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A Wavelet Tour of Signal Processing,

A Wavelet Tour of Signal Processing,

Stephane Mallat

637 pages, parution le 01/09/1999 (2eme édition)

Résumé

This book is intended to serve as an invaluable reference for anyone concerned with the application of wavelets to signal processing. It has evolved from material used to teach "wavelet signal processing" courses in electrical engineering departments at Massachusetts Institute of Technology and Tel Aviv University, as well as applied mathematics departments at the Courant Institute of New York Universite and Ecole Polytechnique in Paris. Features: Provides a broad perspective on the principles and applications of transient signal processing with wavelets Emphasizes intuitive understanding, while providing the mathematical foundations and description of fast algorithms Numerous examples of real applications to noise removal, deconvolution, audio and image compression, singularity and edge detection, multifractal analysis, and time-varying frequency measurements Algorithms and numerical examples are implemented in Wavelab, which is a Matlab toolbox freely available over the Internet Content is accessible on several level of complexity, depending on the individual reader's needs New to the Second Edition: Optical flow calculation and video compression algorithms Image models with bounded variation functions Bayes and Minimax theories for signal estimation 200 pages rewritten and most illustrations redrawn More problems and topics for a graduate course in wavelet signal processing, in engineering and applied mathematics

Preface to the Second Edition                      xx
Notation                                           xxii
  Introduction to a Transient World
    Fourier Kingdom                                2
    Time-Frequency Wedding                         2
      Windowed Fourier Transform                   3
      Wavelet Transform                            4
    Bases of Time-Frequency Atoms                  6
      Wavelet Bases and Filter Banks               7
      Tilings of Wavelet Packet and Local          9
      Cosine Bases
    Bases for What?                                11
      Approximation                                12
      Estimation                                   14
      Compression                                  16
    Travel Guide                                   17
      Reproducible Computational Science           17
      Road Map                                     18
  Fourier Kingdom
    Linear Time-Invariant Filtering1               20
      Impulse Response                             21
      Transfer Functions                           22
    Fourier Integrals1                             22
      Fourier Transform in L1(R)                   23
      Fourier Transform in L2(R)                   25
      Examples                                     27
    Properties1                                    29
      Regularity and Decay                         29
      Uncertainty Principle                        30
      Total Variation                              33
    Two-Dimensional Fourier Transform1             38
    Problems                                       40
  Discrete Revolution
    Sampling Analog Signals1                       42
      Whittaker Sampling Theorem                   43
      Aliasing                                     44
      General Sampling Theorems                    47
    Discrete Time-Invariant Filters1               49
      Impulse Response and Transfer Function       49
      Fourier Series                               51
    Finite Signals1                                54
      Circular Convolutions                        55
      Discrete Fourier Transform                   55
      Fast Fourier Transform                       57
      Fast Convolutions                            58
    Discrete Image Processing1                     59
      Two-Dimensional Sampling Theorem             60
      Discrete Image Filtering                     61
      Circular Convolutions and Fourier Basis      62
    Problems                                       64
  Time Meets Frequency
    Time-Frequency Atoms1                          67
    Windowed Fourier Transform1                    69
      Completeness and Stability                   72
      Choice of Window2                            75
      Discrete Windowed Fourier Transform2         77
    Wavelet Transforms1                            79
      Real Wavelets                                80
      Analytic Wavelets                            84
      Discrete Wavelets2                           89
    Instantaneous Frequency2                       91
      Windowed Fourier Ridges                      94
      Wavelet Ridges                               102
    Quadratic Time-Frequency Energy1               107
      Wigner-Ville Distribution                    107
      Interferences and Positivity                 112
      Cohen's Class2                               116
      Discrete Wigner-Ville Computations2          120
    Problems                                       121
  Frames
    Frame Theory2                                  125
      Frame Definition and Sampling                125
      Pseudo Inverse                               127
      Inverse Frame Computations                   132
      Frame Projector and Noise Reduction          135
    Windowed Fourier Frames2                       138
    Wavelet Frames2                                143
    Translation Invariance1                        146
    Dyadic Wavelet Transform2                      148
      Wavelet Design                               150
      ``Algorithme a Trous'                       153
      Oriented Wavelets for a Vision3              156
    Problems                                       160
  Wavelet Zoom
    Lipschitz Regularity1                          163
      Lipschitz Definition and Fourier Analysis    164
      Wavelet Vanishing Moments                    166
      Regularity Measurements with Wavelets        169
    Wavelet Transform Modulus Maxima2              176
      Detection of Singularities                   176
      Reconstruction From Dyadic Maxima3           183
    Multiscale Edge Detection2                     189
      Wavelet Maxima for Images2                   189
      Fast Multiscale Edge Computations3           197
    Multifractals2                                 200
      Fractal Sets and Self-Similar Functions      200
      Singularity Spectrum3                        205
      Fractal Noises3                              211
    Problems                                       216
  Wavelet Bases
    Orthogonal Wavelet Bases1                      220
      Multiresolution Approximations               221
      Scaling Function                             224
      Conjugate Mirror Filters                     228
      In Which Orthogonal Wavelets Finally         235
      Arrive
    Classes of Wavelet Bases1                      241
      Choosing a Wavelet                           241
      Shannon, Meyer and Battle-Lemarie Wavelets   246
      Daubechies Compactly Supported Wavelets      249
    Wavelets and Filter Banks1                     255
      Fast Orthogonal Wavelet Transform            255
      Perfect Reconstruction Filter Banks          259
      Biorthogonal Bases of l2(Z)2                 263
    Biorthogonal Wavelet Bases2                    265
      Construction of Biorthogonal Wavelet Bases   265
      Biorthogonal Wavelet Design2                 268
      Compactly Supported Biorthogonal Wavelets2   270
      Lifting Wavelets3                            273
    Wavelet Bases on an Interval2                  281
      Periodic Wavelets                            282
      Folded Wavelets                              284
      Boundary Wavelets3                           286
    Multiscale Interpolations2                     293
      Interpolation and Sampling Theorems          293
      Interpolation Wavelet Basis3                 299
    Separable Wavelet Bases1                       303
      Separable Multiresolutions                   304
      Two-Dimensional Wavelet Bases                306
      Fast Two-Dimensional Wavelet Transform       310
      Wavelet Bases in Higher Dimensions2          313
    Problems                                       314
  Wavelet Packet and Local Cosine Bases
    Wavelet Packets2                               322
      Wavelet Packet Tree                          322
      Time-Frequency Localization                  327
      Particular Wavelet Packet Bases              333
      Wavelet Packet Filter Banks                  336
    Image Wavelet Packets2                         339
      Wavelet Packet Quad-Tree                     339
      Separable Filter Banks                       341
    Block Transforms1                              343
      Block Bases                                  344
      Cosine Bases                                 346
      Discrete Cosine Bases                        349
      Fast Discrete Cosine Transforms2             350
    Lapped Orthogonal Transforms2                  353
      Lapped Projectors                            353
      Lapped Orthogonal Bases                      359
      Local Cosine Bases                           361
      Discrete Lapped Transforms                   364
    Local Cosine Trees2                            368
      Binary Tree of Cosine Bases                  369
      Tree of Discrete Bases                       371
      Image Cosine Quad-Tree                       372
    Problems                                       374
  An Approximation Tour
    Linear Approximations1                         377
      Linear Approximation Error                   377
      Linear Fourier Approximations                378
      Linear Multiresolution Approximations        382
      Karhunen-Loeve Approximations2               385
    Non-Linear Approximations1                     389
      Non-Linear Approximation Error               389
      Wavelet Adaptive Grids                       391
      Besov Spaces3                                394
    Image Approximations with Wavelets1            398
    Adaptive Basis Selection2                      405
      Best Basis and Schur Concavity               406
      Fast Best Basis Search in Trees              411
      Wavelet Packet and Local Cosine Best Bases   413
    Approximations with Pursuits3                  417
      Basis Pursuit                                418
      Matching Pursuit                             421
      Orthogonal Matching Pursuit                  428
    Problems                                       430
  Estimations are Approximations
    Bayes Versus Minimax2                          435
      Bayes Estimation                             435
      Minimax Estimation                           442
    Diagonal Estimation in a Basis2                446
      Diagonal Estimation with Oracles             446
      Thresholding Estimation                      450
      Thresholding Refinements3                    455
      Wavelet Thresholding                         458
      Best Basis Thresholding3                     466
    Minimax Optimality3                            469
      Linear Diagonal Minimax Estimation           469
      Orthosymmetric Sets                          474
      Nearly Minimax with Wavelets                 479
    Restoration3                                   486
      Estimation in Arbitrary Gaussian Noise       486
      Inverse Problems and Deconvolution           491
    Coherent Estimation3                           501
      Coherent Basis Thresholding                  502
      Coherent Matching Pursuit                    505
    Spectrum Estimation2                           507
      Power Spectrum                               508
      Approximate Karhunen-Loeve Search3           512
      Locally Stationary Processes3                516
    Problems                                       520
  Transform Coding
    Signal Compression2                            526
      State of the Art                             526
      Compression in Orthonormal Bases             527
    Distortion Rate of Quantization2               528
      Entropy Coding                               529
      Scalar Quantization                          537
    High Bit Rate Compression2                     540
      Bit Allocation                               540
      Optimal Basis and Karhunen-Loeve             542
      Transparent Audio Code                       544
    Image Compression2                             548
      Deterministic Distortion Rate                548
      Wavelet Image Coding                         557
      Block Cosine Image Coding                    561
      Embedded Transform Coding                    566
      Minimax Distortion Rate3                     571
    Video Signals2                                 577
      Optical Flow                                 577
      MPEG Video Compression                       585
    Problems                                       587
APPENDIX A MATHEMATICAL COMPLEMENTS
    A.1 Functions and Integration                  591
    A.2 Banach and Hilbert Spaces                  593
    A.3 Bases of Hilbert Spaces                    595
    A.4 Linear Operators                           596
    A.5 Separable Spaces and Bases                 598
    A.6 Random Vectors and Covariance Operators    599
    A.7 Diracs                                     601
APPENDIX B SOFTWARE TOOLBOXES
    B.1 WaveLab                                    603
    B.2 LastWave                                   609
    B.3 Freeware Wavelet Toolboxes                 610
Bibliography                                       612
Index                                              629

L'auteur - Stephane Mallat

Stéphane Mallat

is an Associate Professor in the Computer Science Department of the Courant institute of Mathematical Sciences at New York University, and a Professor in the Applied Mathematics Department at Ecole Polytechnique, Paris, France. He has been a visiting Professor in the Electrical Engineering Department at Massachusetts Institute of Technology and in the Applied Mathematics Department at the University of Tel Aviv. His research interests include computer vision, signal processing and diverse applications of wavelet transforms. Dr. Mallat received the 1990 IEEE Signal Processing Society's paper award, the 1993 Alfred Sloan fellowship in Mathematics, the 1997 Outstanding Achievement Award from the SPIE Optical Engineering Society, and the 1997 Blaise Pascal Prize in applied mathematics, from the French Academy of Sciences.

Stéphane Mallat a été professeur de mathématiques appliquées à l'université de New York, à l'Ecole polytechnique et à l'Ecole normale supérieure. Dans les années 2000, il a cofondé et dirigé une start-up de traitement d'images. Il est professeur au Collège de France depuis mai 2017, titulaire de la chaire « Sciences des données ».

Autres livres de Stephane Mallat

Caractéristiques techniques

  PAPIER
Éditeur(s) Apress
Auteur(s) Stephane Mallat
Parution 01/09/1999
Édition  2eme édition
Nb. de pages 637
Intérieur Noir et Blanc
EAN13 9780124666061

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