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TheDaubechies wavelets, based on the work ofIngrid Daubechies, are a family oforthogonal wavelets defining adiscrete wavelet transform and characterized by a maximal number of vanishingmoments for some givensupport. With each wavelet type of this class, there is a scaling function (called thefather wavelet) which generates an orthogonalmultiresolution analysis.
In general the Daubechies wavelets are chosen to have the highest numberA of vanishing moments, (this does not imply the best smoothness) for given support width (number of coefficients) 2A.[1] There are two naming schemes in use, DN using the length or number oftaps[clarification needed], and dbA referring to the number of vanishing moments. So D4 and db2 are the same wavelet transform.
Among the 2A−1 possible solutions of the algebraic equations for the moment and orthogonality conditions, the one is chosen whose scaling filter has extremal phase. The wavelet transform is also easy to put into practice using thefast wavelet transform. Daubechies wavelets are widely used in solving a broad range of problems, e.g. self-similarity properties of a signal orfractal problems, signal discontinuities, etc.
The Daubechies wavelets are not defined in terms of the resulting scaling and wavelet functions; in fact, they are not possible to write down inclosed form. The graphs below are generated using thecascade algorithm, a numeric technique consisting of inverse-transforming [1 0 0 0 0 ... ] an appropriate number of times.
| Scaling and wavelet functions | ![]() | ![]() | |
| Amplitudes of the frequency spectra of the above functions | ![]() | ![]() |
Note that the spectra shown here are not the frequency response of the high and low pass filters, but rather the amplitudes of the continuous Fourier transforms of the scaling (blue) and wavelet (red) functions.
Daubechies orthogonal wavelets D2–D20 resp. db1–db10 are commonly used. Each wavelet has a number ofzero moments orvanishing moments equal to half the number of coefficients. For example, D2 has one vanishing moment, D4 has two, etc. A vanishing moment limits the wavelets ability to representpolynomial behaviour or information in a signal. For example, D2, with one vanishing moment, easily encodes polynomials of one coefficient, or constant signal components. D4 encodes polynomials with two coefficients, i.e. constant and linear signal components; and D6 encodes 3-polynomials, i.e. constant, linear andquadratic signal components. This ability to encode signals is nonetheless subject to the phenomenon ofscale leakage, and the lack of shift-invariance, which arise from the discrete shifting operation (below) during application of the transform. Sub-sequences which represent linear,quadratic (for example) signal components are treated differently by the transform depending on whether the points align with even- or odd-numbered locations in the sequence. The lack of the important property ofshift-invariance, has led to the development of several different versions of ashift-invariant (discrete) wavelet transform.
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Both the scaling sequence (low-pass filter) and the wavelet sequence (band-pass filter) (seeorthogonal wavelet for details of this construction) will here be normalized to have sum equal 2 and sum of squares equal 2. In some applications, they are normalised to have sum, so that both sequences and all shifts of them by an even number of coefficients are orthonormal to each other.
Using the general representation for a scaling sequence of an orthogonal discrete wavelet transform with approximation orderA,
withN = 2A,p having real coefficients,p(1) = 1 and deg(p) = A − 1, one can write the orthogonality condition as
or equally as
with the Laurent-polynomial
generating all symmetric sequences and Further,P(X) stands for the symmetric Laurent-polynomial
Since
P takes nonnegative values on the segment [0,2].
Equation (*) has one minimal solution for eachA, which can be obtained by division in the ring of truncatedpower series inX,
Obviously, this has positive values on (0,2).
The homogeneous equation for (*) is antisymmetric aboutX = 1 and has thus the general solution
withR some polynomial with real coefficients. That the sum
shall be nonnegative on the interval [0,2] translates into a set of linear restrictions on the coefficients ofR. The values ofP on the interval [0,2] are bounded by some quantity maximizingr results in a linear program with infinitely many inequality conditions.
To solve
forp one uses a technique called spectral factorization resp. Fejér-Riesz-algorithm. The polynomialP(X) splits into linear factors
Each linear factor represents a Laurent-polynomial
that can be factored into two linear factors. One can assign either one of the two linear factors top(Z), thus one obtains 2N possible solutions. For extremal phase one chooses the one that has all complex roots ofp(Z) inside or on the unit circle and is thus real.
For Daubechies wavelet transform, a pair of linear filters is used. Each filter of the pair should be aquadrature mirror filter. Solving the coefficient of the linear filter using the quadrature mirror filter property results in the following solution for the coefficient values for filter of order 4.
Below are the coefficients for the scaling functions for D2-20. The wavelet coefficients are derived by reversing the order of thescaling function coefficients and then reversing the sign of every second one, (i.e., D4 wavelet {−0.1830127, −0.3169873, 1.1830127, −0.6830127}). Mathematically, this looks like wherek is the coefficient index,b is a coefficient of the wavelet sequence anda a coefficient of the scaling sequence.N is the wavelet index, i.e., 2 for D2.
| D2 (Haar) | D4 | D6 | D8 | D10 | D12 | D14 | D16 | D18 | D20 |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 0.6830127 | 0.47046721 | 0.32580343 | 0.22641898 | 0.15774243 | 0.11009943 | 0.07695562 | 0.05385035 | 0.03771716 |
| 1 | 1.1830127 | 1.14111692 | 1.01094572 | 0.85394354 | 0.69950381 | 0.56079128 | 0.44246725 | 0.34483430 | 0.26612218 |
| 0.3169873 | 0.650365 | 0.89220014 | 1.02432694 | 1.06226376 | 1.03114849 | 0.95548615 | 0.85534906 | 0.74557507 | |
| −0.1830127 | −0.19093442 | −0.03957503 | 0.19576696 | 0.44583132 | 0.66437248 | 0.82781653 | 0.92954571 | 0.97362811 | |
| −0.12083221 | −0.26450717 | −0.34265671 | −0.31998660 | −0.20351382 | −0.02238574 | 0.18836955 | 0.39763774 | ||
| 0.0498175 | 0.0436163 | −0.04560113 | −0.18351806 | −0.31683501 | −0.40165863 | −0.41475176 | −0.35333620 | ||
| 0.0465036 | 0.10970265 | 0.13788809 | 0.1008467 | 6.68194092 × 10−4 | −0.13695355 | −0.27710988 | |||
| −0.01498699 | −0.00882680 | 0.03892321 | 0.11400345 | 0.18207636 | 0.21006834 | 0.18012745 | |||
| −0.01779187 | −0.04466375 | −0.05378245 | −0.02456390 | 0.043452675 | 0.13160299 | ||||
| 4.71742793 × 10−3 | 7.83251152 × 10−4 | −0.02343994 | −0.06235021 | −0.09564726 | −0.10096657 | ||||
| 6.75606236 × 10−3 | 0.01774979 | 0.01977216 | 3.54892813 × 10−4 | −0.04165925 | |||||
| −1.52353381 × 10−3 | 6.07514995 × 10−4 | 0.01236884 | 0.03162417 | 0.04696981 | |||||
| −2.54790472 × 10−3 | −6.88771926 × 10−3 | −6.67962023 × 10−3 | 5.10043697 × 10−3 | ||||||
| 5.00226853 × 10−4 | −5.54004549 × 10−4 | −6.05496058 × 10−3 | −0.01517900 | ||||||
| 9.55229711 × 10−4 | 2.61296728 × 10−3 | 1.97332536 × 10−3 | |||||||
| −1.66137261 × 10−4 | 3.25814671 × 10−4 | 2.81768659 × 10−3 | |||||||
| −3.56329759 × 10−4 | −9.69947840 × 10−4 | ||||||||
| 5.5645514 × 10−5 | −1.64709006 × 10−4 | ||||||||
| 1.32354367 × 10−4 | |||||||||
| −1.875841 × 10−5 |
Parts of the construction are also used to derive the biorthogonalCohen–Daubechies–Feauveau wavelets (CDFs).
While software such asMathematica supports Daubechies wavelets directly[2] a basic implementation is possible inMATLAB (in this case, Daubechies 4). This implementation uses periodization to handle the problem of finite length signals. Other, more sophisticated methods are available, but often it is not necessary to use these as it only affects the very ends of the transformed signal. The periodization is accomplished in the forward transform directly in MATLAB vector notation, and the inverse transform by using thecircshift() function:
It is assumed thatS, a column vector with an even number of elements, has been pre-defined as the signal to be analyzed. Note that the D4 coefficients are [1 + √3, 3 + √3, 3 − √3, 1 − √3]/4.
N=length(S);sqrt3=sqrt(3);s_odd=S(1:2:N-1);s_even=S(2:2:N);s=(sqrt3+1)*s_odd+(3+sqrt3)*s_even+(3-sqrt3)*[s_odd(2:N/2);s_odd(1)]+(1-sqrt3)*[s_even(2:N/2);s_even(1)];d=(1-sqrt3)*[s_odd(N/2);s_odd(1:N/2-1)]+(sqrt3-3)*[s_even(N/2);s_even(1:N/2-1)]+(3+sqrt3)*s_odd+(-1-sqrt3)*s_evens=s/(4*sqrt(2));d=d/(4*sqrt(2));
d1=d*((sqrt(3)-1)/sqrt(2));s2=s*((sqrt(3)+1)/sqrt(2));s1=s2+circshift(d1,-1);S(2:2:N)=d1+sqrt(3)/4*s1+(sqrt(3)-2)/4*circshift(s1,1);S(1:2:N-1)=s1-sqrt(3)*S(2:2:N);
It was shown byAli Akansu in 1990 that thebinomial quadrature mirror filter bank (binomial QMF) is identical to the Daubechies wavelet filter, and its performance was ranked among known subspace solutions from a discrete-time signal processing perspective.[3][4] It was an extension of the prior work onbinomial coefficient andHermite polynomials that led to the development of the Modified Hermite Transformation (MHT) in 1987.[5][6] The magnitude square functions ofBinomial-QMF filters are the unique maximally flat functions in a two-band perfect reconstruction QMF (PR-QMF) design formulation that is related to the wavelet regularity in the continuous domain.[7][8]