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Conditions on h[n] and g[n]

Module by: Phil Schniter

Here we derive sufficient conditions on the coefficients used in the scaling equation and wavelet scaling equation that ensure, for every k k , that the sets { φ k , n t|n} φ k , n t n and { ψ k , n t|n} ψ k , n t n have the orthonormality properties described in The Scaling Equation and The Wavelet Scaling Equation.

For { φ k , n t|n} φ k , n t n to be orthonormal at all kk, we certainly need orthonormality when k=1 k 1 . This is equivalent to

δm=< φ 1 , 0 t, φ 1 , m t>=<nhnφt-n,hφt--2m>=nhnh<φt-n,φt--2m> δ m φ 1 , 0 t φ 1 , m t n h n φ t n h φ t 2 m n h n h φ t n φ t 2 m (1)
where δn-+2m=<φt-n,φt--2m> δ n 2 m φ t n φ t 2 m
δm=n=-hnhn-2m δ m n h n h n 2 m (2)

There is an interesting frequency-domain interpretation of the previous condition. If we define

pm=hm*h-m=nhnhn-m p m h m h m n h n h n m (3)
then we see that our condition is equivalent to p2m=δm p 2 m δ m . In the zz-domain, this yields the pair of conditions

Power-Symmetry Property

Pz=HzHz-1 P z H z H z -1 (4)
1=1/2p=01Pz1/22π2p=1/2Pz1/2+1/2P-z1/2 1 12 p 0 1 P z 12 2 2 p 12 P z 12 12 P z 12 Putting these together,
2=Hz1/2Hz-1/2+H-z1/2H-z-1/2 2 H z 12 H z 12 H z 12 H z 12 (5)
2=HzHz-1+H-zH-z-1 2 H z H z -1 H z H z -1 2=|Hω|2+|Hπ-ω|2 2 H ω 2 H ω 2 where the last property invokes the fact that hn h n and that real-valued impulse responses yield conjugate-symmetric DTFTs. Thus we find that hn h n are the impulse response coefficients of a power-symmetric filter. Recall that this property was also shared by the analysis filters in an orthogonal perfect-reconstruction FIR filterbank.

Given orthonormality at level k=0 k 0 , we have now derived a condition on hn h n which is necessary and sufficient for orthonormality at level k=1 k 1 . Yet the same condition is necessary and sufficient for orthonormality at level k=2 k 2 :

δm=< φ 2 , 0 t, φ 2 , m t>=<nhn φ 1 , n t,h φ 1 , + 2 m t>=nhnh< φ 1 , n t, φ 1 , + 2 m t>=n=-hnhn-2m δ m φ 2 , 0 t φ 2 , m t n h n φ 1 , n t h φ 1 , + 2 m t n h n h φ 1 , n t φ 1 , + 2 m t n h n h n 2 m (6)
where δn-+2m=< φ 1 , n t, φ 1 , + 2 m t> δ n 2 m φ 1 , n t φ 1 , + 2 m t . Using induction, we conclude that the previous condition will be necessary and sufficient for orthonormality of { φ k , n t|n} φ k , n t n for all k k .

To find conditions on gn g n ensuring that the set { ψ k , n t|n} ψ k , n t n is orthonormal at every kk, we can repeat the steps above but with gn g n replacing hn h n , ψ k , n t ψ k , n t replacing φ k , n t φ k , n t , and the wavelet-scaling equation replacing the scaling equation. This yields

δm=n=-gngn-2m δ m n g n g n 2 m (7)
2=GzGz-1+G-zG-z-1 2 G z G z -1 G z G z -1 Next derive a condition which guarantees that W k V k W k V k , as required by our definition W k = V k W k V k , for all k k . Note that, for any k k , W k V k W k V k is guaranteed by { ψ k , n t|n}{ φ k , n t|n} ψ k , n t n φ k , n t n which is equivalent to
0=< ψ k + 1 , 0 t, φ k + 1 , m t>=<ngn φ k , n t,h φ k , + 2 m t>=ngnh< φ k , n t, φ k , + 2 m t>=ngnhn-2m 0 ψ k + 1 , 0 t φ k + 1 , m t n g n φ k , n t h φ k , + 2 m t n g n h φ k , n t φ k , + 2 m t n g n h n 2 m (8)
for all mm where δn-+2m=< φ k , n t, φ k , + 2 m t> δ n 2 m φ k , n t φ k , + 2 m t . In other words, a 2-downsampled version of gn*h-n g n h n must consist only of zeros. This necessary and sufficient condition can be restated in the frequency domain as
0=1/2p=01Gz1/2-2π2pHz-1/22π2p 0 12 p 0 1 G z 12 2 2 p H z 12 2 2 p (9)
0=Gz1/2Hz-1/2+G-z1/2H-z-1/2 0 G z 12 H z 12 G z 12 H z 12 0=GzHz-1+G-zH-z-1 0 G z H z -1 G z H z -1 The choice
odd P:Gz=±z-PH-z-1 odd P G z ± z P H z -1 (10)
satisfies our condition, since GzHz-1+G-zH-z-1=±z-PH-z-1Hz-1z-PHz-1H-z-1=0 G z H z -1 G z H z -1 ± z P H z -1 H z -1 z P H z -1 H z -1 0 In the time domain, the condition on Gz G z and Hz H z can be expressed
odd P:gn=±-1nhP-n . odd P g n ± -1 n h P n . (11)
Recall that this property was satisfied by the analysis filters in an orthogonal perfect reconstruction FIR filterbank.

Note that the two conditions odd P:Gz=±z-PH-z-1 odd P G z ± z P H z -1 2=HzHz-1+H-zH-z-1 2 H z H z -1 H z H z -1 are sufficient to ensure that both { φ k , n t|n} φ k , n t n and { ψ k , n t|n} ψ k , n t n are orthonormal for all kk and that W k V k W k V k for all kk, since they satisfy the condition 2=GzGz-1+G-zG-z-1 2 G z G z -1 G z G z -1 automatically.

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