (2.7), are real, satisfy the symmetry relations CY_, = on and i& = &, and are finite
in number. The last assumption is equivalent to the compact support property of the constructed
wavelets.
To construct a pair of dual scaling functions leading to a biorthogonal family of wavelets, we use
an efficient method (see [19]), which results from the biorthogonal version of the multiresolution
analysis. This method is essentially based on (2.4) which implies that
To obtain scaling functions that lead to regular biorthogonal wavelets, the functions me(c) and
Co(E) have to satisfy certain conditions.
In [19], a set of conditions is provided on the dual 2n-periodic functions ms(c) and GO(<) and
consequently on the corresponding filters which are given, respectively, by
These conditions insure that our biorthogonal wavelet bases have preassigned regularities.
For completeness, we b_riefly summarize these conditions. It follows from the biorthogonality
conditon (2.6) on d, and 4, that mc and fig satisfy the identity:
c cYn(Yn = 1. (2.14)
On the other hand, if the scaling functions are to be continuous, it is necessary that me([) and
GO(~) vanish at < = TIT:
mc(7r) = %0(7r) = 0. (2.16)
Note that conditions (2.13) and (2.14) imply neither the biorthogonality of the scaling functions
nor that these are in L2(W). However, a positive answer is provided by the following proposition.
Families of Biorthogonal Wavelets 29
PROPOSITION. Assume that both ma(c) and iiio(t) can be factored in the form:
l+e-iS L E
1 + e+ S(E),
(
mo(O= -j-
> f (C)9 Go(<)= -y-
( > (2.17)
(2.19)
L+hJ(Bk)/ b&)-E
< c (1 + El)- > (2.20)
L+log(Bb)/ leg(2)-z
< c (1 + ICI)- (2.21)
Now, by Theorem 3.8 in [19], if mc(5) and i;ic(<) satisfy (2.13) and if (2.20) and (2.21) are
satisfied, then the dual wavelets constructed from the scaling functions d(z) and F(z) generate
two biorthogonal wavelet bases, in the sense that any f E L2(W) can be written in both forms:
Thus, the problem of constructing a biorthogonal wavelet basis has been reduced to the much
easier problem of constructing 27r-periodic functions that satisfy conditions (2.13), (2.15), (2.18),
and (2.19).
REMARK 1. If there exists a constant c > 0 such that (2.20) and (2.21) are satisfied, then 4 and 4
belong to the Holder spaces F(R) and Cz(R), respectively, for all c < L - 1 - log( Bk)/ log 2 and
Z<L-1-log(B&log2.
In the previous sections, we have seen the basic theoretical steps for the construction of
biorthogonal wavelet bases; however, our actual construction relies on the special approxima-
tion techniques described in the next section.
By using a result from [13], one can easily see that if a 2n-periodic function, mo(<), satisfies
the first parts of (2.17), (2.15), and (2.16), respectively, that is
and (2.18) for some k > 0, then mo(<) is a candidate for generating a biorthogonal wavelet basis.
Hence, let no 2 1 be a positive integer and consider the function
(3.2)
We note that the symmetry of mo(<), that is mo(-<) = mo(<), implies the symmetry of the
associated wavelet. To have symmetric wavelets, we require that the coefficients on satisfy the
following relations:
cr, = CL,, 1 _< n I no. (3.3)
l+eiE Lf(E),
mow= ( > 7j-- L 2 1.
If we write
FG) = f(lV(20 . * . f (2”~‘J) 7 (3.7)
then, for all e > 0 and k > 0, there exist a positive integer r and a finite partition of [0,27r], say
(Ii)iGI, such that
“;P IFk(t>?‘k - “YP 1% (Epl < E,
I
where, for each i, the function pF,(<) is equal to a polynomial of degree r if < E Ii, and 0
otherwise.
Families of Biorthogonal Waveleta 31
we obtain an estimate of the upper bound of supe jQn(cos<)l. For v = 1,2,. , . ,D, we
expand cos V< in a Taylor series around a point &, to be fixed later. Thus, we have
where
Since Q,(cos<) is 2n-periodic, it suffices to find the supremum over the interval [O,24:
Because
([274+W
[0,24 = u &a, I,= [?$s,y,
m=l
where [r] denotes the integer part of the real number r, it follows that
Now, for a fixed m, 1 2 m 5 ([Znn] f 1)/2, let cm = (2m - 1)/n. Then, for c E 1,, a
Taylor expansion of order r of Qa(cos <) around cm gives
*
Qn(cos5) = a~ + c a, c’
US1
Iu(t - tm)l’
j!
cos’j’(Em) + J&+1(S)
j=l
= PQ”,
(0 + Ja). (3.8)
(b) In the second part, if I’m,, is a function whose restriction on each Im is equal to the
polynomial P$=(<) and 0 outside, then it is clear that
mm =“c”a
+2 c PiPj COS((i
- .dC>.
--n -nsi, j$N-L
6%
f(S)fo = 5
js-A4
Tj eic”9 c-j = -Cj, 7-j =rj, 1 <j<M.
32 A. KAROUI AND R. VAILLANCOURT
By the first part of the proof, there exists a function Pf(z), associated with a finite
partition, (I,),, of [0,2n], such that
(c) In the third and last part, we prove the general case. Take any positive integer k, k 1 1,
and define the function Fk(c) by the product:
[vq = u 4,
l=l
and using the techniques of the first part of the proof, we construct a function PF, , whose
restriction on each of the intervals 1l is a polynomial of degree T-, and which is equal to
zero outside [0,24. Moreover, PF, (<) satisfies:
Again, since f(0) = 1, then supC ]Fk(<)] 1 1, which implies the following inequalities:
1
KM
sup ]F&)12 1+
1 IPjl
2
c suP(IFk(t)i2j=_KM
c CT+ I>! (3.9)
and
KM
1
5 const 1+ (3.10)
s’4’e!&&>I2j=_K,,,
c CT+ l)!
Finally, since mc(0) = 1 implies that sup< ]Fk(<)] 2 1, then the right-hand side of (3.10)
can be made arbitrarily small by choosing r arbitrarily big. I
Families of Biorthogonal Wavelets 33
1/2k
(3.11)
Once m0(<) is constructed, its dual, 60(c), is constructed in a straightforward way from the
identitv (2.13):
(3.12)
iho = 1. (3.13)
If we require some regularity (at least continuity) on the wavelet q(z), then by an argument
given in [13], GO(<) also has to satisfy the condition:
f&)(n) = 0. (3.14)
(3.15)
and
c
i+j=O
aipj = 1, C
i+j=2n
QiPj =o, l<n<nO+F-l, 40+22(-l)jflj
j=l
=O,
(3.17)
the solution of which are the coefficients of %0(E). The numerical method given in Remark 2
is then used to decide whether or not the dual trigonometric polynomial %0(t) generates a
biorthogonal wavelet basis.
Unlike other known methods for finding %0(E), this one has the interesting feature of providing
an infinite family of dual filters all of the same length. In fact, it is possible to extend the solution
34 A. KAROUI AND R. VAILLANCOURT
of (3.17) in such a way as to generate an infinite set of dual filters all of the same length. This
is given by the following theorem.
Assume that, for some NO > no, there exists a real dual trigonometric function
such that m,,(E) and ?&N,,(t) satisfy condition (3.12) and fijiNo factors in the form
(3.20)
for some positive integer k 2 1 and c > 0. Then, for all N = NO + 21, 1 a positive integer, there
exists a set S of trigonometric functions of length 2N + 1, dual to mno (E) and having parametric
coefficients.
PROOF. To prove, for a fixed positive intger 1, that there exists an infinite set of dual trigono-
metric functions of length NO + 21, it is enough to prove the result for N = NO + 2. Hence, if we
let
No+2
6&N(<) = C rj eijc,
j=-No-2
where
if -NeIj<Ne,
if No + 1 5 Ijl 5 NO + 2,
then,
where
No+2
fii& (E) = C Sj eijC,
j=-No-2
m,o(~)~N(J)$-m,o(Jf~)~N(~+n)=l, (3.22)
then the coefficients of G&(t) have to satisfy the following homogeneous system of (nc+Nc+3)/2
linear equations in Sj:
No+2
60 + 2 C (-1)jSj = 0,
j=l
(3.23)
no + NO + 1
&Sj = 0, O<nl
c 2 ’
i+j=2n
Familiesof BiorthogonalWavelete 35
1 +eiE 2j’(F)
f&ov,(5)
= y---
( 1
This implies that
Since, [rjl 5 C, then there exist two real numbers, 1No+2 < LNo+p, such that for all 6No+2 E
11No+21~5No+2], we have
s’Ip If’(<)
j < 23’2 (2-“/2 - 2-1) .
If we write F(r) := f(c) + f’(s), then it is clear that
Consequently, for all 6No+2 E (lNo+2,LNo+2], there exists a dual trigonometric function of length
No +2.
By repeating the above technique as many times ss required, one easily proves that there exist
two real numbers, IN < LN, such that for all 6,~ E [IN, LN], there exists a dual trigonometric
function 66N (5) of length 2N + 1, the coefficients of which depend linearly on the parameter 6~‘.
Furthermore, mno (E) and 6~6~(f) generate a biorthogonal wavelet basis. I
4. NUMERICAL RESULTS
The techniques of the previous section have been used to construct filters of length five, seven
and nine, respectively. The coefficients of the dual of each filter are given in parametric form. Let
mN(t) and GN(<) d enote the dual trigonometric functions that generate a set of biorthogonal
wavelet bases. Here, the integer N stands for the number of vanishing moments [4] of the
corresponding wavelets. Since, generally, the coefficients of ?%N(c) are given in parametric form,
we have used the numerical techniques of the previous section to obtain an approximation to the
range, [ZN,LN], of the parameter ~1,for which condition (2.19) is satisfied by ?%N(<).
To obtain the filters associated with mN([) and %A,(<), it suffices to multiply their coefficients
by u/z.
The decay associated with the Fourier transform of a scaling function c$(z) is defined as the
largest positive real number E such that, for some constant C, the following inequality holds:
00
_-ooI&)1(1 + Irl)‘& < c*
J
36 A. KAROUI AND R. VAILLANCOUFW
In this case the scaling function 4(z) and the corresponding wavelet Q(z) are at least of class C’-‘.
In Table 1, we list the coefficients Q, of mu and @, of iii~(t), for N = 2, 4, 6.
In Table 2, we give the range [1~,L,v] of the parameter 1-1appearing in ;ii~(<) of Table 1,
and list an estimate of the decays EN, TN associated with 4~ and &N, respectively, where the
parameter p is set, respectively, to 1.0, 1.25 and 2.5.
Table1.The coefficients
CY,,
ofmN(<) and &, of&N(<).
-
N 12 Pn
-
2 0 0.550 0.5691056910+ 0.0609756098/~
*1 0.250 0.3656504065- 0.0670731707/~
f2 -0.025 -0.0833333333
*3 0.000 -0.1205284553+0.0701219512/~
f4 0.000 0.0487804877- 0.0304878804/~
f5 0.000 0.0048780487- 0.003048788Ofi
-
4 *0 0.5937500 0.5200237386+0.0113324174/.~
It1 0.3046875 0.2952157909- 0.0090430402fi
f2 -0.0468750 -0.0435768454- 0.0034340659~
13 -0.0546875 -0.0663172888+0.0140796703~
f4 0.0000000 0.0449397607- 0.0052655677~
*5 0.0000000 0.0227013993- 0.0053800366~
zt6 0.0000000 -0.0132413363+ 0.0034340659/~
f7 0.0000000 -0.0015999015+ 0.0034340659~
f8 0.0000000 0.0018665518-0.0004006410~
-
6 +0 0.480468750 0.6525501428+ 0.0020341714/~
fl 0.301562500 0.3116322510- 0.0012189717/.~
f2 0.026562500 -0.1470062921- 0.0008881367~
&3 -0.051562500 -0.0948617842+0.0021280625~
f4 -0.016796875 0.1028781814-0.0007285623~
f5 0.000000000 0.0376065002- 0.0010587927~
*6 0.000000000 -0.0437222610+0.0008615409~
f7 0.000000000 -0.0030134426+ 0.0001013459~
S3 0.000000000 0.0133070652- 0.0002885235j~
&Q 0.000000000 -0.0019276598+0.0000570196~
It10 0.000000000 -0.0017317653+0.0000265957/.~
*11 0.000000000 0.0005641356- 0.0000086637~
-
forN = 2,4,6,oftheparameterp appearing in &N(E)
Table2. The range[ZN,L.PJ],
of Table 1 and theoptimum lowerbounds,EN and FN, associated,
respectively,
with
&N(E) and zW(E).
Eight iterations of the constructive cascade algorithm given in [25, pp. 202-2051, produce a
good approximation to the graphs of the scaling functions and the corresponding wavelets.
In Figures 1, 2 and 3, we present three sets of graphs of $N(z), sN(z), @N(z), and &N(z),
corresponding to N = 2, 4, and 6, respectively. In these figures, the parameter p was set to 1.0,
1.25, 2.5, respectively.
Lastly, in Figure 4, the decays E(p), associated with the Fourier transforms zN(<), of the para-
metric scaling functions, are graphed against the parameter p, for N =2, 4, and 6, respectively.
Families of Biorthogonal Wavelets 37
0.8
1.0
0.4
05
0.0 L
0.0
-0.4
. i
-6 -4 -2 0 2 4 6
0.8
1
-10 -5 0 5 10 -4 -2 0 2 4
F_igure 1. Dual scaling functions, @N(Z), g~( z ) , and corresponding wavelets, QN (z),
@N(X), for N = 2 and p = 1.0.
1.5
0.6
1.0 0.4
0.2
0.5
0.0
0.0 -0.2
-0.4
-0.5
-6 -4 -2 0 2 4 6 -4 -2 0 2 4 6
1.2
1
0.4 1
0.8
0.4
1.0
0.2
0.5
0.0
0.0
-0.2
-0.5 i
-6 -4 -2 0 2 4 6 -6 -4 -2 0 2 4 6
0.2
0.0
-0.2
-10 -5 0 5 10
1.6
1.4
1.2
1.0
0.8
0.6
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