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Publication# Quantitative Fourier Analysis of Approximation Techniques: Part II—Wavelets

Abstract

In a previous paper, we proposed a general Fourier method which provides an accurate prediction of the approximation error, irrespective of the scaling properties of the approximating functions. Here, we apply our results when these functions satisfy the usual two-scale relation encountered in dyadic multiresolution analysis. As a consequence of this additional constraint, the quantities introduced in our previous paper can be computed explicitly as a function of the refinement filter. This is in particular true for the asymptotic expansion of the approximation error for biorthonormal wavelets, as the scale tends to zero. One of the contributions of this paper is the computation of sharp, asymptotically optimal upper bounds for the least-squares approximation error. Another contribution is the application of these results to B-splines and Daubechies scaling functions, which yields explicit asymptotic developments and upper bounds. Thanks to these explicit expressions, we can quantify the improvement that can be obtained by using B-splines instead of Daubechies wavelets. In other words, we can use a coarser spline sampling and achieve the same reconstruction accuracy as Daubechies: Specifically, we show that this sampling gain converges to pi as the order tends to infinity.

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Wavelet

A wavelet is a wave-like oscillation with an amplitude 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. 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.

Discrete wavelet transform

In numerical analysis and functional analysis, a discrete wavelet transform (DWT) is any wavelet transform for which the wavelets are discretely sampled. As with other wavelet transforms, a key advantage it has over Fourier transforms is temporal resolution: it captures both frequency and location information (location in time). Haar wavelet The first DWT was invented by Hungarian mathematician Alfréd Haar. For an input represented by a list of numbers, the Haar wavelet transform may be considered to pair up input values, storing the difference and passing the sum.

Wavelet transform

In mathematics, a wavelet series is a representation of a square-integrable (real- or complex-valued) function by a certain orthonormal series generated by a wavelet. This article provides a formal, mathematical definition of an orthonormal wavelet and of the integral wavelet transform. A function is called an orthonormal wavelet if it can be used to define a Hilbert basis, that is a complete orthonormal system, for the Hilbert space of square integrable functions.

Digital Signal Processing I

Basic signal processing concepts, Fourier analysis and filters. This module can
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Adaptive signal processing, A/D and D/A. This module provides the basic
tools for adaptive filtering and a solid mathematical framework for sampling and
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Digital Signal Processing III

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