Chapter 1

Piecewise constant approximation and the Haar Wavelet

(Group 1 - Sandeep Mullur 04330009 and Shanmuganathan Raman 04330010)

1.1 Introduction

Piecewise constant approximation principle forms the basis for the basic
understanding of the wavelets. This is done in order to extract information at various
resolutions from the function. In this chapter, we shall see the basic principles behind
piecewise constant approximation with regard to Haar Wavelets.

1.2 Piecewise Constant Approximation

A continuous-time signal can be approximated over an interval T of the time-axis

by a constant equal to its average value over that interval.
1
xT (t ) x(t )dt
TT
The above approximation could be applied to smaller and smaller intervals. If the
function is smooth and continuous, as the size of the interval decreases, the
approximation closely resembles the original signal.

1
Let x0 xT (t ) x(t )dt
TT
1
x1 xT / 2 (t ) x(t )dt in the first sub-interval T/2
T / 2 T /2
1
x2 xT / 2 (t ) x(t )dt in the second sub-interval T/2
T / 2 T /2

That information in the piecewise constant approximation on an interval of length

T, which is not available at the next higher interval size, is referred to as the information
specific to the resolution of interval T. For our convenience, let us take T=1, i.e. the
n n 1
function is piecewise constant over [ m , m ] and the value of m determines the
2 2
resolution of approximation.

The relationship of the various subspaces can be seen from the following
expressions. We see that we may start at any V j , say at j=0, and write
V0 V1 V2 ... L2 ( R)
We now define the wavelet spanned subspace W0 such that
V1 V0 W0

1
which extends to
V2 V0 W0 W1 .
In general this gives
L2 ( R) V0 W0 W1....

V3

V2
W1

V1

W2 W0 V0

As we traverse through the subspaces by piecewise constant approximation, the

change in resolution can be seen as below:

Dilation Contraction

{0} ........V 3 V 2 V 1 V0 V1 V2 ... L2 ( R )

Lesser Higher
Resolution Resolution

The concept behind the navigation from one subspace to another subspace is very
simple. Let us keep V0 subspace as our reference. If we navigate towards positive values
of j in Vj, where j is an integer, we are approximating the function with average taken
over lesser time intervals. This means we are contracting our averaging interval and
thereby attaining higher resolutions. If we navigate towards negative values of j in Vj,
where j is an integer, we are approximating the function with average taken over greater
time intervals. This means that we are dilating our averaging interval and thereby
attaining lesser resolutions.

1.3 Orthogonal Condition

The requirement for the scaling function (t ) and the wavelet function ( t ) is
that they should be orthogonal to each other. There are several advantages to requiring
that the scaling functions and wavelets be orthogonal. Orthogonal basis functions allow
simple calculation of expansion coefficients and have a parseval's theorem that allows a
partitioning of the signal energy in the wavelet transform domain. The orthogonal

2
complement of V j in V j 1 is defined as W j . This means that all members of V j are
orthogonal to all members of W j . We require

j ,k (t ), j ,l (t ) j ,k (t ) j ,l (t )dt 0
for all appropriate j , k , l Z

1.4 The Scaling function

Consider the space V0, which is a subspace of L2(R). Here, L2(R) is a space
containing all square integrable functions. Any function f(t) belonging to L2(R), satisfies
the condition that its energy is less than . Now, V0 represents a space in which the
functions are piecewise constant over the interval [n, n+1], where m=0 and n . A basis
for V0 is given by the scaling function as shown below:

Using the above scaling function and its translates, we can construct all functions
in V0. Also, (t ) V0 L2 ( R) . The scaling function is plotted below:

0 1 t
The scaling function captures information specific to V0. In general a scaling
function,

captures details specific to the space Vj.

The span over k is

Vj span{ k (2 j t )} span{ j ,k (t )}
for all integers k Z.

3
 (2t )

0 1/2 t

This means that if f (t ) V j then it can be expressed as

f (t ) a k (2 j t k)
k

But as we move from one space to another, for example, from V0 to V1, we need
some function which gives details specific only to V1. This detail is provided by the
wavelet function.

1.5 The Wavelet Function

The incremental information at interval of length T/2 is given by xT / 2 (t ) xT (t ) .

xT / 2 (t ) xT (t ) in each interval is a multiple of the function (t ) . (t ) and its translates
capture the details that are peculiar to the resolution at T/2. In general, in going from
interval T m to T m 1 , the function to capture the difference still remains the same,
2 2
except for the interval over which it spreads. The dilates of (t ) and the translates of its
dilates, (at b) allow us to capture the information specific to other resolutions. The
Haar wavelet function is plotted as below:

4
 (t )

1 t
-1

The function ( t ) mentioned above and its translates form the basis for the
space W0. Any function in the space W0 can be represented by ( t ) and its translates
alone. But, for us, ( t ) serves one more purpose. It helps us to navigate from one
subspace to another, for example, from V0 to V1 by giving the details specific to V1
alone. Further L2(R) can be represented by the sum of all subspaces Wj as shown below:

L2 ( R) V0 W0 W1....

V0 ......W 3 W2 W1

L2 ( R) ......W 1 W0 W1 W2 ...

In general, (2 m t nT ) , m, n Z captures the information specific to the sub-

intervals of length T m 1 .
2
m: measure of resolution
n: index of interval of size T m
2

Thus, if x(t) is smooth and continuous over the interval [0, 1], it can be written
(over that interval) as
2m 1
x(t ) c m ,n (2 m t n)
m 0 n 0

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1.6 Multiresolution Formulation

A multiresolution formulation comprises of two closely related basic functions. In

addition to the wavelet (t ) we need another basic function called the scaling
function (t ) . The simplest possible orthogonal wavelet system is generated from the
Haar scaling function and wavelet.

A large class of signals can be represented by

x(t ) c k (t k) d j ,k (2 j t k)
k k j 0

1.7 Example of Multiresolution Analysis

Problem Statement
Define V0 be the space of piecewise constant functions which are piecewise
constant on unit intervals of the form ]n, n+1[ in the Multiresolution ladder of subspaces,
of the space of square integrable functions. Consider the square integrable function y(t).

y(t)

-1 0 1

y(t) = 1+t, -1<t<0

= 1-t, 0<t<1

Obtain the projection of y(t) on the space V0.

A basis for this space, (t) is given by

(t)

0 1

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 Projection of y(t) is given by inner product of y(t) with

a) (t) in (0,1)
b) (t+1) in (-1,0)

By simple integration, the projection of y(t) on V0 can be obtained as 0.5 for -1<t<1.

` The projection of
y(t) on V0

.5

-1 0 1
1.8 Exercise

Similarly obtain the projection of y(t) on the following spaces:

a) The space Vm, for positive integers m.

b) The space Vm, for negative integers m.
c) The space W0
d) The space Wm, for positive integers m.
e) The space Wm, for negative integers m.