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Applications and Properties of Different Kind of Wavelet

Article in Indian Journal of Industrial and Applied Mathematics · January 2013


DOI: 10.5958/j.1945-919X.4.1a.001

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INDIAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS 1
Vol. 4, Issue 1, Jan-June 2013, pp- 1-15
DOI: 10.5958/j.1945-919X.4.1a.001

Applications and Properties of Different Kind of


Wavelet

Mani Mehra* and Ratikanta Behera


Department of Mathematics, Indian Institute of Technology, New Delhi - 110016, India

Abstract: In this paper, we present an overview of different kinds of wavelet and its properties. We also
point out advantages and disadvantages of differents kinds of wavelet.
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Keywords: Wavelets, Multiresolution analysis, Vanishing Moment


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1 Introduction of Wavelet
The main aim of the discovery of wavelet is study the time-frequency signal analysis.
The Fourier transform analysis can’t analyze local information of a signals, means it does
not reflect the change of wavenumber with space or frequency with time and it also can’t
analyze physical situation of a signal where the signal contains discontinuities and sharp
spikes. This idea of wavelet is not new, because early of 1800’s Joseph Fourier discovered
the idea of the approximation of a function using sines and cosines functions. However,
in wavelet analysis, the scale that we use to see a function plays a special role. Wavelet
algorithms process function at different scales or resolutions. The beauty of wavelet is if
we look at a signal or function with a “large window”, we would predict large features.
Similarly, if we look at a signal with a “small window”, we would predict small features.
This construction of wavelets is very interesting and useful. For many decades, Engi-
neers and Scientists wanted to approximate the functions more accurately, but in Fourier
analysis, signals or function is approximate by using the bases of sines and cosine. These
functions are non-local (and stretch out to infinity). Therefore this is a very poor job in
approximating sharp spikes. But with wavelet analysis, we can approximating a function
or a signal with sharp discontinuities. In other way wavelets are a set of non-linear bases.
When projecting (or approximating) a function in terms of wavelets, the wavelet basis
functions are chosen according to the function being approximated.

E-mail:mmehra@maths.iitd.ac.in

Email:ratikanta ma@student.iitd.ac.in

INDIAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS Vol. 4, Issue 1, Jan-June 2013
2 Mani Mehra and Ratikanta Behera

Wavelets were developed independently in the fields of mathematics, quantum physics,


electrical engineering [1], and seismic geology [2]. There are many more applications
such as image compression [3], astronomy, acoustics, nuclear engineering, neurophysiol-
ogy, music, magnetic resonance imaging, speech discrimination [4], human vision, radar,
turbulence [5, 6], earthquake prediction [7].
In 1982 Jean Morlet and Alex Grossman [8] introduced the idea of wavelets, which is
a family of functions constructed by using translation and dilation of a single function
[9], which is called mother wavelet. Mathematically, wavelets are mathematical functions
that cut up date into different frequency components, and then study each component
with a resolution matched to its scale [9]. Now we will discuss varieties of wavelet.

2 Different kinds of wavelet


2.1 Daubechies wavelet
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Daubechies wavelets are a family of orthogonal wavelets defining a discrete wavelet


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transform and characterized by a maximal number of vanishing moments for some given
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support. With each wavelet type of this class, there is a scaling function which generates
an orthogonal multi-resolution analysis (MRA) [10, 11]. By using MRA , I. Daubechies [9]
show that for any non negative integer n there axist an orthogonal compactly supported
wavelet such that all that derivatives upto order n exist. MRA is characterized by the
following axims:
• V j ⊂ V j+1


• V j is dense in L2 (R),
j=−∞

• f (x) ∈ V j if and only if f (2x) ∈ V j+1 for all j ∈ Z,


• there exist a function φ ∈ V 0 , such that{φ0k = φ(x − k), k ∈ Z}
Now we define W j is orthogonal compliment of V j in V j+1 , i.e. V j ⊥ W j and

V j+1 = V j ⊥ W j (1)

Then there exist a scaling function φ(x) such that φjk (x) = 2j/2 φ(2j x−k) is an orthogonal
basis for V j and similarly there exist ψkj (x) = 2j/2 ψ(2j x − k) is an orthogonal basis for
W j . Since the space V 0 ⊂ V 1 , any function in V 0 can be expanded in terms of the basis
functions of V 1 . In particular, φ(x) = φ00 (x) ∈ V 0 , so


φ(x) = ak φ1k (x) (2)
k=−∞

INDIAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS Vol. 4, Issue 1, Jan-June 2013
Applications and Properties of different Kind of Wavelet 3

The equation (2) is called as dilation equation (two scale relation for scaling function)
and for Daubechies compactly supported scaling function only finitely many ak , k =

0, 1, ..., D − 1 will be non zero. Where D is the even positive integer called support of
wavelet and a0 , a1 , a2 , ..., aD−1 are called low pass filter coefficients. Similarly, Daubechies
compactly supported wavelet ψ(x) ∈ W 0 ⊂ V 1 , so


D−1
ψ(x) = bk φ1k (x) (3)
k=0

equation (3) is called wavelet equation (two scale relation for wavelet function) and
b0 , b1 , b2 , ..., bD−1 are called low pass filter coefficients, and these filter coefficients are
connected by the relation bk = (−1)k aD−1−k , k = 0, 1, 2, ...D − 1.

db2: φ db2:ψ
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1.5 2
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1 1
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0.5 0

0 −1

−0.5 −2
0 1 2 3 0 1 2 3

Figure 1:

Daubechies orthogonal wavelets db2 - db20 (even index numbers only) are commonly
used, and db2 is called Haar wavelet. The ‘Haar wavelet’ is the first known wavelet and
was proposed in 1909 by Alfred Haar, and term ‘wavelet’ was comes much later. The
Haar wavelet is a simplest possible wavelet. The disadvantage of the Haar wavelet is that
it is not continuous and therefore not differentiable. The Haar wavelet’s mother wavelet
function ψ(x) can be described as


⎨1 0 ≤ x < 1/2,
ψ(x) = −1 1/2 ≤ x < 1,


0 otherwise,

and its scaling function φ(x) can be described as

INDIAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS Vol. 4, Issue 1, Jan-June 2013
4 Mani Mehra and Ratikanta Behera


1 0 ≤ x < 1,
φ(x) =
0 otherwise.

Each wavelet has a number of vanishing moments equal to half the number of co-
efficients. For example db2 has one vanishing moments, db4 has two moments, etc..
A vanishing moment refers to the wavelet ability to represent polynomial behavior or
information in a signal. Mathematically, wavelet is said to have M (M ∈ N) vanishing
moment if its satisfy the following condition

xn ψ(x)dx = 0 for, n = 0, 1, ..., M − 1. (4)


R

Similarly scaling function can represents polynomial of degree up to M − 1 exactly.


This property improves the efficiency of ψ(x) at deliecting singularities in the signal and
represent piecewise smooth function.
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Daubechies wavelet is widely used in solving a broad range of problems, e.g. convolve
image data, self-likely properties of a signal or fractal problem [3], signal discontinuities
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and solving partial differential equation [12] etc..


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————————————————————————————————————
The MATLAB function
[hk , gk ] = wfilters(‘dbM’, ‘iter’) compute these filter coefficients, where M = D2 ,
see [9] for details (e.g.: For Haar wavelet M = 1, D = 2, hk = [ √12 , √12 ] and
gk = [ √12 , − √12 ]).
————————————————————————————————————

One thing is more clear that there is no closed from analytic (explicit) formula for
Daubechies scaling function φ(x) and ψ(x) expect Haar scaling and wavelet function and
its value can be computed only at dyadic point using the cascade algorithm [9, 13].

————————————————————————————————————–
The MATLAB function
[φi , ψi , xi ] =wavefun(‘dbM’, ‘iter’) computes the value of φ(x) and ψ(x) at the grid
xi = [0, 2iter 1
, ..., D − 1], see [13] for details. The functions φ(x) and ψ(x) are plotted in
Figure 1 for D=2 and iter = 4.
—————————————————————————————————————

2.2 Coiflet wavelet


Coiflets [9, 14] are discrete wavelets designed by Ingrid Daubechies, at the request
of Ronald Coifman, to have scaling functions with vanishing moments. These wavelets
are compactly supported with higher number of vanishing moments for both φ and ψ for

INDIAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS Vol. 4, Issue 1, Jan-June 2013
Applications and Properties of different Kind of Wavelet 5

a given support width. It is an orthogonal wavelet and its order is D. This wavelet is
not symmetric but near symmetric. Coiflet wavelets are mostly used in image processing.

—————————————————————————————————
The MATLAB function
[φi , ψi , xi ] =wavefun(‘coifD’,‘iter’) computes the value of φ(x) and ψ(x), see [14, 9]

coif2: φ coif2:ψ
1.5 2

1
1

0.5

0
0
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−0.5 −1
0 5 10 15 0 5 10 15
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Figure 2:

for details. The functions φ(x) and ψ(x) are plotted in Figure 2 for D = 2 and
iter=4.
—————————————————————————————————–

Imaginary part of shan1.5−1 Real part of shan1.5−1


1 1

0.5 0.5

0 0

−0.5 −0.5

−1 −1
−20 −10 0 10 20 −20 −10 0 10 20

Figure 3:

2.3 Shannon wavelet


The analytic expression of ψ(x) for shannon wavelet is given by

INDIAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS Vol. 4, Issue 1, Jan-June 2013
6 Mani Mehra and Ratikanta Behera

sin(πx)
ψ(x) =
(πx)
This wavelet is derived from a function that is proportional to the cosine function.
Moreover, it is non-orthogonal with infinite support and maximum energy occupies wider
bond around origin. It is a family of complex wavelets (i.e. wavelet and scaling functions
are complex functions). Symmetricity and explicit expression of ψ are two advantages
of this wavelet. We can’t make fast algorithms for decomposition and reconstruction
of this wavelet (measure difficulties). Shannon wavelets are mostly used in signal analy-
sis and in particular, for used in the reconstruction of a signal from a digital sampling [1].
—————————————————————————————————
The MATLAB function
[ψi , xi ] = shanwavf(lb, ub, n, fb, fc) computes the real part of ψ(x) and imaginary
part of ψ(x), where fb=1, fc=1.5, lb=-20, ub=20, n=1000, see [11] for details. The
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function real part and imaginary part of ψ(x) are plotted in Figure 3.
—————————————————————————————————–
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2.4 Meyer wavelet


Meyer wavelet [11] is infinitely regular orthogonal wavelet. Moreover, the ψ(x) and
φ(x) do not have compact support but its fourier transform is compactly supported. It
is symmetric and possible to construct Discrete Wavelet Transform (DWT) but without
Fast Wavelet Transform (FWT) [1, 15]. One of the application of Meyer wavelet is in
regularization [16].
—————————————————————————————————-
The MATLAB function
[φi , ψi , xi ] = meyer(lb, ub, n) computes the value of φ(x), and ψ(x), where lb = -8, ub
= 8 and n = 1024 see [11] for more details. The functions φ(x) and ψ(x) are plotted in
Figure 4.
—————————————————————————————————–
Meyer scaling function Meyer wavelet
1.5 1.5

1
1
0.5
0.5
0
0
−0.5

−0.5 −1
−10 −5 0 5 10 −10 −5 0 5 10

Figure 4:

INDIAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS Vol. 4, Issue 1, Jan-June 2013
Applications and Properties of different Kind of Wavelet 7

Morlet wavelet Mexican hat wavelet


1 1

0.5
0.5
0
y

y
0
−0.5

−1 −0.5
−4 −2 0 2 4 −5 0 5
x x

Figure 5: (a) Morlet wavelet (b) Maxican Hat wavelet

2.5 Mexican hat wavelet


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The analytic expression of ψ(x) for Mexican hat wavelet is given by


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2
ψ(x) = (1 − 2x2 )e−x

Maxican wavelet [9] is the normalized second derivative of Gaussian probability den-
sity function. It is a special cases of the family of continuous wavelets (i.e. continuous
wavelets are functions used by the continuous wavelet transform. These functions are
defined as analytical expressions, as functions either of time or frequency). It is also
called as “hermitian wavelets”. These wavelets are non-orthogonal, with infinite support
and has maximum energy around origin with the narrow band. Symmetry and explicit
expression of ψ(x) are two nice properties of this wavelet. Here also, we can’t make fast
algorithm for decomposition and reconstruction like Shannon wavelet. It is frequently
used as a blob detector and for automatic scale selection in computer vision applications
and also used in image processing [17].

—————————————————————————————————
The MATLAB function
[ψi , xi ] = maxihat(lb, ub, n) computes the value of ψ where lb = -5, ub = 5
and n = 1000 see [9] for more details. The functions ψ(x) is plotted in Figure
5(b).
—————————————————————————————————–
2.6 Morlet wavelet
The analytic expression of ψ(x) for Morlet wavelet is given by
2 /2
ψ(x) = e−x . cos(5x)

INDIAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS Vol. 4, Issue 1, Jan-June 2013
8 Mani Mehra and Ratikanta Behera

Morlet wavelet [2, 9] is derived from a function that is proportion to the cosine func-
tion and Gaussian probability density function. It is non-orthogonal, infinity support
and maximum energy lies around origin with narrow band. Symmetry and explicit ex-
pression of ψ(x) are again two nice property of this wavelet and difficulty of making fast
algorithms for decomposition and reconstruction remains same. This wavelets are mostly
used in signal analysis. Sometimes it is also used for the detection of ecological patterns
[18].

—————————————————————————————————–
The MATLAB function
[ψi , xi ] = morlet(lb, ub, n) computes the value of ψ where lb = -4, ub = 4 and n =
1000 see [9] for more details. The functions ψ(x) is plotted in Figure 5(a).
—————————————————————————————————–
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bior2.2: φ1 bior2.2: ψ1
4 4
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3
2
2

1 0

0
−2
−1

−2 −4
0 1 2 3 4 5 0 1 2 3 4 5
bior2.2: φ bior2.2: ψ
1.5 2

1.5

1 1

0.5

0.5 0

−0.5

0 −1
0 1 2 3 4 5 0 1 2 3 4 5

Figure 6:

2.7 Bi-orthogonal wavelet


A biorthogonal wavelet is a wavelet where the associated wavelet transform is in-
vertible but not necessarily orthogonal [9]. In the biorthogonal case, every MRA is

INDIAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS Vol. 4, Issue 1, Jan-June 2013
Applications and Properties of different Kind of Wavelet 9

accompanied by dual MRA consonsisting of nested V˜j with bases given by dual scaling
function ψ̃kj which are biorthogonal to scaling function

φjk , φ̃jk  = δk,k , for k, k  ∈ I,



and the pair (ψkj , ψ̃kj  ) satisfy the following biorthogonality property

ψkj , ψ̃kj   = δj,j  δk,k , for j, j  , k, k  ∈ I.

if φjk = φ̃jk , ∀j, k ⇒ orthogonal scaling function.


if V j = V˜j , ∀j ⇒ semiorthogonal scaling function.

—————————————————————————————————————
The MATLAB function
[φ̃i , ψ̃i , φi , ψi , xi ] =wavefun(‘bior2.2’,‘iter’) computes the value of φ̃(x), ψ̃(x), ψ(x),
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and φ(x) at the grid xi = [0, 2iter 1


, ..., D − 1], see [9] for details. The functions
φ̃(x), ψ̃(x), ψ(x), and φ(x) are plotted in Figure 6 for ‘bio2.2’ (both wavelet and dual
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wavelet have vanishing moments) and iter = 4.


—————————————————————————————————————
The Bi-orthogonal wavelet system generalize the classical orthogonal wavelet sys-
tem. It have one additional degree of freedom is the possibility to construct symmetric
wavelet function. Since it is invertible, the perfect reconstruction and symmetric wavelet
functions exist in biorthogonal wavelets, more details see [9]. Biorthogonal wavelets are
mostly used in image compression and solving partial differential equation [19].

2.8 Interpolating wavelet


Interpolating wavelets are independently discovered by Donoho [20] and Harten [21].
Interpolating wavelets are based on the interpolating subdivision scheme of Deslauriers
and Dubuc [22]. The scaling functions {φjk |j ≥ 0, k ∈ V j }, are called interpolating, if a
set of points {xjk |j ≥ 0, k ∈ V j }, with xjk = xj+1
2k exists, so that

∀k, k  ∈ V j : φjk (xjk ) = δk,k .

In the case of interpolating scaling functions, we can always take the dual scaling
functions to be Dirac distributions, φ̃jk = δ(x − xjk ) which is necessarily biorthogonal.
The set of filters resulting from interpolating scaling functions, can be seen as a dual
lifting of the Lazy wavelet [23]. So we have an interpolating multiresolution analysis
which is dually lifted from the Lazy wavelet transform [23] is an orthogonal transform
that simple subsamples the coefficients. The filters of the Lazy wavelet transform are
given as
ajk,l = ãjk,l = δk,l and bjk,l = b̃jk,l = δm,l .

INDIAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS Vol. 4, Issue 1, Jan-June 2013
10 Mani Mehra and Ratikanta Behera

This wavelet has many advantages such as compact support, linear phase, high regularity,
and finite digit of filters. One of the disadvantage is that, they do not have any vanishing
moments and thus do not form a Riesz basis for L2 (R). This wavelet is mostly used in
solving partial differential equation [24] and in image compression.

2.9 Second Generation wavelet


Second generation wavelets are a generalization of our traditional wavelets, which are
more easily applied to functions defined on domains more general than Rn . The main
advantage of using second generation wavelets is that wavelets can be custom designed for
complex domains and irregular sampling. The construction of second generation wavelet
is done with the help of the lifting scheme [25].
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Analysis scaling function (phiA) Analysis wavelet function (psiA)


1.5 0.5
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0
1
−0.5
0.5
−1

0 −1.5
−0.5 0 0.5 1 1.5 0 1 2 3
Synthesis scaling function (phiS) Synthesis wavelet function (psiS)
1.5 2

1 1
0.5
0
0
−1
−0.5
0 1 2 3 0 0.5 1

Figure 7:

Lifting scheme is an efficient algorithm to calculate wavelet transforms and it allows


the construction of second generation wavelets [23, 26]. Second generation wavelets are
widely used in solving a broad range of problems, e.g. wavelets on bounded domains,

INDIAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS Vol. 4, Issue 1, Jan-June 2013
Applications and Properties of different Kind of Wavelet 11

wavelets on curves and surfaces, wavelets and irregular sampling [27] etc.

Lifting scheme has more advantages i.e. It is very easy to learning because does
not rely on the Fourier transform and its allows a faster implementation of the wavelet
transform, and its also allows a fully in-place calculation of the wavelet transform means
its no need extra auxiliary memory and immediately inversible and its works well for a
bounded domain.

—————————————————————————————————————
The MATLAB function
lshaar=liftwave(‘haar’);
els = {‘p’, [-0.125 0.125], 0};
lsnew = addlift(lshaar, els);
[ai , bi , ãi , b˜i ] =ls2filt(lsnew);
bswfun(ai , bi , ãi , b˜i , ‘plot’);
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where ai , bi , ãi and b˜i are low pass and high pass filter coefficients. The analysis scaling
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and wavelet function are plotted at the top of Figure 7. The synthesis scaling and wavelet
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function are plotted in Figure 7 at the bottom.


—————————————————————————————————————

3 Comparison of wavelets
Generally we divide wavelets in four categories in Figure 8. Where the crude wavelet
means “A wavelet is said to be crude when satisfying only the admissibility condition

( −∞ ψ(x)dx = 0, which ensures that the inverse transform and Parseval formula are
applicable)”, see details in [9, 28]. Moreover, Complex wavelet, Infinitely regular wavelet
and compactly supported wavelet are other categories. Then we point out which wavelet
are belongs in which category. Moreover, we also discuss the main advantages and
disadvantage of these different categories wavelets are explained in Table 1. Finally,
we compare the properties of different type of wavelet is in Table 2.

INDIAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS Vol. 4, Issue 1, Jan-June 2013
12 Mani Mehra and Ratikanta Behera

WAVELETS

CRUDE WAVELET COMPLEX WAVELET INFINITELY REGULAR WAVELET COMPACTLY SUPPORTED WAVELET

MEYER WAVELET ORTHOGONAL WAVELET BIORTHOGONAL WAVELET


SHANNON WAVELET

COMPLEX SHANNON WAVELET


MEXICAN WAVELET DAUBECHIES WAVELET

BíSPLINE WAVELET
COMPLEX MORLET WAVELET
MORLET WAVELET COIFLETS WAVELET

COMPLEX FREQUANCY BíSPLINE WAVELET


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Figure 8:
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Category of Wavelets Advantages Disadvantages

Crude wavelet Symmetric and Fast algorithm and


ψ has explicit expression reconstraction is unavaible
Complex wavelet Symmetric Fast algorithm and
ψ has explicit expression reconstraction is unavaible
Infinitely regular wavelet Symmetry, infinite regularity Fast algorithm unavailable

Orthogonal and compactly Compactly supported, Poor regularity


supported wavelet vanishing moments
and FIR filters
Symmetry with FIR filters,
Biorthogonal and desirable properties for Orthogonality is lost
compactly supported decomposition and reconstruction
wavelet are split and nice allocation
is possible

Table 1

INDIAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS Vol. 4, Issue 1, Jan-June 2013
Applications and Properties of different Kind of Wavelet 13

Property dbM coifN Shan meyr mexh morl bior

Infinity regularity × ×     ×
Arbitary regularity   × × × × 
Compactly supported   × × × × ×
orthogonal wavelet
Compactly supported × × × × × × 
biorthogonal wavelet
Symmetry × ×     
Anti Symmetry  × × × × × ×
Near Symmetry ×  × × × × ×
Arbitary number
of   × × × × 
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vanishing moment
Vanishing moments ×  × × × × ×
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of φ
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Existence of φ   ×  × × 
Orthogonal Analysis   ×  × × ×
Bi-orthogonal analysis   ×  × × 
Extract      ≈ 
Reconstruction
FIR filter   × × × × 
Continues transform   ×    
Discrete transform   ×  × × 
Fast Algorithm   × × × × 
Explicit Expression × ×  ×   for
splines
(dbN = Daubechies wavelet, coifN = Coiflet wavelet, shan = Shannon wavelet, meyr = Meyer wavelet, mexh = Mexican
hat wavelet, morl = Morlet wavelet, bior = Biorthogonal wavelet)

Table 2

INDIAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS Vol. 4, Issue 1, Jan-June 2013
14 Mani Mehra and Ratikanta Behera

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