Let a real measurable Fourier transform equal one on , vanish on , and satisfy the displayed complementary identity on the positive transition band. On a fundamental interval, either only the central translate is nonzero, or exactly the two complementary translates contribute. Thus orthonormal translates and Fourier periodization holds. The periodic mask defined on by for and otherwise satisfies the scaling refinement equation in Fourier form. A concrete even transition is on the transition bands. For complex-valued , ordinary squares cannot replace absolute squares: transition values and have squares summing to one but squared moduli summing to three.
Assume the scaling function Fourier transform and the MRA low-pass filter are , and for . For every nonzero integer , write with odd. Iterating the scaling refinement equation at supplies a factor . All its derivatives of order less than vanish at , by periodicity. The product rule gives for .
For an orthonormal scaling function satisfying , its low-pass Fourier series symbol is . The scaling refinement equation becomes . The symbol is initially an almost-everywhere defined periodic function; the assumption that the scaling function is Lebesgue integrable alone does not make it smooth. The orthonormal translates give the quadrature mirror filter identity.
An orthonormal multiresolution analysis consists of closed subspaces , , with , , , and the dilation equivalence . A scaling function has integer translates forming an orthonormal basis of . Hence
is an orthonormal basis of . Set , the orthogonal complement of inside . A function whose integer translates form an orthonormal basis of produces a complete orthonormal wavelet system : different are orthogonal, their sum contains every difference , and density together with the zero intersection exhausts .
Here is the filter construction that guarantees such a wavelet. Nesting puts in , so expansion in its orthonormal basis gives the scaling refinement equation , with . Define the MRA low-pass filter and its complementary quadrature mirror filter by
Splitting the orthonormal translates and Fourier periodization identity at , as in part (b), gives almost everywhere. Consequently the rows of
have length one and are orthogonal; the matrix is unitary. Put and , so .
To see completeness as well as orthogonality, identify with its fine-scale coefficient sequences and take their Fourier series. Group the frequencies and over a half-period. The two rows of the displayed matrix are the normalized coarse and complementary channels; their unitarity is exactly an onto isometry from these two channels to the fine-scale coefficient space. Translates of and correspond to the Fourier basis in the respective channels. They therefore jointly form an orthonormal basis of . The orthogonal complement channel gives the wavelet completion of a multiresolution filter, namely the integer translates of span . This proves the asserted relation with an orthonormal wavelet.
Use the Fourier transform convention and the Plancherel theorem normalization . For a general scaling function, the transform means its extension; an ordinary absolutely convergent integral is not required.
A change of variables gives . Thus the scaling refinement equation transforms to , or , with the -periodic MRA low-pass filter . The periodicity is necessary; allowing an arbitrary quotient would not express refinement by integer translates.
For orthonormality, let . This is a -periodic function, since . The Plancherel theorem gives
These inner products equal precisely when the Fourier coefficients of agree with those of one. The uniqueness of Fourier coefficients in L1 proves the equivalence
For completeness, the converse refinement implication is also valid with the natural series interpretation. Suppose this periodization identity and hold for a measurable -periodic . Splitting the periodization at into even and odd translates gives
Hence is bounded and belongs to of a period. Write in and let denote the symmetric partial sums. Since ,
After substituting , this proves convergence of the transformed refinement sums to in . Inverting the Fourier transform proves in . Thus the two spatial conditions and the two Fourier conditions are equivalent, with the periodic mask and convergence conventions made explicit.
An orthonormal multiresolution analysis consists of closed subspaces of a Hilbert space of the Hilbert space such that
There is a scaling function whose integer function translations form an orthonormal basis of . Consequently form an orthonormal basis of ; in particular is invariant under integer function translations.
Let be the orthogonal complement of in . Nesting, density and the trivial intersection imply the orthogonal direct sum
For example, telescoping and letting , gives this decomposition; the corresponding orthogonal projections converge strongly to zero and the identity by the intersection and density properties.
To construct the orthonormal wavelet, use to write the scaling refinement equation , with and . Put . The orthonormal translates and Fourier periodization criterion proved in part (b), applied to the scaling refinement equation, yields
This is the quadrature mirror filter identity. Define
The Fourier series of is , and . The two rows and form a unitary matrix almost everywhere: both have squared norm one and their inner product is zero. This wavelet completion of a multiresolution filter proves not just orthogonality but completeness. Splitting a finer-scale coefficient Fourier series into its values at and , this invertible two-channel matrix resolves it into a coarse-scale channel and its complementary channel. Thus the integer function translations of form an orthonormal basis of .
The dilated functions therefore form an orthonormal basis of each . The orthogonal direct sum proves the conclusion: every orthonormal multiresolution analysis produces an orthonormal wavelet basis of .
Use the printed Fourier transform convention , interpreted by the Plancherel theorem when is only square integrable. By the scaling and function translation rules,
Taking the Fourier transform of the scaling refinement equation gives , or equivalently
Conversely this identity, the same scaling rule and injectivity of the Fourier transform recover the scaling refinement equation.
For infinite filters, these statements are equalities in , with Fourier series understood in . Under the accompanying orthonormality condition, is an orthonormal sequence, so the refinement series converges in precisely for . Moreover the condition in part (b)(2) makes multiplication by an isometry from periodic symbols into :
Applying this to finite filter truncations justifies passage to the limit in both directions. Thus the two paired assertions have a rigorous equivalent interpretation without requiring absolute integrability of .
The half-open translates partition the real line. Exactly one summand is therefore nonzero in the periodization of , giving .
Choose the Shannon scaling mask to be the -periodic extension of . On the support of , its product with is ; outside that support both sides vanish. Thus the scaling refinement equation holds in frequency. The Fourier coefficients give its precise filter normalization:
These coefficients are square summable, so the interpretation in part (b) applies.
The Fourier inversion theorem gives the Shannon scaling function
This is the normalized sinc function. Its Fourier transform is taken in the Plancherel theorem sense: the Shannon scaling function belongs to but not , so its Fourier integral is not absolutely convergent. The inverse integral above is an ordinary integral because the rectangular transform belongs to . The resulting refinement spaces are exactly the functions with Fourier transform supported in ; their union is dense and their intersection is zero. Thus this example also gives a full multiresolution analysis.
An orthonormal multiresolution analysis consists of closed subspaces of the L2 space with , dense union, intersection , and the dilation rule . A scaling function has integer translates forming an orthonormal basis of . Equivalently,
form an orthonormal basis of . Let . Density and the trivial intersection imply .
Nesting gives the scaling refinement equation , with the coefficients in the normalized finer-scale basis. Orthogonality of the translates gives . Its Fourier form is the quadrature mirror filter identity , where .
Set and define in . Its high-pass symbol is . The matrix
is unitary almost everywhere. Under the identification of with its finer-scale coefficient space, this two-channel unitary transform splits that space into the translates of and the translates of . The latter are therefore an orthonormal basis of . Dilating gives an orthonormal wavelet basis
This wavelet completion of a multiresolution filter explains how the multiresolution analysis supplies a single orthonormal wavelet. The argument uses coefficient-space completeness, not just pairwise orthogonality.
Use the unnormalized Fourier transform in the question and the Plancherel theorem, with inverse factor . For a general scaling function, the transform is interpreted in the sense; the printed integral need not be absolutely convergent. All frequency identities are almost-everywhere statements.
Changing variables in the Fourier transform gives
Thus taking the transform of the scaling refinement equation gives , or
Conversely the same calculation and injectivity of the Fourier transform recover refinement, with convergence understood in .
To justify both the orthogonality assertion and this convergence precisely, put . It belongs to by monotone integration. The Plancherel theorem gives
Hence orthonormality of all integer translates is equivalent, by uniqueness of Fourier coefficients in L1, to the periodized-energy condition
When this holds, the squared norm of is , so square-summable coefficient series converge in . In the converse direction the refinement identity and give, by splitting the periodization of into even and odd translates,
Thus is bounded and its Fourier coefficients are square summable. If are its Fourier partial sum, then
This verifies the transformed refinement series converges to , completing the equivalence of the two pairs of conditions without imposing an unnecessary assumption on .
Use the Fourier transform convention . An orthonormal multiresolution analysis is a family of closed vector subspaces , indexed by integers, with , , and . Its dilation condition is if and only if . The space is invariant under integer function translations and admits a scaling function whose integer function translations form an orthonormal basis. Consequently form an orthonormal basis of .
Since , expansion in that orthonormal basis gives the scaling refinement equation
The series converges in the L2 norm. The associated low-pass filter of a multiresolution analysis is the periodic Fourier series symbol
Initially the symbol is defined almost everywhere. Orthonormal integer function translations give the quadrature mirror filter identity almost everywhere. For a Lebesgue integrable scaling function, its Fourier transform is continuous and ; choosing a constant phase makes and the continuous representative near zero has . Different conventions absorb into the refinement coefficients; the displayed convention fixes that ambiguity.
Let denote the orthogonal complement of inside . The Meyer-Mallat theorem constructs a wavelet whose integer function translations form an orthonormal basis of . Dilation then gives the orthogonal decomposition into orthogonal complements , so its translates and dilates form an orthonormal wavelet basis.
Using the MRA low-pass filter, choose the high-pass symbol . The quadrature mirror filter identity makes the two analysis channels orthonormal. The resulting Fourier transform formula is
Equivalently, with the refinement coefficients from the scaling refinement equation, put and . This index choice gives precisely the displayed high-pass symbol. Changing all by one constant unit phase gives the same orthonormal wavelet construction. In particular the often-used convention differs only by a global minus sign. The basis is for .
Under the smoothness hypotheses in the smooth-mask vanishing-moment criterion, write any nonzero integer as , where and is odd, possibly negative. Iterating the scaling refinement equation exactly times gives
The last MRA low-pass filter factor is . Its derivatives of all orders less than vanish at , because is odd and the MRA low-pass filter is -periodic. If the remaining factors are at the displayed arguments, the product rule forces every derivative of order less than of the product to vanish. In particular compact support and a finite MRA low-pass filter supply all these hypotheses. Therefore the integer-frequency zeros of a scaling function are
Under only the printed assumptions, the exact same finite refinement argument gives the Peano zero . Indeed, the last MRA low-pass filter factor has that estimate, the other MRA low-pass filter factors are bounded by one almost everywhere by the quadrature mirror filter identity, and the last Fourier transform factor is bounded because . The estimate initially holds almost everywhere and extends to every by continuity of . It does not imply arbitrary ordinary higher derivatives. In the lacunary scaling-phase regularity counterexample, is nondifferentiable at dense dyadic points next to the isolated integer-frequency zeros of the smooth base transform. Thus the same regularity qualification is necessary here.
Put , the detail space of the multiresolution analysis. The Meyer-Mallat theorem gives a function whose integer translates form an orthonormal basis of . Dilations then give an orthonormal basis of each , and the density and trivial-intersection axioms imply
For an explicit filter construction, write the scaling refinement equation . With a quadrature mirror filter one may take and . A harmless constant sign or integer translation gives an equivalent orthonormal wavelet.
The density axiom and continuity of the Fourier transform at zero imply . Here is a proof that avoids assuming a normalization of the integral. Choose a nonzero whose Fourier transform has bounded support. The MRA projection Fourier identity, with no aliasing once is sufficiently large, is
Since , its Fourier transform is continuous and bounded, so this tends to . Density and nesting give in . Thus , in particular it is nonzero. Evaluating the scaling refinement equation in frequency at zero now gives
which is stronger than the requested absolute-value equality. Multiplying the scaling function by a constant of modulus one normalizes its integral to one without changing .
Use the Fourier transform convention . Nesting and the orthonormal basis of give the scaling refinement equation
Here . Compact support makes these inner products zero for all but finitely many , so is a trigonometric polynomial. Expanding the orthogonality of the integer translates of in the orthonormal basis of yields
Consequently
This holds everywhere because is continuous. The invoked properties are nesting, dyadic dilation, orthonormal integer translates, and compact support; mere finite-energy refinement would not imply the quadrature mirror filter identity.
At zero, the partial products are . Their assumed convergence and force and . Uniform convergence on compact sets makes continuous. The identity with gives with squared norm . Define by the inverse Fourier transform in . The Plancherel theorem and the other given integral identities give
Define as the closed span of . These functions form an orthonormal basis of , and dyadic dilation gives the scale axiom. Shifting the infinite product gives
so the finite Fourier series of gives a scaling refinement equation and . The coarse-scale projection argument of part 1(b) proves the trivial-intersection axiom.
For density, take a function with bounded Fourier support. The MRA projection Fourier identity gives, for large ,
Uniform convergence of to one on that support proves the limit. Since is an orthogonal projection, . Such functions are dense in , giving
Thus all the multiresolution analysis axioms hold. Under the strong convergence and orthogonality assumptions supplied here, the additional nonvanishing condition is not needed in this last verification; it is useful when establishing those assumptions from a filter.
Normalize , as in the displayed product convention. Iterating the scaling refinement equation gives . The finite-product identity
has the value one at zero by continuity. Therefore
Write . Since , we have . For , take . The first factors are bounded by . For the remaining factors, the trigonometric polynomial satisfies on , hence
Using gives
The strict hypothesis permits with . The given Fourier-decay criterion proves uniform Hölder regularity of exponent . For the ordinary increment definition of Hölder continuity, take : Fourier inversion and directly give the required bound. If , “Lipschitz-” must mean higher-order Hölder space regularity; an ordinary increment bound of exponent greater than one forces a function to be constant. An unnormalized scaling function contributes its constant phase to the product formula.
For a scaling refinement equation , set . The quadrature mirror filter identity makes the two rows and a unitary matrix, where . The complementary coefficients yield . In a multiresolution analysis, coefficient-space completeness shows its translates form an orthonormal basis of , hence its dilations and translates form an orthonormal wavelet basis of the whole space.