ABSTRACT. This paper is essentially tutorial in nature. We show how any discrete wavelet transform or two band subband filtering with finite filters can be decomposed into a finite sequence of simple filter-ing steps, which we call lifting steps but that are also known as ladder structures. This decomposition corresponds to a factorization of the polyphase matrix of the wavelet or subband filters into elementary matrices. That such a factorization is possible is well-known to algebraists (and expressed by the formula); it is also used in linear systems theory in the electrical engineering community. We present here a self-contained derivation, building the decomposition from basic principles such as the Euclidean algorithm, with a focus on applying it to wavelet filtering. This factorization provides an alternative for the lattice factorization, with the advantage that it can also be used in the biorthogonal, i.e, non-unitary case. Like the lattice factorization, the decomposition presented here asymptotically re-duces the computational complexity of the transform by a factor two. It has other applications, such as the possibility of defining a wavelet-like transform that maps integers to integers. 1.

. We present the lifting scheme, a simple construction of second generation wavelets, wavelets that are not necessarily translates and dilates of one fixed function. Such wavelets can be adapted to intervals, domains, surfaces, weights, and irregular samples. We show how the lifting scheme leads to a faster, in-place calculation of the wavelet transform. Several examples are included. Key words. wavelet, multiresolution, second generation wavelet, lifting scheme AMS subject classifications. 42C15 1. Introduction. Wavelets form a versatile tool for representing general functions or data sets. Essentially we can think of them as data building blocks. Their fundamental property is that they allow for representations which are efficient and which can be computed fast. In other words, wavelets are capable of quickly capturing the essence of a data set with only a small set of coefficients. This is based on the fact that most data sets have correlation both in time (or space) and frequenc...

Abstract not found

Wavelets have been making an appearance in many pure and applied areas of science and engineering. Computer graphics with its many and varied computational problems has been no exception to this rule. In these notes we will attempt to motivate and explain the basic ideas behind wavelets and what makes them so successful in application areas. The main

A wavelet-based tool for the analysis of long-range dependence and a related semi-parametric estimator of the Hurst parameter is introduced. The estimator is shown to be unbiased under very general conditions, and efficient under Gaussian assumptions. It can be implemented very efficiently allowing the direct analysis of very large data sets, and is highly robust against the presence of deterministic trends, as well as allowing their detection and identification. Statistical, computational, and numerical comparisons are made against traditional estimators including that of Whittle. The estimator is used to perform a thorough analysis of the long-range dependence in Ethernet traffic traces. New features are found with important implications for the choice of valid models for performance evaluation. A study of mono versus multifractality is also performed, and a preliminary study of the stationarity with respect to the Hurst parameter and deterministic trends.

In a previous paper, we proposed a general Fourier method that provides an accurate prediction of the approximation error, irrespective of the scaling properties of the approximating functions. Here, we apply our results when these functions satisfy the usual two-scale relation encountered in dyadic multiresolution analysis. As a consequence of this additional constraint, the quantities introduced in our previous paper can be computed explicitly as a function of the refinement filter. This is, in particular, true for the asymptotic expansion of the approximation error for biorthonormal wavelets as the scale tends to zero. One of the contributions of this paper is the computation of sharp, asymptotically optimal upper bounds for the least-squares approximation error. Another contribution is the application of these results to B-splines and Daubechies scaling functions, which yields explicit asymptotic developments and upper bounds. Thanks to these explicit expressions, we can quantify ...

We investigate the approximation properties of general polynomial preserving operators that approximate a function into some scaled subspace of L² via an appropriate sequence of inner products. In particular, we consider integer shift-invariant approximations such as those provided by splines and wavelets, as well as finite elements and multi-wavelets which use multiple generators. We estimate the approximation error as a function of the scale parameter T when the function to approximate is sufficiently regular. We then present a generalized sampling theorem, a result that is rich enough to provide tight bounds as well as asymptotic expansions of the approximation error as a function of the sampling step T. Another more theoretical consequence is the proof of a conjecture by Strang and Fix, which states the equivalence between the order of a multi-wavelet space and the order of a particular subspace generated by a single function. Finally, we consider refinable generating functions and use the two-scale relation to obtain explicit formulae for the coefficients of the asymptotic development of the error. The leading constants are easily computable and can be the basis for the comparison of the approximation power of wavelet and multi-wavelet expansions of a given order L.

Tight frames and rank-one quantum measurements are shown to be intimately related. In fact, the family of normalized tight frames for the space in which a quantum mechanical system lies is precisely the family of rank-one generalized quantum measurements (POVMs) on that space. Using this relationship, frame-theoretical analogues of various quantum-mechanical concepts and results are developed. The analogue of a least-squares quantum measurement is a tight frame that is closest in a least-squares sense to a given set of vectors. The least-squares tight frame is found for both the case in which the scaling of the frame is specified (constrained least-squares frame (CLSF)) and the case in which the scaling is free (unconstrained least-squares frame (ULSF)). The wellknown canonical frame is shown to be proportional to the ULSF and to coincide with the CLSF with a certain scaling. Finally, the canonical frame vectors corresponding to a geometrically uniform vector set are shown to be geometrically uniform and to have the same symmetries as the original vector set.

We introduce a new class of frames with strong symmetry properties called geometrically uniform frames (GU), that are defined over an abelian group of unitary matrices and are gen-erated by a single generating vector. The notion of GU frames is then extended to compound GU (CGU) frames which are generated by an abelian group of unitary matrices using multiple generating vectors. The dual frame vectors and canonical tight frame vectors associated with GU frames are shown to be GU and therefore generated by a single generating vector, which can be computed very efficiently using a Fourier transform defined over the generating group of the frame. Simi-larly, the dual frame vectors and canonical tight frame vectors associated with CGU frames are shown to be CGU. The impact of removing single or multiple elements from a GU frame is considered. A systematic method for constructing optimal GU frames from a given set of frame vectors that are not GU is also developed. Finally, the Euclidean distance properties of GU frames are discussed and conditions are derived on the abelian group of unitary matrices to yield GU frames with strictly positive distance spectrum irrespective of the generating vector.

In this paper, we introduce vector-valued multiresolution analysis and vector-valued wavelets for vector-valued signal spaces. We construct vector-valued wavelets by using paraunitary vector filter bank theory. In particular, we construct vector-valued Meyer wavelets that are bandlimited. We classify and construct vector-valued wavelets with sampling property. As an application of vector-valued wavelets, multiwavelets can be constructed from vector-valued wavelets. We show that certain linear combinations of known scalar-valued wavelets may yield multiwavelets. We then present discrete vector wavelet transforms for discrete-time vector-valued (or blocked) signals, which can be thought of as a family of unitary vector transforms. In applications of vector wavelet transforms in two dimensional transform theory, the nonseparability can be easily handled. 1 Introduction Wavelet theory has been studied extensively in both theory and applications in the last ten years. The main advantage of...