Daubechies wavelet

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Scaling and wavelet function of continuous D4 wavelet

Daubechies wavelets are a family of orthogonal wavelets named after Belgian physicist and mathematician Ingrid Daubechies. They are used in discrete wavelet transform.

Definition[change | change source]

Scale function coefficients (low pass filter in orthogonal filter banks) must satisfy following conditions (N is length of filter).

 \sum_{n=0}^{N-1} h_0[n] = \sqrt{2} or  \sum_{n=0}^{N-1} h_0[n] = 2 (then coefficients must be divided by factor of \sqrt{2})

which implies

 \sum_{n=0}^{N-1} (h_0[n])^2 = 1 or  \sum_{n=0}^{N-1} (h_0[n])^2 = 2 (then coefficients must be divided by factor of \sqrt{2})
\sum_{n=0}^{N-1} h_0[n] h_0[n-2k] = 0 for k \not= 0
Vanishing moments
\sum_{n=0}^{N-1} (-1)^n h_0[n] n^m = 0 for 0 \leq m < N/2

There is more than one solution (except case of N=2). However, it is necessary to distinguish between low pass and high pass filter.

Wavelets are denoted like Dx, where x is either number of coefficients (N) or number of vanishing moments (N/2). First case of notation (number of coefficients) is more recent and more frequented (e.g. D8 is wavelet with 8 coefficients).

Example[change | change source]

MATLAB code for enumeration of wavelet with 4 coefficients (denoted as D4).

t = solve(
	'h0*h0 + h1*h1 + h2*h2 + h3*h3 = 1',           % normalization
	'h2*h0 + h3*h1 = 0',                           % orthogonality
	'+(0^0)*h0 -(1^0)*h1 +(2^0)*h2 -(3^0)*h3 = 0', % zero
	'+(0^1)*h0 -(1^1)*h1 +(2^1)*h2 -(3^1)*h3 = 0'  % and first vanishing moments

Solutions (low pass filters only):

h0 h1 h2 h3
-0.129409522551260 0.224143868042014 0.836516303737808 0.482962913144534
0.482962913144534 0.836516303737808 0.224143868042014 -0.129409522551260

Related pages[change | change source]