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2. Some relevant properties of wavelets

  The Fourier transformation decomposes a signal into sines and cosines of different frequencies. The wavelet transformation acts similarly, but instead of non-local, strictly periodic sines and cosines, it uses a set of spatially localized functions tex2html_wrap_inline1240 called wavelets (Daubechies 1988; Meyer 1993; see Press et al. 1992 for a simple introduction to the subject). The wavelets are constructed by translating and dilating a mother wavelet tex2html_wrap_inline1242
equation239
where the scale parameter a plays the role of a frequency and b is the position parameter. By increasing a, the wavelet tex2html_wrap_inline1240 is broadened, while changing b translates it along the x-axis. The set of parameters (a,b) describes a point in the so called scale-space plane.

The continuous wavelet transform of a function f(x), tex2html_wrap_inline1260, is defined by
equation249
It is invertible (Grossmann & Morlet 1984) and the function f(x) can be recovered by evaluating the double integral:
 equation258
Note that, unlike the Fourier transform, the wavelet transform is not\ its own inverse. This implies that a signal may be transformed several times using wavelets and be further decomposed at each transformation. Such a sheme of repeated application of the wavelet transform leads to the splitting algorithm of a wavelet packets analysis (Wickerhauser 1991, 1994; Chui 1992b) which lies at the heart of the technique we propose.

For practical applications, the continuous set of parameters (a,b), must be discretized (Daubechies 1988; Mallat 1989). The parameterization of the discrete (a,b) pairs is of crucial significance to the discrete wavelet transform and especially to the stability of the reconstruction algorithm (Daubechies 1990). For most of the parameterizations of (a,b) the set of tex2html_wrap_inline1270 is highly redundant, i.e. each subset of them can be generated by linear combinations of the others (Daubechies et al. 1986). Although in such cases the reconstruction is not exact anymore, such a decomposition has a remarkable advantage when considering de-noising applications (Daubechies 1990).

The particular class of non-orthogonal 1-D wavelets and the corresponding discrete wavelet transform together with the numerical algorithm we have used was proposed by Mallat & Zhong (1992, see their Appendix A). The multi-level decomposition described in Sect. 3.2 (click here) is a direct application of wavelet-packets using this particular kind of base functions.


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