Coiflet
{{Short description|Discrete wavelets designed to have scaling functions with vanishing moments}}
Coiflets are discrete wavelets designed by Ingrid Daubechies, at the request of Ronald Coifman, to have scaling functions with vanishing moments. The wavelet is near symmetric, their wavelet functions have vanishing moments and scaling functions , and has been used in many applications using Calderón–Zygmund operators.G. Beylkin, R. Coifman, and V. Rokhlin (1991),Fast wavelet transforms and numerical algorithms, Comm. Pure Appl. Math., 44, pp. 141–183Ingrid Daubechies, Ten Lectures on Wavelets, Society for Industrial and Applied Mathematics, 1992, {{ISBN|0-89871-274-2}}
Theory
=Theorem 1=
For a wavelet system , the following three
equations are equivalent:
:
\begin{array}{lcl}
\mathcal{M_\tilde{\psi}}(0,l] = 0 & \text{for }l =0,1,\ldots,L-1 \\
\sum_n (-1)^n n^l h[n]=0 & \text{for }l =0,1,\ldots,L-1 \\
H^{(l)}(\pi)=0 & \text{for }l=0,1,\ldots,L-1
\end{array}
and similar equivalence holds between and
=Theorem 2=
For a wavelet system , the following six equations
are equivalent:
:
\begin{array}{lcl}
\mathcal{M_\tilde{\phi}}(t_0,l] = \delta[l] & \text{for } l=0,1,\ldots,L-1 \\
\mathcal{M_\tilde{\phi}}(0,l] = t_0^l & \text{for } l=0,1,\ldots,L-1 \\
\hat{\phi}^(l)(0)=(-jt_0)^t& \text{for }l=0,1,\ldots,L-1 \\
\sum_n (n-t_0)^l h[n]= \delta[l] & \text{for } l=0,1,\ldots,L-1 \\
\sum_n n^l h[n]=t_0^l & \text{for } l=0,1,\ldots,L-1 \\
H^{(l)}(0)=(-jt_0)^t & \text{for } l=0,1,\ldots,L-1 \\
\end{array}
and similar equivalence holds between and
=Theorem 3=
For a biorthogonal wavelet system , if either or
possesses a degree L of vanishing moments, then the following two equations are equivalent:
:
\begin{array}{lcl}
\mathcal{M_\tilde{\psi}}(t_0,l] = \delta[l] & \text{for } l=0,1,\ldots, \bar{L}-1 \\
\mathcal{M_\psi}(t_0,l] = \delta[l] & \text{for }l=0,1,\ldots, \bar{L}-1 \\
\end{array}
for any such that
Coiflet coefficients
Both the scaling function (low-pass filter) and the wavelet function (high-pass filter) must be normalised by a factor . Below are the coefficients for the scaling functions for C6–30. The wavelet coefficients are derived by reversing the order of the scaling function coefficients and then reversing the sign of every second one (i.e. C6 wavelet = {−0.022140543057, 0.102859456942, 0.544281086116, −1.205718913884, 0.477859456942, 0.102859456942}).
Mathematically, this looks like , where k is the coefficient index, B is a wavelet coefficient, and C a scaling function coefficient. N is the wavelet index, i.e. 6 for C6.
class="wikitable" border="1" style="font-size: small; text-align: right;"
|+Coiflets coefficients (normalized to have sum 2) !k !C6 !C12 !C18 !C24 !C30 |
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| −10 | | | | | −0.0002999290456692 |
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| −9 | | | | | 0.0005071055047161 |
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| −8 | | | | 0.0012619224228619 | 0.0030805734519904 |
---
| −7 | | | | −0.0023044502875399 | −0.0058821563280714 |
---
| −6 | | | −0.0053648373418441 | −0.0103890503269406 | −0.0143282246988201 |
---
| −5 | | | 0.0110062534156628 | 0.0227249229665297 | 0.0331043666129858 |
---
| −4 | | 0.0231751934774337 | 0.0331671209583407 | 0.0377344771391261 | 0.0398380343959686 |
---
| −3 | | −0.0586402759669371 | −0.0930155289574539 | −0.1149284838038540 | −0.1299967565094460 |
---
| −2 | −0.1028594569415370 | −0.0952791806220162 | −0.0864415271204239 | −0.0793053059248983 | −0.0736051069489375 |
---
| −1 | 0.4778594569415370 | 0.5460420930695330 | 0.5730066705472950 | 0.5873348100322010 | 0.5961918029174380 |
---
| 0 | 1.2057189138830700 | 1.1493647877137300 | 1.1225705137406600 | 1.1062529100791000 | 1.0950165427080700 |
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| 1 | 0.5442810861169260 | 0.5897343873912380 | 0.6059671435456480 | 0.6143146193357710 | 0.6194005181568410 |
---
| 2 | −0.1028594569415370 | −0.1081712141834230 | −0.1015402815097780 | −0.0942254750477914 | −0.0877346296564723 |
---
| 3 | −0.0221405430584631 | −0.0840529609215432 | −0.1163925015231710 | −0.1360762293560410 | −0.1492888402656790 |
---
| 4 | | 0.0334888203265590 | 0.0488681886423339 | 0.0556272739169390 | 0.0583893855505615 |
---
| 5 | | 0.0079357672259240 | 0.0224584819240757 | 0.0354716628454062 | 0.0462091445541337 |
---
| 6 | | −0.0025784067122813 | −0.0127392020220977 | −0.0215126323101745 | −0.0279425853727641 |
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| 7 | | −0.0010190107982153 | −0.0036409178311325 | −0.0080020216899011 | −0.0129534995030117 |
---
| 8 | | | 0.0015804102019152 | 0.0053053298270610 | 0.0095622335982613 |
---
| 9 | | | 0.0006593303475864 | 0.0017911878553906 | 0.0034387669687710 |
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| 10 | | | −0.0001003855491065 | −0.0008330003901883 | −0.0023498958688271 |
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| 11 | | | −0.0000489314685106 | −0.0003676592334273 | −0.0009016444801393 |
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| 12 | | | | 0.0000881604532320 | 0.0004268915950172 |
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| 13 | | | | 0.0000441656938246 | 0.0001984938227975 |
---
| 14 | | | | −0.0000046098383254 | −0.0000582936877724 |
---
| 15 | | | | −0.0000025243583600 | −0.0000300806359640 |
---
| 16 | | | | | 0.0000052336193200 |
---
| 17 | | | | | 0.0000029150058427 |
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| 18 | | | | | -0.0000002296399300 |
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| 19 | | | | | −0.0000001358212135 |
--- |
Matlab function
F = coifwavf(W) returns the scaling filter associated with the Coiflet wavelet specified by the string W where W = "coifN". Possible values for N are 1, 2, 3, 4, or 5.{{cite web|title=coifwavf|url=http://www.mathworks.com/help/wavelet/ref/coifwavf.html|website=www.mathworks.com/|accessdate=22 January 2015}}