Summary: Wavelets can be characterized in terms of how well scaling functions can approximate functions in certain smoothness classes. In this module, this relationship is defined.
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The order of approximation of a scaling function in a wavelet system determines how well the scaling fuction can appoximate smooth functions. (The smoothness is determined by the Sobolev space in which the function lies.) Having a scaling function with a high order of approximation implies that the wavelet decomposition of a smooth function will have very few wavelet coefficients with high energy. Conventional wisdom tells us that good appoximation leads to good denoising and good compression.
A scaling function
This example highlights the tradeoff between order of approximation and wavelet filter length.
The desired order of approximation translates into filter design contraints when designing a wavelet system, as specified by the following theorem:
A valid scaling function