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Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826 (e) ISSN 0002-9939 (p)
     

Asymptotic analysis of Daubechies polynomials

Author(s): Jianhong Shen; Gilbert Strang
Journal: Proc. Amer. Math. Soc. 124 (1996), 3819-3833.
MSC (1991): Primary 41A58
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Abstract: To study wavelets and filter banks of high order, we begin with the zeros of $ {\mathbf {B}}_{p}(y)$. This is the binomial series for $(1-y)^{-p}$, truncated after $p$ terms. Its zeros give the $p-1$ zeros of the Daubechies filter inside the unit circle, by $z+z^{-1} = 2-4y$. The filter has $p$ additional zeros at $z = -1$, and this construction makes it orthogonal and maximally flat. The dilation equation leads to orthogonal wavelets with $p$ vanishing moments. Symmetric biorthogonal wavelets (generally better in image compression) come similarly from a subset of the zeros of $ {\mathbf {B}}_{p}(y)$. We study the asymptotic behavior of these zeros. Matlab shows a remarkable plot for $p = 70$. The zeros approach a limiting curve $|4y(1-y)| = 1$ in the complex plane, which is the circle $|z-z^{-1}| = 2$. All zeros have $|y| \le 1/2$, and the rightmost zeros approach $y = 1/2$ (corresponding to $z= \pm i$ ) with speed $p^{- 1/2}$. The curve $|4y(1-y)| = {(4 \pi p)}^{{1}/{2p}} \, |1-2y|^{ 1/p}$ gives a very accurate approximation for finite $p$. The wide dynamic range in the coefficients of $ {\mathbf {B}}_{p}(y)$ makes the zeros difficult to compute for large $p$. Rescaling $y$ by $4$ allows us to reach $p = 80$ by standard codes.


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Additional Information:

Jianhong Shen
Affiliation: Department of Mathematics, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139
Email: jhshen@math.mit.edu

Gilbert Strang
Affiliation: Department of Mathematics, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139
Email: gs@math.mit.edu

DOI: 10.1090/S0002-9939-96-03557-5
PII: S 0002-9939(96)03557-5
Received by editor(s): June 25, 1995
Dedicated: Dedicated to Gabor Szegö on the 100th anniversary of his birth
Communicated by: James Glimm
Copyright of article: Copyright 1996, American Mathematical Society


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Goodman, Tim N. T.; Micchelli, Charles A.; Rodriguez, Giuseppe; Seatzu, Sebastiano, Spectral factorization of Laurent polynomials, Adv. Comput. Math. (4) 7 (1997), 429--454.

Nico M. Temme,  Asymptotics and Numerics of Zeros of Polynomials That Are Related to Daubechies Wavelets, Appl. Comput. Harmon. Anal.  4 (1997), 414-428.

Jianhong Shen and Gilbert Strang,  Asymptotics of Daubechies filters, scaling functions, and wavelets, Appl. Comput. Harmon. Anal. (3)  5 (1998), posted on 01/03/1999, 312-331. (English)

Jianhong Shen,  Refinement Differential Equations and Wavelets, Methods Appl. Anal. (3)  5 (1998), posted on 01/03/1999, 283-316. (English)

Gilbert Strang and Truong Nguyen, Wavelets and Filter Banks, Wellesley-Cambridge Press, Wellesley, 1996. (English)

Brani Vidakovic, Statistical Modeling by Wavelets, Wiley Series in Probability and Statistics, John Wiley & Sons, Inc., 1999.

Brani Vidakovic, Statistical Modeling by Wavelets, Wiley Series in Probability and Statistics, John Wiley & Sons, Inc., 1999.


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