Download PDF by Stephane Mallat: A Wavelet Tour of Signal Processing, Second Edition (Wavelet

By Stephane Mallat

ISBN-10: 0080520839

ISBN-13: 9780080520834

ISBN-10: 012466606X

ISBN-13: 9780124666061

This booklet is meant to function a useful reference for an individual fascinated with the appliance of wavelets to sign processing. It has advanced from fabric used to educate "wavelet sign processing" classes in electric engineering departments at Massachusetts Institute of know-how and Tel Aviv college, in addition to utilized arithmetic departments on the Courant Institute of latest York college and ?‰colePolytechnique in Paris. Key gains* presents a extensive point of view at the rules and purposes of brief sign processing with wavelets* Emphasizes intuitive realizing, whereas offering the mathematical foundations and outline of quickly algorithms* quite a few examples of actual functions to noise elimination, deconvolution, audio and photo compression, singularity and area detection,multifractal research, and time-varying frequency measurements* Algorithms and numerical examples are carried out in Wavelab, that is a Matlab toolbox freely on hand over the web* content material is available on numerous point of complexity, counting on the person reader's needsNew to the second one variation* Optical circulate calculation and video compression algorithms* photo versions with bounded edition capabilities* Bayes and Minimax theories for sign estimation* 2 hundred pages rewritten and such a lot illustrations redrawn* extra difficulties and themes for a graduate path in wavelet sign processing, in engineering and utilized arithmetic

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Extra resources for A Wavelet Tour of Signal Processing, Second Edition (Wavelet Analysis & Its Applications)

Example text

The larger at, the more uncertainty there is concerning the position of the free particle; the larger cry, the more uncertainty there is concerning its momentum. 5 (HEISENBERGUNCERTAINTY) The temporal variance and the frequency variance of f E L 2 (IR) satisfy 2> 1 cr2 cr~ _ ~. 47) This inequality is an equality if and only if there exist (u,~,a,b) E ]t~2 that f (t) -- a e x p [ i ~ t - b ( t - u)2]. X C. 48) Proof z. The following proofdue to Weyl [75] supposes that limltl_++~ v/tf(t) = 0, but the theorem is valid for any f E L2 (R).

The signal f is estimated by transforming the noisy data X with an operator D: F=DX. The risk of the estimator/3 of f is the average error, calculated with respect to the probability distribution of the noise W: r(D, f ) = E{IIf - DXll2}. It is tempting to restrict oneself to linear operators D, because of their simplicity. Yet, non-linear operators may yield a much lower risk. To keep the simplicity, we concentrate on diagonal operators in a basis B. If the basis B gives a sparse signal representation, Donoho and Johnstone [ 167] prove that a nearly optimal non-linear estimator is obtained with a simple thresholding: N-1 ~'--DX-EpT((X, gm))gm.

Their discretization is explained afterwards, with fast numerical algorithms over finite signals. 2 Tilings of Wavelet Packet and Local Cosine Bases Orthonormal wavelet bases are just an appetizer. Their construction showed that it is not only possible but relatively simple to build orthonormal bases of L 2 (•) composed of local time-frequency atoms. The completeness and orthogonality of a wavelet basis is represented by a tiling that covers the time-frequency plane with the wavelets' time-frequency boxes.

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A Wavelet Tour of Signal Processing, Second Edition (Wavelet Analysis & Its Applications) by Stephane Mallat

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