A Symmetric and Shift-Invariant Wavelet Basis



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A Symmetric and Shift-Invariant Wavelet Basis

In many applications, it is required that the processes applied to the obtained signals be shift-invariant. For example, in examining the multi-scale property in residual statics correction problems, it is important that the error-fitting function at each scale have a common - or at least close to common - global minimum. Therefore, we expect that the relative time-shifts among traces at each scale to be almost the same as it was in the original data, and that the waveforms not be deformed from one trace to another. However, the orthonormal wavelet bases representations are generally not shift-invariant. This shift-variance can be seen directly from the construction of their bases, equations (2) and (5), because of the change of step sizes among different scales in these definitions. Therefore, the Daubechies wavelet bases are not suitable for our purpose. Figure 3 shows ten copies of randomly shifted Ricker-wavelet traces, and their projections onto the subspace in the Daubechies bases with vanishing moments. The decomposed waveforms on the right of Figure 3 are deformed to different shapes among traces with different time-shifts, and they do not have the same relative time shifts of those shown on the left of Figure 3.

 

 


: Ten traces of randomly shifted Ricker-wavelet traces (left) and their decomposition at resolution level in the Daubechies wavelet bases with vanishing moments of (right).

 

 


: The decomposition of ten copies of randomly shifted Ricker-wavelet traces, in the shell of the Daubechies basis with vanishing moments, at resolution levels and . The original traces are shown on the left of Figure .

 

 


: The decomposition of ten copies of randomly shifted Ricker-wavelet traces, in the auto-correlation shell of Daubechies basis with vanishing moments, at resolution levels and . The original traces are shown on the left of Figure .

Saito and Beylkin [19] suggested using the shell of an orthonormal basis when shift-invariant is required. Without loss of generality, let us assume that the signal we consider having finite length . Consider a family of functions

where

 

 

where the functions and are a wavelet and scaling function, respectively. The new family of functions defined by equations (14 and (15 can also serve as bases for subspaces and in MRA. They are complete, but they are redundant and not orthonormal [18]. Therefore, the decomposition of a function in these bases is not unique. However, by forcing an additional constraint to the projection, a function may still be decomposed in the shell of an orthonormal basis much the same way as it was in an orthonormal wavelet basis itself. In this case, the basis functions in equations (11) and (12) are replaced by and .

The representation of signals using this family of bases are shift-invariant among different scales. Figure 4 shows the same numerical experiment as that in Figure 3, except using the shell of orthonormal bases expansion at resolution levels and . The relative time-shifts among traces are preserved while the waveforms are deformed to the same amount. However, the original symmetric waveforms are deformed to asymmetric waveforms. This deformation of the waveforms is not desirable, and may cause problems for some applications.

To overcome this problem, a family of symmetric, shift-invariant bases are introduced [19]. Let and be auto-correlation functions of scaling function and wavelet function respectively,

where and satisfy equations (2) and (5) respectively. Construct a family of bases

where

Now, we have an auto-correlation shell of an orthonormal basis that is both symmetric and shift-invariant. Figure 5 shows the expansion of shifted Ricker-wavelet traces in the auto-correlation shell of Daubechies basis. It can be seen that both the symmetry of the waveforms and the relative time-shifts are preserved at resolution levels and .

There exists a fast algorithm for expanding a function using the auto-correlation shell of orthonormal basis [19]. I only give the formulas of the discrete expansion; detailed derivation can be found in [19].

Suppose that and are the projected signal onto the subspaces and at the sampled positions respectively, that is

where is the sampling interval. Then, two symmetric filters, and are applied recursively to the signal we wish to decompose,

 

where , , and is the filter length in the ``two-scale difference'' equations of wavelet and scaling functions as in equations (2) and (5). In equation (20), is the number of samples of the signal and the filter coefficients and are,

 

and

 

In equations (21) and (22), coefficients are the correlation of the low-pass filter in equation (5),



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Wed Apr 26 10:31:45 MDT 1995