164
13
Useful Algorithms
of the prototype, and frequency analysis uses a dilated, low-frequency version. The
wavelet basis is
StartLayout 1st Row 1st Column r Subscript n minus 2 2nd Column equals 3rd Column r Subscript n minus 1 Baseline q Subscript n minus 1 Baseline plus r Subscript n Baseline comma 2nd Row 1st Column Blank 3rd Row 1st Column r Subscript n minus 1 2nd Column equals 3rd Column r Subscript n Baseline q Subscript n Baseline comma EndLayoutΦs,l(x) = 2−s/2Φ(2−sx −l) ,
(13.8)
where the variablesss (wavelet width) andll (wavelet location) are integers that scale
and dilate normal upper PhiΦ to generate (self-similar) wavelet families. If different resolutions are
required, a scaling function upper W left parenthesis x right parenthesisW(x), defined as
StartLayout 1st Row 1st Column r Subscript n minus 2 2nd Column equals 3rd Column r Subscript n minus 1 Baseline q Subscript n minus 1 Baseline plus r Subscript n Baseline comma 2nd Row 1st Column Blank 3rd Row 1st Column r Subscript n minus 1 2nd Column equals 3rd Column r Subscript n Baseline q Subscript n Baseline comma EndLayoutW(x) =
N−1
Σ
k=−1
(−1)kck+1Φ(2x + k) ,
(13.9)
is used, where the c Subscript kck are the wavelet coefficients, which must satisfy the constraints
sigma summation Underscript k equals 0 Overscript upper N minus 1 Endscripts c Subscript k Baseline equals 2ΣN−1
k=0 ck = 2 and sigma summation Underscript k equals 0 Overscript upper N minus 1 Endscripts c Subscript k Baseline c Subscript k plus 2 l Baseline equals 2 delta Subscript l comma 0ΣN−1
k=0 ckck+2l = 2δl,0, where deltaδ is the delta function.
The wavelet transform is the convolution of signal and basis functions:
StartLayout 1st Row 1st Column r Subscript n minus 2 2nd Column equals 3rd Column r Subscript n minus 1 Baseline q Subscript n minus 1 Baseline plus r Subscript n Baseline comma 2nd Row 1st Column Blank 3rd Row 1st Column r Subscript n minus 1 2nd Column equals 3rd Column r Subscript n Baseline q Subscript n Baseline comma EndLayoutF(s,l) =
{
f (x)Φ∗
s,l(x) dx
(13.10)
where normal upper Phi Superscript asteriskΦ∗is the complex conjugate of normal upper PhiΦ. Often, the data can be adequately repre-
sented as a linear combination of wavelet functions, and their coefficients are all that
is required for carrying out further operations on the data.
13.3
Multidimensional Scaling and Seriation
Multidimensional scaling 8 (MDS) provides a means of estimating the contents of a
vector space of data from a given minimum set of input data. Theupper NN objects or vectors
under consideration are characterized by a quantity upper MM of parameters common to all
the objects. In estimating the relative values of the parameters for each object, the
original vector space may be reconstructed from upper N left parenthesis upper N divided by 2 minus 1 right parenthesisN(N/2 −1) pieces of data; that
is,upper N times upper MN × M elements of data are thus recovered. An important application of MDS is
the reconstruction of an originalupper MM-dimensional vector space from one-dimensional
distance data between vectors of the space.
Known data. Consider an upper MM-dimensional vector space containing upper NN vectors. The
vectors may be considered as upper NN objects containing upper MM possible parameters or unit
vectors. The objects are then characterized by the scaling of the unit vectors. Suppose
that the only known information concerning the object structure is a distance measure
between each of the upper NN objects, given by a symmetric upper N times upper NN × N matrix.
Estimating data. For each vector, an upper MM-dimensional initial estimated vector is
formed from a random seed and then propagated iteratively. The propagation is
determined such that each iteration minimizes a stress function (i.e., a normalized
8 See Kruskal (1964).