Uncertainty principles and optimally sparse wavelet transforms

DOI10.1016/J.ACHA.2018.09.008MaRDI QIDQ2300761zbMATH OpenOpenAlexFDO

Publication date 28 February 2020

Published in Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1707.04863

sparsity uncertainty principle wavelet transforms

Analysis on real and complex Lie groups (22E30) General harmonic expansions, frames (42C15) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Fourier and Fourier-Stieltjes transforms on nonabelian groups and on semigroups, etc. (43A30) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: In this paper we introduce a new localization framework for wavelet transforms, such as the 1D wavelet transform and the Shearlet transform. Our goal is to design nonadaptive window functions that promote sparsity in some sense. For that, we introduce a framework for analyzing localization aspects of window functions. Our localization theory diverges from the conventional theory in two ways. First, we distinguish between the group generators, and the operators that measure localization (called observables). Second, we define the uncertainty of a signal transform based on a window as a whole, instead of defining the uncertainty of an individual window. We show that the uncertainty of a window function, in the signal space, is closely related to the localization of the reproducing kernel of the wavelet transform, in phase space. As a result, we show that using uncertainty minimizing window functions, results in representations which are optimally sparse in some sense.

Review text

This paper defines a localization concept in the reference frame of generalized wavelet transforms, based on self-adjoint ``observables, denoted with \(\check{T}\), and related one-parameter-group-representations \(U(\alpha)\). The notion observable is borrowed from quantum mechanics, in this paper it is connected to meaningful operators measuring localizations of a signal. By ``meaningful we address the fact that transforming the signal with \(U(\alpha)\) leads to a shift of the spectrum (the possible measurement values) of \(\check{T}\). To give an example, consider a signal \(s(x) \in L^2\) and the localization operator \(\check{T} s(x)=x\cdot s(x)\). Signal translations are represented by the one-parameter-group-representation \(U(\alpha)s(x)=s(x-\alpha)\). One easily verifies that \[U(\alpha)\check{T} U^\ast(\alpha)=\check{T}-\alpha Id\tag{1} .\] Thus indeed \(\check{T}\) is meaningful for measuring signal localization in time \(x\), since it transforms in the same way as the signal, when (time-)shifts are applied. Equation (1) is related to canonical commutation relations or (in unitary form) Weyl-relations in quantum mechanics; a first analysis of this relation with respect to variance-based uncertainty principles in signal processing has been presented in [\textit{R. Levie} et al., Adv. Comput. Math. 40, No. 3, 609--627 (2014; Zbl 1336.42028)]. The present paper extends this work considerably in several aspects. Starting with the Cartesian product of certain abelian one-parameter-groups a canonical observable-manifold-structure is defined, which extends the work above to non-group-phase spaces. As an example the continuous Curvelet transform is discussed [\textit{E. J. Candès} and \textit{D. L. Donoho}, Appl. Comput. Harmon. Anal. 19, No. 2, 162--197 (2005; Zbl 1086.42022)]. Further, a nested semi-direct product group construction \(G\) together with so called ``multi-observables \(\check{\mathcal T}=\check{T}^k_m\) is introduced with the following remarkable properties: -- The construction allows for the introduction of variance-based uncertainty measures, constructed from suitable linear combinations of individual variance measures of the family members of \(\check{\mathcal T}\), which are constant on group orbits. In this way a global uncertainty measure is defined, which characterizes the wavelet transform at hand. -- As examples the finite short-time-Fourier-transform, the continuous 1-\(d\)-wavelet-transform, the finite 1-\(d\)-wavelet-transform and the shearlet-transform are investigated. The finite versions are essential for numerical implementetations of the respective continuous versions. The paper concludes with a discussion of sparsity. Given canonical multi-observables together with a group \(G\) a signal \(s(t)\) is called sparse, if its transform \(S(g)\) may be written as \(S(g)=\sum_k c_k \delta(g^{-1}g_k)\), i.e., a ``delta train localized at the points \(g_k\) in phase space. Naturally, given the corresponding wavelet \(f\) and the wavelet transform \(V_f(\cdot)\) such a signal cannot belong to the range of a wavelet transform \(V_f\), since the range is a reproducing kernel subspace of \(L^2(G)\) with convolution kernel \(V_f(f)\). The quantity \(V_f(f)\) is the ambiguity function. Thus, when applying the composition \(V_f \circ V_f^\ast\) to \(S(g)\) (i.e., reconstruction followed by transformation), the delta-peaks at \(g_k\) will be blurred with the ambiguity function and the blurring will be small (i.e., sparsity will be preserved), if \(V_f(f)\) decreases rapidly. The paper concludes with estimates bounding the ambiguity decay with the global uncertainty measures mentioned above.

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