- Beta wavelet
Continuous wavelets ofcompact support can be built [1] , which are related to thebeta distribution . The process is derived from probability distributions using blur derivative. These new wavelets have just one cycle, so they are termed unicycle wavelets. They can be viewed as a "soft variety" ofHaar wavelet s whose shape is fine-tuned by two parameters alpha and eta. Close expressions for beta wavelets and scale functions as well as their spectra are derived. Their importance is due to theCentral Limit Theorem by Gnedenko&Kolmogorov applied for compactly supported signals [2] .Beta distribution
The
beta distribution is a continuous probability distribution defined over the interval 0leq tleq 1. It is characterised by a couple of parameters, namely alpha and eta according to:P(t)=frac{1}{B(alpha ,eta )}t^{alpha -1}cdot (1-t)^{eta -1},quad 1leq alpha ,eta leq +infty .
The normalising factor is B(alpha ,eta )=frac{Gamma (alpha )cdot Gamma (eta )}{Gamma (alpha +eta )},
where Gamma (cdot ) is the generalised factorial function of Euler and B(cdot ,cdot ) is the Beta function [4] .
Gnedenko-Kolmogorov central limit theorem revisited
Let p_{i}(t) be a probability density of the random variable t_{i}, i=1,2,3..N i.e.
p_{i}(t)ge 0, forall t) and int_{-infty }^{+infty }p_{i}(t)dt=1.
Suppose that all variables are independent.
The mean and the variance of a given random variable t_{i} are, respectively
m_{i}=int_{-infty }^{+infty } au cdot p_{i}( au )d au , sigma _{i}^{2}=int_{-infty }^{+infty }( au -m_{i})^{2}cdot p_{i}( au )d au .
The mean and variance of t are therefore m=sum_{i=1}^{N}m_{i} and sigma^2 =sum_{i=1}^{N}sigma _{i}^{2}.
The density p(t) of the random variable corresponding to the sum t=sum_{i=1}^{N}t_{i} is given by the
Central Limit Theorem for distributions of compact support (Gnedenko and Kolmogorov) [2] .
Let p_{i}(t)} be distributions such that Supp{(p_{i}(t))}=(a_{i},b_{i})(forall i).
Let a=sum_{i=1}^{N}a_{i}<+infty , and b=sum_{i=1}^{N}b_{i}<+infty.
Without loss of generality assume that a=0 and b=1. The random variable t holds, as N ightarrow infty ,p(t)approx egin{cases} {k cdot t^{alpha }(1-t)^{eta, \otherwise end{cases}
where alpha =frac{m(m-m^{2}-sigma ^{2})}{sigma ^{2, and eta =frac{(1-m)(alpha +1)}{m}.
Beta wavelets
Since P(cdot |alpha ,eta ) is unimodal, the wavelet generated by
psi _{beta}(t|alpha ,eta )=(-1)frac{dP(t|alpha ,eta )}{dt} has only one-cycle (a negative half-cycle and a positive half-cycle).
The main features of beta wavelets of parameters alpha and eta are:
Supp(psi )= [ frac{-1}{sqrteta }/ alpha sqrt{alpha + eta +1},sqrt{ frac{eta }{alpha sqrt{alpha +eta +1}] = [a,b] .
lengthSupp(psi )=T(alpha ,eta )=(alpha +eta )sqrt{frac{alpha +eta +1}{alpha eta .
The parameter R=b/|a| =eta / alpha is referred to as “cyclic balance”, and is defined as the ratio between the lengths of the causal and non-causal piece of the wavelet. The instant of transition t_{zerocross} from the first to the second half cycle is given by
t_{zerocross}=frac{(alpha -eta )}{(alpha +eta -2)}sqrt{frac{alpha +eta +1}{alpha eta .
The (unimodal) scale function associated with the wavelets is given by
phi _{beta}(t|alpha ,eta )=frac{1}{B(alpha ,eta )T^{alpha +eta -1cdot (t-a)^{alpha -1}cdot (b-t)^{eta -1}, aleq tleq b .
A close expression for first-order beta wavelets can easily be derived. Within their support,
psi_{beta}(t|alpha ,eta ) =frac{-1}{B(alpha ,eta )T^{alpha +eta -1 cdot [frac{alpha -1}{t-a}-frac{eta -1}{b-t}] cdot(t-a)^{alpha -1} cdot(b-t)^{eta -1}
Beta wavelet spectrum
The beta wavelet spectrum can be derived in terms of the Kummer hypergeometric function [5] .
Let psi _{beta}(t|alpha ,eta )leftrightarrow Psi _{BETA}(omega |alpha ,eta ) denote the Fourier transform pair associated with the wavelet.
This spectrum is also denoted by Psi _{BETA}(omega) for short. It can be proved by applying properties of the Fourier transform that
Psi _{BETA}(omega ) =-jomega cdot M(alpha ,alpha +eta ,-jomega (alpha +eta )sqrt{frac{alpha +eta +1}{alpha eta)cdot exp{(jomega sqrt{frac{alpha (alpha +eta +1)}{eta )}
where M(alpha ,alpha +eta ,j u )=frac{Gamma (alpha +eta )}{Gamma (alpha )cdot Gamma (eta )}cdot int_{0}^{1}e^{j u t}t^{alpha -1}(1-t)^{eta -1}dt.
Only symmetrical alpha =eta ) cases have zeroes in the spectrum. A few asymmetric alpha eq eta ) beta wavelets are shown in Fig. Inquisitively, they are parameter-symmetrical in the sense that they hold Psi _{BETA}(omega |alpha ,eta )|=|Psi _{BETA}(omega |eta ,alpha )|.
Higher derivatives may also generate further beta wavelets. Higher order beta wavelets are defined bypsi _{beta}(t|alpha ,eta )=(-1)^{N}frac{d^{N}P(t|alpha ,eta )}{dt^{N.
This is henceforth referred to as an N-order beta wavelet. They exist for order Nleq Min(alpha ,eta )-1. After some algebraic handling, their close expression can be found:
Psi _{beta}(t|alpha ,eta ) =frac{(-1)^{N{B(alpha ,eta ) cdot T^{alpha +eta -1 sum_{n=0}^{N}sgn(2n-N)cdot frac{Gamma (alpha )}{Gamma (alpha -(N-n))}(t-a)^{alpha -1-(N-n)} cdot frac{Gamma (eta )}{Gamma (eta -n)}(b-t)^{eta -1-n}.
References
* [1] H.M. de Oliveira, G.A.A. Araújo, Compactly Supported One-cyclic Wavelets Derived from Beta Distributions, "Journal of Communication and Information Systems", vol.20, n.3, pp.27-33, 2005.
* http://www.iecom.org.br/
* http://www2.ee.ufpe.br/codec/WEBLET.html
* http://www2.ee.ufpe.br/codec/beta.html* [2] B.V. Gnedenko and A.N. Kolmogorov, Limit Distributions for Sums of Independent Random Variables, Reading, Ma: Addison-Wesley, 1954.
* [3] W.B. Davenport, Probability and Random Processes, McGraw-Hill /Kogakusha, Tokyo, 1970.
* [4] P.J. Davies, Gamma Function and Related Functions, in: M. Abramowitz; I. Segun (Eds.), Handbook of Mathematical Functions, New York: Dover, 1968.
* [5] L.J. Slater, Confluent Hypergeometric Function, in: M. Abramowitz; I. Segun (Eds.), Handbook of Mathematical Functions, New York: Dover, 1968.
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