A wavelet is a
wave
In physics, mathematics, engineering, and related fields, a wave is a propagating dynamic disturbance (change from List of types of equilibrium, equilibrium) of one or more quantities. ''Periodic waves'' oscillate repeatedly about an equilibrium ...
-like
oscillation
Oscillation is the repetitive or periodic variation, typically in time, of some measure about a central value (often a point of equilibrium) or between two or more different states. Familiar examples of oscillation include a swinging pendulum ...
with an
amplitude
The amplitude of a periodic variable is a measure of its change in a single period (such as time or spatial period). The amplitude of a non-periodic signal is its magnitude compared with a reference value. There are various definitions of am ...
that begins at zero, increases or decreases, and then returns to zero one or more times. Wavelets are termed a "brief oscillation". A taxonomy of wavelets has been established, based on the number and direction of its pulses. Wavelets are imbued with specific properties that make them useful for
signal processing
Signal processing is an electrical engineering subfield that focuses on analyzing, modifying and synthesizing ''signals'', such as audio signal processing, sound, image processing, images, Scalar potential, potential fields, Seismic tomograph ...
.

For example, a wavelet could be created to have a frequency of
middle C and a short duration of roughly one tenth of a second. If this wavelet were to be
convolved with a signal created from the recording of a melody, then the resulting signal would be useful for determining when the middle C note appeared in the song. Mathematically, a wavelet correlates with a signal if a portion of the signal is similar.
Correlation
In statistics, correlation or dependence is any statistical relationship, whether causal or not, between two random variables or bivariate data. Although in the broadest sense, "correlation" may indicate any type of association, in statistics ...
is at the core of many practical wavelet applications.
As a mathematical tool, wavelets can be used to extract information from many kinds of data, including
audio signal
An audio signal is a representation of sound, typically using either a changing level of electrical voltage for analog signals or a series of binary numbers for Digital signal (signal processing), digital signals. Audio signals have frequencies i ...
s and images. Sets of wavelets are needed to analyze data fully. "Complementary" wavelets decompose a signal without gaps or overlaps so that the decomposition process is mathematically reversible. Thus, sets of complementary wavelets are useful in
wavelet-based compression/decompression algorithms, where it is desirable to recover the original information with minimal loss.
In formal terms, this representation is a
wavelet series representation of a
square-integrable function
In mathematics, a square-integrable function, also called a quadratically integrable function or L^2 function or square-summable function, is a real- or complex-valued measurable function for which the integral of the square of the absolute value ...
with respect to either a
complete
Complete may refer to:
Logic
* Completeness (logic)
* Completeness of a theory, the property of a theory that every formula in the theory's language or its negation is provable
Mathematics
* The completeness of the real numbers, which implies t ...
,
orthonormal
In linear algebra, two vectors in an inner product space are orthonormal if they are orthogonal unit vectors. A unit vector means that the vector has a length of 1, which is also known as normalized. Orthogonal means that the vectors are all perpe ...
set of
basis function
In mathematics, a basis function is an element of a particular basis for a function space. Every function in the function space can be represented as a linear combination of basis functions, just as every vector in a vector space can be represe ...
s, or an
overcomplete set or
frame of a vector space, for the
Hilbert space
In mathematics, a Hilbert space is a real number, real or complex number, complex inner product space that is also a complete metric space with respect to the metric induced by the inner product. It generalizes the notion of Euclidean space. The ...
of square-integrable functions. This is accomplished through
coherent states
In physics, specifically in quantum mechanics, a coherent state is the specific quantum state of the quantum harmonic oscillator, often described as a state that has dynamics most closely resembling the oscillatory behavior of a classical harmo ...
.
In
classical physics
Classical physics refers to physics theories that are non-quantum or both non-quantum and non-relativistic, depending on the context. In historical discussions, ''classical physics'' refers to pre-1900 physics, while '' modern physics'' refers to ...
, the diffraction phenomenon is described by the
Huygens–Fresnel principle
The Huygens–Fresnel principle (named after Netherlands, Dutch physicist Christiaan Huygens and France, French physicist Augustin-Jean Fresnel) states that every point on a wavefront is itself the source of spherical wavelets, and the secondary w ...
that treats each point in a propagating
wavefront
In physics, the wavefront of a time-varying ''wave field (physics), field'' is the set (locus (mathematics), locus) of all point (geometry), points having the same ''phase (waves), phase''. The term is generally meaningful only for fields that, a ...
as a collection of individual spherical wavelets. The characteristic bending pattern is most pronounced when a wave from a
coherent
Coherence is, in general, a state or situation in which all the parts or ideas fit together well so that they form a united whole.
More specifically, coherence, coherency, or coherent may refer to the following:
Physics
* Coherence (physics ...
source (such as a laser) encounters a slit/aperture that is comparable in size to its
wavelength
In physics and mathematics, wavelength or spatial period of a wave or periodic function is the distance over which the wave's shape repeats.
In other words, it is the distance between consecutive corresponding points of the same ''phase (waves ...
. This is due to the addition, or
interference
Interference is the act of interfering, invading, or poaching. Interference may also refer to:
Communications
* Interference (communication), anything which alters, modifies, or disrupts a message
* Adjacent-channel interference, caused by extra ...
, of different points on the wavefront (or, equivalently, each wavelet) that travel by paths of different lengths to the registering surface. Multiple,
closely spaced openings (e.g., a
diffraction grating
In optics, a diffraction grating is an optical grating with a periodic structure that diffraction, diffracts light, or another type of electromagnetic radiation, into several beams traveling in different directions (i.e., different diffractio ...
), can result in a complex pattern of varying intensity.
Etymology
The word ''wavelet'' has been used for decades in digital signal processing and exploration geophysics. The equivalent
French word ''ondelette'' meaning "small wave" was used by
Jean Morlet
Jean Morlet (; 13 January 1931 – 27 April 2007) was a French geophysicist who pioneered work in the field of wavelet analysis around the year 1975. He invented the term ''wavelet'' to describe the functions he was using. In 1981, Morlet worked w ...
and
Alex Grossmann
Alexander Grossmann (5 August 1930 – 12 February 2019) was a French-American physicist of Croatian origin.
Early life
Aleksandar Grossmann was born to a Jewish family in Zagreb, where he was attending a gymnasium when World War II in Yugoslav ...
in the early 1980s.
Wavelet theory
Wavelet theory is applicable to several subjects. All wavelet transforms may be considered forms of
time-frequency representation for
continuous-time
In mathematical dynamics, discrete time and continuous time are two alternative frameworks within which variables that evolve over time are modeled.
Discrete time
Discrete time views values of variables as occurring at distinct, separate "poi ...
(analog) signals and so are related to
harmonic analysis
Harmonic analysis is a branch of mathematics concerned with investigating the connections between a function and its representation in frequency. The frequency representation is found by using the Fourier transform for functions on unbounded do ...
. Discrete wavelet transform (continuous in time) of a
discrete-time
In mathematical dynamics, discrete time and continuous time are two alternative frameworks within which variables that evolve over time are modeled.
Discrete time
Discrete time views values of variables as occurring at distinct, separate "poi ...
(sampled) signal by using
discrete-time
In mathematical dynamics, discrete time and continuous time are two alternative frameworks within which variables that evolve over time are modeled.
Discrete time
Discrete time views values of variables as occurring at distinct, separate "poi ...
filterbanks of dyadic (octave band) configuration is a wavelet approximation to that signal. The coefficients of such a filter bank are called the shift and scaling coefficients in wavelets nomenclature. These filterbanks may contain either
finite impulse response
In signal processing, a finite impulse response (FIR) filter is a filter whose impulse response (or response to any finite length input) is of ''finite'' duration, because it settles to zero in finite time. This is in contrast to infinite impuls ...
(FIR) or
infinite impulse response
Infinite impulse response (IIR) is a property applying to many linear time-invariant systems that are distinguished by having an impulse response h(t) that does not become exactly zero past a certain point but continues indefinitely. This is in ...
(IIR) filters. The wavelets forming a
continuous wavelet transform
In mathematics, the continuous wavelet transform (CWT) is a formal (i.e., non-numerical) tool that provides an overcomplete representation of a signal by letting the translation and scale parameter of the wavelets vary continuously.
Definition
...
(CWT) are subject to the
uncertainty principle
The uncertainty principle, also known as Heisenberg's indeterminacy principle, is a fundamental concept in quantum mechanics. It states that there is a limit to the precision with which certain pairs of physical properties, such as position a ...
of Fourier analysis respective sampling theory: given a signal with some event in it, one cannot assign simultaneously an exact time and frequency response scale to that event. The product of the uncertainties of time and frequency response scale has a lower bound. Thus, in the
scaleogram
A spectrogram is a visual representation of the spectral density, spectrum of frequencies of a signal as it varies with time.
When applied to an audio signal, spectrograms are sometimes called sonographs, voiceprints, or voicegrams. When the ...
of a continuous wavelet transform of this signal, such an event marks an entire region in the time-scale plane, instead of just one point. Also, discrete wavelet bases may be considered in the context of other forms of the uncertainty principle.
Wavelet transforms are broadly divided into three classes: continuous, discrete and multiresolution-based.
Continuous wavelet transforms (continuous shift and scale parameters)
In
continuous wavelet transform
In mathematics, the continuous wavelet transform (CWT) is a formal (i.e., non-numerical) tool that provides an overcomplete representation of a signal by letting the translation and scale parameter of the wavelets vary continuously.
Definition
...
s, a given signal of finite energy is projected on a continuous family of frequency bands (or similar subspaces of the
''Lp'' function space
In mathematics, a function space is a set of functions between two fixed sets. Often, the domain and/or codomain will have additional structure which is inherited by the function space. For example, the set of functions from any set into a ve ...
''L''
2(R) ). For instance the signal may be represented on every frequency band of the form
'f'', 2''f''for all positive frequencies ''f'' > 0. Then, the original signal can be reconstructed by a suitable integration over all the resulting frequency components.
The frequency bands or subspaces (sub-bands) are scaled versions of a subspace at scale 1. This subspace in turn is in most situations generated by the shifts of one generating function ψ in ''L''
2(R), the ''mother wavelet''. For the example of the scale one frequency band
, 2this function is
with the (normalized)
sinc function
In mathematics, physics and engineering, the sinc function ( ), denoted by , has two forms, normalized and unnormalized..
In mathematics, the historical unnormalized sinc function is defined for by
\operatorname(x) = \frac.
Alternatively, ...
. That, Meyer's, and two other examples of mother wavelets are:
The subspace of scale ''a'' or frequency band
/''a'', 2/''a''is generated by the functions (sometimes called ''child wavelets'')
where ''a'' is positive and defines the scale and ''b'' is any real number and defines the shift. The pair (''a'', ''b'') defines a point in the right halfplane R
+ × R.
The projection of a function ''x'' onto the subspace of scale ''a'' then has the form
with ''wavelet coefficients''
For the analysis of the signal ''x'', one can assemble the wavelet coefficients into a
scaleogram
A spectrogram is a visual representation of the spectral density, spectrum of frequencies of a signal as it varies with time.
When applied to an audio signal, spectrograms are sometimes called sonographs, voiceprints, or voicegrams. When the ...
of the signal.
See a list of some
Continuous wavelets.
Discrete wavelet transforms (discrete shift and scale parameters, continuous in time)
It is computationally impossible to analyze a signal using all wavelet coefficients, so one may wonder if it is sufficient to pick a discrete subset of the upper halfplane to be able to reconstruct a signal from the corresponding wavelet coefficients. One such system is the
affine
Affine may describe any of various topics concerned with connections or affinities.
It may refer to:
* Affine, a Affinity_(law)#Terminology, relative by marriage in law and anthropology
* Affine cipher, a special case of the more general substi ...
system for some real parameters ''a'' > 1, ''b'' > 0. The corresponding discrete subset of the halfplane consists of all the points (''a
m'', ''nb a
m'') with ''m'', ''n'' in Z. The corresponding ''child wavelets'' are now given as
A sufficient condition for the reconstruction of any signal ''x'' of finite energy by the formula
is that the functions
form an
orthonormal basis
In mathematics, particularly linear algebra, an orthonormal basis for an inner product space V with finite Dimension (linear algebra), dimension is a Basis (linear algebra), basis for V whose vectors are orthonormal, that is, they are all unit vec ...
of ''L''
2(R).
Multiresolution based discrete wavelet transforms (continuous in time)
In any discretised wavelet transform, there are only a finite number of wavelet coefficients for each bounded rectangular region in the upper halfplane. Still, each coefficient requires the evaluation of an integral. In special situations this numerical complexity can be avoided if the scaled and shifted wavelets form a
multiresolution analysis
A multiresolution analysis (MRA) or multiscale approximation (MSA) is the design method of most of the practically relevant discrete wavelet transforms (DWT) and the justification for the algorithm of the fast wavelet transform (FWT). It was int ...
. This means that there has to exist an
auxiliary function
In mathematics, auxiliary functions are an important construction in transcendental number theory. They are functions that appear in most proofs in this area of mathematics and that have specific, desirable properties, such as taking the value ze ...
, the ''father wavelet'' φ in ''L''
2(R), and that ''a'' is an integer. A typical choice is ''a'' = 2 and ''b'' = 1. The most famous pair of father and mother wavelets is the
Daubechies 4-tap wavelet. Note that not every orthonormal discrete wavelet basis can be associated to a multiresolution analysis; for example, the Journe wavelet admits no multiresolution analysis.
From the mother and father wavelets one constructs the subspaces
The father wavelet
keeps the time domain properties, while the mother wavelets
keeps the frequency domain properties.
From these it is required that the sequence
forms a
multiresolution analysis
A multiresolution analysis (MRA) or multiscale approximation (MSA) is the design method of most of the practically relevant discrete wavelet transforms (DWT) and the justification for the algorithm of the fast wavelet transform (FWT). It was int ...
of ''L
2'' and that the subspaces
are the orthogonal "differences" of the above sequence, that is, ''W
m'' is the orthogonal complement of ''V
m'' inside the subspace ''V''
''m''−1,
In analogy to the
sampling theorem
Sampling may refer to:
*Sampling (signal processing), converting a continuous signal into a discrete signal
*Sample (graphics), Sampling (graphics), converting continuous colors into discrete color components
*Sampling (music), the reuse of a soun ...
one may conclude that the space ''V
m'' with sampling distance 2
''m'' more or less covers the frequency baseband from 0 to 1/2
''m''-1. As orthogonal complement, ''W
m'' roughly covers the band
''m''−1, 1/2''m''">/2''m''−1, 1/2''m''
From those inclusions and orthogonality relations, especially
, follows the existence of sequences
and
that satisfy the identities
so that
and
so that
The second identity of the first pair is a
refinement equation for the father wavelet φ. Both pairs of identities form the basis for the algorithm of the
fast wavelet transform
The fast wavelet transform is a mathematics, mathematical algorithm designed to turn a waveform or signal in the time domain into a sequence of coefficients based on an orthogonal basis of small finite waves, or wavelets. The transform can be easi ...
.
From the multiresolution analysis derives the orthogonal decomposition of the space ''L''
2 as
For any signal or function
this gives a representation in basis functions of the corresponding subspaces as
where the coefficients are
and
Time-causal wavelets
For processing temporal signals in real time, it is essential that the wavelet filters do not access signal values from the future as well as that minimal temporal latencies can be obtained. Time-causal wavelets representations have been developed by Szu et al and Lindeberg, with the latter method also involving a memory-efficient time-recursive implementation.
Mother wavelet
For practical applications, and for efficiency reasons, one prefers continuously differentiable functions with compact support as mother (prototype) wavelet (functions). However, to satisfy analytical requirements (in the continuous WT) and in general for theoretical reasons, one chooses the wavelet functions from a subspace of the
space
Space is a three-dimensional continuum containing positions and directions. In classical physics, physical space is often conceived in three linear dimensions. Modern physicists usually consider it, with time, to be part of a boundless ...
This is the space of
Lebesgue measurable
In measure theory, a branch of mathematics, the Lebesgue measure, named after French mathematician Henri Lebesgue, is the standard way of assigning a measure to subsets of higher dimensional Euclidean '-spaces. For lower dimensions or , it coin ...
functions that are both
absolutely integrable
Absolutely may refer to:
* ''Absolutely'' (Boxer album), the second rock music album recorded by the band Boxer
* ''Absolutely'' (Madness album), the 1980 second album from the British ska band Madness
* ''Absolutely'' (ABC album), a comprehensi ...
and
square integrable
In mathematics, a square-integrable function, also called a quadratically integrable function or L^2 function or square-summable function, is a real- or complex-valued measurable function for which the integral of the square of the absolute value ...
in the sense that
and
Being in this space ensures that one can formulate the conditions of zero mean and square norm one:
is the condition for zero mean, and
is the condition for square norm one.
For ''ψ'' to be a wavelet for the
continuous wavelet transform
In mathematics, the continuous wavelet transform (CWT) is a formal (i.e., non-numerical) tool that provides an overcomplete representation of a signal by letting the translation and scale parameter of the wavelets vary continuously.
Definition
...
(see there for exact statement), the mother wavelet must satisfy an admissibility criterion (loosely speaking, a kind of half-differentiability) in order to get a stably invertible transform.
For the
discrete wavelet transform
In numerical analysis and functional analysis
Functional analysis is a branch of mathematical analysis, the core of which is formed by the study of vector spaces endowed with some kind of limit-related structure (for example, Inner product sp ...
, one needs at least the condition that the
wavelet series is a representation of the identity in the
space
Space is a three-dimensional continuum containing positions and directions. In classical physics, physical space is often conceived in three linear dimensions. Modern physicists usually consider it, with time, to be part of a boundless ...
''L''
2(R). Most constructions of discrete WT make use of the
multiresolution analysis
A multiresolution analysis (MRA) or multiscale approximation (MSA) is the design method of most of the practically relevant discrete wavelet transforms (DWT) and the justification for the algorithm of the fast wavelet transform (FWT). It was int ...
, which defines the wavelet by a scaling function. This scaling function itself is a solution to a functional equation.
In most situations it is useful to restrict ψ to be a continuous function with a higher number ''M'' of vanishing moments, i.e. for all integer ''m'' < ''M''
The mother wavelet is scaled (or dilated) by a factor of ''a'' and translated (or shifted) by a factor of ''b'' to give (under Morlet's original formulation):
For the continuous WT, the pair (''a'',''b'') varies over the full half-plane R
+ × R; for the discrete WT this pair varies over a discrete subset of it, which is also called ''affine group''.
These functions are often incorrectly referred to as the basis functions of the (continuous) transform. In fact, as in the continuous Fourier transform, there is no basis in the continuous wavelet transform. Time-frequency interpretation uses a subtly different formulation (after Delprat).
Restriction:
#
when and ,
#
has a finite time interval
Comparisons with Fourier transform (continuous-time)
The wavelet transform is often compared with the
Fourier transform
In mathematics, the Fourier transform (FT) is an integral transform that takes a function as input then outputs another function that describes the extent to which various frequencies are present in the original function. The output of the tr ...
, in which signals are represented as a sum of sinusoids. In fact, the
Fourier transform
In mathematics, the Fourier transform (FT) is an integral transform that takes a function as input then outputs another function that describes the extent to which various frequencies are present in the original function. The output of the tr ...
can be viewed as a special case of the continuous wavelet transform with the choice of the mother wavelet
.
The main difference in general is that wavelets are localized in both time and frequency whereas the standard
Fourier transform
In mathematics, the Fourier transform (FT) is an integral transform that takes a function as input then outputs another function that describes the extent to which various frequencies are present in the original function. The output of the tr ...
is only localized in
frequency
Frequency is the number of occurrences of a repeating event per unit of time. Frequency is an important parameter used in science and engineering to specify the rate of oscillatory and vibratory phenomena, such as mechanical vibrations, audio ...
. The
short-time Fourier transform
The short-time Fourier transform (STFT) is a Fourier-related transform used to determine the sinusoidal frequency and phase content of local sections of a signal as it changes over time. In practice, the procedure for computing STFTs is to divide ...
(STFT) is similar to the wavelet transform, in that it is also time and frequency localized, but there are issues with the frequency/time resolution trade-off.
In particular, assuming a rectangular window region, one may think of the STFT as a transform with a slightly different kernel
where
can often be written as
, where
and ''u'' respectively denote the length and temporal offset of the windowing function. Using
Parseval's theorem
In mathematics, Parseval's theorem usually refers to the result that the Fourier transform is unitary; loosely, that the sum (or integral) of the square of a function is equal to the sum (or integral) of the square of its transform. It originates ...
, one may define the wavelet's energy as
From this, the square of the temporal support of the window offset by time ''u'' is given by
and the square of the spectral support of the window acting on a frequency
Multiplication with a rectangular window in the time domain corresponds to convolution with a
function in the frequency domain, resulting in spurious
ringing artifacts
In signal processing, particularly digital image processing, ringing artifacts are Artifact (error), artifacts that appear as spurious signals near sharp transitions in a signal. Visually, they appear as bands or "ghosts" near edges; audibly, t ...
for short/localized temporal windows. With the continuous-time Fourier transform,
and this convolution is with a delta function in Fourier space, resulting in the true Fourier transform of the signal
. The window function may be some other
apodizing filter, such as a
Gaussian
Carl Friedrich Gauss (1777–1855) is the eponym of all of the topics listed below.
There are over 100 topics all named after this German mathematician and scientist, all in the fields of mathematics, physics, and astronomy. The English eponymo ...
. The choice of windowing function will affect the approximation error relative to the true Fourier transform.
A given resolution cell's time-bandwidth product may not be exceeded with the STFT. All STFT basis elements maintain a uniform spectral and temporal support for all temporal shifts or offsets, thereby attaining an equal resolution in time for lower and higher frequencies. The resolution is purely determined by the sampling width.
In contrast, the wavelet transform's
multiresolutional properties enables large temporal supports for lower frequencies while maintaining short temporal widths for higher frequencies by the scaling properties of the wavelet transform. This property extends conventional time-frequency analysis into time-scale analysis.

The discrete wavelet transform is less computationally
complex
Complex commonly refers to:
* Complexity, the behaviour of a system whose components interact in multiple ways so possible interactions are difficult to describe
** Complex system, a system composed of many components which may interact with each ...
, taking
O(''N'') time as compared to O(''N'' log ''N'') for the
fast Fourier transform
A fast Fourier transform (FFT) is an algorithm that computes the discrete Fourier transform (DFT) of a sequence, or its inverse (IDFT). A Fourier transform converts a signal from its original domain (often time or space) to a representation in ...
(FFT). This computational advantage is not inherent to the transform, but reflects the choice of a logarithmic division of frequency, in contrast to the equally spaced frequency divisions of the FFT which uses the same basis functions as the discrete Fourier transform (DFT). This complexity only applies when the filter size has no relation to the signal size. A wavelet without
compact support
In mathematics, the support of a real-valued function f is the subset of the function domain of elements that are not mapped to zero. If the domain of f is a topological space, then the support of f is instead defined as the smallest closed ...
such as the
Shannon wavelet would require O(''N''
2). (For instance, a logarithmic Fourier Transform also exists with O(''N'') complexity, but the original signal must be sampled logarithmically in time, which is only useful for certain types of signals.)
Definition of a wavelet
A wavelet (or a wavelet family) can be defined in various ways:
Scaling filter
An orthogonal wavelet is entirely defined by the scaling filter – a low-pass
finite impulse response
In signal processing, a finite impulse response (FIR) filter is a filter whose impulse response (or response to any finite length input) is of ''finite'' duration, because it settles to zero in finite time. This is in contrast to infinite impuls ...
(FIR) filter of length 2''N'' and sum 1. In
biorthogonal wavelets, separate decomposition and reconstruction filters are defined.
For analysis with orthogonal wavelets the high pass filter is calculated as the
quadrature mirror filter In digital signal processing, a quadrature mirror filter is a filter whose magnitude response is the mirror image around \pi/2 of that of another filter. Together these filters, first introduced by Croisier et al., are known as the quadrature mirror ...
of the low pass, and reconstruction filters are the time reverse of the decomposition filters.
Daubechies and Symlet wavelets can be defined by the scaling filter.
Scaling function
Wavelets are defined by the wavelet function ψ(''t'') (i.e. the mother wavelet) and scaling function φ(''t'') (also called father wavelet) in the time domain.
The wavelet function is in effect a band-pass filter and scaling that for each level halves its bandwidth. This creates the problem that in order to cover the entire spectrum, an infinite number of levels would be required. The scaling function filters the lowest level of the transform and ensures all the spectrum is covered. See for a detailed explanation.
For a wavelet with compact support, φ(''t'') can be considered finite in length and is equivalent to the scaling filter ''g''.
Meyer wavelets can be defined by scaling functions
Wavelet function
The wavelet only has a time domain representation as the wavelet function ψ(''t'').
For instance,
Mexican hat wavelets can be defined by a wavelet function. See a list of a few
continuous wavelets.
History
The development of wavelets can be linked to several separate trains of thought, starting with
Alfréd Haar
Alfréd Haar (; 11 October 1885, Budapest – 16 March 1933, Szeged) was a Kingdom of Hungary, Hungarian mathematician. In 1904 he began to study at the University of Göttingen. His doctorate was supervised by David Hilbert. The Haar me ...
's work in the early 20th century. Later work by
Dennis Gabor
Dennis Gabor ( ; ; 5 June 1900 – 9 February 1979) was a Hungarian-British physicist who received the Nobel Prize in Physics in 1971 for his invention of holography. He obtained British citizenship in 1946 and spent most of his life in Engla ...
yielded
Gabor atom In applied mathematics, Gabor atoms, or Gabor functions, are functions used in the analysis proposed by Dennis Gabor in 1946 in which a family of functions is built from translations and modulations of a generating function.
Overview
In 1946, Denn ...
s (1946), which are constructed similarly to wavelets, and applied to similar purposes.
Notable contributions to wavelet theory since then can be attributed to
George Zweig
George Zweig (; born May 30, 1937) is an American physicist of Russian-Jewish origin. He was trained as a particle physicist under Richard Feynman. He introduced, independently of Murray Gell-Mann, the quark model (although he named it "aces"). ...
’s discovery of the
continuous wavelet transform
In mathematics, the continuous wavelet transform (CWT) is a formal (i.e., non-numerical) tool that provides an overcomplete representation of a signal by letting the translation and scale parameter of the wavelets vary continuously.
Definition
...
(CWT) in 1975 (originally called the cochlear transform and discovered while studying the reaction of the ear to sound), Pierre Goupillaud,
Alex Grossmann
Alexander Grossmann (5 August 1930 – 12 February 2019) was a French-American physicist of Croatian origin.
Early life
Aleksandar Grossmann was born to a Jewish family in Zagreb, where he was attending a gymnasium when World War II in Yugoslav ...
and
Jean Morlet
Jean Morlet (; 13 January 1931 – 27 April 2007) was a French geophysicist who pioneered work in the field of wavelet analysis around the year 1975. He invented the term ''wavelet'' to describe the functions he was using. In 1981, Morlet worked w ...
's formulation of what is now known as the CWT (1982), Jan-Olov Strömberg's early work on
discrete wavelets (1983), the Le Gall–Tabatabai (LGT) 5/3-taps non-orthogonal filter bank with linear phase (1988),
Ingrid Daubechies
Baroness Ingrid Daubechies ( ; ; born 17 August 1954) is a Belgian-American physicist and mathematician. She is best known for her work with wavelets in image compression.
Daubechies is recognized for her study of the mathematical methods that ...
' orthogonal wavelets with compact support (1988),
Stéphane Mallat's non-orthogonal multiresolution framework (1989),
Ali Akansu's
binomial QMF A binomial QMF – properly an orthonormal binomial quadrature mirror filter – is an orthogonal wavelet developed in 1990.
The binomial QMF bank with perfect reconstruction (PR) was designed by Ali Akansu, and published in 1990, using the famil ...
(1990), Nathalie Delprat's time-frequency interpretation of the CWT (1991), Newland's
harmonic wavelet transform (1993), and
set partitioning in hierarchical trees
Set partitioning in hierarchical trees (SPIHT) is an image compression algorithm that exploits the inherent similarities across the subbands in a wavelet decomposition of an image. The algorithm was developed by Brazilian engineer Amir Said with ...
(SPIHT) developed by Amir Said with William A. Pearlman in 1996.
The
JPEG 2000
JPEG 2000 (JP2) is an image compression standard and coding system. It was developed from 1997 to 2000 by a Joint Photographic Experts Group committee chaired by Touradj Ebrahimi (later the JPEG president), with the intention of superseding their ...
standard was developed from 1997 to 2000 by a
Joint Photographic Experts Group
The Joint Photographic Experts Group (JPEG) is the joint committee between ISO/ IEC JTC 1/ SC 29 and ITU-T Study Group 16 that created and maintains the JPEG, JPEG 2000, JPEG XR, JPEG XT, JPEG XS, JPEG XL, and related digital image standard ...
(JPEG) committee chaired by Touradj Ebrahimi (later the JPEG president). In contrast to the DCT algorithm used by the original
JPEG
JPEG ( , short for Joint Photographic Experts Group and sometimes retroactively referred to as JPEG 1) is a commonly used method of lossy compression for digital images, particularly for those images produced by digital photography. The degr ...
format, JPEG 2000 instead uses
discrete wavelet transform
In numerical analysis and functional analysis
Functional analysis is a branch of mathematical analysis, the core of which is formed by the study of vector spaces endowed with some kind of limit-related structure (for example, Inner product sp ...
(DWT) algorithms. It uses the
CDF 9/7 wavelet transform (developed by Ingrid Daubechies in 1992) for its
lossy compression
In information technology, lossy compression or irreversible compression is the class of data compression methods that uses inexact approximations and partial data discarding to represent the content. These techniques are used to reduce data size ...
algorithm, and the Le Gall–Tabatabai (LGT) 5/3 discrete-time filter bank (developed by Didier Le Gall and Ali J. Tabatabai in 1988) for its
lossless compression
Lossless compression is a class of data compression that allows the original data to be perfectly reconstructed from the compressed data with no loss of information. Lossless compression is possible because most real-world data exhibits statisti ...
algorithm.
JPEG 2000
JPEG 2000 (JP2) is an image compression standard and coding system. It was developed from 1997 to 2000 by a Joint Photographic Experts Group committee chaired by Touradj Ebrahimi (later the JPEG president), with the intention of superseding their ...
technology, which includes the
Motion JPEG 2000
Motion JPEG 2000 (MJ2 or MJP2) is a file format for motion sequences of JPEG 2000 images and associated audio, based on the MP4 and QuickTime format. Filename extensions for Motion JPEG 2000 video files are .mj2 and .mjp2, as defined in RFC 3745 ...
extension, was selected as the
video coding standard
A video coding format (or sometimes video compression format) is a content representation format of digital video content, such as in a data file or bitstream. It typically uses a standardized video compression algorithm, most commonly based on ...
for
digital cinema
Digital cinema is the digital technology used within the film industry to distribute or project motion pictures as opposed to the historical use of reels of motion picture film, such as 35 mm film. Whereas film reels have to be shipped to mo ...
in 2004.
Timeline
* First wavelet (
Haar's wavelet) by
Alfréd Haar
Alfréd Haar (; 11 October 1885, Budapest – 16 March 1933, Szeged) was a Kingdom of Hungary, Hungarian mathematician. In 1904 he began to study at the University of Göttingen. His doctorate was supervised by David Hilbert. The Haar me ...
(1909)
* Since the 1970s:
George Zweig
George Zweig (; born May 30, 1937) is an American physicist of Russian-Jewish origin. He was trained as a particle physicist under Richard Feynman. He introduced, independently of Murray Gell-Mann, the quark model (although he named it "aces"). ...
,
Jean Morlet
Jean Morlet (; 13 January 1931 – 27 April 2007) was a French geophysicist who pioneered work in the field of wavelet analysis around the year 1975. He invented the term ''wavelet'' to describe the functions he was using. In 1981, Morlet worked w ...
,
Alex Grossmann
Alexander Grossmann (5 August 1930 – 12 February 2019) was a French-American physicist of Croatian origin.
Early life
Aleksandar Grossmann was born to a Jewish family in Zagreb, where he was attending a gymnasium when World War II in Yugoslav ...
* Since the 1980s:
Yves Meyer,
Stéphane Mallat,
Ingrid Daubechies
Baroness Ingrid Daubechies ( ; ; born 17 August 1954) is a Belgian-American physicist and mathematician. She is best known for her work with wavelets in image compression.
Daubechies is recognized for her study of the mathematical methods that ...
,
Ronald Coifman,
Ali Akansu,
Victor Wickerhauser
* Since the 1990s: Nathalie Delprat, Newland, Amir Said, William A. Pearlman, Touradj Ebrahimi,
JPEG 2000
JPEG 2000 (JP2) is an image compression standard and coding system. It was developed from 1997 to 2000 by a Joint Photographic Experts Group committee chaired by Touradj Ebrahimi (later the JPEG president), with the intention of superseding their ...
Wavelet transforms
A wavelet is a mathematical function used to divide a given function or
continuous-time signal into different scale components. Usually one can assign a frequency range to each scale component. Each scale component can then be studied with a resolution that matches its scale. A wavelet transform is the representation of a function by wavelets. The wavelets are
scaled and
translated copies (known as "daughter wavelets") of a finite-length or fast-decaying oscillating waveform (known as the "mother wavelet"). Wavelet transforms have advantages over traditional
Fourier transform
In mathematics, the Fourier transform (FT) is an integral transform that takes a function as input then outputs another function that describes the extent to which various frequencies are present in the original function. The output of the tr ...
s for representing functions that have discontinuities and sharp peaks, and for accurately deconstructing and reconstructing finite, non-
periodic and/or non-
stationary signals.
Wavelet transforms are classified into
discrete wavelet transform
In numerical analysis and functional analysis
Functional analysis is a branch of mathematical analysis, the core of which is formed by the study of vector spaces endowed with some kind of limit-related structure (for example, Inner product sp ...
s (DWTs) and
continuous wavelet transform
In mathematics, the continuous wavelet transform (CWT) is a formal (i.e., non-numerical) tool that provides an overcomplete representation of a signal by letting the translation and scale parameter of the wavelets vary continuously.
Definition
...
s (CWTs). Note that both DWT and CWT are continuous-time (analog) transforms. They can be used to represent continuous-time (analog) signals. CWTs operate over every possible scale and translation whereas DWTs use a specific subset of scale and translation values or representation grid.
There are a large number of wavelet transforms each suitable for different applications. For a full list see
list of wavelet-related transforms but the common ones are listed below:
*
Continuous wavelet transform
In mathematics, the continuous wavelet transform (CWT) is a formal (i.e., non-numerical) tool that provides an overcomplete representation of a signal by letting the translation and scale parameter of the wavelets vary continuously.
Definition
...
(CWT)
*
Discrete wavelet transform
In numerical analysis and functional analysis
Functional analysis is a branch of mathematical analysis, the core of which is formed by the study of vector spaces endowed with some kind of limit-related structure (for example, Inner product sp ...
(DWT)
*
Fast wavelet transform
The fast wavelet transform is a mathematics, mathematical algorithm designed to turn a waveform or signal in the time domain into a sequence of coefficients based on an orthogonal basis of small finite waves, or wavelets. The transform can be easi ...
(FWT)
*
Lifting scheme
The lifting scheme is a technique for both designing wavelets and performing the discrete wavelet transform (DWT). In an implementation, it is often worthwhile to merge these steps and design the wavelet filters ''while'' performing the wavelet tr ...
and
generalized lifting scheme
*
Wavelet packet decomposition (WPD)
*
Stationary wavelet transform (SWT)
*
Fractional Fourier transform
In mathematics, in the area of harmonic analysis, the fractional Fourier transform (FRFT) is a family of linear transformations generalizing the Fourier transform. It can be thought of as the Fourier transform to the ''n''-th power, where ''n' ...
(FRFT)
*
Fractional wavelet transform Fractional wavelet transform (FRWT) is a generalization of the classical wavelet transform (WT). This transform is proposed in order to rectify the limitations of the WT and the fractional Fourier transform
In mathematics, in the area of harmon ...
(FRWT)
Generalized transforms
There are a number of generalized transforms of which the wavelet transform is a special case. For example, Yosef Joseph introduced scale into the
Heisenberg group
In mathematics, the Heisenberg group H, named after Werner Heisenberg, is the group of 3×3 upper triangular matrices of the form
: \begin
1 & a & c\\
0 & 1 & b\\
0 & 0 & 1\\
\end
under the operation of matrix multiplication. Elements ''a, b' ...
, giving rise to a continuous transform space that is a function of time, scale, and frequency. The CWT is a two-dimensional slice through the resulting 3d time-scale-frequency volume.
Another example of a generalized transform is the
chirplet transform
In signal processing, the chirplet transform is an inner product of an input signal with a family of analysis primitives called chirplets.S. Mann and S. Haykin,The Chirplet transform: A generalization of Gabor's logon transform, ''Proc. Vision In ...
in which the CWT is also a two dimensional slice through the chirplet transform.
An important application area for generalized transforms involves systems in which high frequency resolution is crucial. For example,
darkfield electron optical transforms intermediate between direct and
reciprocal space
Reciprocal lattice is a concept associated with solids with translational symmetry which plays a major role in many areas such as X-ray diffraction, X-ray and Electron diffraction, electron diffraction as well as the Electronic band structure, e ...
have been widely used in the
harmonic analysis
Harmonic analysis is a branch of mathematics concerned with investigating the connections between a function and its representation in frequency. The frequency representation is found by using the Fourier transform for functions on unbounded do ...
of atom clustering, i.e. in the study of
crystal
A crystal or crystalline solid is a solid material whose constituents (such as atoms, molecules, or ions) are arranged in a highly ordered microscopic structure, forming a crystal lattice that extends in all directions. In addition, macros ...
s and
crystal defect
A crystallographic defect is an interruption of the regular patterns of arrangement of atoms or molecules in crystalline solids. The positions and orientations of particles, which are repeating at fixed distances determined by the unit cell par ...
s. Now that
transmission electron microscope
Transmission electron microscopy (TEM) is a microscopy technique in which a beam of electrons is transmitted through a specimen to form an image. The specimen is most often an ultrathin section less than 100 nm thick or a suspension on a gr ...
s are capable of providing digital images with picometer-scale information on atomic periodicity in
nanostructure
A nanostructure is a structure of intermediate size between microscopic and molecular structures. Nanostructural detail is microstructure at nanoscale.
In describing nanostructures, it is necessary to differentiate between the number of dimen ...
of all sorts, the range of
pattern recognition
Pattern recognition is the task of assigning a class to an observation based on patterns extracted from data. While similar, pattern recognition (PR) is not to be confused with pattern machines (PM) which may possess PR capabilities but their p ...
and
strain/
metrology
Metrology is the scientific study of measurement. It establishes a common understanding of Unit of measurement, units, crucial in linking human activities. Modern metrology has its roots in the French Revolution's political motivation to stan ...
applications for intermediate transforms with high frequency resolution (like brushlets and ridgelets) is growing rapidly.
Fractional wavelet transform (FRWT) is a generalization of the classical wavelet transform in the fractional Fourier transform domains. This transform is capable of providing the time- and fractional-domain information simultaneously and representing signals in the time-fractional-frequency plane.
Applications
Generally, an approximation to DWT is used for
data compression
In information theory, data compression, source coding, or bit-rate reduction is the process of encoding information using fewer bits than the original representation. Any particular compression is either lossy or lossless. Lossless compressi ...
if a signal is already sampled, and the CWT for
signal analysis. Thus, DWT approximation is commonly used in engineering and computer science, and the CWT in scientific research.
Like some other transforms, wavelet transforms can be used to transform data, then encode the transformed data, resulting in effective compression. For example,
JPEG 2000
JPEG 2000 (JP2) is an image compression standard and coding system. It was developed from 1997 to 2000 by a Joint Photographic Experts Group committee chaired by Touradj Ebrahimi (later the JPEG president), with the intention of superseding their ...
is an image compression standard that uses biorthogonal wavelets. This means that although the frame is overcomplete, it is a ''tight frame'' (see types of
frames of a vector space), and the same frame functions (except for conjugation in the case of complex wavelets) are used for both analysis and synthesis, i.e., in both the forward and inverse transform. For details see
wavelet compression.
A related use is for smoothing/denoising data based on wavelet coefficient thresholding, also called wavelet shrinkage. By adaptively thresholding the wavelet coefficients that correspond to undesired frequency components smoothing and/or denoising operations can be performed.
Wavelet transforms are also starting to be used for communication applications. Wavelet
OFDM
In telecommunications, orthogonal frequency-division multiplexing (OFDM) is a type of digital transmission used in digital modulation for encoding digital (binary) data on multiple carrier frequencies. OFDM has developed into a popular scheme for ...
is the basic modulation scheme used in
HD-PLC (a
power line communication
Power-line communication (PLC) is the carrying of data on a conductor (the ''power-line carrier'') that is also used simultaneously for AC electric power transmission or electric power distribution to consumers.
A wide range of power-line comm ...
s technology developed by
Panasonic
is a Japanese multinational electronics manufacturer, headquartered in Kadoma, Osaka, Kadoma, Japan. It was founded in 1918 as in Fukushima-ku, Osaka, Fukushima by Kōnosuke Matsushita. The company was incorporated in 1935 and renamed and c ...
), and in one of the optional modes included in the
IEEE 1901 standard. Wavelet OFDM can achieve deeper notches than traditional
FFT OFDM, and wavelet OFDM does not require a guard interval (which usually represents significant overhead in FFT OFDM systems).
[ An overview of P1901 PHY/MAC proposal.]
As a representation of a signal
Often, signals can be represented well as a sum of sinusoids. However, consider a non-continuous signal with an abrupt discontinuity; this signal can still be represented as a sum of sinusoids, but requires an infinite number, which is an observation known as
Gibbs phenomenon
In mathematics, the Gibbs phenomenon is the oscillatory behavior of the Fourier series of a piecewise continuously differentiable periodic function around a jump discontinuity. The Nth partial Fourier series of the function (formed by summing ...
. This, then, requires an infinite number of Fourier coefficients, which is not practical for many applications, such as compression. Wavelets are more useful for describing these signals with discontinuities because of their time-localized behavior (both Fourier and wavelet transforms are frequency-localized, but wavelets have an additional time-localization property). Because of this, many types of signals in practice may be non-sparse in the Fourier domain, but very sparse in the wavelet domain. This is particularly useful in signal reconstruction, especially in the recently popular field of
compressed sensing
Compressed sensing (also known as compressive sensing, compressive sampling, or sparse sampling) is a signal processing technique for efficiently acquiring and reconstructing a Signal (electronics), signal by finding solutions to Underdetermined s ...
. (Note that the
short-time Fourier transform
The short-time Fourier transform (STFT) is a Fourier-related transform used to determine the sinusoidal frequency and phase content of local sections of a signal as it changes over time. In practice, the procedure for computing STFTs is to divide ...
(STFT) is also localized in time and frequency, but there are often problems with the frequency-time resolution trade-off. Wavelets are better signal representations because of
multiresolution analysis
A multiresolution analysis (MRA) or multiscale approximation (MSA) is the design method of most of the practically relevant discrete wavelet transforms (DWT) and the justification for the algorithm of the fast wavelet transform (FWT). It was int ...
.)
This motivates why wavelet transforms are now being adopted for a vast number of applications, often replacing the conventional
Fourier transform
In mathematics, the Fourier transform (FT) is an integral transform that takes a function as input then outputs another function that describes the extent to which various frequencies are present in the original function. The output of the tr ...
. Many areas of physics have seen this paradigm shift, including
molecular dynamics
Molecular dynamics (MD) is a computer simulation method for analyzing the Motion (physics), physical movements of atoms and molecules. The atoms and molecules are allowed to interact for a fixed period of time, giving a view of the dynamics ( ...
,
chaos theory
Chaos theory is an interdisciplinary area of Scientific method, scientific study and branch of mathematics. It focuses on underlying patterns and Deterministic system, deterministic Scientific law, laws of dynamical systems that are highly sens ...
,
ab initio
( ) is a Latin term meaning "from the beginning" and is derived from the Latin ("from") + , ablative singular of ("beginning").
Etymology
, from Latin, literally "from the beginning", from ablative case of "entrance", "beginning", related t ...
calculations,
astrophysics
Astrophysics is a science that employs the methods and principles of physics and chemistry in the study of astronomical objects and phenomena. As one of the founders of the discipline, James Keeler, said, astrophysics "seeks to ascertain the ...
,
gravitational wave
Gravitational waves are oscillations of the gravitational field that Wave propagation, travel through space at the speed of light; they are generated by the relative motion of gravity, gravitating masses. They were proposed by Oliver Heaviside i ...
transient data analysis,
density-matrix localisation,
seismology
Seismology (; from Ancient Greek σεισμός (''seismós'') meaning "earthquake" and -λογία (''-logía'') meaning "study of") is the scientific study of earthquakes (or generally, quakes) and the generation and propagation of elastic ...
,
optics
Optics is the branch of physics that studies the behaviour and properties of light, including its interactions with matter and the construction of optical instruments, instruments that use or Photodetector, detect it. Optics usually describes t ...
,
turbulence
In fluid dynamics, turbulence or turbulent flow is fluid motion characterized by chaotic changes in pressure and flow velocity. It is in contrast to laminar flow, which occurs when a fluid flows in parallel layers with no disruption between ...
and
quantum mechanics
Quantum mechanics is the fundamental physical Scientific theory, theory that describes the behavior of matter and of light; its unusual characteristics typically occur at and below the scale of atoms. Reprinted, Addison-Wesley, 1989, It is ...
. This change has also occurred in
image processing
An image or picture is a visual representation. An image can be two-dimensional, such as a drawing, painting, or photograph, or three-dimensional, such as a carving or sculpture. Images may be displayed through other media, including a pr ...
,
EEG
Electroencephalography (EEG)
is a method to record an electrogram of the spontaneous electrical activity of the brain. The bio signals detected by EEG have been shown to represent the postsynaptic potentials of pyramidal neurons in the neoc ...
,
EMG,
ECG
Electrocardiography is the process of producing an electrocardiogram (ECG or EKG), a recording of the heart's electrical activity through repeated cardiac cycles.
It is an electrogram of the heart which is a graph of voltage versus time of ...
analyses,
brain rhythms,
DNA
Deoxyribonucleic acid (; DNA) is a polymer composed of two polynucleotide chains that coil around each other to form a double helix. The polymer carries genetic instructions for the development, functioning, growth and reproduction of al ...
analysis,
protein
Proteins are large biomolecules and macromolecules that comprise one or more long chains of amino acid residue (biochemistry), residues. Proteins perform a vast array of functions within organisms, including Enzyme catalysis, catalysing metab ...
analysis,
climatology
Climatology (from Greek , ''klima'', "slope"; and , '' -logia'') or climate science is the scientific study of Earth's climate, typically defined as weather conditions averaged over a period of at least 30 years. Climate concerns the atmospher ...
, human sexual response analysis, general
signal processing
Signal processing is an electrical engineering subfield that focuses on analyzing, modifying and synthesizing ''signals'', such as audio signal processing, sound, image processing, images, Scalar potential, potential fields, Seismic tomograph ...
,
speech recognition
Speech recognition is an interdisciplinary subfield of computer science and computational linguistics that develops methodologies and technologies that enable the recognition and translation of spoken language into text by computers. It is also ...
, acoustics, vibration signals,
computer graphics
Computer graphics deals with generating images and art with the aid of computers. Computer graphics is a core technology in digital photography, film, video games, digital art, cell phone and computer displays, and many specialized applications. ...
,
multifractal analysis, and
sparse coding
Neural coding (or neural representation) is a neuroscience field concerned with characterising the hypothetical relationship between the Stimulus (physiology), stimulus and the neuronal responses, and the relationship among the Electrophysiology, e ...
. In
computer vision
Computer vision tasks include methods for image sensor, acquiring, Image processing, processing, Image analysis, analyzing, and understanding digital images, and extraction of high-dimensional data from the real world in order to produce numerical ...
and
image processing
An image or picture is a visual representation. An image can be two-dimensional, such as a drawing, painting, or photograph, or three-dimensional, such as a carving or sculpture. Images may be displayed through other media, including a pr ...
, the notion of
scale space
Scale-space theory is a framework for multi-scale signal representation developed by the computer vision, image processing and signal processing communities with complementary motivations from physics and biological vision. It is a formal the ...
representation and Gaussian derivative operators is regarded as a canonical multi-scale representation.
Wavelet denoising

Suppose we measure a noisy signal
, where
represents the signal and
represents the noise. Assume
has a sparse representation in a certain wavelet basis, and
Let the wavelet transform of
be
, where
is the wavelet transform of the signal component and
is the wavelet transform of the noise component.
Most elements in
are 0 or close to 0, and
Since
is orthogonal, the estimation problem amounts to recovery of a signal in iid
Gaussian noise
Carl Friedrich Gauss (1777–1855) is the eponym of all of the topics listed below.
There are over 100 topics all named after this German mathematician and scientist, all in the fields of mathematics, physics, and astronomy. The English eponymo ...
. As
is sparse, one method is to apply a Gaussian mixture model for
.
Assume a prior
, where
is the variance of "significant" coefficients and
is the variance of "insignificant" coefficients.
Then
,
is called the shrinkage factor, which depends on the prior variances
and
. By setting coefficients that fall below a shrinkage threshold to zero, once the inverse transform is applied, an expectedly small amount of signal is lost due to the sparsity assumption. The larger coefficients are expected to primarily represent signal due to sparsity, and statistically very little of the signal, albeit the majority of the noise, is expected to be represented in such lower magnitude coefficients... therefore the zeroing-out operation is expected to remove most of the noise and not much signal. Typically, the above-threshold coefficients are not modified during this process. Some algorithms for wavelet-based denoising may attenuate larger coefficients as well, based on a statistical estimate of the amount of noise expected to be removed by such an attenuation.
At last, apply the inverse wavelet transform to obtain
Multiscale climate network
Agarwal et al. proposed wavelet based advanced linear
and nonlinear
methods to construct and investigate
Climate as complex networks
The field of complex networks has emerged as an important area of science to generate novel insights into nature of complex systems The application of network theory to climate science is a young and emerging field. To identify and analyze pattern ...
at different timescales. Climate networks constructed using
SST datasets at different timescale averred that wavelet based multi-scale analysis of climatic processes holds the promise of better understanding the system dynamics that may be missed when processes are analyzed at one timescale only
List of wavelets
Discrete wavelets
*
Beylkin (18)
* Moore Wavelet
Morlet wavelet
In mathematics, the Morlet wavelet (or Gabor wavelet)0).
The parameter \sigma in the Morlet wavelet allows trade between time and frequency resolutions. Conventionally, the restriction \sigma>5 is used to avoid problems with the Morlet wavelet ...
*
Biorthogonal nearly coiflet (BNC) wavelets
*
Coiflet (6, 12, 18, 24, 30)
*
Cohen-Daubechies-Feauveau wavelet (Sometimes referred to as CDF N/P or Daubechies biorthogonal wavelets)
*
Daubechies wavelet (2, 4, 6, 8, 10, 12, 14, 16, 18, 20, etc.)
*
Binomial QMF A binomial QMF – properly an orthonormal binomial quadrature mirror filter – is an orthogonal wavelet developed in 1990.
The binomial QMF bank with perfect reconstruction (PR) was designed by Ali Akansu, and published in 1990, using the famil ...
(Also referred to as Daubechies wavelet)
*
Haar wavelet
In mathematics, the Haar wavelet is a sequence of rescaled "square-shaped" functions which together form a wavelet family or basis. Wavelet analysis is similar to Fourier analysis in that it allows a target function over an interval to be repr ...
*
Mathieu wavelet
*
Legendre wavelet
*
Villasenor wavelet
*
Symlet
Continuous wavelets
Real-valued
*
Beta wavelet
*
Hermitian wavelet
Hermitian wavelets are a family of discrete and continuous wavelets used in the constant and discrete Hermite wavelet transforms. The n^\textrm Hermitian wavelet is defined as the normalized n^\textrm derivative of a Gaussian distribution for ea ...
*
Meyer wavelet
*
Mexican hat wavelet
*
Poisson wavelet
*
Shannon wavelet
*
Spline wavelet
*
Strömberg wavelet
Complex-valued
*
Complex Mexican hat wavelet
*
fbsp wavelet
*
Morlet wavelet
In mathematics, the Morlet wavelet (or Gabor wavelet)0).
The parameter \sigma in the Morlet wavelet allows trade between time and frequency resolutions. Conventionally, the restriction \sigma>5 is used to avoid problems with the Morlet wavelet ...
*
Shannon wavelet
*
Modified Morlet wavelet
See also
*
Chirplet transform
In signal processing, the chirplet transform is an inner product of an input signal with a family of analysis primitives called chirplets.S. Mann and S. Haykin,The Chirplet transform: A generalization of Gabor's logon transform, ''Proc. Vision In ...
*
Curvelet
Curvelets are a non-Adaptive-additive algorithm, adaptive technique for multi-scale Object (computer science), object representation. Being an extension of the wavelet concept, they are becoming popular in similar fields, namely in image processin ...
*
Digital cinema
Digital cinema is the digital technology used within the film industry to distribute or project motion pictures as opposed to the historical use of reels of motion picture film, such as 35 mm film. Whereas film reels have to be shipped to mo ...
*
Dimension reduction
Dimensionality reduction, or dimension reduction, is the transformation of data from a high-dimensional space into a low-dimensional space so that the low-dimensional representation retains some meaningful properties of the original data, ideally ...
*
Filter bank
In signal processing, a filter bank (or filterbank) is an array of bandpass filters that separates the input signal into multiple components, each one carrying a sub-band of the original signal. One application of a filter bank is a graphic equal ...
s
*
Fourier-related transforms
*
Fractal compression
*
Fractional Fourier transform
In mathematics, in the area of harmonic analysis, the fractional Fourier transform (FRFT) is a family of linear transformations generalizing the Fourier transform. It can be thought of as the Fourier transform to the ''n''-th power, where ''n' ...
*
[Erik Hjelmås (1999-01-21) ''Gabor Wavelets'' URL: http://www.ansatt.hig.no/erikh/papers/scia99/node6.html]
*
Huygens–Fresnel principle
The Huygens–Fresnel principle (named after Netherlands, Dutch physicist Christiaan Huygens and France, French physicist Augustin-Jean Fresnel) states that every point on a wavefront is itself the source of spherical wavelets, and the secondary w ...
(physical wavelets)
*
JPEG 2000
JPEG 2000 (JP2) is an image compression standard and coding system. It was developed from 1997 to 2000 by a Joint Photographic Experts Group committee chaired by Touradj Ebrahimi (later the JPEG president), with the intention of superseding their ...
*
Least-squares spectral analysis
Least-squares spectral analysis (LSSA) is a method of estimating a Spectral density estimation#Overview, frequency spectrum based on a least-squares fit of Sine wave, sinusoids to data samples, similar to Fourier analysis. Fourier analysis, the ...
for computing periodicity in any including unevenly spaced data
*
Morlet wavelet
In mathematics, the Morlet wavelet (or Gabor wavelet)0).
The parameter \sigma in the Morlet wavelet allows trade between time and frequency resolutions. Conventionally, the restriction \sigma>5 is used to avoid problems with the Morlet wavelet ...
*
Multiresolution analysis
A multiresolution analysis (MRA) or multiscale approximation (MSA) is the design method of most of the practically relevant discrete wavelet transforms (DWT) and the justification for the algorithm of the fast wavelet transform (FWT). It was int ...
*
Noiselet
*
Non-separable wavelet
*
Scale space
Scale-space theory is a framework for multi-scale signal representation developed by the computer vision, image processing and signal processing communities with complementary motivations from physics and biological vision. It is a formal the ...
*
Scaled correlation
*
Shearlet In applied mathematical analysis, shearlets are a multiscale framework which allows efficient encoding of anisotropic features in multivariate problem classes. Originally, shearlets were introduced in 2006 for the analysis and sparse approximation ...
*
Short-time Fourier transform
The short-time Fourier transform (STFT) is a Fourier-related transform used to determine the sinusoidal frequency and phase content of local sections of a signal as it changes over time. In practice, the procedure for computing STFTs is to divide ...
*
Spectrogram
A spectrogram is a visual representation of the spectrum of frequencies of a signal as it varies with time.
When applied to an audio signal, spectrograms are sometimes called sonographs, voiceprints, or voicegrams. When the data are represen ...
*
Ultra wideband
Ultra-wideband (UWB, ultra wideband, ultra-wide band and ultraband) is a radio technology that can use a very low energy level for short-range, high-bandwidth communications over a large portion of the radio spectrum. UWB has traditional applicati ...
radio – transmits wavelets
*
Wavelet for multidimensional signals analysis
References
Further reading
*
*
*
*
*
*
*
*
*
*
*
*
*
External links
*
1st NJIT Symposium on Wavelets (April 30, 1990) (First Wavelets Conference in USA)Binomial-QMF Daubechies WaveletsWaveletsby Gilbert Strang, American Scientist 82 (1994) 250–255. (A very short and excellent introduction)
Wavelets for Kids (PDF file)(Introductory (for very smart kids!))
A dictionary of tens of wavelets and wavelet-related terms ending in -let, from activelets to x-lets through bandlets, contourlets, curvelets, noiselets, wedgelets.
The Fractional Spline Wavelet Transformdescribes a
fractional wavelet transform Fractional wavelet transform (FRWT) is a generalization of the classical wavelet transform (WT). This transform is proposed in order to rectify the limitations of the WT and the fractional Fourier transform
In mathematics, in the area of harmon ...
based on fractional b-Splines.
A Panorama on Multiscale Geometric Representations, Intertwining Spatial, Directional and Frequency Selectivityprovides a tutorial on two-dimensional oriented wavelets and related geometric multiscale transforms.
Concise Introduction to Waveletsby René Puschinger
A Really Friendly Guide To Waveletsby Clemens Valens
*
{{Statistics, analysis
Time–frequency analysis
Signal processing