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Orthogonal and Non-orthogonal

Multiresolution Analysis,
Scale Discrete and Exact Fully Discrete
Wavelet Transform on the Sphere
by

Willi Freeden and Michael Schreiner


University of Kaiserslautern
Geomathematics Group1
D-67653 Kaiserslautern
P.O. Box 3049
Germany

Abstract
Based on a new de nition of dilation a scale discrete version of spherical multiresolution is
described, starting from a scale discrete wavelet transform on the sphere. Depending on
the type of application, di erent families of wavelets are chosen. In particular, spherical
Shannon wavelets are constructed that form an orthogonal multiresolution analysis. Finally
fully discrete wavelet approximation is discussed in case of band-limited wavelets.

Abbreviated title: Scale Discrete Wavelets


AMS Subject classi cation: 41A58, 42C15, 44A35, 45E99
Key words: Spherical multiresolution analysis, scaling function, scale discrete
wavelets, rational wavelets, exponential wavelets, orthogonal (Shan-
non) wavelets, de la Valle Poussin wavelets, exact fully discrete wavelet
transform
1 This research was supported by "Stiftung Rheinland-Pfalz fur Innovation"

i
Contents
1 Introduction 1
2 Preliminaries 2
2.1 Spherical Harmonics : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 2
2.2 Singular Integrals : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 4
2.3 Continuous Wavelet Transform : : : : : : : : : : : : : : : : : : : : : : : : : : : : 5
2.4 Sobolev Spaces : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 6
2.5 Approximate Integration : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 8
3 Discrete Singular Integrals 10
3.1 Dilation : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 11
3.2 Scaling Function : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 13
4 Scale Discrete Wavelets 15
4.1 Scale Discrete Wavelet Transform : : : : : : : : : : : : : : : : : : : : : : : : : : : 15
4.2 Non-band-limited Wavelets : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 18
4.2.1 Rational Wavelets : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 18
4.2.2 Modi ed Rational Wavelet : : : : : : : : : : : : : : : : : : : : : : : : : : 19
4.2.3 Exponential Wavelets : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 20
4.3 Band-limited wavelets : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 21
4.3.1 Shannon Wavelet : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 21
4.3.2 De la Valle Poussin Wavelet : : : : : : : : : : : : : : : : : : : : : : : : : : 23
4.4 Exact Fully Discrete Wavelet Transform : : : : : : : : : : : : : : : : : : : : : : : 25
4.5 Scale Discrete Wavelet Transform of Positive Order : : : : : : : : : : : : : : : : : 27
4.5.1 Fixed Order : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 28
4.5.2 Increasing Order : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 30
References 31

ii
1 Introduction
The spherical wavelet transform is a mathematical tool for breaking up a complicated function
(phenomenon) on the sphere into many simple pieces at di erent scales and positions. Basically
this is done by convolving the function against rotated and dilated versions of one xed function,
viz. the wavelet . There are at least two ways to introduce wavelets: one is through the
continuous wavelet transform (as proposed in [11], [12]), another is through the discrete wavelet
transform (multiresolution analysis) which is the contents of this paper.
In the already known case of continuous wavelet transform the question of complete char-
acterization of a function is answered immediately using the classical continuous concept of
singular integrals by the resolution of the identity, at least if is "admissible". The scale rela-
tion between singular integral and wavelet kernel is determined by certain di erential equations
in terms of their Legendre coecients. Dilation is understood as an operation acting on the
whole scale interval, each scale parameter "measures" the "space localizing (i.e. windowing) ef-
fect" caused by a wavelet kernel. As the scale parameter continuously approaches the limit value
0, the wavelet kernel as a radially dependent L2 -kernel becomes more and more concentrated
around the axis (explaining the terminology of a "continuous wavelet").
In the present discrete case we have to attack the problem some other way. Rather than
beginning with an operation de ned continuously over a scale interval, dilation now is restricted
to discrete values. The essential idea is to start from a "continuous version of a Legendre
transform" (i.e. a piecewise continuous function 0 : [0; 1) ! R satisfying an admissibility
condition) which acts as a generator of a square-integrable (radially dependent) function ?0 by
equating the Legendre coecients of ?0 to the functional values of 0 at non-negative integers.
The dilation operator of j -th level is de ned by letting ?j = Dj ?0 with Legendre coecients
(?j )^ (n) chosen in such a way that (?j )^(n) = j (n) = 0(2?j n) for all non-negative integers
n. In doing so any scaling function (that is any "continuous version of the Legendre transform"
0 which is monotonously decreasing on [0; 1] and continuous at 0 with value 1) provides a
scale discrete singular integral. This in turn leads to a scale discrete multiresolution analysis.
As a consequence the relation of the scale discrete wavelet associated to a scaling function is
expressible by certain di erence equations in terms of their Legendre coecients. The scale
index j (associated to the dyadic value 2?j in the discrete formulation of dilation) serves as a
"measure" for decreasing frequency localization of the scale discrete wavelet kernel. To make
our investigations more concrete we give some examples. In particular, a spherical counterpart
of the Shannon multiresolution analysis is derived as the simplest example satisfying the or-
thogonality. Other examples developed from our concept of dilation are the P -scale discrete
Abel-Poisson wavelets, the P -scale discrete Gau-Weierstra wavelets, both types known from
scale discretization of their continuous counterparts (cf. [11], [12]). In addition polynomial
wavelets, rational and exponential wavelets are mentioned as non-band-limited examples. An
essential aim of scale discrete spherical wavelet transform is to provide an easily interpretable
respresentation of square-integrable functions on the sphere.
The outline of the paper is as follows: In Section 2, relevant notation and certain basic
results about spherical harmonics (Section 2.1), continuous theory of singular integrals (Section
2.2), continuous theory of spherical wavelets (Section 2.3), Sobolev spaces (Section 2.4) and
approximate interpolatory integration on the sphere (Section 2.5) are given. A Shannon sam-
pling theorem for the space of spherical harmonics of order  m is recapitulated. In Section
3, the scale discrete theory of singular integrals are discussed. Special attention is given to the
"continuous version of the Legendre transform" that serves as a basic tool for a new de nition
of dilation operators (Section 3.1). Scale spaces constituting a scale discrete multiresolution of
the space L2 (
) of square-integrable functions on the unit sphere
are investigated (Section
3.2). Section 4 starts with the introduction of scale discrete wavelets. The reconstruction for-
mula for scale discrete spherical wavelets is developed. P -scale and M -scale discrete wavelets

1
are speci ed (Section 4.1). As non-band-limited examples rational and exponential wavelets are
mentioned (Section 4.2). In the band-limited case orthogonal (Shannon) wavelets are presented,
de la Valle Poussin wavelets are listed to smooth out the oscillations which cannot be suppressed
in case of orthogonal (Shannon) wavelets (Section 4.3). Finally we are interested in exact fully
discrete wavelet transform for band-limited wavelets. Essential tools are the approximate inter-
polatory integration formulae (Section 4.4). The paper ends with combined spherical harmonic
and wavelet reconstruction. We distinguish two cases, namely xed approximation order and
increasing approximation order, in accordance to di erent choices of dilation operators (Section
4.5).
In the literature, di erent approaches are derived from multiscale constructions on the space
L2(
). Examples of this type are [14], [15], [16]. There is also a paper [4] on multiresolution
analysis and discrete wavelets on
using a latitude-longitude discretization. Even though the
last scheme often su ers from problems at the poles, it is very helpful to consider, as many
standard datasets (such as ETOPO of NASA) are sampled on the grid. First techniques of
exact space discretization by use of spherical band-limited wavelets have been presented in [12].

2 Preliminaries
q
For all x 2 R3; x = (x1 ; x2; x3)T , di erent from the origin, we let x = r; r = jxj = x21 + x22 + x23 ,
where  = (1; 2; 3)T is the uniquely determined directional unit vector of x 2 R3. The unit
sphere in R3 is denoted by
. If the vectors "1; "2 ; "3 form the canonical orthonormal basis in
R3, we may represent the points  2
by
p
 = t"3 + 1 ? t2 (cos '"1 + sin '"2 );
t = cos #; # 2 [0; ]; ' 2 [0; 2)
(#: latitude, ': longitude, t: polar distance).
2.1 Spherical Harmonics
The spherical harmonics Yn of order n are de ned as the everywhere on the unit sphere
twice
continuously di erentiable eigenfunctions of the Beltrami operator  corresponding to the
eigenvalues ()^(n) = ?n(n + 1); n = 0; 1; : : :. As it is well-known, the functions Hn : R3 !
R de ned by Hn(x) = rnYn (); x = r, r = jxj, are polynomials in rectangular coordinates
which satisfy the Laplace equation x Hn (x) = 0; x 2 R3. Conversely, every homogeneous
harmonic polynomial of degree n when restricted to
is a spherical harmonic of order n. The
Legendre polynomials Pn are the only everywhere on the interval [?1; +1] in nitely di erentiable
eigenfunctions of the Legendre operator Lt = (1 ? t2 )(d=dt)2 ? 2t(d=dt) which in t = 1 satisfy
Pn (1) = 1. Apart from a multiplicative constant, the ""3-Legendre function" Pn ("3 ) :  7!
Pn ("3  ),  2
, is the only spherical harmonic of degree n which is invariant under orthogonal
transformations leaving "3 xed. The linear space Harmn of all spherical harmonics of order
n is of dimension d(Harmn) = 2n + 1. Thus, there exist 2n + 1 linearly independent spherical
harmonics Yn;1 ; : : :; Yn;2n+1 . Throughout the remainder of this paper we assume this system
to be orthonormalized in the sense of the L2 (
)-inner product. Harm0;:::;m = mn=0 Harmn ,
Pm 0,(2ndenotes
m
+ 1) =
the space of all spherical harmonics of order  m. Clearly, d(Harm0;:::;m ) =
(m + 1)2.
n=0
An outstanding result of the theory of spherical harmonics is the addition theorem
2X
n+1
Yn;j ()Yn;j ( ) = 2n4+ 1
 Pn(   ); (; ) 2

:
j =1

2
The addition theorem is essential for the continuous as well as discrete wavelet approach, since
it relates the spherical harmonics on
to a univariate function, viz. the Legendre polynomial,
de ned on [?1; +1].
The close connection between the orthogonal invariance and the addition theorem is estab-
lished by the Funk-Hecke formula for H 2 L1 [?1; +1]
Z
H (  )Pn(   )d!( ) = H ^(n)Pn (   );

where the Legendre transform (LT )(H ) is given by


Z1
(LT )(H )(n) = H ^(n) = 2 H (t)Pn(t)dt;
?1
n = 0; 1; : : : (d! denotes the surface element on
). For more details about the theory of
spherical harmonics the reader is referred, for example, to [7], [13].
We let X (
) stand either for the space C (
) or Lp (
); 1  p < 1 (with corresponding
norm k  kX (
)). In what follows we are mainly interested, however, in results for the Hilbert
space (L2(
); (; )L2(
) ). Any function of the form H :
! R;  7! H ( ) = H (   );  2

is called  -zonal function on


. Zonal functions are constant on the sets of all  2
with
   = h; h 2 [?1; +1]. The set of all -zonal functions is isomorphic to the set of functions
H : [?1; +1] ! R. This gives rise to interpret the spaces C [?1; +1] and Lp [?1; +1] with norms
de ned correspondingly as subspaces of C (
) and Lp (
). We let X [?1; +1] stand either for the
space C [?1; +1] or Lp [?1; +1] (with corresponding norm k  kX [?1;+1] ). In other words,
kH kX [?1;+1] = kH ("3)kX (
):
The spherical Fourier transform H 7! (FT )(H ), H 2 X (
), is given by
((FT )(H ))(n; j ) = H ^(n; j ) = (H; Yn;j )L2 (
) :
(FT ) forms a mapping from L2 (
) into the space l2(N ) of all sequences fH ^(n; j )g satisfying
1 2X
X n+1
(H ^(n; j ))2 < 1
n=0 j =1
(where N = f(n; j )jn = 0; 1; : : : ; j = 1; : : :; 2n +1g). For fH ^(n; j )g 2 l2(N ) de ne the mapping
(FT )?1 : l2(N ) ! L2 (
) by
1 2X
X n+1
(FT )?1 (fH ^(n; j )g) = H ^(n; j )Yn;j :
n=0 j =1
Then (FT )?1 (FT ) = IL2 (
) and (FT )(FT )?1 = Il2 (N ) (I is the identity operator). Moreover,
it should be noted that for all H 2 L2 (
)
X
N 2X
n+1
lim kH ?
N !1
H ^(n; j )Yn;j kL2 (
) = 0
n=0 j =1
Assume that H 2 L1 [?1; +1] and F 2 X (
). Then the convolution of H and F is given by
(H  F )( ) = (H ( ); F )L2(
) ;  2
. Young's inequality yields
kH  F kLr (
)  kF kLp(
)kH kLq [?1;+1]

3
provided that F 2 Lp (
); H 2 Lq [?1; +1]; 1  p; q < 1 with r1 = q1 + 1p ? 1  0. In particular,
if F 2 C (
) and H 2 L1 [?1; +1], then the convolution H  F is a continuous function on
,
and it follows that
kH  F kC(
)  kF kC(
)kH kL1[?1;+1]:
If H1; H2 2 L1 [?1; +1] and  2
xed, then the function  7! H2 (   );  2
, is out of class
L1(
). We let Z
(H1  H2)(   ) = H1 (   )H2 (   )d! ( ):

Obviously, H1  H2 depends only on the inner product of  and  , i.e. H1  H2 is a "radially


dependent" function on
, and we have (H1  H2 )^(n) = H1^(n)H2^(n); n = 0; 1; : : :.
2.2 Singular Integrals
Next we recapitulate some essential ideas of spherical singular integral theory. More details can
be found e.g. in [1], [9].
Let f g;  2 (0; 1), be a subfamily of L1 [?1; +1] satisfying the condition ^ (0) = 1 for all
 2 (0; 1): Then fI g;  2 (0; 1), de ned by I (F ) =   F; F 2 X (
), is called (spherical)
singular integral. The family f g is said to be the kernel of the singular integral fI g. A
singular integral fIg is called approximate identity in X (
) if
lim
!0
kF ? I(F )kX (
) = 0 (2.1)
>0

for all F 2 X (
).
Assume that the kernel fg is uniformly bounded in the sense that
Z+1
2 j (t)jdt  M (2.2)
?1
for all  2 (0; 1): Then the corresponding singular integral fI g is an approximate identity in
X (
) if and only if
lim ( )^ (n) = 1
!0 
(2.3)
>0
for all non-negative integers n.
Assume that the kernel f g is non-negative (i.e.  (t)  0 almost everywhere on [?1; +1]
for all  2 (0; 1)). Then the following properties are equivalent:
(i) fIg is an approximate identity in X (
).
!0 ( ) (n) = 1 for all n 2 N0.
(ii) lim ^
>0
(iii) lim ( )^(1) = 1.
!0 
>0

(iv) lim
R  (t)dt = 0;  2 (?1; +1) (localization property).
!0 
>0 ?1
As particularly important examples of spherical singular kernels fg;  2 (0; 1) we men-
tion (i) the Abel-Poisson kernel (with ()^(n) = e?n ) (ii) the Gau-Weierstra kernel (with
( )^(n) = e?n(n+1) ). Both kernels de ne a semigroup of contraction operators of class (C0)
on X (
).

4
2.3 Continuous Wavelet Transform
A uniformly bounded kernel of an approximate identity fRg, R 2 (0; 1), is said to be a scaling
function of order m, if it satis es the following properties:
(i) the Legendre coecients (R )^(n), R 2 (0; 1), n = m + 1; m + 2; : : : as a function of R
are di erentiable and decreasing
(ii) (R)^(n) = 1, n = 0; : : :; m
(iii) Rlim ( )^ (n) = 0, n = m + 1; m + 2; : : :.
!1 R
The associated wavelet f  g;  2 (0; 1), of order m is given by
 d 1=2
(  )^(n) = ^
? d (() (n)) 2

for  2 (0; 1) and n = 0; 1; : : :. It is easily shown that our assumptions guarantee the following
properties:
(i) for n = m + 1; m + 2; : : :
Z1
((  )^(n))d = 1 (2.4)
0
(ii) for  2 (0; 1) and n = 0; : : :; m
(  )^(n) = 0 (2.5)
(iii) for R 2 (0; 1)
1 2n + 1 Z1
X
4 (( )^(n))2d < 1
 (2.6)
n=m+1 R
(vi) for R 2 (0; 1)
Z+1 Z
 (t)djdt < M;
2 j (2) (2.7)
?1 R
where M is a positive constant independent of R.
Conversely, any kernel f  g;  2 (0; 1), satisfying the properties (2.4) - (2.7) determines a
scaling function fR g of order m by letting
8 ; n = 0; : : :; m
>
< 1 !1=2
^ R
(R ) (n) = > 1 :
: (( )^(n))2d ; m = m + 1; m + 2; : : :
R
The spherical (continuous) wavelet transform (WT ) : L2 (
) ! L2 ((0; 1) 
) is de ned
by Z
(WT ) (F )(;  ) = (F; ; )L2 (
) = F ( ) ; ( )d! ( );

where ; is given as follows


; :  7! ; ( ) =  (   ) = R D ( );  2
:

5
The " -rotation operator" R and the "-dilation operator" D are given by ( = 1 )
R : () 7! R () = (  )
D : () 7! D () =  ();
respectively. The reconstruction formula states that
Z Z1
F= (WT ) (F )(;  ) ;()dd! ()

0
(in the sense of kkL2 (
) ) for all F 2 L2 (
) satisfying F ^ (n; j ) = 0; n = 0; : : :; m; j = 1; : : :; 2n +
1.
In terms of ltering f  g and fR g, respectively, may be interpreted as band-pass lter and
low-pass lter. Correspondingly, the convolution operators are given by R(F ) = (2)   F and
(2)
PR(F ) = R  F , F 2 L (
). By means of the so-called scale spaces
2

VR(
) = PR(L2 (
)) = fPR (F )jF 2 L2 (
)g; R 2 (0; 1)
a continuous multiresolution analysis of L2 (
) is obtainable:
 Harm0;:::;m  VR(
)  VR0 (
)  L2(
), 0 < R0  R < 1
 fRlim (2)  F jF 2 L2 (
)g = Harm0;:::;m
!1 R
 fF 2 L2 (
)jF 2 VR for some R 2 (0; 1)gkkL2(
) = L2(
).
Examples are the Abel-Poisson wavelet f  g with ( )^ (n) = p2pne?n ; n > m and the
pp 
Gau-Weierstra wavelet f  g with (  )^(n) = 2 n(n + 1)e?n(n+1) ; n > m. For more
details the reader is referred to [12], [13].
In the wavelet reconstruction formula of spherical continuous theory as recapitulated above
the discretization of the corresponding wavelet transforms must be made directly by computing
the relevant integrals for all the necessary values of rotation parameters. In Euclidean theory,
however, a multiresolution analysis for performing discrete wavelet analysis and synthesis is
known which is completely recursive and ideal for computations.
It is the main purpose of the discrete wavelet theory presented in Section 4 to generalize as
much as possible from this multiresolution procedure to the spherical context. Essential idea is
the concept of scale discrete dilations (cf. Section 3).
2.4 Sobolev Spaces
Next we consider the linear space A consisting of all sequences fAn;j g of real numbers An;j ; n =
0; 1; :::; j = 1; :::; 2n + 1:
A = ffAn;j g j An;j 2 R; n = 0; 1; :::; j = 1; :::; 2n + 1g:
For simplicity, fAn g 2 A is understood to be equivalent to fAn;j g 2 A with An;j = An for
j = 1; : : :; 2n + 1.
Let fAn g 2 A be a sequence with An 6= 0 for all n. Consider the set E = E (fAn g;
) of all
in nitely di erentiable functions F on
satisfying
1 2X
X n+1
j An j2j (F; Yn;j )2L2 (
) < 1:
n=0 j =1

6
From the Cauchy-Schwarz inequality it follows that
0 1 2n+1 12
@ X X
j An j2 (F; Yn;j )L2(
)(G; Yn;j )L2(
)A (2.8)
n=0 j =1
0 1 2n+1 1 0 1 2n+1 1
X X X X
 @ j An j2 (F; Yn;j )2L2 (
)A  @ j An j2 (G; Yn;j )2L2(
)A
n=0 j =1 n=0 j =1
for all F; G 2 E (fAn g;
), hence, the left hand side of (2.8) is nite whenever each member of
the right hand side is nite. We can therefore de ne an inner product (; )H(fAng;
) on the space
E (fAng;
) by
1 2X
X n+1
(F; G)H(fAng;
) = j An j2 (F; Yn;j )L2 (
)(G; Yn;j )L2(
): (2.9)
n=0 j =1
The associated norm is given by
 1
kF kH(fAng;
) = (F; F )H(fAng;
) 2 :
The Sobolev space H(fAn g;
) is the completion of E (fAn g;
) under the norm (2.9). H(fAn g;
)
equipped with the inner product (2.9) is a Hilbert space. It also follows from the Cauchy-Schwarz
inequality (2.8) that (F; G)H(f1g;
) exists if F 2 H(fAn g;
) and G 2 H(fA?n 1 g;
). In addition,
j (F; G)H(f1g;
) j kF kH(fAng;
)kGkH(fA?n 1g;
):
Hence, (; )H(f1g;
) de nes a duality between H(fAn g;
) and H(fA?n 1 g;
).
Of importance for our considerations are Sobolev spaces equipped with a reproducing kernel
structure (cf. [8], [10] for more details).
Theorem 2.1. Let fAng be summable (i.e. An 6= 0 for all n  0 and P1n=0 2n4+1  A2n < 1).
1
Then the space H = H(fAn g;
) (furtheron we often write H instead of H(fAn g;
) if no
confusion is likely to arise) is a functional Hilbert subspace of C (
). H has the reproducing
kernel KH :

! R given by
X1 2Xn+1
KH (; ) = KH(fAn g;
)(; ) = jAn j?2Yn;j ()Yn;j (); ;  2
:
n=0 j =1
The system fA?n 1 Yn;j gn=0;1;:::;j =1;:::;2n+1 , represents a Hilbert-basis in H.
The space H0;:::;m = Harm0;:::;m ; m  0, of all spherical harmonics of order  m is a nite-
dimensional Hilbert space (d(H0;:::;m ) = M = (m + 1)2) with inner product
X
m 2X
n+1
(F; G)H0;:::;m = jAnj2(F; Yn;j )L2 (
)(G; Yn;j )L2(
) (2.10)
n=0 j =1
and reproducing kernel
X
m 2X
n+1
KH0;:::;m (   ) = jAnj?2Yn;j ()Yn;j (): (2.11)
n=0 j =1

7
Let us denote by H?0;:::;m = H?0;:::;m (fAn g;
) the orthogonal complement of H0;:::;m in
H(fAn g;
). The linear space H?0;:::;m(fAng;
) is a Hilbert space with inner product (; )H?0;:::;m
X
1 2X
n+1
(F; G)H?0;:::;m = jAnj2(F; Yn;j )L2(
)(G; Yn;j )L2 (
) (2.12)
n=m+1 j =1
and reproducing kernel
X
1 2X
n+1
KH?0;:::;m (; ) = jAnj?2Yn;j ()Yn;j (): (2.13)
n=m+1 j =1
Hence H is the orthogonal direct sum of H0;:::;m and H?0;:::;m with the inner product (; )H =
(; )H0;:::;m + (; )H?0;:::;m and the reproducing kernel KH (; ) = KH0;:::;m (; )+ KH?0;:::;m (; ). The
null-space of the seminorm k  kH?0;:::;m (fAn g;
) is a linear space H0;:::;m .

2.5 Approximate Integration


Let f^(n)g be a summable sequence as de ned above. Consider the "pseudodi erential opera-
tor"  : H(f^(n)g;
) ! L2 (
) satisfying Yn;j = ^(n)Yn;j for n = 0; 1; : : :; j = 1; : : :; 2n +1.
Then it follows that
F () = (F; KH(f^(n)g;
)(; ))H(f^(n)g;
)
= (F; KH0;:::;m (f^(n)g;
) (;  ))H0;:::;m (f^(n)g;
)
+ (F; KH?0;:::;m (f^(n)g;
) (;  ))H?0;:::;m (f^(n)g;
)
holds for each integer m  0,  2
and F 2 H(f^(n)g;
). By virtue of Parseval's identity it
is not dicult to verify that
X
m 2X
n+1
(F; KH0;:::;m (f^(n)g;
) (;  ))H0;:::;m (f^(n)g;
) = (F; Yn;j )L2 (
) Yn;j ( );
n=0 j =1
whereas
(F; KH?0;:::;m (f^ (n)g;
)(;  ))H?0;:::;m (f^(n)g;
)
Z
=  KH?0;:::;m (f^(n)g;
) (;  )(( ))d! ():

This leads us to the following integral formula corresponding to the spherical pseudodi erential
operator  (cf. [2], [7]).
Theorem 2.2. Let  be a pseudodi erential operator with summable "symbol" f^(n)g. Then
X
m X 2n
F () = (F; Yn;j )L2 (
) Yn;j ( )
n=0 j =1
Z
+  KH?0;:::;m (f^ (n)g;
) (;  )(F ( ))d! ( )

holds for all  2


and F 2 H(f^(n)g;
) .

8
Consider the matrix
0 Y0;1(1) ::: Y0;1 (N ) 1
matrXN (Y0;1;:::Ym;2m+1) = B@ ..
.
..
.
CA
Ym;2m+1 (1) : : : Ym;2m+1 (N )
associated to an L2 (
)-orthonormal system fYn;j g of spherical harmonics. According to Haar's
Theorem (cf. e.g. [5]), this matrix is not of maximal rank for all systems XN = f1; :::; N g of
distinct points 1; :::; N 2
; N  M; M = d(Harm0;:::;m ). However, it is clear (cf. e.g. [7],
[13]) that there exist systems XM having a non-degenerate matrix matrXM (Y0;1; : : :; Ym;2m+1).
De nition 2.3. A system XM of points 1; :::; M on
is called fundamental system relative
to Harm0;:::;m if, for (an L2 (
)-orthonormal basis) fY0;1; :::; Ym;1; :::; Ym;2m+1g of Harm0;:::;m ,
matrXM (Y0;1;:::; Ym;2m+1) is regular. A system XN = f1; :::; N g of N  M points 1; :::; N on

is called admissible system relative to Harm0;:::;m if it contains a fundamental subset relative


to Harm0;:::;m .
It should be noted that via the addition theorem
(matrXM (Y0;1; : : :; Ym;2m+1))T matrXM (Y0;1; : : :; Ym;2m+1 ) (2.14)
Xm 2n + 1 Xm 2n + 1 !
= matrXM Pn (1); : : :; Pn (M ) :
n=0 4 n=0 4
Consequently, the property of XM of being a fundamental system relative to Harm0;:::;m is
independent of the choice of the orthonormal basis fY0;1; : : :; Ym;2m+1g.
Let XN = f1; :::; N g be an admissible system relative to Harm0;:::;m . Assume that F :
!
R is a function of class H(f^(n)g;
). Let Y be an element of Harm0;:::;m of the decomposition
X
m 2X
n+1
Y= cn;j Yn;j ; cn;j = Y ^(n; j ): (2.15)
n=0 j =1
Then, for all solutions a 2 RN ; a = (a1; :::; aN )T , of the linear system
matrXN (Y0;1;:::;Ym;2m+1 )a = c; c = (c0;1; : : :; cm;1; : : :; cm;2m+1)T ; (2.16)
we have
X
N X
m 2X
n+1
Y= ak Yn;j (k )Yn;j : (2.17)
k=1 n=0 j =1
Observing this fact we obtain (cf. [12])
Theorem 2.4. Let  be a pseudodi erential operator with summable symbol f^(n)g. Assume
that XN = f1; : : :; N g is an admissible system relative to Harm0;:::;m . Then
Z X
N
Y ()F ()d!() = ak F (k )

k=1
X
N Z 
? ak  (KH?0;:::;m (f^(n)g;
) (k ;  )) ( F ( ))d! ( )
k=1

holds for all F 2 H(f^(n)g;


) and for all solutions a 2 RN ; a = (a1 ; : : :; aN )T satisfying
(2.16) with c = (c0;1; : : :; cm;1; : : :; cm;2m+1)T ; cn;j = Y ^(n; j ) = (Y; Yn;j )L2 (
) .
As an immediate consequence of Theorem 2.4 we mention
9
Corollary 2.5. If F 2 Harm0;:::;m and Yn;j 2 Harm0;:::;m, then
Z XN
n;j
^ F (n; j ) = Yn;j ( )F ( )d!() = ak F (k ) (2.18)

k=1

holds for all an;j n;j


1 ; : : :; aN 2 R with
X
N
an;j
k Yp;q (k ) = p;n q;j ; p = 0; : : :; m; q = 1; : : : 2p + 1: (2.19)
k=1

Remark. Recently, an algorithm (in exact arithmetic) for the computation of Fourier coecients
F ^ (n; j ) based on equidistant ('; #)-lattices on the sphere was presented in [6]. Unfortunately,
though these results are very helpful for computational purposes, ('; #)-lattices are not equidis-
tributed in the sense of Weyl (cf. [9]). 
From Corollary 2.5 we are led to a spherical counterpart to Shannon's sampling rule:
Corollary 2.6 (Spherical Shannon Sampling Theorem in Harm0;:::;m). Let F 2 Harm0;:::;m.
Suppose that XN = f1; : : :; N g is an admissible system relative to Harm0;:::;m . Then F can
be reconstructed from its samples at points out of XN by the following interpolation formula
X
N
F () = F (k )Lk ();  2
;
k=1
where Lk 2 Harm0;:::;m is given by
X
m 2X
n+1
Lk () = an;j
k Yn;j ( )
n=0 j =1

and the coecients an;j


k are determined by (2.19).
Proof. From Corollary 2.5 we are able to deduce that
XN n+1 X
m 2X
X N
F (k )Lk () = ( an;j
k F (k ))Yn;j ( )
k=1 n=0 j =1 k=1
Xm 2X
n+1
= F ^ (n; j )Yn;j () = F ():
n=0 j =1


3 Discrete Singular Integrals


The construction of the "discrete wavelets" as announced above is based on a new de nition of
dilation which will be explained now.

10
3.1 Dilation
As preparation we introduce the de nition of admissibility and the notion of an admissible
generator.
De nition 3.1. A piecewise continuous function 0 : [0; 1) ! R is said to satisfy an admissi-
bility condition, if !2
X
1 2n + 1
sup j 0(x)j < 1: (3.20)
n=0 4 x2[n;n+1]
In this case, 0 is called an admissible generator of the function ?0 : [?1; +1] ! R given by
X
1 2n + 1
?0 =
n=0 4 0(n)Pn ; (3.21)

i.e.
?^0 (n) = 0(n) ; n = 0; 1; : : :: (3.22)

Remark. In many cases an admissible generator is monotonously decreasing and satis es, in
addition, the estimate 0  0(x)  1, x 2 [0; 1). Under these assumptions, condition (3.20)
simply reduces to
X1 2n + 1
4 j 0(n)j2 < 1: (3.23)
n=0

Based on these preliminaries it is not hard to prove
Lemma 3.2. If 0 : [0; 1) ! R is an admissible generator, then ?0 de ned by (3.21) is an
element of L2 [?1; +1], hence, ?0 ( ) is an element of L2 (
) for every  2
.
Proof. Since the Legendre polynomials form an orthogonal basis for this space L2[?1; +1] with
(Pn ; Pn )L2 [?1;+1] = 4=(2n + 1), the admissibility condition imposed on 0 implies the estimate
X
1 2n + 1 X
1 2n + 1 !2
k?0 k2 2
L [?1;+1] = 4
( 0 (n))2 
4
sup j 0(x)j < 1:
n=0 n=0 x2[n;n+1)
This is the required result. 
For a function 0 satisfying the admissibility condition we introduce functions j : [0; 1) ! R
in the following way
j (x) = Dj 0(x) = 0(2?j x); x 2 [0; 1) (3.24)
for j = 0; 1; : : :. Then we are able to prove
Lemma 3.3. Let 0 : [0; 1) ! R satisfy the admissibility condition (3.20). Then each function
j ; j = 0; 1; : : :, de ned by (3.24) satis es the admissiblity condition (3.20).
Proof. Assume that j satis es the admissibility condition stated in De nition 3.1. In other
words, !2
X1 2n + 1
sup j j (x)j < 1:
n=0 4 x2[n;n+1)

11
We want to show by induction that j +1 satis es the admissibility condition. For that purpose
we see that for all N 2 N
X
N 2n + 1 !2
4 sup j j +1 (x)j
n=0 x2[n;n+1)
X
N 2n + 1 !2
= sup j j ( 1 x)j
n=0 4 x2[n;n+1) 2
0 12
XN 2n + 1
@ sup j j (x)jA
=
n=0 4 x2[ n2 ; n2 + 21 )
0 12 N 0 12
XN 2n + 1
@ sup j j (x)jA + X 2n + 1 @ sup j j (x)jA
= 4 4 
n
x2[ 2 ; 2 )n +1 x2[ n2 ; n+1
n=0
n even
n=1
n odd 2 )
0 12 [N=2] 0 12
X2] 4n + 1 @
[N= X 4 n + 3
 sup j j (x)jA + @ sup j j (x)jA
n=0 4 x2[n;n+ 21 ) n=0 4 x2[n+ 12 ;n+1)
X 1 2n + 1 !2 X 1 2n + 1 !2
 4 sup j j (x)j + 3 4 sup j j (x)j :
n=0 x2[n;n+1) n=0 x2[n;n+1)
Since the series on the right hand side are convergent, Lemma 3.3 is proved. 
Lemma 3.3 enables us to write
j = D1 j?1 ; j = 1; 2; : : : (3.25)
provided that 0 satis es the admissibility condition (3.20). This gives rise to
De nition 3.4. Suppose that 0 : [0; 1] ! R satis es (3.20). For the generated functions
?j 2 L2 [?1; +1], j = 0; 1; : : :, given by
X
1 2n + 1
?j =
n=0 4 j (n)Pn
we let
?j = D1 ?j ?1 = Dj ?0 ; j = 1; 2; : : ::
Dj is called dilation operator of j -th level.
As an immediate consequence we obtain
Corollary 3.5. If ?0 is generated by an admissible generator 0, then ?j = Dj ?0 2 L2[?1; +1]
for all j 2 N0.

Remark. Note that the de nition of Dj (De nition 3.4) requires both the existence of a gen-
erator 0, i.e. a "continuous version of the Legendre transform" and the transition to a radial
basis function ?0 (generated by 0). 
We are also able to de ne the inverse of Dj , denoted by D?j , being applicable to all radial basis
functions on the sphere
. To be speci c,
X
1 2n + 1
G?j = D?j G = 4
G^(2j n)Pn (3.26)
n=0

12
whenever G 2 L2 [?1; +1] with
X
1 2n + 1
G= 4 G^(n)Pn (3.27)
n=0
(in the kkL2 [?1;+1] -sense). Indeed, it is not dicult to see that G?j 2 L2 [?1; +1] for all j 2 N0.
3.2 Scaling Function
In what follows, we concentrate on those admissible generators which generate scaling functions.
De nition 3.6. Let '0 : [0; 1) ! R satisfy the admissibility condition (3.20). '0 is called
generator of a scaling function if it satis es the following properties:
(i) '0(0) = 1,
(ii) '0 is monotonously decreasing,
(iii) '0 is continuous at 0.
If '0 satis es the requirements (i), (ii), (iii) of De nition 3.6, then '0 and its dilates 'j generate
the scale discrete scaling function fj g; j 2 L2 [?1; +1]; j = 0; 1; : : :, via
^j (n) = 'j (n); n = 0; 1; : : ::

Remark. Let '0 be a generator of a scaling function. Then the admissibility of '0 implies the
following properties:
!1 '0(x) = 0,
(i) xlim
(ii) '0(x)  0 for all x 2 [0; 1).

Now we come to
Lemma 3.7. Let '0 be a generator of a scaling function (in the sense of De nition 3.6). Then
the sequence f'j (x)g; j = 0; 1; : : : is monotonously increasing for every x 2 [0; 1), and we have
lim ' (x) = 1; x 2 [0; 1):
j !1 j
Proof. Let x 2 [0; 1]. Then it is clear that
lim ' (x) = jlim
j !1 j !1 0
' (2?j x) = '0 (0) = 1;
since '0 is continuous at 0. The monotonicity of f'j (x)g, x 2 [0; 1), is an immediate conse-
quence of condition (ii) of De nition 3.6. 

Next we show that the discrete scaling function de nes a "discrete approximate identity" in
L2(
) (cf. (2.1)).
Lemma 3.8. Let '0 and its dilates 'j , j 2 N, generate the scale discrete scaling function
fj g; j 2 L2[?1; +1]; j 2 N. Then, for F 2 L2(
),
lim kF ? j  F kL2 (
) = 0
j !1
(3.28)
and
lim kF ? (2)
j !1 j  F kL2 (
) = 0: (3.29)

13
Proof. We already know that jlim
!1 j
' (n) = 1 for every n 2 N0. Thus, jlim
!1 j
^(n) = 1. Hence,
the assertion follows from the fact that
(j  F )^ (n; k) = F ^ (n; k)^j (n)
and
lim ^ (n)F ^(n; k) = F ^ (n; k)
j !1 j
for every n 2 N0, k = 1; : : :; 2n + 1 . It is immediately clear that the kernel fj g in (3.28) may
be replaced by the iterated kernel f(2) (2) (2)
j g, j = j  j ; j 2 N0. Note that j is generated
in the sense of De nition 3.6 by the function '20. 
From Lemma 3.8 it follows that the (2)
j  F; j = 0; 1; : : :, provides us with approximations of
F at di erent scales. In terms of ltering f(2)
j g may be interpreted as low-pass lter. The
corresponding convolution operators Pj : L2 (
) ! L2 (
), j 2 N0, are given by
Pj (F ) = (2)
j  F; j = 0; 1; : : : : (3.30)
Accordingly, we understand the scale space Vj to be the image of L2 (
) under the operator Pj :
Vj = Pj (L2(
)) = f(2)
j  F jF 2 L (
)g:
2

The scale spaces Vj de ne a (scale discrete) multiresolution analysis of L2 (


) in the following
sense:
Theorem 3.9. The scale spaces Vj satisfy the following statements:
(i) V0  : : :  Vj  Vj +1  : : :  L2 (
)
(ii)
S V = L2(
)
1
j
j =0
(iii) If a function G 2 L2 [?1; +1] satis es G( ) 2 Vj , then D?1 G( ) 2 Vj ?1; j = 1; 2; : : :.
Proof. Part (i) follows from the monotonicity of '0. Part (ii) ist equivalent to Lemma 3.8. Part
(iii), nally, is a consequence of the de nition of Dj and the construction of 'j = Dj '0. 
The subspaces Vj  L2 (
) can be characterized by spectral information in terms of Fourier
coecients. To be speci c, if '0 > 0 for all x 2 [0; 1),
X
1 1 2X n+1
Vj = fF 2 L2 (
)j [ ^(n)]4 jF ^(n; j )j2 < 1g:
n=0 j j =1

Remark. One might expect, that there is some more structure in our (scale discrete) multires-
olution, e.g. V0 = f0g or the fact that all scale spaces Vj are nite{dimensional with certain
conditions on the dimension, etc. But these properties are, in general, not true. They depend
on the special choice of the generator '0 of a scaling function and are discussed in more detail
later on. 

14
4 Scale Discrete Wavelets
The de nition of the scale discrete scaling function now allows us to introduce scale discrete
wavelets on the sphere. In other words, we represent an L2 (
)-function F by a two-parameter
family (j ;  ); j 2 N0,  2
, breaking up the function F into "pieces" at di erent locations and
di erent levels of resolution. An essential point is the de nition of a mother wavelet and its
dual wavelet starting from their generators. This de nition, of course, has to be done in close
relation to a given scaling function. The mother wavelet then is rotated and dilated to establish
the discrete version of the wavelet transform of a function. As a matter of fact, we are able to
prove a reconstruction formula.
4.1 Scale Discrete Wavelet Transform
De nition 4.1. Let '0 be the generator of a scaling function (as de ned by De nition 3.6).
Then the piecewise continuous functions 0 ; ~0 : [0; 1) ! R are said to be generators of the
mother wavelet 0 2 L2 [?1; +1] and the dual mother wavelet ~ 0 2 L2 [?1; +1], respectively, if
both of them are admissible generators (in the sense of De nition 3.1) and satisfy, in addition,
the "re nement equation"
~0(x) 0(x) = ('0 (x=2))2 ? ('0(x))2 ; x 2 [0; 1):
The functions 0 2 L2 [?1; +1], ~ 0 2 L2 [?1; +1], de ned via the Legendre coecients ^0 (n); ~ ^0 (n)
given by
^0 (n) = 0(n); n = 0; 1; : : :;
~ ^0 (n) = ~0(n); n = 0; 1; : : :;
are called the mother wavelet and the dual mother wavelet, respectively.
Let us make a couple of simple observations concerning this de nition.
Lemma 4.2. The generators 0; ~0 : [0; 1) ! R and their dilates j = Dj 0, ~j = Dj ~0
satisfy the following properties:
(i) ~j (0) j (0) = 0, j 2 N0,
(ii) ~j (x) j (x) = ('j +1(x))2 ? ('j (x))2, j 2 N0, x 2 [0; 1),
(iii) ('0(x))2 +
PJ ~ (x) (x) = (' (x))2, J 2 N , x 2 [0; 1).
j j J +1 0
j =0
Proof. Part (i) is clear, since the generator '0 of a scaling function satis es '0(0) = 'j (0) = 1,
j 2 N0. Part (ii) follows from the fact that, for j 2 N0, x 2 [0; 1),
~j (x) j (x) = Dj ~0(x)Dj 0(x)
= ~0(2?j x) 0(2?j x)
= ('0(2?j ?1 x))2 ? ('0(2?j x))2
= ('j +1(x))2 ? ('j (x))2:
Part (iii), nally, follows from (ii) by summation. 
It is natural | as it was done for the scaling function | to apply the operators Dj directly to
the mother wavelet and its dual. In connection with the rotation operator R , this will lead us
to the de nition of the wavelet j ; and its dual wavelet ~ j ; . More explicitly, we have
j = Dj 0 ; ~ j = Dj ~ 0 ; j 2 N0; (4.31)
15
and
(R j )( ) = j ; ( ) = j (   ) ;  2
; (4.32)
(R ~ j )( ) = ~ j ; ( ) = ~ j (   ) ;  2
:
Putting together (4.31) and (4.32) we therefore obtain for  2

j ; ( ) = (R Dj 0 )( );
~ j ; ( ) = (R Dj ~ 0 )( ):
De nition 4.3. Let 0 2 L2[?1; +1] and ~ 0 2 L2[?1; +1] be a mother wavelet and its dual
with respect to a scaling function 0 2 L2 [?1; +1], respectively. Then, for F 2 L2 (
), the
discrete wavelet transform at scale j 2 N0 and position  2
is de ned by
((WT ) 0 (F ))(j ;  ) = (F; j ; )L2 (
) :
Our de nition, in fact, can be viewed as a discrete counterpart of the continuous wavelet trans-
form.
In analogy to the de nition of the operator Pj : L2 (
) ! L2 (
) (cf. (3.30)) we consider now
convolution operators (band-pass lter) Rj : L2 (
) ! L2 (
), j 2 N0, de ned by
Rj (F ) = ( ~ j  j  F ): (4.33)
Rj (F ) can be interpreted as a version of F blurred to the scale j . It describes the "detail
behaviour" of F at scale j . From Lemma 4.2, (iii), we can immediately deduce that, for J 2 N0,
X
J
~
(2)
0 + j  j = (2)
J +1 : (4.34)
j =0
Therefore, it follows that the operator PJ +1 can be decomposed in the following way
X
J
PJ +1 = P0 + Rj :
j =0
This gives rise to introduce the detail space Wj to be
Wj = Rj (L2(
)) = f ~ j  j  F jF 2 L2 (
)g:
The space Wj contains the "detail information" needed to go from an approximation at resolution
j to an approximation at resolution j + 1. Note that
V0 + P Wj = VJ +1 ;
J
j =0 (4.35)
Vj = Vj?1 + WJ ?1 :
It is worth mentioning that the sum decomposition in general is neither direct nor orthogonal.
An orthogonal decomposition is described later, when band-limited wavelets come into play.
Any function F 2 L2 (
) canPnow be decomposed as follows: Starting with PJ +1 (F ) for some
J we have PJ +1 (F ) = P0 (F ) + Jj=0 Rj (F ). In other words, the partial reconstruction RJ +1 (F )
is nothing else than the di erence of two "smoothings" PJ +1 (F ) ? PJ (F ) at two consecutive
scales: RJ +1 (F ) = PJ +1 (F ) ? PJ (F ) (cf. Lemma 4.2).
Furthermore, we have
(Pj (F ))^(n; j ) = F ^ (n; j )(j )^ (n)(j )^(n); (4.36)
(Rj (F ))^(n; j ) = F ^ (n; j )( ~ j )^(n)( j )^(n):
16
The fomulae (4.36), therefore, give wavelet decompositions like (4.35) an interpretation in terms
of Fourier analysis by explaining how the frequency spectrum of a function F 2 Vj is divided
up between the space Vj ?1 and Wj ?1 , which enhances our understanding of what is meant by
"smoothing" and "detail".
Our de nition of the discrete wavelet transform developed above enables us to prove a
reconstruction formula. In other words, it is possible to reconstruct a function F 2 L2 (
) from
its wavelet transform (WT ) 0 (F ):
Theorem 4.4 (Reconstruction Formula). Let 0 resp. ~ 0 be the mother wavelet resp. the dual
mother wavelet with respect to a scale discrete scaling function 0. Then, for F 2 L2 (
),
1Z
X
F = (2)
0 F + ((WT ) 0 (F ))(j ;  ) ~ j ;()d! ( );
j =0

where the equality is understood in the L2 (


)-sense.
Proof. Let F be of class L2(
). From the de nition of the spherical convolution and (4.34) it
follows that J Z
X
(2)
0  F + ((WT ) 0 (F )) (j ;  ) ~ j ;()d! ( ) = (2)
J +1  F:
j =0

Taking the limit J ! 1 the result follows immediately from Lemma 3.8. 

Up to now, the de nition of the mother wavelet 0 and its dual ~ 0 are quite general. The
only condition which has to be satis ed (besides the admissibility) is the "re nement equation"
~0 (x) 0(x) = ('1(x))2 ? ('0(x))2; x 2 [0; 1); (4.37)
where '0 is the generator of a scale discrete scaling function.
We are now prepared to derive two construction principles which lead back to variants of
continuous wavelets theory (cf. [11], [12]).
P-scale Discrete Wavelet. For the generator '0 : [0; 1) ! R we set
q
0(x) = ~0 (x) = ('1(x))2 ? ('0(x))2; x 2 [0; 1):
The monotonicity of '0 ensures that the radicand is non-negative. Obviously 0 and ~0 ful ll
(4.37). Both of them are piecewise continuous. Furthermore, we have
X1 2n + 1
4 ( sup j 0(x)j)2
n=0 x2[n;n+1)
X 2n + 1
1
= 4 sup j('1(x))2 ? ('0(x))2j
n=0 x2[n;n+1)
X 2n + 1
1 !2 X 1 2n + 1 !2
 sup j'1(x)j + sup j'0(x)j :
n=0 4 x2[n;n+1) n=0 4 x2[n;n+1)
Therefore, the admissibility of '0 induces together with Lemma 3.3 the admissiblity of 0. But
this means that 0 and ~0 are generators of a mother wavelet. In this case, the dual mother
wavelet coincides with the mother wavelet.
M-scale Discrete Wavelets. Starting from '0 : [0; 1) ! R we let
0(x) = '1(x) ? '0 (x); x 2 [0; 1);
~0(x) = '1(x) + '0 (x); x 2 [0; 1):

17
Hence, 0 and ~0 are piecewise continuous and satisfy (4.37). The admissibility of 0 and ~0
can be easily seen from the following inequalities
j 0(x)j = j'1(x) ? '0(x)j  2'1(x); x 2 [0; 1);
j ~0(x)j = j'1(x) + '0(x)j  2'1(x); x 2 [0; 1);
where we have used the fact that '1 (x)  '0(x)  0 for each x 2 [0; 1).
Remark. The idea of establishing P -scale and M -scale discrete wavelets is based on the obser-
vation that the wavelet members may be regarded as di erences of two low-pass lters. To be
speci c,
~j (x) j (x) = ('j +1 (x))2 ? ('j (x))2; j 2 N0; x 2 [0; 1)
so that
X1
('j (x))2 + ~j (x) j (x) = 1; x 2 [0; 1):
j =J
By construction (cf. (3.26)), our wavelets therefore lead to a partition of unity as follows:
X
1
~j (x) j (x) = X (('j +1(x))2 ? ('j (x))2) = 1; x 2 [0; 1):
+1

j =?1 j =?1
This formula is close to the concept of the "di erence of two smoothings" known in vision theory.

To make the preceeding more concrete, we now give a list of examples. We essentially
distinguish two cases, viz. non-band-limited wavelets (Section 4.2) and band-limited wavelets
(Section 4.3).
4.2 Non-band-limited Wavelets
In this section we shall take a rst look at discrete scaling functions and corresponding wavelets.
All wavelets discussed in this section share the property that their generators 0 : [0; 1) ! R
have a global support, i.e. supp 0 = [0; 1). Since there are only a few conditions for a function
'0 : [0; 1) ! R to be a generator of a scaling function, there are, of course, various possibilities
for its concrete realization. We will concentrate on three types: (i) rational (ii) modi ed rational
(iii) exponential scaling function.
4.2.1 Rational Wavelets
Starting point for the construction of rational wavelets is the generator '0 given by
'0 (x) = (1 + x)?s ; x 2 [0; 1):
Obviously, '0 (0) = 1, '0 is monotonously decreasing, and '0 is continuous on the interval [0; 1).
Furthermore, (3.23) is satis ed, which is easily seen from the fact that
X1 2n + 1 X1 2n + 1 1 <1
j' 0 (n)j 2 =
n=0 4 n=0 4 (1 + n)
2s

provided that s > 1. Therefore, '0(x) = (1 + x)?s , de nes an admissible generator of a scaling
function. The scaling function itself and its dilates j = Dj 0 are then given by
X
1 2n + 1 1
0 (t) = s Pn (t); t 2 [?1; +1];
n=0 4 (1 + n)
X
1 2n + 1 1
j (t) = ?j s Pn (t); j 2 N0; t 2 [?1; +1]:
n=0 4 (1 + 2 n)

18
Note that the iterated functions (2)
j = j  j are the reproducing kernels of the Sobolev space
H(f(1 + 2 n) g;
), respectively.
? j s=2
The P -scale discrete wavelets are given by
j (t) = ~ j (t)
X1 2n + 1 s 1 1
= ? ? ? P (t); t 2 [?1; +1]:
(1 + 2?j n)2s n
n=0 4 (1 + 2 n)
j 1 2s

The M -wavelets and their duals with respect to '0 are of the form
1 2n + 1 
X 1 1 
j (t) =
n=0 4 (1 + 2?j ?1 n)s ? (1 + 2?j n)s Pn (t); t 2 [?1; +1];
X1 2n + 1  1 1 
~ j (t) = ?j ?1 n)s (1 + 2?j n)s Pn (t); t 2 [?1; +1]:
+
n=0 4 (1 + 2
Figure 4.1 gives a graphical impression.

1.8

1.6

1.4

1.2

0.8

0.6

0.4

0.2

-0.2
-3 -2 -1 0 1 2 3

Figure 4.1: Rational (P{)wavelets j (cos #), # 2 [?;  ], j = 0; : : :; 2, '0(x) = (1 + x)?4 .

4.2.2 Modi ed Rational Wavelet


As a modi cation of the generator introduced before we consider
'0 (x) = (1 + x2 )?s ; x 2 [0; 1):
It is not dicult to verify that '0 generates a scale discrete scaling function, provided that
s > 1=2. Accordingly the functions j are of the form
X
1 2n + 1 1
j (t) = 4 (1 + 2?2j n2 )s Pn (t); t 2 [?1; +1]:
n=0
The construction of the corresponding P - and M -scale discrete wavelets are straightforward.
We omit the details and give just a graphical impression in Figure 4.2.

19
1.8

1.6

1.4

1.2

0.8

0.6

0.4

0.2

-0.2
-3 -2 -1 0 1 2 3

Figure 4.2: Modi ed rational (P{)wavelets j (cos #), # 2 [?;  ], j = 0; : : :; 2,


'0(x) = (1 + x2 )?4.
4.2.3 Exponential Wavelets
From the Sobolev Lemma (cf. e.g. [10]) we know that the order of di erentiability of the rational
scaling function and its modi cation is nite. A scaling function of class C (1) can be obtained
via the generator
'0(x) = e?h(x) ; x 2 [0; 1);
where h : [0; 1) ! R is assumed to satisfy the following conditions:
(i) h 2 C (1) [0; 1)
(ii) h(0) = 0; h(x) > 0 for x > 0
(iii) h(x) < h(x0) whenever 0 < x < x0
(iv) f(eh(n))1=2g is summable (see Theorem 2.1).
Then the scaling function and its dilates are of the form
X1 2n + 1
0 (t) = 4 e?h(n) Pn (t); t 2 [?1; +1];
n=0
X1 2n + 1
j (t) = 4 e?h(2?j n)Pn (t); t 2 [?1; +1];
n=0
respectively. The P -scale discrete wavelets corresponding to this scaling function are given by
q
^j (n) = (e?h(2?j?1 n) )2 ? (e?h(2?j n) )2; n 2 N0:
Similarly, the M -scale discrete wavelets can be written in terms of the Legendre coecients as
^j (n) = e?h(2?j?1 n) ? e?h(2?j n) ; n 2 N0
~ ^0 (n) = e?h(2?j?1 n) + e?h(2?j n) ; n 2 N0:
As particularly important examples (cf. [11], [12], [18]) we mention the Abel-Poisson wavelet
(obtained from h(x) = Rx; R > 0 and the Gau-Weierstra wavelet obtained from h(x) =
R x(x + 1); R > 0). For a graphical impression, see Figures 4.3 and 4.4.
20
1

0.8

0.6

0.4

0.2

-0.2
-3 -2 -1 0 1 2 3

Figure 4.3: Exponential (P{)wavelets j (cos #), # 2 [?;  ], j = 0; : : :; 2, '0(x) = e?30x .

4.3 Band-limited wavelets


If the generator '0 : [0; 1) ! R is chosen in such a way that its support is compact, then the
resulting wavelets are band-limited, i.e. only a nite number of Legendre coecients is di erent
from zero. This allows us to obtain more powerful results such as the construction of orthogonal
bases. For example, the multiresolution analysis described in Theorem 3.9 is orthogonal in case
of the Shannon wavelets, that means Wi ? Wj whenever i 6= j . Furthermore we are able to
derive a space discrete exact formulation of the reconstruction formula in case of band-limited
wavelets.
4.3.1 Shannon Wavelet
The generator of the Shannon scaling function is given by
(
'0(x) = 10 for x 2 [0; 1) ; (4.38)
for x 2 [1; 1)
so that (
'j (x) = 10 for x 2 [0; 2j ) : (4.39)
for x 2 [2j ; 1)
It is easy to see that all conditions for '0 to be a generator of a scaling function are ful lled.
We have
2Xj ?1
2n + 1 P (t) ; t 2 [?1; +1]:
j (t) = n (4.40)
n=0 4
A remarkable property is that j coincides with its iterations
(jk) = j  (jk?1) ; k = 2; 3; : : :;
in particular, (2)
j = j . Therefore the construction of the P - and M -wavelets is straightforward.
The P-scale discrete wavelets are characterized by
(
~j (x) = j (x) = 1 for x 2 [2 ; 2 ) :
j j +1
0 elsewhere

21
1

0.9

0.8

0.7

0.6

0.5

0.4

0.3

0.2

0.1

-0.1
-3 -2 -1 0 1 2 3

Figure 4.4: Exponential (P{)wavelets j (cos #), # 2 [?;  ], j = 0; : : :; 3, '0 (x) = e?5x(x+1).

Hence,
~ j (t) = j (t) = X 2n + 1 Pn (t) ; t 2 [?1; +1]:
2j+1 ?1
(4.41)
n=2j 4
For the M -wavelet and its dual we easily obtain
2jX
+1 ?1
2n + 1
j (t) =
n=2j 4 Pn (t) ; t 2 [?1; +1]; (4.42)

and
~ j (t) = 2 X 2n + 1 Pn (t) + X 2n + 1 Pn (t) ; t 2 [?1; +1]:
j2 ?1 2 ?1 j+1
(4.43)
n=0 4 j =2j 4
Since the rst sum on the left hand side of (4.43) is orthogonal to j with respect to (; )L2[?1;+1] ,
it does not contribute in calculations so that j , in principle, coincides with j . In other words,
the M-scale discrete wavelets are not distinguishable from the P-scale discrete wavelets seen
from computational point of view. For an illustration, see Figure 4.5.
It should be noted that the multiresolution analysis has a conceptually more structured form
for the particular choice of the Shannon wavelets. This is written down in
Theorem 4.5. Assume that Pj resp. Rj are the (low-pass) resp. (band-pass lter) convolution
operators corresponding to (4.39) resp. (4.42), (4.43). Then the scale spaces Vj and the detail
spaces Wj given by
Vj = Pj (L2 (
));
Wj = Rj (L2 (
));
satisfy the properties:
(i) V0  : : :  Vj  Vj +1  : : :  L2 (
)
(ii)
S V = L2(
)
1
j
j =0

22
20

15

10

-5
-3 -2 -1 0 1 2 3

Figure 4.5: Shannon wavelets j (cos #), # 2 [?;  ], j = 0; : : :; 3.

(iii)
T1 V = Harm
j 0
j =0
(iv) Vj +1 = Vj  Wj , where the sum is orthogonal
(v) If the radial basis function G 2 L2 [?1; +1] satis es G( ) 2 Vj (resp. G( ) 2 Wj ), then
D?1G() 2 Vj?1 (resp. D?1 G( ) 2 Wj?1 ), j  1.
Proof. In comparison to Theorem 3.9 we merely have to show the properties (iii) and (iv). But
this does not require additional e orts, since we have
2M
j ?1
Vj = Harmk ;
k=0
2jM
+1 ?1
Wj = Harmk :
k=2j


4.3.2 De la Valle Poussin Wavelet


The Shannon wavelets show serious oscillations. If one is willing to give up the orthogonality
of the detail spaces Wj , the number of oscillations can be reduced by a modi cation of the
generator '0 . To this end we consider a somehow "smoothed" version of the generator of the
Shannon wavelets (dependent on a parameter h 2 (0; 1))
8
>
< 1?1x for x 2 [0; h)
'0(x) = > 1?h for x 2 [h; 1) : (4.44)
: 0 for x 2 [1; 1)

23
With the de nition (4.44) the dilates have the form
8
< 11?2?j x for x 2 [0;j 2j h)j
>
'j (x) = > 1?h for x 2 [2 h; 2 )
:0 for x 2 [2j ; 1)
(j 2 N0). For the formulation of the P-wavelets corresponding to the "de la Vallee Poussin
generator" we have to distinguish three cases:
 h < 12
~ ^j (n) = ^j (n)
8
> 0  for n < 2j h
>
>  1?2?j n 2 1=2
>
> 1 ? 1?h for 2j h  n < 2j +1 h
< 
= > 1?2?j?1 n 2 ?  1?2?j n 2 1=2 for 2j +1 h  n < 2j
>
> 1?h 1?h
>
> 1? 2 ?
?
j
h
?1 n for 2j  n < 2j +1
:0 1
for 2j +1  n < 1
 h > 21
~ ^j (n) = ^j (n)
8
> 0  for 0  n < 2j h
>
>  2 1=2
< 1 ? 1?12??hj n
> for 2j h  n < 2j
= >1 for 2j  n < 2j +1 h
>
> 1?2 ?j ?1 n for 2j +1 h  n < 2j +1
>
:0 1?h
for 2j +1  n < 1
 h = 21
~ ^j (n) = ^j (n)
80 0  n < 2j ?1
>
> for
< 1 ? ?2 ? 2j+1 n21=2 for 2j ?1  n < 2j
= >
: 02 ? 2 n 2j  n < 2j +1 h
> ?j for
for 2j +1  n < 1:
Compared with the Shannon wavelets there generally are more non-vanishing Legendre co-
ecients of j . This explains the suppressing frequency e ect. Note, however, that the j 's
do not satisfy an orthogonality condition. Thus the orthogonal sum decomposition has to be
substituted by the sum Vj +1 = Vj + Wj . For the construction of the M -wavelets we again have
to distinguish three cases. The details will be omitted. An illustration is given by Figures 4.6.
Remark. It should be remarked that one can think of other ways to "smooth" the Shannon
generator. 

24
12

10

-2

-4
-3 -2 -1 0 1 2 3

Figure 4.6: De la Valle Poussin wavelets j (cos #), # 2 [?;  ], j = 0; : : :; 3, h = 0:5.

4.4 Exact Fully Discrete Wavelet Transform


We are now interested in fully discrete wavelet approximation. For this purpose we want to show
that when using band-limited wavelets, we do not need the wavelet transform ((WT ) 0 (F ))(j ;  )
at all rotates  2
. It suces to know the wavelet transform only at a nite set of rotates 
for each scale j . As a matter of fact, the reconstruction can be formulated in terms of simply
structured sum representations. More explicitly, the reconstructed function can be expressed in
each scale as a linear combination of nitely many dual wavelets ~ j (k ); k 2
.
The fully discrete wavelet transform is considered under the following assumptions:
(i) The generator '0 : [0; 1) ! R of a scale discrete scaling function satis es
supp '0  [0; C ]
for some constant C > 0.
(ii) The generators 0 ; ~0 : [0; 1) ! R of the mother wavelet and the dual mother wavelet,
respectively, satisfy
supp 0  [0; C ];
supp ~0  [0; C ]:
Then it follows that
supp 'j  [0; 2j C ];
supp j  [0; 2j C ];
supp ~j  [0; 2j C ]:
Hence, there exists a sequence fmj g  N0 such that
j ( ) 2 Harm0;:::;mj ;
j ( ) 2 Harm0;:::;mj ;
~ j ( ) 2 Harm0;:::;mj
for all j 2 N0,  2
. This, in turn, results in spaces Vj ; Wj such that Vj  Harm0;:::;mj ; Wj 
Harm0;:::;mj .
25
Our aim now is to discuss two variants of exact fully discrete wavelet transform:
Variant 1. Let j 2 N0 be xed. Assume that f1j ; : : :; (2j mj +1)2 g 
is a fundamental system
relative to Harm0;:::;2mj . Furthermore, suppose that the values aj1 ; : : :; aj(2mj +1)2 are the cor-
responding weights of the exact integration formula Theorem 2.4 (with Y = 1). Then, for all
 2
and F 2 L2 (
),
Z
Rj (F )() = ((WT ) 0 (F ))(j ;  ) ~ j ;( )d! ( ) (4.45)

j +1)2
(2mX
= ajk ((WT ) 0 (F ))(j ; kj ) ~ j;kj ():
k=1
The identity (4.45) follows from the fact that both ((WT ) 0 (F ))(j ; ) and ~ j ; are in Harm0;:::;mj
and, hence, their product is in Harm0;:::;2mj .
We summarize our results of the rst variant of a fully discrete version for the reconstruction
formula of Theorem 4.4.
Theorem 4.6 (Fully Discrete Reconstruction Formula). Let the generators '0; 0 and ~0 of
a scale discrete scaling function and the corresponding mother wavelets be compactly supported.
Then there exists a sequence fmj g  N0 such that
j ( ) 2 Harm0;:::;mj ;
j ( ) 2 Harm0;:::;mj ;
~ j ( ) 2 Harm0;:::;mj ;
for all j 2 N0 and all  2
. Assume that f1j ; : : :; (2j mj +1)2 g 
; j 2 N0, is a se-
quence of fundamental systems relative to Harm0;:::;2mj , and let, for every index j , the weights
aj1; : : :; aj(2mj+1)2 2 R be obtained from Theorem 2.4 (with Y = 1). Then
X j +1)2
1 (2mX
F () = ((2)
0  F )( ) + ajk ((WT ) 0 (F ))(j ; kj ) ~ j;kj ()
j =0 k=1
holds for all F 2 L2 (
).
Variant 2. Again take a xed j 2 N0. Let f1j ; : : :; (jmj +1)2 g 
be a fundamental system
relative to Harm0;:::mj . Furthermore, suppose that the values an;l;j n;l;j
1 ; : : :; a(mj +1)2 are the weights
corresponding to Yn;l 2 Harm0;:::;mj of the exact integration formula Theorem 2.4 (with Y =
Yn;l ). Then, for all F 2 L2(
),
R
Rj (F )() = ((WT ) 0 (F ))(j ;  ) ~ j;()d!( )

P
m j 2nP
+1 (mjP
+1)2 n;l;j (4.46)
= ak ((WT ) 0 (F ))(j ; kj ) ~ ^j (n)Yn;l ()
n=0 l=1 k=1
and
j +1)2
(mX Z
Rj (F )() = ~ j ;kj ( ) (WT ) 0 (F )(j ;  )Ljk( )d! ( );
k=1

where
j +1)2 2X
(mX n+1
Ljk = an;l;j
k Yn;l :
n=0 l=1

26
Then (4.46) immediately follows from the fact that both expressions ((WT ) 0 (F )) (j ; ) and ~ j ;
are members of Harm0;:::;mj . A fully discrete version for the reconstruction formula, therefore,
reads as follows.
Theorem 4.7 (Fully Discrete Reconstruction Formula). Let the generators '0; 0, and ~ 0 of
a scale discrete scaling function and the corresponding mother wavelets be compactly supported.
Then there exists a sequence fmj g  N0 such that
j ( ) 2 Harm0;:::;mj ;
j ( ) 2 Harm0;:::;mj ;
~ j ( ) 2 Harm0;:::;mj ;
for all j 2 N0 and all  2
. Assume that f1j ; : : :; (jmj +1)2 g 
, j 2 N0, is a sequence
of fundamental systems relative to Harm0;:::;mj , and let the weights an;l;j n;l;j
1 ; : : :; a(mj +1)2 2 R be
obtained from Theorem 2.4 (with Y = Yn;l ). Then,
F () = ((2)
0  F )( ) (4.47)
mj 2X
1 X
X n+1 j +1)2
(mX
+ ~ ^j (n)Yn;l ( ) an;l;j j
k ((WT ) 0 (F ))(j ; k)
j =0 n=0 l=1 k=1
and
X j +1)2
1 (mX Z
(2)
F () = (0  F )() + ~ j ;kj ( ) (WT ) 0 (F )(j ;  )Ljk( )d! ( )
j =0 k=1

holds for all F 2 L (


).
2

One cannot expect to get axisymmetric approximations from truncations of the sum on the left
hand side of (4.47). But this is the price one has to pay for the fact that less sample points are
required in comparison to Variant 1.
Remark. Note that the weights in Theorem 4.6 and Theorem 4.7 have to be determined by the
solution of a linear system of equations as described in Theorem 2.4. However, this has to be
done only once, and the coecients can then be stored somewhere. 
At the end of this section, let us consider our formulae for the special choices of band-limited
wavelets studied before. Since both types satisfy '0 (x) = 0 for all x  1, it follows that
1 ^
0  F )( ) = F (0; 1)Y0;1( ) = p F (0; 1);  2
:
((2) ^
4
Therefore, the term (2)
0 occuring in the formula of Theorem 4.6 and Theorem 4.7 can be omitted
for all F 2 L (
) satisfying F ^ (0; 1) = 0. It is also worth mentioning that in the P-wavelet
2
construction 0 satis es 0 (x) = 0 for all x  2j +1 . Consequently, mj = 2j +1 ? 1; j 2 N0.
4.5 Scale Discrete Wavelet Transform of Positive Order
In geophysical practice there exist numerous realizations of spherical harmonic models. Numer-
ical instability and low convergence rates of the spherical harmonics series, however, make it
dicult to derive higher order spherical harmonic expansions. In fact, we are confronted with
the situation that as the appropriate candidate for the approximation of the low frequency part,
the spherical harmonic model should be used. But it also is our opinion that new canditates in

27
modern constructive approximation should come into play, when the modelling of the high fre-
quency part is required. This is the reason why we show a strong interest in developing ecient
procedures of combined approximation. In [10], [12] we have shown that the Gabor transform as
well as the continuous wavelet transform admit a combination of these approximation techniques
with the (orthogonal) Fourier expansion. In this section we make e orts to nd the right way to
combine the discrete wavelet transform with an m-th truncated spherical harmonic expansion.
Starting point of our considerations is the "re nement equation"
~0 (x) 0(x) = ('0 (x=2))2 ? ('0(x))2; x 2 [0; 1);
of De nition 4.1. It is clear that ~0(x) 0(x) = 0 if and only if ('0(x=2))2 = ('0(x))2. In the
examples listed above this has been guaranteed for x = 0, since '0 (0) = 1. Therefore, the
mother wavelet or its dual (here we assume both of them) satisfy the mean value condition
^0 (0) = 0, i.e. 0 has to oscillate. For purposes of combined approximation as announced
above we need, however, ('0(x=2))2 = ('0(x))2 for all x 2 [0; m]. Under these assumptions it
may be guaranteed that the wavelets constructed in this way will have more vanishing moments.
4.5.1 Fixed Order
Let m be a non-negative integer (note that the case m = 0 is exactly what was done before).
We start our investigations with
De nition 4.8. A function '00;:::;m : [0; 1) ! R obeying the admissibility condition (3.20) is
called generator of a scaling function of order m, if '00;:::;m satis es the following conditions:
(i) '00;:::;m (x) = 1 for all x 2 [0; m],
(ii) '00;:::;m is monotonously decreasing,
(iii) '00;:::;m is continuous at m.
For such a generator we modify our ordinary dilation operator in such a way that the dilates of
'00;:::;m satisfy the condition '00;:::;m (x) = 1 for all x 2 [0; m] but not necessarily for values x in
a larger interval.
De nition 4.9. Let 0 : [0; 1) ! R be an admissible generator. The dilation operator of order
m is de ned by
(Dj0;:::;m 0 )(x) = 0(m + 2?j (x ? m)); j 2 N0:
In the same way as introduced in Section 3 (De nition 3.4) we apply this operator also to the
generated kernels.
The meaning of the operator Dj0;:::;m is that the dilation is centered around m and not around
the origin 0. The signi cance of this operation becomes clear when we apply the operator to a
generator of a scaling function of order m.
Lemma 4.10. Let '00;:::;m be a generator of a scaling function of order m. Then the following
statements are valid:
(i) For all j 2 N0, (Dj0;:::;m '00;:::;m )(x) = 1 for all x 2 [0; m].
(ii) For all x 2 (m; 1)
lim '0;:::;m (x) = 1;
j !1 j
where we have used the canonical notation
'j0;:::;m = Dj0;:::;m '00;:::;m :

28
(iii) If 'j0;:::;m generates 0j ;:::;m 2 L2 [?1; +1], then
(0j ;:::;m )^ (n) = 1 for all n = 0; : : :; m
(iv) For all n = m + 1; m + 2; : : :
lim (0j ;:::;m )^ (n) = 1:
j !1
An immediate consequence of these results is the next statement.
Theorem 4.11. Let '00;:::;m : [0; 1] ! R be a generator of a scaling function of order m:
(00;:::;m )^(n) = '00;:::;m (n); n = 0; 1; : : ::
Then, for all F 2 L2 (
), we have
(i) 0j ;:::;m  F =
P
m 2nP+1
F ^(n; l)Yn;l + P
1 2nP+1
'j0;:::;m (n)F ^ (n; l)Yn;l,
n=0 l=1 n=m+1 l=1
(ii) jlim
!1
kF ? 0j ;:::;m  F kL2 (
) = 0.
Part (i) of this theorem shows that the projection of j0;:::;m  F on Harm0;:::;m is exactly the
projection of F on Harm0;:::;m . Roughly speaking, the approximation of 0j ;:::;m  F is exact for
all F 2 Harm0;:::;m .
Next we mention
Corollary 4.12. Under the assumption of Theorem 4.11 we have
(i) (0j ;:::;m )(2)  F =
P
m 2nP+1
F ^(n; l)Yn;l + P
1 2nP+1
('00;:::;m (n))2F ^ (n; l)Yn;l.
n=0 l=1 n=m+1 l=1
(ii) jlim jj F ? ( 0;:::;m )(2)  F jj 2 = 0.
!1 j L (
)

The statement '0j ;:::;m (x) = 1 for all x 2 [0; m] has an interesting consequence for the
wavelets. This will be explained now: Let 00;:::;m ; ~00;:::;m satisfy the assumptions of De nition
4.1 so that, in particular,
~00;:::;m (x) 00;:::;m (x) = ('00;:::;m (x=2))2 ? ('00;:::;m (x))2; x 2 [0; m]:
Then we see that ~00;:::;m (x) 00;:::;m (x) = 0 for x 2 [0; m]: Hence, we may assume that 00;:::;m (x) =
~00;:::;m (x) = 0; x 2 [0; m]. But this shows that the mother wavelet 00;:::;m and its dual ~ 00;:::;m
de ned as usual by
X
1 2n + 1
00;:::;m = 4 0
0;:::;m (n)P ;
n
n=0
~ 00;:::;m = X 2n + 1 ~00;:::;m (n)Pn ;
1
n=0 4
can be written as
X
1 2n + 1
00;:::;m = 0;:::;m (n)P ;
0 n
n=m+1 4
X1 2n + 1
~ 00;:::;m = 4
~00;:::;m (n)Pn :
n=m+1

29
This means that the functions introduced in such a way have vanishing moments up to the
prescribed order m. If we now de ne the wavelets in the form j0;:::;m = Dj0;:::;m 00;:::;m this has
the consequence that
(WT ) 00;:::;m (F )(j ;  ) = 0
for all j 2 N0;  2
, whenever F 2 Harm0;:::;m . Hence, the corresponding detail spaces
Wj0;:::;m = f 00;:::;m  ~ 00;:::;m  F jF 2 L2 (
)g show the property that Wj0;:::;m ? Harm0;:::;m for
all j 2 N0.
Our construction, therefore, enables us to fomulate a reconstruction formula for the wavelets
of order m as follows.
Theorem 4.13 (Reconstruction Formula). Let 00;:::;m and ~ 00;:::;m be the mother wavelets of
order m with respect to a scale discrete scaling function 00;:::;m of order m. Suppose that F is
of the class L2 (
). Then
X
m 2X
n+1 X
1 2X
n+1
F= F ^ (n; l)Yn;l + ('00;:::;m (n))2F ^ (n; l)Yn;l
n=0 l=1 n=m+1 l=1
X1Z
+ ((WT ) 00;:::;m (F ))(j ;  ) ~ j0;;:::;m
 d! ( );
j =0

where the equality is understood in k  kL2 (


) -sense
4.5.2 Increasing Order
The approach developed above has the appealing property that the space Wj0;:::;m is orthogonal
to Harm0;:::;m for every j in case of a wavelet transform of order m. Now we modify our concept
in such a way that the detail spaces are orthogonal to spherical harmonics of growing order if
the scale parameter increases. The idea is simple: We start with a generator of a discrete scaling
function of order m  0. It is obvious that this function '00;:::;m also satis es the properties of
a generator of order 0. Therefore, the whole theory developed in Section 3.1 and 3.2 can be
applied as well. Consequently the main di erence to the apporach described before lies in the
fact that we now base our considerations on the "usual" dilation operator Dj instead of Dj0;:::;m .
Lemma 4.14. Suppose that '00;:::;m : [0; 1) ! R; m  0, is a generator of a discrete scaling
function of order m. Let 'j be given by
'j (x) = (Dj '00;:::;m )(x); x 2 [0; 1) ; j 2 N0: (4.48)
Then
'j (x) = 1; x 2 [0; 2jm]
for all j 2 N0.
Proof. The statement follows immediately by applying the dilation operator to '00;:::;m in con-
nection with the properties stated in De nition 4.8. 
Assume now that the functions 'j de ned in Lemma 4.14 generate the functions j in the usual
way. Then we obtain
Theorem 4.15. Assume that m  1. Then the discrete scaling function fj g corresponding to
f'j g (as de ned by (4.48)) has the following property: If F 2 L2(
) is band-limited (i.e. there
exists an integer N 2 N such that F ^ (n; l) = 0 for all n > N; l = 1; : : :; 2n +1), then there exists
an index j 2 N0 such that
j  F = F:

30
Proof. Take j such that 2j m  N . Then
2X X ^
j m 2n+1
j  F = F (n; l)Yn;l = F:
n=0 l=1
This is the desired result. 
In other words, starting from a generator of order  1 we nd an exact approximation for
band-limited functions F 2 L2 (
). The last property can be generalized to the discrete wavelet
transform. Assume that m  1. Furthermore, let
~0 (x) 0(x) = ('00;:::;m (x=2))2 ? ('00;:::;m (x))2; x 2 [0; 1):
Moreover, let
j = Dj 0 ; ~ j = Dj ~ 0 ; j 2 N0:
Then it follows immediately from Lemma 4.14 that, for j 2 N0,
~j (x) j (x) = 0 ; x 2 [0; 2j m]:
But this shows us that Wj = f ~ j  j  F jF 2 L2 (
)g is orthogonal to Harm0;:::;2j m ; j 2 N0.
This fact together with Theorem 4.15 establishes the following reconstruction formula for band-
limited functions F 2 L2 (
).
Theorem 4.16. Assume that, for m  1, '00;:::;m : [0; 1) !0;:::;m R is a generator of a discrete
scaling function of order m. Let 'j be given by 'j = Dj '0 , j 2 N0, where Dj is the
(usual) dilation operator. Suppose that 0 ; ~ 0 is a mother wavelet and a dual mother wavelet,
respectively. If F 2 L2 (
) is band-limited, then there exists an index J 2 N such that
J Z
X
F = (2)
0 F + ((WT ) 0 (F ))(j ;  ) ~ j ;d! ( );
j =0

where the equality is understood in k  kL2 (


) -sense.

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