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Multiresolution approximations and wavelet orthonormal bases of 𝐿²(𝑅)

Transactions of the American Mathematical Society · 1989 · Vol. 315(1) · pp. 69–87
Stéphane Mallat

Abstract

A multiresolution approximation is a sequence of embedded vector spaces <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="left-parenthesis bold upper V Subscript j Baseline right-parenthesis Subscript j element-of z"> <mml:semantics> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mo stretchy="false">(</mml:mo> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:msub> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi mathvariant="bold">V</mml:mi> </mml:mrow> </mml:mrow> <mml:mi>j</mml:mi> </mml:msub> </mml:mrow> <mml:msub> <mml:mo stretchy="false">)</mml:mo> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi>j</mml:mi> <mml:mo>∈</mml:mo> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mtext>z</mml:mtext> </mml:mrow> </mml:mrow> </mml:msub> </mml:mrow> <mml:annotation encoding="application/x-tex">{({{\mathbf {V}}_j})_{j \in {\text {z}}}}</mml:annotation> </mml:semantics> </mml:math> </inline-formula> for approximating <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="bold upper L squared left-parenthesis bold upper R right-parenthesis"> <mml:semantics> <mml:mrow> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:msup> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi mathvariant="bold">L</mml:mi> </mml:mrow> </mml:mrow> <mml:mn>2</mml:mn> </mml:msup> </mml:mrow> <mml:mo stretchy="false">(</mml:mo> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi mathvariant="bold">R</mml:mi> </mml:mrow> </mml:mrow> <mml:mo stretchy="false">)</mml:mo> </mml:mrow> <mml:annotation encoding="application/x-tex">{{\mathbf {L}}^2}({\mathbf {R}})</mml:annotation> </mml:semantics> </mml:math> </inline-formula> functions. We study the properties of a multiresolution approximation and prove that it is characterized by a <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="2 pi"> <mml:semantics> <mml:mrow> <mml:mn>2</mml:mn> <mml:mi>π</mml:mi> </mml:mrow> <mml:annotation encoding="application/x-tex">2\pi</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-periodic function which is further described. From any multiresolution approximation, we can derive a function <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="psi left-parenthesis x right-parenthesis"> <mml:semantics> <mml:mrow> <mml:mi>ψ</mml:mi> <mml:mo stretchy="false">(</mml:mo> <mml:mi>x</mml:mi> <mml:mo stretchy="false">)</mml:mo> </mml:mrow> <mml:annotation encoding="application/x-tex">\psi (x)</mml:annotation> </mml:semantics> </mml:math> </inline-formula> called a wavelet such that <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="left-parenthesis StartRoot 2 Superscript j Baseline EndRoot psi left-parenthesis 2 Superscript j Baseline x minus k right-parenthesis right-parenthesis Subscript left-parenthesis k comma j right-parenthesis element-of z squared"> <mml:semantics> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mo stretchy="false">(</mml:mo> <mml:msqrt> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:msup> <mml:mn>2</mml:mn> <mml:mi>j</mml:mi> </mml:msup> </mml:mrow> </mml:msqrt> <mml:mi>ψ</mml:mi> <mml:mo stretchy="false">(</mml:mo> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:msup> <mml:mn>2</mml:mn> <mml:mi>j</mml:mi> </mml:msup> </mml:mrow> <mml:mi>x</mml:mi> <mml:mo>−</mml:mo> <mml:mi>k</mml:mi> <mml:mo stretchy="false">)</mml:mo> <mml:msub> <mml:mo stretchy="false">)</mml:mo> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mo stretchy="false">(</mml:mo> <mml:mi>k</mml:mi> <mml:mo>,</mml:mo> <mml:mi>j</mml:mi> <mml:mo stretchy="false">)</mml:mo> <mml:mo>∈</mml:mo> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:msup> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mtext>z</mml:mtext> </mml:mrow> <mml:mn>2</mml:mn> </mml:msup> </mml:mrow> </mml:mrow> </mml:msub> </mml:mrow> <mml:annotation encoding="application/x-tex">{(\sqrt {{2^j}} \psi ({2^j}x - k))_{(k,j) \in {{\text {z}}^2}}}</mml:annotation> </mml:semantics> </mml:math> </inline-formula> is an orthonormal basis of <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="bold upper L squared left-parenthesis bold upper R right-parenthesis"> <mml:semantics> <mml:mrow> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:msup> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi mathvariant="bold">L</mml:mi> </mml:mrow> </mml:mrow> <mml:mn>2</mml:mn> </mml:msup> </mml:mrow> <mml:mo stretchy="false">(</mml:mo> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi mathvariant="bold">R</mml:mi> </mml:mrow> </mml:mrow> <mml:mo stretchy="false">)</mml:mo> </mml:mrow> <mml:annotation encoding="application/x-tex">{{\mathbf {L}}^2}({\mathbf {R}})</mml:annotation> </mml:semantics> </mml:math> </inline-formula>. This provides a new approach for understanding and computing wavelet orthonormal bases. Finally, we characterize the asymptotic decay rate of multiresolution approximation errors for functions in a Sobolev space <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="bold upper H Superscript s"> <mml:semantics> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:msup> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi mathvariant="bold">H</mml:mi> </mml:mrow> </mml:mrow> <mml:mi>s</mml:mi> </mml:msup> </mml:mrow> <mml:annotation encoding="application/x-tex">{{\mathbf {H}}^s}</mml:annotation> </mml:semantics> </mml:math> </inline-formula>.

Funding

  • National Science Foundation
  • Defense Advanced Research Projects Agency
  • Office of Naval Research
  • H2020 European Research Council
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References
A theory for multiresolution signal decomposition: the wavelet representation
IEEE Transactions on Pattern Analysis and Machine Intelligence · 1989 · 20,882 citations
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