Daubechies Wavelets

A first look
Ref: Walker (Ch.2)
Jyun-Ming Chen, Spring 2001

Introduction
A family of wavelet transforms
discovered by Ingrid Daubechies
Concepts similar to Haar (trend and
fluctuation)
Differs in how scaling functions
and wavelets are defined
longer supports
Wavelets are building blocks that can quickly
decorrelate data.

Haar Wavelets Revisited

The elements in the
synthesis and analysis
matrices are
1
2
1
1
1
, 2
2
2

1 2

, Q 2 2
P2 2

Haar Revisited
1

2 2
V1

W 2
1

1
2

1
2

1
1
1

1
1

2
1
1
1
1


2

1
1

2
1

1
2
1
2

1
2
1
2

1
2

1
2

Synthesis
Filter P3

Synthesis
Filter Q3

In Other Words
V

2
1

V22 V32 V42 14 V13 V23 V33 V43 V53 V63 V73

V12 1V13 2V23

Vm2 1V23m 1 2V23m , m 1, ,4
Wm2 1V23m 1 2V23m , m 1, ,4

V83 18

2 84

How we got the numbers

Orthonormal; also lead Orthogonality
to energy conservation
12 22 1

1 2 , 2 1

12 22 1

V12 W12 1 1 2 2 0

Averaging 1 2 2 Differencing 1 2 0
if f1 f 2 f

if f1 f 2 f

then f V12 1 f1 2 f 2 1 2 f

f1 f 2
2f
2
2
2

1 2

1
2

then f W12 1 f1 2 f 2 1 2 f

f1 f 2
2 0
2

1
1
, 2
2
2

How we got the numbers (cont)

c1 1 2
f1

f
d

1 1
2
2
c
f 3
1 2
2


1 2
d2
f 4

c
f 5

3
1
2


d3
1 2
f 6

f
c

4
1
2
7

d
1 2 f 8
4

1
2
1
21 2
1
2

2
1
2

1 2

2
1

1 2

1 2

8
1 2

1 2

1 2

2
1 2

OR, y D f
c12 c42 d12 d 42 y T y ( f T D T ) D f f T ( D T D) f

Energy Conservation :
y y f f , therefore D D I
T

Hence

12 22 1 and 12 22 1

Daubechies Wavelets
How they look like:
Translated copy
dilation

Scaling functions

Wavelets

Daub4 Scaling Functions

(n-1 level)
n 1

Obtained from natural

basis
(n-1) level Scaling
functions

n 1
n 1

N 2n
n 1

wrap around at end due to

periodicity

n 1

Each (n-1) level function

Support: 4
Translation: 2

n 1

Trend: average of 4 values

Wrap - around : Vkn N Vkn

Daub4 Scaling Function

(n-2 level)
Obtained from n-1
level scaling functions
Each (n-2) scaling
n2
function
Support: 10
Translation: 4

This extends to lower

levels
n 1

n 1

n 1

n 1

Wrap - around : VknN1 / 2 Vkn 1

Trend: average of 10
values
j 1

Wrap - around: Vkj2 j Vkj

Daub4 Wavelets
Similar wrap-around
Obtained from natural
basis
Support/translation:
Same as scaling
functions

Extends to lowerlevels
j 1

n 1
n 1
n 1

N 2n
n 1
n 1

Wrap - around: Vkj2 j Vkj

Numbers of Scaling Function and

Wavelets (Daub4)

Property of Daub4
If a signal f is (approximately) linear over
the support of a Daub4 wavelet, then the
corresponding fluctuation value is
(approximately) zero.
True for functions that have a continuous
2nd derivative

f ( x) const f ( x) (const ) x

Property of Daub4 (cont)

MRA
f c 2 ( x) d 2 ( x)
c 2 ( x) c1 ( x) d1 ( x)

c1 ( x )
d1 ( x )

f c 0 ( x) d 0 ( x) d n-1 ( x) where N 2 n

Example (Daub4)
f f1
V12 1 2 3 4

f2

f3

0 0 0 0

V22 0 0 1 2 3 4

0 0

V32 0 0 0 0 1 2 3 4
V42 3 4

0 0 0 0 1 2

f4

f5

f6

f7

W12 1

f 8 N 8

3 4 0 0 0 0
W22 0 0 1 2 3 4 0 0
2

W32 0 0 0 0 1
W42 3

4 0 0 0 0 1 2

V V V V V

W11 1V12 2V22 3V32 4V42

V21 1V32 2V42 3V12 4V22

W21 1V32 2V42 3V12 4V22

V V V V V

W10 1V11 2V21 3V11 4V21

1
1

0
1

2
1 1

2
2 2

1
1 1

1
2 2

2
3 3

1
3 1

2
4 4

1
4 2

f ( f V10 ) V10 ( f W10 ) W10 ( f W11 ) W11 ( f W21 ) W21

( f W12 ) W12 ( f W22 ) W22 ( f W32 ) W32 ( f W42 ) W42

More on Scaling Functions

(Daub4, N=8)
1

3
4

Or,

2
1

4
1
2
3 1
4 2
3
4

1
1
1

2

3
1

1

4

1
1

2
1

V22

V42 V13

V32

V23

V33

V43

V53

V63

V73

3 1

4 2

3 1
4 2

V83 P 3

Synthesis
Filter P3

Scaling Function (Daub4, N=16)

11

21

1 2
3 1
41 2 2

1 3
3 2
4 2 2 3

3 3 1 4
4 3 2 4

3 4

4 4

Or,

2
1

V22

V32

11
21
31 1 2
41 2 2
3 2 1 3
4 2 2 3
3 3 1 4
4 3 2 4
3 4
4 4

V42 V13

V23

1

2

3
4

V33

V43

1
2
3
4

V53

3
4

1
2
3
4

V63

1
2
3
4

V73

1
2
3
4

1
2
3
4

V83 P 3

1
2
3
4

1
3

2
4

4 2

3 1

4 2

3
1

4 2

Synthesis
1
3
Filter
P

Scaling Functions (Daub4)

Synthesis
Filter P2 1 3

1
1

V21 V12 V22 V32

4
2 2
V4
3 1

4 2

Synthesis
Filter P1 1

0
1
1
1
1 2
V1 V1 V2 V1 V2

3

4

More on Wavelets (Daub4)

W

2
1

W22

W32

W42 V13

V23

V33

Synthesis
Filter Q2 1 3

1
1

W21 V12 V22 V32

4
2 2
V4
3 1

4 2

V43

V53

V63 V73 V83 4

Synthesis

Filter Q3

4
1
2
3
4

1
2
3
4

Synthesis
Filter Q1 1

0
1
1
1
1 2
W1 V1 V2 V1 V2

3

4

1
2

Summary
V

j 1

V P

Daub4
(N=32)

j 1

V Q

j=5 j=4 j=3 j=2

In
general
N=2n

support

10

22

translation

Analysis and Synthesis

There is another set of
matrices that are related to
the computation of
analysis/decomposition
coefficient
In the Daubechies case,
they are also the transpose
of each other
Later well show that this
is a property unique to
orthogonal wavelets

Analysis and Synthesis

3 3

c Ac

c1 A2c 2

c 0 A1c1

d 2 B 3c 3

d 1 B 2c 2

d 0 B1c1

c2

c1

c0

d0

MRA (Daub4)
c0
c1
c2

c5
c6

c3

c7
c8

c4

f (x)

Energy Compaction
(Haar vs. Daub4)

How we got the numbers

Orthonormal; also lead Averaging
to energy conservation
Differencing
Constant

Orthogonality
1 3 2 4 0

Linear

4 unknowns; 4 eqns

Supplemental
if f1 f 2 f 3 f 4 f

then f V12 1 f1 2 f 2 3 f 3 4 f 4 1 2 3 4 f
average 2 f 2

if f1 f 2 f 3 f 4 f

then f W12 1 f1 2 f 2 3 f 3 4 f 4 1 2 3 4 f
const correlatio n 2 0 2

if f1 k , f 2 k s, f 3 k 2s, f 4 k 3s
then f W12 1 f1 2 f 2 3 f 3 4 f 4

1 2 3 4 k 0 1 1 2 2 3 3 4 s
linear correlation 2 0 2

Conservation of Energy
Define

Therefore (Exercise: verify)

Energy Conservation
By definition:
c

c
c

c
c

Orthogonal Wavelets
By construction

Haar is also
orthogonal
Not all wavelets are
orthogonal!
Semiorthogonal,
Biorthogonal

Other Wavelets (Daub6)

n 1
n 1
n 1

N 2n
n 1

Daub6 (cont)
Constraints

If a signal f is (approximately) quadratic over the

support of a Daub6 wavelet, then the
corresponding fluctuation value is (approximately)
zero.

DaubJ
Constraints

If a signal f is (approximately) equal to a

polynomial of degree less than J/2 over the
support of a DaubJ wavelet, then the
corresponding fluctuation value is (approximately)
zero.

Comparison (Daub20)
c0
c1
c2

c5
c6

c3

c7
c8

c4

f (x)

Supplemental on Daubechies Wavelets

Coiflets
Designed for maintaining a close match
between the trend value and the original
signal
Named after the inventor: R. R. Coifman

Ex: Coif6