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DISCRETE WAVELET TRANSFORM

A time-scale representation of a digital signal is obtained using digital filtering techniques. Here, filters of different cutoff frequencies are used to analyze the signal at different scales. The signal is passed through a series of high pass filters to analyze the high frequencies, and it is passed through a series of low pass filters to analyze the low frequencies.

The resolution of the signal, which is a measure of the amount of detail information in the signal, is changed by the filtering operations, and the scale is changed by upsampling and downsampling (subsampling) operations. Subsampling a signal corresponds to reducing the sampling rate, or removing some of the samples of the signal. For example, subsampling by two refers to dropping every other sample of the signal. Subsampling by a factor n reduces the number of samples in the signal n times.

Upsampling a signal corresponds to increasing the sampling rate of a signal by adding new samples to the signal. For example, upsampling by two refers to adding a new sample, usually a zero or an interpolated value, between every two samples of the signal. Upsampling a signal by a factor of n increases the number of samples in the signal by a factor of n.

The procedure starts with passing this signal (sequence) through a half band digital lowpass filter with impulse response h[n]. Filtering a signal corresponds to the mathematical operation of convolution of the signal with the impulse response of the filter. The convolution operation in discrete time is defined as follows:  

 

 

A half band lowpass filter removes all frequencies that are above half of the highest frequency in the signal.

The unit of frequency is of particular importance at this time. In discrete signals, frequency is expressed in terms of radians. Accordingly, the sampling frequency of the signal is equal to 2p radians in terms of radial frequency. Therefore, the highest frequency component that exists in a signal will be p radians, if the signal is sampled at Nyquist’s rate (which is twice the maximum frequency that exists in the signal); that is, the Nyquist’s rate corresponds to 2p rad/s in the discrete frequency domain. Therefore using Hz is not appropriate for discrete signals. However, Hz is used whenever it is needed to clarify a discussion, since it is very common to think of frequency in terms of Hz. It should always be remembered that the unit of frequency for discrete time signals is radians.

After passing the signal through a half band lowpass filter, half of the samples can be eliminated according to the Nyquist’s rule, since the signal now has a highest frequency of p/2 radians instead of p radians. Simply discarding every other sample will subsample the signal by two, and the signal will then have half the number of points. The scale of the signal is now doubled. Note that the lowpass filtering removes the high frequency information, but leaves the scale unchanged. Only the subsampling process changes the scale. Resolution, on the other hand, is related to the amount of information in the signal, and therefore, it is affected by the filtering operations. Half band lowpass filtering removes half of the frequencies, which can be interpreted as losing half of the information. Therefore, the resolution is halved after the filtering operation. Note, however, the subsampling operation after filtering does not affect the resolution, since removing half of the spectral components from the signal makes half the number of samples redundant anyway. Half the samples can be discarded without any loss of information. In summary, the lowpass filtering halves the resolution, but leaves the scale unchanged. The signal is then subsampled by 2, since half the number of samples are redundant. This doubles the scale.

This procedure can mathematically be expressed as  

      ……………(7)  

Computation of DWT :

The DWT analyzes the signal at different frequency bands with different resolutions by decomposing the signal into a coarse approximation and detail information. DWT employs two sets of functions, called scaling functions and wavelet functions, which are associated with low pass and highpass filters, respectively. The decomposition of the signal into different frequency bands is simply obtained by successive highpass and lowpass filtering of the time domain signal.

The original signal x[n] is first passed through a halfband highpass filter g[n] and a lowpass filter h[n]. After the filtering, half of the samples can be eliminated according to the Nyquist’s rule, since the signal now has a highest frequency of p /2 radians instead of p. The signal can therefore be subsampled by 2, simply by discarding every other sample. This constitutes one level of decomposition and can mathematically be expressed as follows:  

     …………..(8)  

where yhigh[k] and ylow[k] are the outputs of the highpass and lowpass filters, respectively, after subsampling by 2.

This decomposition halves the time resolution since only half the number of samples now characterizes the entire signal. However, this operation doubles the frequency resolution, since the frequency band of the signal now spans only half the previous frequency band, effectively reducing the uncertainty in the frequency by half. The above procedure, which is also known as the subband coding, can be repeated for further decomposition. At every level, the filtering and subsampling will result in half the number of samples (and hence half the time resolution) and half the frequency band spanned (and hence double the frequency resolution).  

This procedure is illustrated below, where x[n] is the original signal to be decomposed, and h[n] and g[n] are lowpass and highpass filters, respectively. The bandwidth of the signal at every level is marked on the figure as "f".

 

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