Digital Signal Processing Reference
In-Depth Information
, and the wavelet representation can be written as 10
j, i
∈{
1 ,
...
,J
}
N j
1
N J
1
J
s
(
t
) =
u J,i
φ
(
t
) +
0 w
ψ
(
t
)
,
(10.1)
J,i
j,i
j,i
i
=
0
j
=
1
i
=
where J denotes the scale of analysis, and scale J indicates the coarsest scale
or lowest resolution of analysis. N j
2 j
=
N
/
is the number of coefficients at
scale j . u J,i = s
dt is the scaling coefficient, which measures the lo-
cal mean around the time 2 J i .
(
t
J,i (
t
)
w j,i = s
dt is the wavelet coefficient,
which characterizes the local variation around the time 2 j i and the frequency
2 j f 0 . Because of the multiscale binary-tree structure, given a wavelet coeffi-
cient
(
t
j,i (
t
)
w
j,i , its parent is
w
, where the operation
x
takes the integer part
j
+
1 ,
i
/
2
of x , and its two children are
1 ,asshown in Figure 10.3a.
In the following, we use w to denote the vector of all wavelet coefficients.
For most real-world signals and images, the set of wavelet coefficients is
sparse . This means that the majority of the coefficients are small and only a
few coefficients contain most of the signal energy. Thus, the probability den-
sity function (pdf), f W
w
1 , 2 i and
w
j
j
1 , 2 i
+
(w)
,ofthe wavelet coefficients
w
can be described by
w =
a peak (centered at
0) and heavy-tailed non-Gaussian density, where
W stands for the random variable of
w
.Itwas presented in Reference 11
that the Gaussian mixture model (GMM) can well approximate this non-
Gaussian density, as shown in Figure 10.3b. Therefore, we associate each
wavelet coefficient
w
with a set of discrete hidden states S
=
0 , 1 ,
...
,
M
1, which have probability mass functions (pmf), p S (
m
)
. Given S
=
m , the
m .Wecan
pdf of the coefficient
w
is Gaussian with mean
µ m and variance
σ
m
parameterize an M -state GMM by
π ={
p S (
m
)
,
µ m ,
σ
|
m
=
0 , 1 ,
...
,M
1
}
,
and the overall pdf of
w
is determined by
M
1
f W (w) =
p S (
m
)
f W | S (w |
S
=
m
)
,
(10.2)
m
=
0
where
g w
m .
2
1
2
exp (w µ
)
m
=
f W | S
(w |
S
=
m
) =
;
µ
m ,
σ
(10.3)
2
σ
m
πσ
m
Although
w
is conditionally Gaussian given its state S
=
m ,itisnot Gaussian
in general due to the randomness of the state variable S .
Although the orthogonal DWT can decorrelate an image with almost uncor-
related wavelet coefficients, it is widely understood that there is a consider-
able amount of high-order dependencies existing in w . This can be observed
from the characteristics of the wavelet coefficient distribution, such as in-
trascale clustering and interscale persistence ,asshown in Figure 10.1. Therefore,
in Reference 1, a tree-structured hidden Markov tree (HMT) model was devel-
oped by connecting state variables of wavelet coefficients vertically across the
Search WWH ::




Custom Search