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Daubechies Wavelet Filter Design

Module by: Feng Qiao, Rachael Milam

Daubechies wavelet filters utilize all the remaining N2-1 N 2 1 degrees of freedom to get the maximum possible number of vanishing wavelet moments. In this case, K=N2 K N 2 , where NN is the length of the filter.

recall:

Hz=1+z-12KQz H z 1 z 2 K Q z

Now since we know K=N2 K N 2 , we only need to get Qz Q z under the unitariness constraint to decide Hz H z , and equivalently hn h n .

theorem 1

Hω=1+2KQω H ω 1 ω 2 K Q ω satisfies |Hω|2+|Hω+π|2=2 H ω 2 H ω 2 2 If and only if |Qω|2 Q ω 2 can be written as |Qω|2=Psin2ω2 Q ω 2 P ω 2 2 where Py=k=0K-1K-1+kkyk+yKR12-y P y k 0 K 1 K 1 k k y k y K R 1 2 y and Ry R y is an odd polynomial chosen so that Py0 P y 0 for 0y1 0 y 1 .

Proof

Since the length of hn h n is NN, Hz H z is an N-1 N 1 degree polynomial of zz. For K=N2 K N 2 , Qz Q z is an N2-1 N 2 1 degree of polynomial in zz, and |Qz|2=Psin2ω2 Q z 2 P ω 2 2 is an N-2 N 2 degree polynomial in zz. Also we have sin2ω2=121-cosω121-12z+z-1 ω 2 2 1 2 1 ω 1 2 1 1 2 z z So Psin2ω2=k=0K-1K-1+kk12-14z+z-1k+12-14z+z-1KR14z+z-1 P ω 2 2 k 0 K 1 K 1 k k 1 2 1 4 z z k 1 2 1 4 z z K R 1 4 z z The first item, when K=N2 K N 2 , is a polynomial of degree N-2 N 2 in zz, so R=0 R 0 . If K<N2 K N 2 , PY P Y must have higher degree and R0 R 0 in that case.

So for Daubechies filters we have |Qz|2=k=0N2-1N2-1+kk12-14z+z-1k Q z 2 k 0 N 2 1 N 2 1 k k 1 2 1 4 z z k We can get Qz Q z using spectral factorization, where there is a degree of freedom to choose which roots to use for factorization. Note that |Qz|2=QzQz-1 Q z 2 Q z Q z , so the roots are in pairs of reciprocals. We can use a minimal phase factorization (choose roots within the unit circle), or a maximal phase factorization (choose roots outside of the unit circle), or a mixed solution.

Example: Daubechies-8 filter design

For N=8 N 8 ,

QzQz-1=k=03K+3k12-14z+z-1k=-516z3+52z2-1318z+13-1318z-1+52z-2-516z-3 Q z Q z k 0 3 K 3 k 1 2 1 4 z z k 5 16 z 3 5 2 z 2 131 8 z 13 131 8 z 5 2 z 2 5 16 z 3 (1)
Solve QzQz-1=0 Q z Q z 0 , we get the roots z=0.32890.2841+0.24322.0311+1.73903.0407 z 0.3289 0.28410.2432 2.03111.7390 3.0407 . We will need 33 roots to factorize Qz Q z . Note that these roots are in pairs of reciprocals, and since the coefficients of Qz Q z are real numbers, the roots are either real numbers or in conjugate pairs (see Figure 1).

Figure 1: Roots of QzQz-1=0 Q z Q z 0
Figure 1 (roots.png)
Figure 2: Factorization phase
Figure 2 (fact.png)

The parts of Figure 2 are described below.

  1. Minimal phase factorization: Take Qz=z-0.3289z-0.2841+0.2432z-0.2841+0.2432 Q z z 0.3289 z 0.28410.2432 z 0.28410.2432 , after normalizing to 2 2 , we get h=0.23040.71480.6309-0.0280-0.18700.03080.0329-0.0106 h 0.2304 0.7148 0.6309 -0.0280 -0.1870 0.0308 0.0329 -0.0106
  2. Maximal phase factorization: Take Qz=z-3.0407z-2.0311+1.739z-0.2841+1.739 Q z z 3.0407 z 2.03111.739 z 0.28411.739 , after normalizing to 2 2 , we get h=-0.01060.03290.0308-0.1870-0.02800.63090.71480.2304 h -0.0106 0.0329 0.0308 -0.1870 -0.0280 0.6309 0.7148 0.2304
  3. Mixed phase factorization 1: Take Qz=z-0.3289z-2.0311+1.739z-2.0311+1.739 Q z z 0.3289 z 2.03111.739 z 2.03111.739 , after normalizing to 2 2 , we get h=0.0322-0.0126-0.09920.29790.80370.4976-0.0296-0.0758 h 0.0322 -0.0126 -0.0992 0.2979 0.8037 0.4976 -0.0296 -0.0758
  4. Mixed phase factorization 2: Take Qz=z-3.0407z-0.2841+0.2432z-0.2841+0.2432 Q z z 3.0407 z 0.28410.2432 z 0.28410.2432 , after normalizing to 2 2 , we get h=-0.0758-0.02960.49760.80370.2979-0.0992-0.01260.0322 h -0.0758 -0.0296 0.4976 0.8037 0.2979 -0.0992 -0.0126 0.0322

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