What is a Multiresolution Analysis?



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What is a Multiresolution Analysis?

  Multiresolution analysis (MRA) was formulated based on the study of orthonormal, compactly supported wavelet bases.   Wavelets theory and its applications are rapidly developing fields in applied mathematics and signal analysis. Wavelet basis representation of certain signals show advantages over the traditional Fourier basis representation both theoretically and practically. The MRA concept was initiated by Meyer [12] and Mallat [11], which provides a natural framework for the understanding of wavelet bases. Here, I give a brief description of orthonormal, compactly supported wavelet bases; detailed information can be found, for example, in Daubechies [6] and Jawerth and Sweldens [10].

An orthonormal, compactly supported wavelet basis of is formed by the dilation and translation of a single function , called the wavelet function:

 

where is the set of integers. In equation (1), the function has vanishing moments up to order , and it satisfies the following ``two-scale'' difference equation,

 

The wavelet function has a companion, the scaling function , which also forms a set of orthonormal bases of ,

 

The scaling function satisfies,

and the ``two-scale difference'' equation,

 

In equations (2) and (5), two coefficient sets and have the same finite length for a certain basis, where is related to the number of vanishing moments in . For example, equals in the Daubechies wavelets.   In the wavelet representation of signals, behaves as a low-pass filter and behaves as a high-pass filter to signals. These two filters are related by

and are called quadrature mirror filters (QMF). An extensive study of the QMF can be found in [13].

 

 


: Illustration of the sequence of multiresolution analysis subspaces . is the orthogonal complement of in . Space represents the space that contains the finest resolution data, and .

The MRA of is a set of nested, closed subspaces , such that

where the basis for the subspace is a set of orthonormal, translated functions, and each of these functions sets is a fixed dilation of the scaling function, . Therefore, these subspaces have the property

Defining to be the orthogonal complement of in , they are related by

The wavelet basis , as in equations (1) and (2), forms the orthonormal basis of the subspace . Therefore, for , we can have

 

Figure 1 illustrates the nesting of subspaces and their orthogonal complements . In Figure 1, contains the original data which has the finest resolution; the projection of the data on has increasingly coarser resolution. In this paper, the data projected onto the subspace is referred as the decomposition of data at resolution level .

We define the projection of a function on to be . Then the th resolution level of the function has the form

 

where is the projection of the function on the basis ; that is,

Next, define the projection of on the subspace to be

 

where is the projection of function on the basis

Then, equation (10) implies that the original function can be represented by

 

 

 


: Decomposition of a Ricker wavelet at increasingly coarser resolution levels. The bases of the decompositions are Daubechies wavelets with and vanishing moments for the left and right figure respectively. The first traces represents the signal at the finest level, which is the original signal.

Figure 2 shows the decomposition of a simple synthetic seismic trace at various resolution levels for two different wavelet functions. The original trace is a Ricker wavelet,   i.e. a normalized second-order derivative of a Gaussian function, with a peak frequency of Hz. The left figure shows the decomposition by a Daubechies orthonormal basis with vanishing moments, while the right figure shows the same decomposition with vanishing moments. The Ricker wavelet () is the left most trace in each box, while the remaining traces correspond to of equation (11), where , respectively. From Figure 2, it can be seen that the decomposed traces contains progressively lower frequencies with the increase of decomposition levels while the major features of the original signal are preserved. Comparing the two plots in Figure 2, we also observe that the increasing the number of vanishing moments increases the smoothness of the decomposed signal.



next up previous
Next: A Symmetric and Up: Multiresolution Analysis Previous: Multiresolution Analysis




Wed Apr 26 10:31:45 MDT 1995