WAVELET FUNCTION, SCALING FUNCCTION AND

DISCRETE WAVELET TRANSFORM

Q.Jin, K.M.Wong and Z.Q.Luo

Communication Research Lab.
McMaster University, Hamilton, Ont. Canada L8S 4K1
tel( 905)5259140ext .27352, fax( 905)521-2922, email: JINQ@mcmail.McMaster.ca

these questions in the hope of building a bridge between wavelet theory and engineering applications.

ABSTRACT In this paper, we discuss the general condition for a function to be a wavelet function or a scaling
function. We also discuss the condition for the functions
to form a multiresolution wavelet decomposition and reconstruction. The relationships between continuous wavelet
transform and discrete wavelet transform are established.

2. WINDOW FOURIER TRANSFORM AND

WAVELET TRANSFORM

The window Fourier transform (WFT) of a time

function f ( t ) is defined as

1. INTRODUCTION

The continuous wavelet transform (CWT) of a signal f ( t ) is defined as

where w ( t ) is a chosen wavelet function.

In practice, we usually deal with a series of sampled signals instead of continuous signals. Quite often, we do not even know their continuous counterpart. This makes it difficult to use CWT. Under such
circumstances, it is more convenient t o use the discrete
wavelet transform (DWT) [3, 41. The original DWT,
defined by 1.Daubechies [2], is t o discretize both a and
b in W j ( u ,b). This can be easily realized by using the
multiresolution algorithm, introduced by S.Mallat [l].
In this approach, we start by pre-transforming the sampling data into a set of coefficients, which represents the
expansion of original continuous signal at an appropriate multiresolution space. However, in practice, people tend to directly apply the multiresolution algorithm
on the discrete signal without this pre-transformation.
This approach of DWT is computationally more efficient than CWT [4], since it can be easily realized by
using a set of discrete multirate filter banks [l].
Presently, there are still some puzzling questions regarding how to use wavelet transforms. What kind of
function can be used as scaling function? Can a mother
wavelet always be obtained from a scaling function? If
so, is this mother wavelet unique? What is the relationship between the sampled CWT and the DWT
which applies the multiresolution algorithm directly on
the sampled data? This paper intends t o answer all

0-7803-2127-8/94 $4.00 01994 IEEE

where h ( t ) is a given window function, satisfying 0 <

)h(t)12dt < 00. Any function f ( t ) E L2 can be reconstructed from its window Fourier transform S f ( t ,w )
[2]. In parctice, the window function h ( t ) is usually
stipulated t o be a lowpass function centred at t = 0
and satisfying h(t)dt # 0. Only under this condition
will Sf ( t ,w ) represent the frequency distribution of f ( t )
around time t . However, we should understand that
this serves only for the convenience of application and
it is not mathematically necessary for WFT.
By choosing suitably small positive values A t and
A w , f ( t ) can be reconstructed from the discrete points
of S j ( k A t , n A u ) , k,n E Z,, or in another word, { h m n }
constitutes aframe [2], where h,, = h ( t - m A t ) d n A w i .
If we form a new window h ( ' ) ( t ) by dilating the
window h ( t ) with a factor a > 1, i.e., the new window
becomes h ( ' ) ( t ) = &h(ut), and Eq.(l) becomes

409

1
(1)
S, ( t , w ) = -&
Sj(at,

-).
U

It follows from (2) that we can use the new window

function h ( ' ) ( t ) t o obtain a frame { h E i } by discretizing
t and w with the respective stepsize A t l a and u A w .
Now, we have
Corollary 2.1 Given a low-pass window h ( t ) and an
arbitrary frequency step A w > 0, we can always obtain
a large enough dilation factor U and a small time step
At > 0 such that

= h(u(t - n A t ) ) e - J m A u i,
constitute a frame in the space L 2 .

m,nEZ

This tells us that for any f ( t ) E C 2 ,we can choose A w

to be large enough to cover the essential bandwidth of
f ( t ) . Accordingly, we can pick A t and a so that { h $ i }
form a frame. Thus, by shifting h(at) with very small
time step At and large a, almost all the information of
f(t) E L2 can be covered by {SY'(nAt,0)).
As for the continuous wavelet transform defined by
Eq.( l), Daubechies [2] proved the admissibility condition for the wavelet transform. It said that if w(t) #
0 and the Fourier transform of the wavelet function
( W ( w ) ) satisfies W ( 0 )= 0, then f ( t ) can be uniquely
recovered from its WT W j ( a ,b ) . The following therorem
is more general than the admissibility condition.
Theorem 2.1 Given f ( t ) E L 2 , let its WT W j ( a , b )
be defined b y Eq.(l). Then f ( t ) can be recovered from
W j ( a ,b ) if w ( t ) E L2 and w(t) # 0.
Proof: If W ( 0 ) = 0, then the wavelet transform is
reversible. This is the admissibility condition proved
by Daubechies [2].
If W ( 0 )# 0, let us examine the following expression

Furthermore, by Theorem 2.1, {q5(amt-kAt)}kcz spans

the whole space L2 when m + 00, since the dilation factor am + 00 and the time shifting step size
+ 0. Under such circumstance, {&n
=q5(~-~t
nAt))m,,Ez forms a mutiresolution basis in L2.Any
function 4 ( t ) , satisfying the condition (1) is called a
scaling function. By the discussion in the previous
section, a scaling function itself can also be used as
a wavelet function. However, this is not the common
approach. The reason is that a great deal of redundant
information exists in the different dilations of scaling
function.
In practice, people are more interested in the dyadic
wavelet, the corresponding scaling function is called
the dyadic scaling function with a = 2 and At = 1 ,
i.e., 4 ( t ) = Cqkq5(2t - k). The mother wavelet frame
constructed from dyadic scaling function is called the
dyadic wavelet. The first thing in this approach is to
find a dyadic scaling function.
Theorem 3.1 Ifq5(t) E L2 and satisfies

,
$(t)
where O ( w ) is the Fourier transform of I # J ( ~ )then
is a dyadic scaling function if and only if either of following conditions is satisfied:

Using the expansion of W j ( a ,b ) in frequency domain,

we may get
Cj(U,t)

1.

= 2;; ~ W ( a w l ) l 2 e i W ' t F ( W l ) d w l .
l /

2.

4 ( t ) is a bandlimited function, i . e . , @(w) = 0 f o r

IwI 2 R and 7r 2 R > 0.

is a periodic function with period R = 47r.

Therefore, f ( t ) can be obtained as

Proof: If 4 ( t ) is a scaling function, then there exists a

series of coefficients {qn} such that 4 ( t ) = E q & ( 2 t - k )
holds. Taking Fourier transform yields
0

The second part of above proof reveals the same

fact as in Corollary 2.1. If J w ( t ) d t # 0, all information of f ( t ) E L2 can be covered from its convolution
with w ( a t ) when a + 00. Therefore, the condition
w(t)dt = 0 is still useful if we want to avoid the redundant information in the wavelet transform when both
a and b are discretized.

(3)
where Q(w) = f 1qke-j",. By the property of Fourier
transform, Q( g) is a periodic function with period 47r.
The necessary and sufficient conditions for the existence
of {qn) whose Fourier transform satisfies (3) are either
$ ( t ) is a bandlimited function with its bandwidth 7r 2
R > 0 or
is a period function with period 47r. 0

3. SCALING FUNCTION AND WAVELET

MOTHER FUNCTION

Extending above results, we easily have the following conclusion:

In general, given 4 ( t ) E L2 satisfying J4(t)st # 0,

we can find a large enough value a > 0 and a small
At > 0, such that 4 ( t ) can be approximated by the
linear combination of time shifting of 4(ut), i.e., the
following equality holds:
4(t) =

qk4(at - kAt).

Corollary 3.1 If eiiher 4 ( t ) is a bandlimited function

or
is a periodic function with period R = 2M .4r,
where M is an integer, then either d ( t ) or its dilation
is a dyadic scaling function.

(1)

410

Also, if the Fourier transform of a scaling function + ( t )

satisfies:

Theorem 3.2 For a dyadic scaling function 4 ( t ) =

Cqnqb(2t-n) to be a wavelet father function, the necessary and suficient condition i s that &(U) and Q(w +a)
have no common zeros for all w .

then qb(t) can be approximately used as a scaling function since we can always find a small enough At such
that @(
M 0 when T 2 IwI 2 R. The following are
some typical dyadic scaling functions.

Proof: To prove that 4 ( t ) is a wavelet father function,

we only need to prove that for given {qn} (related to
4(t)),there exists at least one sequence {rn} such that
the inequality of Eq.(9) holds.
It is obvious that if &(U) and &(U + T ) have a common zero at w = W O , then Q(w)R(w T ) - R(w)Q(w
a) = 0 at w = W O and Eqs.(8) have no stable solution.
If &(U) and &(w
T ) have no common zeros for
all U ,let R ( w ) = dLwQ(-w a), where L is an odd
integer. Then, we have

g)

1. Bandlimited functions with @(O)

# 0.

(5)
where n 2 1 is an integer number and U l ( w ) is
a bounded periodic function. For such functions,
we can find a real a such that
is a periodic
function with period 4a. Then qbl(t) = @ / a ) is
a scaling function.

=
since

It is known [l] that the mother wavelet function

$ ( t ) which constructs a non-redundant frame can be

4(t),i.e,

Q2k-n4(t

- k) +

h-n$(t

Q(w

Q(w)A(w)
a)A(w)

+ R ( w ) B ( w )= 2 .
+ R(w + r ) B ( w )= 0

+ a) - R(w)Q(w + a) # 0,

Q(w

+ a) have no common zeros.

To start the multiresolution algorithm, we only need

the coefficients
at the certain multiresolution space
Vm (see Fig.4.3).
can be obtained by a linear
transformation of f ( k A t ) ,the samples of f ( t ) with At =
2-m. In particular,
and f ( k A t ) are related by

fim)
fim)
fim)
t

fi(t) = C f ( k A t ) p (-~k) = Cfim)4(2mt

- IC),

(10)
where p ( t ) is the sampling function whose Fourier transform relats to that of qb(t) by [l]

(8)

Here &(U), R ( w ) , A(w) and B(w) are respectively the

Fourier transforms of {q,,}, { m } , {On} and {bn}. It
is clear that in order to obtain stable solutions A ( w )
and B ( w ) from Eqs.(8) &(U) and R ( w ) must satisfy
the following inequality

Q(w)R(w

&(U) and

- k), (7)

where { qn}, { rn}, {a,} and {an} form a group of perfectly reconstructible filter banks [3], satisfying

Q(w)R(w + a) - R(w)Q(w + a)
- e j L w [lQ(w)I2
IQ(w + .)I2]
# 0,

4. DISCRETE WAVELET TRANSFORM

with { rn} being the coefficients. This scaling function

4 ( t ) is called the wavelet father function. Also, $(a)
can be represented as

'$(a)
=

Although in the above proof, we choose R ( w ) =

dLwQ(-w + a ) , however, this choice is not unique and
we may conclude that the wavelet father function 4(t)
and mother function $ ( t ) are neither uniquely related
nor totally independent.
Apart from Eq.(8), it must also hold that [5] Qn =
2adC~n=O.

3. Functions whose Fourier transform decay exponentially. This type of functions satisfies Eq.(4)
and can be approximately used as scaling function.

obtained through the scaling function

2. Functions whose Fourier transform take the form

fim)

The application of multiresolution algorithm on

is equivalent to calculating the wavelet transform of
f l ( t ) ( W J(~
a , b ) ) at the discretized locations for both a
and b. Since f l ( k A t ) = f(kAt), with suitably small
sampling interval At, we have fl(t) = f 2 ( t ) and so
W,, ( a , b ) Wr(a, b).
Quite often in practice, we deal with the discrete
signal which may not have the continuous counterpart.

for all w . (9)

And we have

411

Under such circumstance, it is inconvenient and unnatural to transform the discrete signal f ( k A t ) into f:.
The current idea [l] of discrete wavelet transform is
t o apply the multiresolution algorithm directly on the
discrete signal { f ( k A t ) } . This is to say that, in the
first step of multiresolution algorithm, f( kAt) is used
instead of
(see Fig.4.4b), which is equivalent to
constructing an artificial function

q.43

fim)

fZ(t) =

f(kAt)d(2mt- k ) ,

(12)

and then the multiresolution algorithm is applied to it

(see Fig.4.4 a) and b)). The difference between f l ( t )
and f Z ( t ) is that in (12), f ( k A t ) takes the position of
j i m ) in (9). In another word, the pre-transform from
f ( k A t ) to
is omitted.
Taking Fourier transforms of f 1 ( t ) and f 2 ( t ) respectively, we have

Fig.4.q~)

fim)

En

where by the property of Fourier transform, we have

1
f(kAt)e-JwkAt
=-

27rk

Here the Nyquist sampling theorem is used and F ( w )

is the Fourier transform of f ( t ) . Substituting the expression of Fd(w) into F l ( w ) and FZ(w), we obtain

27rk
+ -)P(w
k
27rk
F(w +
At

Fi(w) = C F ( w

5.

.At)

(13)

.At).

(14)

Since f ( t ) E C2, we have F ( w ) m 0 when w

Therefore,

+ 00.

a(@)
=

-)@(U

lim F l ( w ) = P(O)F(w)

At-0

lim FZ(w) = @(O)F(w)

At-0

The above equations tell us that when At -+ 0, f l ( t )

and f z ( t ) , given by Eqs.(lO) and (12) respectively, are
different only by a constant scaling factor. Their respective wavelet transforms have the same form and
hence, the two approaches for the discrete wavelet transform are the same. In general, it follows from Eqs.(ll),
(13) and (14) that
@(U

. At

+ 2n7r).

REFERENCES

[l] Mallat, S., Multifrequency Channel Decompositions

of Images and Wavelet Models, IEEE Trans. Acoust.
Speech and Signal Proc., vo1.37, 1989, pp.2091-2110.
[2] Daubechies, I., The Wavelet Transform: a Method
for Time-Frequency Localization, Chapter 8 in Advances in Spectrum Analysis and Array Processing,
Vol.1, S.Haykin ed., Prentice-Hall, 1991.
[3] Vetterli, M. and Herley C., Wavelet and Filter Banks:
Theory and Design, IEEE Trans. on Signal Processing, Vol. 40, no.9, Sept., 1992, pp.2207-2229.
[4] Jin, Q., Wong, K.M and Luo, Z.-Q. Design of an Optimum Wavelet for Cancellation of Long Echoes in Telephone, IEEESP International Symposium on TimeFrequency and Time-Scale Analysis, Oct., 1994.
[5] Strang, G., Wavelets and Dilation Equations: A Brief
Introduction, SIAM Iteview, vo1.31, No.4, Nov., 1989,
pp.614-627.

and

F l ( w ) = Fz(w)

En

Once again, when At + 0,

@(U . At
2n7r) +
@ ( 2 n x )= d(n) and we have f l ( t )= f 2 ( t ) d(.).
Since both P ( w ) and @ ( U ) are low pass function and
so are F ( w ) , F l ( w ) and F2(w) (all signals must have
their energy be concentrated in certain frequency bandwidth), we can always choose asuitable At smallenough
such that f l ( t ) z k f 2 ( t ) with k being a constant. The
difference between f l ( t ) and f2(t) depends on the flatness of C@(w.At+2n?r)
around the passband of F ( w ) .
Therefore, the discrete wavelet transform will give almost the same result as the continuous wavelet transform at the discretized locations of a and b, when At is
small.

F ~ ( w ) = AtFd(w)P(w. At)
F ~ ( w ) = A t F d ( u ) @ (. ~
At),

Fd(w) =

Fig.4.w)

(15)

412