A wavelet Plancherel theory with application to multipliers and sparse approximations

DOI10.1080/01630563.2022.2060253MaRDI QIDQ5097307zbMATH OpenOpenAlexWikidataFDO

Publication date 23 August 2022

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1712.02770

matching pursuit Plancherel theorem wavelet multiplier sparse decomposition continuous wavelet

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Applications of group representations to physics and other areas of science (20C35) Numerical methods for wavelets (65T60) Analysis on other specific Lie groups (43A80) Representation theory of groups (20C99)

Abstract: We introduce an extension of continuous wavelet theory that enables an efficient implementation of multiplicative operators in the coefficient space. In the new theory, the signal space is embedded in a larger abstract signal space -- the so called window-signal space. There is a canonical extension of the wavelet transform to an isometric isomorphism between the window-signal space and the coefficient space. Hence, the new framework is called a wavelet-Plancherel theory, and the extended wavelet transform is called the wavelet-Plancherel transform. Since the wavelet-Plancherel transform is an isometric isomorphism, any operation in the coefficient space can be pulled-back to an operation in the window-signal space. It is then possible to improve the computational complexity of methods that involve a multiplicative operator in the coefficient space, by performing all computations directly in the window-signal space. As one example application, we show how continuous wavelet multipliers (also called Calder'{o}n-Toeplitz Operators), with polynomial symbols, can be implemented with linear complexity in the resolution of the 1D signal. As another example, we develop a framework for efficiently computing greedy sparse approximations to signals based on elements of continuous wavelet systems.

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