Applied and Numerical Harmonic Analysis

Series Editor John J. Benedetto University of Maryland

Editorial Advisory Board

Akram Aldroubi NIH, Biomedical Engineering! Instrumentation

Ingrid Daubechies Princeton University

Christopher Heil Georgia Institute of Technology

James McClellan Georgia Institute of Technology

Michael Unser NIH, Biomedical Engineering! Instrumentation

M. Victor Wickerhauser Washington University

Douglas Cochran Arizona State University

Hans G. Feichtinger University of Vienna

Murat Kunt Swiss Federal Institute ofTechnology, Lausanne

Wim Sweldens Lucent Technologies Bell Laboratories

Martin Vetterli Swiss Federal Institute of Technology, Lausanne

Applied and Numerical Harmonic Analysis

Published titles

J.M. Cooper: Introduction to Partial Differential Equations with MATLAB (ISBN 0-8176-3967-5)

C.E. D'Attellis and E.M. Femandez-Berdaguer: Wavelet Theory and Harmonic Analysis in Applied Sciences (ISBN 0-8176-3953-5)

H.G. Feichtinger and T. Strohmer: Gabor Anatysis and Algorithms (ISBN 0-8176-3959-4)

T.M. Peters, J.H.T. Bates, G.B. Pike, P. Munger, and J.C. Williams: Fourier Transforms and Biomedical Engineering (ISBN 0-8176-3941 -1)

AI. Saichev and WA. Woyczynski: Distributions in the Physical and Engineering Sciences (ISBN 0-8176-3924-1)

R. Tolimierei and M. An: Time-Frequency Representations (ISBN 0-8176-3918-7)

G.T. Herman: Geometry of Digital Spaces (ISBN 0-8176-3897-0)

A Prochazka, J. Uhlir, P.J.w. Rayner, and N.G. Kingsbury: Signal Analysis and Prediction (ISBN 0-8176-4042-8)

J. Ramanathan: Methods of Applied Fourier Analysis (ISBN 0-8176-3963-2)

A Teolis: Computational Signal Processing with Wavelets (ISBN 0-8176-3909-8)

WO. Bray and t.v. Stanojevic: Analysis of Divergence (ISBN 0-8176-4058-4)

G.T. Herman and A Kuba: Discrete Tomography (ISBN 0-8176-4101-7)

J.J. Benedetto and P.J.S.G. Ferreira: Modem Sampling Theory (ISBN 0-8176-4023-1)

A Abbate, C.M. DeCusatis, and P.K. Das: Wavelets and Subbands (ISBN 0-8176-4136-X)

L. Debnath: Wavelet Transforms and Time-Frequency Signal Analysis (ISBN 0-8176-4104-1 )

K. Gr6chenig: Foundations of Time-Frequency Analysis (ISBN 0-8176-4022-3)

D.F. Walnut: An Introduction to Wavelet Analysis (ISBN 0-8176-3962-4)

O. Bratelli and P. Jorgensen: Wavelets through a Looking Glass (ISBN 0-8176-4280-3)

H. Feichtinger and T. Strohmer: Advances in Gabor Analysis (ISBN 0-8176-4239-0)

O. Christensen: An Introduction to Frames and Riesz Bases (ISBN 0-8176-4295-1)

L. Debnath: Wavelets and Signal Processing (ISBN 0-8176-4235-8)

Forthcoming Titles

E. Prestini: The Evolution of Applied Harmonic Analysis (ISBN 0-8176-4125-4)

G. Bi and Y.H. Zeng: Transforms and Fast Algorithms for Signal Analysis and Representations (ISBN 0-8176-4279-X)

J. Benedetto and A Zayed: Sampling, Wavelets, and Tomography (0-8176-4304-4)

Wavelets and Signal Processing

Lokenath Debnath Editor

Springer i Science+Business Media, LLC

Lokenath Debnath The University of Texas-Pan American Department of Mathematics Edinburg, TX 78539-2999 USA

Library of Congress CataiogiDg-in-PubHcatiOD Data

Wavelets and signa1 processing / Lokenath Debnath, editor. p. cm. - (Applied and numerica1 harmonic ana1ysis)

Includes bibliographica1 references and index. ISBN 978-1-4612-6578-8 ISBN 978-1-4612-0025-3 (eBook) DOI 10.1007/978-1-4612-0025-3

1. Signa1 processing-Mathematics 2. Wavelets (Mathematics) 1. Debnath, Lokenath. II. Series.

TIGI02.9.W37972002 621.382'2--dc21

Printed on acid-free paper © 2003 Springer Science+Business Media New York Originally published by Birkhauser Boston in 2003 Softcover reprint ofthe hardcover Ist edition 2003

2002074762 CIP

AlI rights reserved. This work may not be translated or copied in whole or in part without the written penmssion of the publisher (Springer Science+Business Media, LLC), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use of general descriptive names, trade names, trademarks, etc., in this publication, even if the former are not especially identified, is not to be taken as a sign that such names, as understood by the Trade Marks and Merchandise Marks Act, may accordingly be used freely by anyone.

ISBN 978-1-4612-6578-8 SPIN 10832344

Typeset by Larisa Martin, Lawrence, KS.

98765 4 3 2 1

Series Preface

The Applied and Numerical Harmonic Analysis (ANHA) book series aims to provide the engineering, mathematical, and scientific communities with significant develop­ments in harmonic analysis, ranging from abstract harmonic analysis to basic appli­cations. The title of the series reflects the importance of applications and numerical implementation, but richness and relevance of applications and implementation de­pend fundamentally on the structure and depth of theoretical underpinnings. Thus, from our point of view, the interleaving of theory and applications and their creative symbiotic evolution is axiomatic.

Harmonic analysis is a wellspring of ideas and applicability that has flourished, developed, and deepened over time within many disciplines and by means of cre­ative cross-fertilization with diverse areas. The intricate and fundamental relationship between harmonic analysis and fields such as signal processing, partial differential equations (PDEs), and image processing is reflected in our state of the art ANHA series.

Our vision of modem harmonic analysis includes mathematical areas such as wavelet theory, Banach algebras, classical Fourier analysis, time-frequency analysis, and fractal geometry, as well as the diverse topics that impinge on them.

For example, wavelet theory can be considered an appropriate tool to deal with some basic problems in digital signal processing, speech and image processing, geo­physics, pattern recognition, biomedical engineering, and turbulence. These areas implement the latest technology from sampling methods on surfaces to fast algo­rithms and computer vision methods. The underlying mathematics of wavelet theory depends not only on classical Fourier analysis, but also on ideas from abstract har­monic analysis, including von Neumann algebras and the affine group. This leads to a study of the Heisenberg group and its relationship to Gabor systems, and of the metaplectic group for a meaningful interaction of signal decomposition methods. The unifying influence of wavelet theory in the aforementioned topics illustrates the justification for providing a means for centralizing and disseminating information from the broader, but still focused, area of harmonic analysis. This will be a key role of ANHA. We intend to publish with the scope and interaction that such a host of issues demands.

vi Series Preface

Along with our commibnent to publish mathematically significant works at the frontiers of harmonic analysis, we have a comparably strong commibnent to publish major advances in the following applicable topics in which harmonic analysis plays a substantial role:

Antenna theory

Biomedical signal processing

Digital signal processing

Fast algorithms

Gabor theory and applications

Image processing

Numerical partial differential equations

Prediction theory

Radar applications

Sampling theory

Spectral estimation

Speech processing

Time-frequency and time-scale analysis

Wavelet theory

The above point of view for the ANHA book series is inspired by the history of Fourier analysis itself, whose tentacles reach into so many fields.

In the last two centuries Fourier analysis has had a major impact on the devel­opment of mathematics, on the understanding of many engineering and scientific phenomena, and on the solution of some of the most important problems in mathe­matics and the sciences. Historically, Fourier series were developed in the analysis of some of the classical PDEs of mathematical physics; these series were used to solve such equations. In order to understand Fourier series and the kinds of solutions they could represent, some of the most basic notions of analysis were defined, e.g., the concept of "function." Since the coefficients of Fourier series are integrals, it is no surprise that Riemann integrals were conceived to deal with uniqueness proper­ties of trigonometric series. Cantor's set theory was also developed because of such uniqueness questions.

A basic problem in Fourier analysis is to show how complicated phenomena, such as sound waves, can be described in terms of elementary harmonics. There are two aspects of this problem: first, to find, or even define properly, the harmonics or spectrum of a given phenomenon, e.g., the spectroscopy problem in optics; second, to determine which phenomena can be constructed from given classes of harmonics, as done, for example, by the mechanical synthesizers in tidal analysis.

Fourier analysis is also the natural setting for many other problems in engineer­ing, mathematics, and the sciences. For example, Wiener's Tauberian theorem in Fourier analysis not only characterizes the behavior of the prime numbers, but also provides the proper notion of spectrum for phenomena such as white light; this latter process leads to the Fourier analysis associated with correlation functions in filter­ing and prediction problems, and these problems, in turn, deal naturally with Hardy spaces in the theory of complex variables.

Nowadays, some of the theory of PDEs has given way to the study of Fourier integral operators. Problems in antenna theory are studied in terms of unimodular trigonometric polynomials. Applications of Fourier analysis abound in signal pro­cessing, whether with the Fast Fourier transform (FFf), or filter design, or the adap-

Series Preface vii

tive modeling inherent in time-frequency-scale methods such as wavelet theory. The coherent states· of mathematical physics are translated and modulated Fourier trans­forms, and these are used, in conjunction with the uncertainty principle, for dealing with signal reconstruction in communications theory. We are back to the raison d' etre of the ANHA series!

John J. Benedetto Series Editor

University of Maryland College Park

Contents

Series Preface Preface Contributors

I Wavelets and Wavelet Transforms

1 The Wavelet Transform and Time-Frequency Analysis

v xvii xxi

1

Leon Cohen 3 1.1 Introduction..... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.2 The wavelet approach to time-frequency analysis. . . . . . . . . . . . . . . . 4

1.2.1 Density of timefrequency . . . . . . . . . . . . . . . . . . . . .. . . . .. . . 5 1.2.2 Marginals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 1.2.3 Moments......... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 1.2.4 Mean time and mean frequency ........................ 7 1.2.5 Conditional moments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

1.3 Examples................................................. 11 1.3.1 Modet wavelet...................................... 11 1.3.2 Modified Modet wavelet. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 1.3.3 Examples.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

1.4 Conclusion................................................ 16 1.5 Appendix: Moments ........................................ 18

1.5.1 The "a" moments. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 1.5.2 The time moments........ .. ..... ..... ..... .......... 19 1.5.3 The frequency moments. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 21

References ..................................................... 21 2 Multiwavelets in ]Rn with an Arbitrary Dilation Matrix

Carlos A. Cabrelli, Christopher Heil, and Ursula M. Molter 23 2.1 Introduction..... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 2.2 Self-similarity.............................................. 24 2.3 Refinement equations ....................................... 25

x Contents

2.4 Existence of MRAs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35 References. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38

3 On the Nonexistence of Certain Divergence-free Multiwavelets 1. D. Lakey and M. C. Pereyra 41 3.1 Introduction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 41 3.2 The main theorem .......................................... 42 3.3 Shift invariant subspaces of1i2(Rn, Rn) and w-Iocalized

projections ................................................ 43 3.3.1 The correlation function. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 44 3.3.2 Proof of Theorem 3.3.1 ............................... 48 3.3.3 Proof of Theorem 3.3.2 ............................... 52

3.4 Nonexistence.............................................. 53 References ..................................................... 54

4 Osiris Wavelets and Isis Variables Guy Battle 55 4.1 Introduction.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 55 4.2 The Gaussian fixed point (configuration picture) . . . . . . . . . . . . . . . .. 66 4.3 The recursion formula for the dipole perturbation . . . . . . . . . . . . . . .. 73 4.4 The Gaussian fixed point (wavelet picture) . . . . . . . . . . . . . . . . . . . . .. 77 4.5 Elements of the A 00 matrix. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... 85 4.6 Linearized RG transformation for the dipole perturbation ......... 90 Appendix ...................................................... 97 References ..................................................... 101

5 Wavelets for Statistical Estimation and Detection R. Chandramouli and K. M. Ramachandran 103 5.1 Introduction.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 103 5.2 Wavelet analysis ............................................ 106 5.3 Statistical estimation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 107

5.3.1 Popular wavelet-based signal estimation schemes ......... 109 5.3.2 MPE....... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 112 5.3.3 Performance analysis. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 117

5.4 Hypothesis testing. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 123 5.4.1 OR decision fusion ................................... 125 5.4.2 AND decision fusion ................................. 127 5.4.3 Asymptotic analysis. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 128

5.5 Conclusion ................................................ 129 References ..................................................... 130

Contents xi

II Signal Processing and Time-Frequency Signal Analysis 133

6 ffigb Performance Time-Frequency Distributions for Practical Applications Boualem Boashash and Victor Sucic 135 6.1 The core concepts of time-frequency signal processing. . . . . . . . . . .. 135

6.1.1 Rationale for using time-frequency distributions. . . . . . . . . .. 135 6.1.2 Limitations of traditional signal representations . . . . . . . . . .. 136 6.1.3 Positive frequencies and the analytic signal. . . . . . . . . . . . . .. 138 6.1.4 Joint time-frequency representations .................... 139 6.1.5 Heuristic formulation of the class of quadratic TFDs . . . . . .. 144

6.2 Performance assessment for quadratic TFDs .................... 151 6.2.1 Visual comparison ofTFDs ............................ 151 6.2.2 Performance criteria for TFDs. . . . . . . . . . . . . . . . . . . . . . . . .. 153 6.2.3 Performance specifications for the design of high resolution

TFDs .............................................. 160 6.3 Selecting the best TFD for a given practical application ........... 161

6.3.1 Assessment of performance for selection of the best TFD . .. 161 6.3.2 Selecting the optimal TFD for real-life signals under given

constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 169 6.4 Discussion and conclusions .................................. 172 References ..................................................... 174

7 Covariant Time-Frequency Analysis Franz Hlawatsch, Georg TaubOck, and Teresa Twaroch 177 7.1 Introduction.... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 177 7.2 Groups and group representations . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 180

7.2.1 Groups. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 180 7.2.2 Unitary and projective group representations ............. 181 7.2.3 Modulation operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 183 7.2.4 Warping operators .................................... 183

7.3 Dual operators ............................................. 187 7.3.1 Properties of dual operators ............................ 187 7.3.2 Modulation and warping operators as dual operators ....... 189

7.4 Affine operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 190 7.4.1 Properties of affine operators ........................... 190 7.4.2 Modulation and warping operators as affine operators ...... 192

7.5 Covariant signal representations: group domain .................. 193 7.5.1 Displacement operators ............................... 193 7.5.2 Covariant linear 8-representations . . . . . . . . . . . . . . . . . . . . . .. 195 7.5.3 Covariant bilinear 8-representations ..................... 198

7.6 The displacement function: theory ............................. 201 7.6.1 Axioms of time-frequency displacement ................. 201 7.6.2 Lie group structure and consequences ................... 202 7.6.3 Unitary equivalence results .......... . . . . . . . . . . . . . . . . .. 205 7.6.4 Relation between extended displacement functions ........ 206

xii Contents

7.7 The displacement function: construction ........................ 208 7.7.1 General construction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 208 7.7.2 Warping operator and modulation operator ............... 211 7.7.3 Dual modulation and warping operators .................. 212 7.7.4 Affine modulation and warping operators ................ 212

7.8 Covariant signal representations: time-frequency domain .......... 213 7.8.1 Covariant linear time-frequency representations ........... 213 7.8.2 Covariant bilinear time-frequency representations ......... 215 7.8.3 Dual and affine modulation and warping operators ......... 217

7.9 The characteristic function method ............................ 219 7.9.1 (a, b)-energy distributions ............................. 220 7.9.2 Time-frequency energy distributions .................... 221 7.9.3 Equivalence results for dual operators ................... 222

7.10 Extension to general LCA groups ............................. 226 7.11 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 227 References ..................................................... 228

8 Time-Frequencylfime-Scale Reassigmnent Eric Chassande-Mottin, Francois Auger, and Patrick Flandrin 233 8.1 Introduction ............................................... 233 8.2 The reassignment principle. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 234

8.2.1 Localization trade-offs in classical time-frequency and time-scale analysis ................................... 234

8.2.2 Spectrogramslscalograms revisited from a mechanical analogy. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 236

8.2.3 Reassignment as a general principle. . . . . . . . . . . . . . . . . . . .. 237 8.2.4 Connections with related approaches .................... 241

8.3 Reassignment in action ...................................... 241 8.3.1 Efficient algorithms .................................. 242 8.3.2 Analysis of AM-PM signals ........................... 243 8.3.3 Singularity characterization from reassigned scalograms . . .. 247

8.4 More on spectrogram reassignment vector fields ................. 251 8.4.1 Statistics of spectrogram reassignment vectors . . . . . . . . . . .. 251 8.4.2 Geometric phase and level curves. . . . . . . . . . . . . . . . . . . . . .. 253

8.5 Two variations ............................................. 255 8.5.1 Supervised reassignment .............................. 255 8.5.2 Differential reassignment. ............................. 256

8.6 Two signal processing applications ............................ 257 8.6.1 Time-frequency partitioning and filtering ................ 257 8.6.2 Chirp detection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 259

8.7 Conclusion.......................... . . . . . . . . . . . . . . . . . . . . .. 263 References ..................................................... 264

Contents xiii

9 Spatial Time-Frequency Distributions: Theory and Applications Moeness G. Amin, Yimin Zhang, Gordon J. Frazer; and Alan R. Lindsey 269 9.1 Introduction ............................................... 269 9.2 STFDs .................................................... 270

9.2.1 Signal model ........................................ 270 9.2.2 STFDs ............................................. 271 9.2.3 Joint diagonalization and time-frequency averaging ........ 272

9.3 Properties of STFDs ........................................ 273 9.3.1 Subspace analysis for PM signals ....................... 274 9.3.2 Signal-to-noise ratio enhancement ...................... 276 9.3.3 Signal and noise subspaces using STFDs ................. 278

9.4 Blind source separation ...................................... 280 9.4.1 Source separation based on STFDs . . . . . . . . . . . . . . . . . . . . .. 280 9.4.2 Source separation based on spatial averaging ............. 281 9.4.3 Effect of cross-terms between source signals ............. 284 9.4.4 Source separation based on joint diagonalization and joint

anti-diagonalization .................................. 286 9.5 Direction finding ........................................... 288

9.5.1 Time-frequency MUSIC .............................. 288 9.5.2 Time-frequency maximum likelihood method. . . . . . . . . . . .. 290 9.5.3 Effect of cross-terms .................................. 292

9.6 Spatial ambiguity functions .................................. 296 9.7 Sensor-angle distributions .................................... 297

9.7.1 Signal model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 298 9.7.2 SADs .............................................. 301 9.7.3 Characterizing local scatter ............................ 302 9.7.4 Simulations and examples ............................. 302

9.8 Conclusion ................................................ 307 References ..................................................... 308

10 Time-Frequency Processing of Time-Varying Signals with Nonlinear Group Delay Antonia Papandreou-Suppappola 311 10.1 Introduction ............................................... 311 10.2 Constant time-shift covariant QTFRs .......................... 313

10.2.1 Cohen's class ........................................ 314 10.2.2 Affine class ......................................... 315

10.3 Group delay shift covariance property .......................... 316 10.3.1 Definition and special cases ............................ 316 10.3.2 QTFR time shift and signal group delay ................. 319 10.3.3 Generalized impulse and signal expansion ................ 319

10.4 Group delay shift covariant QTFRs ............................ 322 10.4.1 Dispersively warped Cohen's class ...................... 323 10.4.2 Dispersively warped affine class . . . . . . . . . . . . . . . . . . . . . . .. 330 10.4.3 Other dispersively warped classes. . . . . . . . . . . . . . . . . . . . . .. 336 10.4.4 Group delay shift covariant intersections ................. 339

xiv Contents

10.5 Simulation examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 342 10.5.1 Impulse example ..................................... 343 10.5.2 Hyperbolic impulse example ........................... 343 10.5.3 Power impulse example. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 346 10.5.4 Power exponential impulse example ..................... 347 10.5.5 Hyperbolic impulse and Gaussian example . . . . . . . . . . . . . .. 350 10.5.6 Impulse response of a steel beam example ................ 351

10.6 Conclusion ................................................ 353 References ..................................................... 354

11 Self-Similarity and Intermittency Albert Benassi, Serge Cohen, Sebastien Deguy, and Jacques lstas 361 11.1 Introduction ............................................... 361 11.2 Wavelet decomposition of self-similar Gaussian processes. . . . . . . .. 362

11.2.1 Self-similar Gaussian processes ........................ 362 11.2.2 Lemarie-Meyer basis. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 364 11.2.3 Wavelet decomposition ............................... 364 11.2.4 Estimation of H ..................................... 364 11.2.5 A generalized model. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 365

11.3 Intermittency for stochastic processes . . . . . . . . . . . . . . . . . . . . . . . . .. 366 11.3.1 Encoding the dyadic cells of]Rd with a tree. . . . . . . . . . . . . .. 366 11.3.2 Intermittency........................................ 368 11.3.3 Geometry of trees. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 368 11.3.4 Model and main result . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... 368

11.4 Appendix ................................................. 370 11.4.1 Simulations .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 370 11.4.2 Estimations ......................................... 371

References ..................................................... 374 12 Selective Thresholding in Wavelet Image Compression

Prashant Sansgiry and loana Mihaila 377 12.1 Introduction ............................................... 377 12.2 Selective thresholding . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 378 12.3 Results .................................................... 379 12.4 Conclusions ............................................... 381 References ..................................................... 381

13 Coherent Vortex Simulation of Two- and Three-Dimensional Thrbulent Flows Using Orthogonal Wavelets Alexandre Azzalini, Giulio Pellegrino, and Jorg Ziuber 383 13.1 Introduction ............................................... 383 13.2 Wavelet filtering for coherent vortex extraction ... . . . . . . . . . . . . . .. 385

13.2.1 Wavelet projection ................................... 385 13.2.2 Multiresolution analysis ............................... 387 13.2.3 Donoho's theorem. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 388 13.2.4 Iterative threshold estimation ........................... 391

13.3 Application of wavelet filtering to 2D and 3D data fields .......... 396 13.3.1 Artificial academic 2D field ............................ 396

Contents xv

13.3.2 20 turbulent field ............... . . . . . . . . . . . . . . . . . . . .. 399 13.3.3 Wavelet filtering of 30 turbulent flows ................... 403

13.4 CVS of evolving turbulent flows .............................. 411 13.4.1 Implementation of CVS: adaptive basis selection .......... 411 13.4.2 Simulation of 20 turbulent flows ....................... 414 13.4.3 Simulation of 30 flows ............................... 422

13.5 Summary and conclusion .................................... 428 References ..................................................... 431

Index 433

Preface

The mathematical theory of wavelet analysis and its applications have been a rich area of research over the past twenty years. Nowadays, wavelet analysis is an inte­gral part of the solution to difficult problems in fields as diverse as signal processing, computer vision, data compression, pattern recognition, image processing, computer graphics, medical imaging, and defense technology. In recognition of the many new and exciting results in wavelet analysis and these related disciplines, this volume con­sists of invited articles by mathematicians and engineering scientists who have made important contributions to the study of wavelets, wavelet transforms, time-frequency signal analysis, turbulence, and signal and image processing. Like its predecessor Wavelet Transforms and Time-Frequency Signal Analysis, (Birkhiiuser, 0-8176-4104-1), this work emphasizes both theory and practice, and provides directions for future research.

Given that the literature in wavelet analysis must continually change to accom­pany the discovery and implementation of new ideas and techniques, it has become increasingly important for a broad audience of researchers to keep pace with new developments in the subject. Much of the latest research, however, is widely scat­tered across journals and books and is often inaccessible or difficult to locate. This work addresses that difficulty by bringing together original research articles in key areas, as well as expository/survey articles, open questions, unsolved problems, and updated bibliographies. Designed for pure and applied mathematicians, engineers, physicists, and graduate students, this reference text brings these diverse groups to the forefront of current research.

The book is divided into two main parts: Part I, on Wavelets and Wavelet Trans­forms; and Part n, on Signal Processing and Time-Frequency Signal Analysis. The opening chapter by Leon Cohen deals with a general method for calculating relevant time-frequency moments for the wavelet transform. Explicit results are given for the time, frequency, and scale moments. It is shown that the wavelet transform has unique characteristics that are not possessed by previous known methods. Special at­tention is given to the fact as to whether these unusual characteristics are mathemati­cally or physically important. Exactly solvable examples are given and the results are

xviii Preface

contrasted with the standard methods, such as the spectrogram and the Wigner-Ville distribution.

In Chapter 2, Carlos A. Cabrelli, Christopher Hell, and Ursula M. Molter outline some recent developments in the construction of higher-dimensional wavelet bases exploiting the fact that the refinement equation is a statement that the scaling function satisfies some kind of self-similarity. Special focus is on the notion of self-similarity, as applied to wavelet theory, so that wavelets associated with a multiresolution anal­ysis of Rn allow arbitrary dilation matrices without any restrictions on the number of scaling functions.

Chapter 3, by J.D. Lakey and M.C. Pereyra, deals with the nonexistence of biorthogonal multi wavelets having some regularity, such that both biorthogonal fam­ilies have compactly supported and divergence-free generators. The authors general­ize Lamarie's bivariate result based on vector-valued multiresolution analyses.

Osiris wavelets and Isis variables are the topics covered in Chapter 4 by Guy Battle. Based on his new hierarchical approximations, the author discusses the kine­matic coupling of wavelet amplitudes which arises in various models based on Osiris wavelets. The variables associated with different length scales are no longer inde­pendent with respect to the massless continuum Gaussian. This creates undefined Gaussian states that are fixed with respect to the renormalization group iteration-in addition to the usual Gaussian fixed points which influence the flow of the iteration. This is followed by a derivation of the recursion formula-and its linearization-for dipole perturbations of the Gaussian fixed point. Such a formula is best described by Isis variables.

In Chapter 5, R. Chandramouli and K.M. Ramachandran discuss two impor­tant application of wavelets: (a) signal estimation and (b) signal detection. Several wavelets based on signal estimator/denoising schemes are reviewed. This is followed by a new signal estimator which attempts to estimate and preserve some moments of the underlying original signal. A relationship between signal estimation and data compression is also discussed. Analytical and experimental results are presented to explain the performance of these signal estimation schemes. A wavelet decomposi­tion level-dependent binary hypothesis test is investigated for signal detection. Out­puts of likelihood ratio test-based local detectors are combined by a fusion rule to obtain a global decision about the true hypothesis. Due to the combinatorial nature of this detection fusion problem, two specific global detection fusion rules-OR and AND-are discussed in some detail. A method to compute the global thresholds and the asymptotic properties of the hypothesis test is also derived.

Part n deals with the study of signal processing and time-frequency signal anal­ysis. It begins with Chapter 6 by Boualem Boashash and Victor Sucic who present three interrelated sections dealing with key concepts and techniques needed to design and use high performance time-frequency distributions (TFDs) in real-world appli­cations. They discuss the core concepts of time-frequency signal processing (TFSP) in recent developments, including the design of high resolution quadratic TFDs for multicomponent signal analysis. This is followed by methods of assessment for the performance of time-frequency techniques in terms of the resolution performance

Preface xix

of TFDs. Finally, a methodology for selecting the most suitable TFD for a given real-life signal is given.

Chapter 7 by Franz Hlawatsch, Georg TaubOck and Teresa Twaroch is concerned with a general theory of linear and bilinear quadratic time-frequency (TF) represen­tations based on the covariance principle. The covariance theory provides a unified framework for important TF representations. It yields a theoretical basis for TF anal­ysis and allows for the systematic construction of covariant TF representations. Spe­cial attention is given to unitary and projective group representations that provide mathematical models for displacement operators. This is followed by a discussion of important classes of operator families which include modulation and warping opera­tors as well as pairs of dual and affine operators. The results of the covariance theory are then applied to these operator classes. Also studied are the fundamental proper­ties of the displacement function connecting the group domain and the TF domain with their far-reaching consequences. A systematic method for constructing the dis­placement function is also presented. Finally, the characteristic function method is considered for construction of bilinear TF representations. It is shown that for dual operators the characteristic function method is equivalent to the covariance method.

In Chapter 8, Eric Chassande-Mottin, Francois Auger and Patrick Flandrin intro­duce the idea of reassignment in order to move computed values of time-frequency (or time-scale) distributions to increase their localization properties. Attention is given to the practical implementation of the reassignment operators and to the result­ing computational effectiveness with analytical examples of both chirp-like signals and isolated singularities. An in-depth study of (spectrogram) reassignment vector fields is presented from both statistical and geometric viewpoints. Two variations of the initial method, including supervised reassignment and differential reassign­ment, are discussed. This is followed by two examples of applications of reassign­ment methods to signal processing. The first one is devoted to the partitioning of the time-frequency plane, with time-varying filtering, denoising and signal components extraction as natural byproducts. The second example covers chirp detection with special emphasis on power-law chirps, which is associated with gravitational waves emitted from the coalescence of astrophysical compact bodies.

Chapter 9, by Moeness G. Amin, Yimin Zhang, Gordon J. Frazer and Alan R. Lindsey, is devoted to a comprehensive treatment of the hybrid area of time­frequency distribution (TFD) and array signal processing. Two basic formulations are presented to incorporate the spatial information into quadratic distributions. Special attention is given to applications of these formulations with advances made through time-frequency analysis in the direction-of-arrival estimation, signal synthesis, and near-field source characterization.

In Chapter 10, A. Papandreou-Suppappola discusses quadratic time-frequency representations (QTFRs) preserving constant and dispersive time shifts. Under study are QTFR classes that always preserve nonlinear, frequency-dependent time shifts on the analysis signal which may be the result of a signal propagating through sys­tems with dispersive time-frequency characteristics. It is shown that these general­ized time-shift covariant QTFR classes are related to the constant time-shift covariant QTFR classes through a unitary warping transformation that is fixed by the dispersive

xx Preface

system characteristics. Various examples to demonstrate the importance of matching the group delay of the analysis signal with the generalized time shift of the QTFR are included.

In Chapter 11, a class of stochastic processes with an extended self-similarity property and intermittency is discussed by Albert Benassi, Serge Cohen, Sebastian Deguy, and Jacques Istas. Presented are several simulations of such processes as well as the estimation of their characteristic parameters.

Selective thresholding in wavelet image compression is the topic of Chapter 12 by Prashant Sansgiry and loana Mihaila. Image compression can be achieved by using several types of wavelets. Lossy compression is obtained by applying various levels of thresholds to the compressed matrix of the image. The authors explore non­uniform ways to threshold this matrix and discuss the effects of these thresholding techniques on the quality of the image and the compression ratio.

Chapter 13 is devoted to coherent vortex simulation (CVS) of two- and three­dimensional turbulent flows based on the orthogonal wavelet decomposition of the vorticity field which can be highly compressed using wavelet filters. Direct numerical simulations (DNS) using CVS are carried out for turbulent flows that deal with the integration of the Navier-Stokes equations in a compressed adaptive basis. In order to check the potential of the CVS approach, DNS and CVS are compared in both two and three dimensions. This leads to an analysis of the effect of the filtering procedure onto the dynamical evolution of the flow.

I express my grateful thanks to the authors for their cooperation and their excel­lent chapters. Some of these chapters grew out of lectures originally presented at the NSF-CBMS conference at the University of Central Florida in May 1998. I hope the reader will share in the excitement of present-day research and become stimulated to explore wavelets, wavelet transforms, and their diverse applications. I also hope this volume will not only generate new, useful leads for those engaged in advanced study and research, but will also attract newcomers to these fields. Finally, I would like to thank Tom Grasso and the staff of Birkhiiuser Boston for their constant help throughout the many stages of publishing this volume.

Lokenath Debnath University of Texas-Pan American

Edinburg, Texas

Contributors

Moeness G. Amin Center for Advanced Communications Villanova University Villanova, PA, USA E-mail: moeness@ece.vill.edu

Francois Auger C.R.T.T. Boulevard de l'Universite Boite postale 406 44602 Saint-Nazaire Cedex, France E-mail: auger@ge44.univ-nantes.fr

Alexandre Azzalini Laboratoire de Meteorologie Dynamique du CNRS Ecole Normale Superieure 24, rue Lhomond F-75231 Paris Cedex 9, France E-mail: azzalini@lmd.ens.fr

Guy Battle Department of Mathematics Texas A&M University College Station, TX 77843, USA E-mail: battle@math.tamu.edu

Albert Benassi Universite de Blaise Pascal (Clermont-Ferrand II) LAMP, CNRS UPRESA 6016 63177 Aubiera Cedex, France E-mail: benassi@opgc.univ-bpclermont.fr

xxii Contributors

Boualem Boashash Signal Processing Research Centre School of Electrical Engineering Queensland University of Technology 2 George St., Brisbane QLD 4000, Australia E-mail: b.boashash@qut.edu.au

Carlos A. Cabrelli Departamento de Matematica Facultad de Ciencias Exactas y Naturales Universidad de Buenos Aires Cuidad Universitaria Pabe1l6n I 1428 Capital Federal Buenos Aires, Argentina E-mail: ccabrelli@dm.uba.ar

R. Chandramouli 207 Burchard Building Department of Electrical and Computer Engineering Stevens Institute of Technology Hoboken, NJ 07030, USA E-mail: mouli@stevens-tech.edu

Eric Chassande-Mottin Albert-Einstein-Institut, MPI fUr Grav. Physik Am Miihlenberg, 5 D-14476 Golm, Germany E-mail: ecm@obs-nice.fr

Leon Cohen Department of Physics and Astronomy Hunter College City University of New York 695 Park Avenue New York, NY 10021, USA E-mail: leon.cohen@hunter.cuny.edu

Serge Cohen Laboratoire de Statistique et de Probabilities Universite Paul Sabatier 118 route de Noarbonne 31062 Toulouse Cedex, France E-mail: Serge.cohen@math.ups-tlse.fr

Sebastien Deguy Universite Blaise Pascal (Clermont-Ferrand IT) Laboratoire de Logique Algorithmique et Informatique de Clermont 1 63177 Aubere Cedex, France E-mail: deguy@llaic.u-clermontl.fr

Patrick Flandrin Ecole Normale Superieure de Lyon 46 Allee d'ltalie 69364 Lyon Cedex 07, France E-mail: fiandrin@ens-IyonJr

Gordon 1. Frazer Surveillance Systems Division Defence Science and Technology Organisation P.O. Box 1500 Edinburgh, SA 5111, Australia E-mail: frazer@ieee.org

Christopher E. Heil School of Mathematics Georgia Institute of Technology Atlanta, GA 30332-0160, USA E-mail: heil@math.gatech.edu

Franz Hlawatsch Institut fUr Nachrichtentechnik und Hochfrequenztechnik Technische Universimt Wien Gusshausstrasse 25/389 A- 1040 Vienna, Austria E-mail: fhlawats@pop.tuwien.ac.at

Jacques Istas Departement IMSS-BSHM Universite Pierre Mendes-France 38000 Grenoble, France E-mail: Jacques.istas@upmf-grenoble.fr

J. D. Lakey Department of Mathematical Sciences New Mexico State University Las Cruces, NM 88003-8001, USA E-mail: jlakey@nmsu.edu

Contributors xxiii

xxiv Contributors

Alan R. Lindsey Air Force Research Laboratory 525 Brooks Road Rome, NY 13441, USA E-mail: alan.lindsey@rl.af.mil

Ursula M. Molter Departamento de Matematica Facultad de Ciencias Exactas y Naturales Universidad de Buenos Aires Cuidad Universitaria Pabe1l6n I 1428 Capital Federal Buenos Aires, Argentina E-mail: umoIter@dm.uba.ar

Ioana Mihaila Department of Mathematics California State Polytechnic University, Pomona Pomona, CA 91768, USA Email: imihaila@csupomona.edu

Antonia Papandreou-Suppappola Department of Electrical Engineering Arizona State University P.O. Box 877206 Tempe, AZ 85287-7206, USA E-mail: papandreou@asu.edu

Giulio Pellegrino Laboratoire de Modelisation et Simulation Numerique en Mecanique CNRS et Universite d' Aix-Marseille 38, rue F. Joliot-Curie F-13451 Marseille Cedex 13, France Email: pellegri@13m.univ-mrs.fr

M. C. Pereyra Department of Mathematics and Statistics University of New Mexico Albuquerque, NM 87131-1141, USA E-mail: crisp@math.unm.edu

K. M. Ramachandran Department of Mathematics University of South Florida Tampa, FL 33620-5700, USA E-mail: ram@chuma.cas.usf.edu

Prashant Sansgiry Department of Mathematics and Statistics Coastal Carolina University Conway, SC 29526, USA E-mail: sansgirp@coastal.edu

Victor Sucic Signal Processing Research Centre School of Electrical Engineering Queensland University of Technology 2 George St., Brisbane QLD 4000, Australia E-mail: v.sucic@qut.edu.au

Georg TaubOck Forschungszentrum Telekommunikation Wien Tech Gate Vienna Donau-City-StraBe I A-1220 Wien, Austria E-mail: tauboeck@fiw.at

Teresa Twaroch Institut ffir Analysis und Technische Mathematik Vienna University of Technology Wiedner Hauptstrasse 8-10 A-I040 Vienna, Austria E-mail: teresa.twaroch@ci.tuwien.ac.at

YiminZhang Center for Advanced Communications Villanova University Villanova, PA, 19085-1603, USA E-mail: yimin@ieee.org

JiJrg Ziuber Institut fUr Chernische Technik Universitat Karlsruhe Kaiserstrasse 12 D-76128 Karlsruhe, Germany E-mail: ziuber@ict.uni-karlsruhe.de

Contributors xxv

Wavelets and Signal Processing