Truncation error on Wavelet Sampling Expansions N.Atreas and C.Karanikas Abstract We estimate the truncation error of sampling expansions on translation invariant spaces, generated by integer translations of a single function and on wavelet subspaces of L2 (R). As a byproduct of the main result, we get the classical D.Jagerman’s bound for Shannon’s sampling expansions. We also examine this error on certain wavelet sampling expansions. Key Words: Translation invariant spaces, sampling, Truncation error, wavelet subspaces, multiresolution analysis. 1. Introduction Let V be a closed subspace of L2 (R) generated by a continuous real valued function φ(x), such that {φ(. − n), n ∈ Z} is an orthonormal basis on V ; it is clear that V is a shift invariant space 1 and its reproducing kernel K(x, t) is given by: K(x, t) = X φ(x − n) φ(t − n), (x, t) ∈ R2 , n∈Z (see [9] and [10]). Throughout this work, we assume that the function φ satisfies the following conditions: (i) |φ(x)| ≤ (cons.) (ii) X |B(x)| , where ε ≥ 0 and |B(x)| is bounded and 1-periodic function on R. |x|1+ε φ(n) e−inγ converges absolutely to a function which has no zeros on [−π, π]. n∈Z It is known that conditions (i) and (ii) imply that {K(x, n), n ∈ Z} is a Riesz basis on V , with a unique biorthogonal Riesz basis {S(x − n), n ∈ Z}, (see [10] Proposition (9.1) and [11]); moreover, the function S is determined by its Fourier transform Ŝ(γ) = X φ̂(γ) , γ ∈ R. φ(n) e−inγ n∈Z It is also well known that for each f ∈ V we may write f (x) = X < f, K(. , n) > S(x − n) n∈Z and since f (n) = < f, K(. , n) >, n ∈ Z we have f (x) = X f (n) S(x − n), x ∈ R, (1.1) n∈Z where the convergence is in the L2 (R) sense. It is clear that S has the following interpolation property S(n) = δ(0 , n), n ∈ Z, 2 where δ(0 , n) is the Kronecker’s delta. Thus S(x) is a sampling function of V ; other properties of sampling functions can be found in [3] and [10]. The idea to derive sampling series from reproducing kernels on Hilbert spaces is not new; see [6], [9] and [13]. Moreover from the theory of frames (a notion more general than the notion of a basis in a Hilbert space), one can obtain general sampling series involving regular as well irregular sample points; see [1] and [2]. Notice that in case where the space V is generated by a Riesz basis (which is a special case of frames), one can apply the orthonormalization trick to obtain an orthonormal basis (see [5] p. 139-140). We may obtain a more general form of (1.1). Consider the spaces VW , (W > 0) determined by the orthonormal basis {W 1/2 φ(W. − n), n ∈ Z}, i.e. VW is a translation invariant space under the action of n/W, n ∈ Z. As above, any f ∈ VW has a unique sampling expansion: X f (x) = n∈Z f( n ) S(W x − n), x ∈ R. W (1.2) Some particular translation invariant spaces satisfying (1.2) for W = 2m , m ∈ Z, are obtained by a multiresolution analysis of L2 (R). Recall that a multiresolution analysis is a nested sequence {Vm ⊂ Vm+1 , m ∈ Z} of closed subspaces in L2 (R) and a scaling function φ such that: (iii) for any m ∈ Z, {2m/2 φ(2m x − n), n ∈ Z} is an orthonormal basis of VW , (iv) f (x) ∈ V0 ⇔ f (2m x) ∈ Vm (v) closure [ Vm = L2 (R) and T m Vm = {0}. m 3 For more details about multiresolution analysis see [5] and [10]; in particular see [10] for an overview on wavelet sampling expansions. Since under some weak conditions on S(x) the L2 -convergence of the series (1.2) can be strengthened, it is natural to examine the truncation error of these series. For example, if X n∈Z |S(x − n)|2 and X |φ(x − n)|2 are bounded, the series (1.2) converges absolutely and n∈Z uniformly (see [10] p. 137-138). For f ∈ VW and N ∈ N, the truncation error of the sampling expansion (1.2) is defined to be RN f (x) := f (x) − X |n|≤N f( n ) S(W x − n), |x| < N W −1 . W Truncation errors, which occur naturally in applications, have been studied rather extensively in engineering literature. For the case of band-limited functions f (i.e. fˆ(γ) = 0 outside a bounded interval), this error has been estimated by D. Jagerman in [8]. By imposing some extra conditions on f besides being band-limited, the truncation error can be decreased; see [4], [7], [8], [14] and [15] for an overview of the results concerning this type of error. In this work we get Jagerman-type estimates for |RN f (x)|, in case where f is in a translation invariant space VW as above. In order to present the main Theorem, we need to express the sampling function in terms of the sequence {bn }n∈Z described below: Lemma 1. Let {φ(. − n), n ∈ Z} be an orthonormal basis of V satisfying conditions (i) and (ii) and let S be the corresponding sampling function, then there holds 4 X (a) S(x) = bn φ(x + n), where n∈Z 1 Zπ 1 X e−inγ dγ, n ∈ Z. −ikγ 2π −π φ(k) e bn = (1.3) k∈Z (b) The sequence {bn } is in l1 . (c) X φ(n) e−inγ = C ⇔ C bn = δ(0, n) ⇔ φ(x) = C S(x), where C is a non zero constant. n∈Z Theorem 1. We suppose that φ satisfies conditions (i) and (ii) . Let the constants C1 , C1+ , C1− , be C1 = X |bµ |, C1+ = X |bµ |, C1− = " N , C = supy∈[0,1) X |bµ | respectively. For any integer N > 0, |h−1 x| < µ<0 µ>0 µ∈Z X #1/2 |φ(y − n)|2 " , KN = h n X |f (nh)|2 1/2 #1/2 X , LN = h n>N |f (nh)|2 , n<−N {bn }n∈Z as in (1.3), h = W −1 , and f ∈ VW we have: |RN f (x)| ≤ (cons.) |B(h−1 x)| √ ³ hε 1 + 2ε ´ ε ε KN FN,h (x, C1 − C1+ , C1+ ) + LN FN,h (−x, C1 − C1− , C1− ) + C h−1/2 X {|bν | (KN δ(ν, |ν|) + LN δ(ν, −|ν|))} , [h−1 x] N +δ(1,λ) |ν+ 2 |> 2 where for x, y, ω ∈ R à 1 2 (1 + 2 ε) ε y + 21/2+ε 1 + FN,h (x, y, ω) = 1/2+ε (N h − x) N − h−1 x !1/2 ω ; finally λ = 0 or 1 according to whether N + [h−1 x] is even or odd. Next in Section 1, we prove Theorem 1. In Corollary 1, we give a simple version of the truncation error, in case where the sampling function coincides with φ. We also give in Proposition 5 1 an estimate of this error for the case of regular sampling functions. In Remark 2, we see that Corollary 1 is a natural generalization of D. Jagerman’s result. Finally, in Section 2 we apply the results of Section 1 on certain wavelet sampling expansions. 2. The Main Theorem Proof of Lemma 1. (a) Since S ∈ V using Parseval’s formula and the fact that {φ(· − n), n ∈ Z} is an orthonormal basis in V , i.e. X |φ̂(γ + 2 n π)|2 = 1, we get: n S(x) = X n∈Z |φ̂(γ)|2 1 X Z∞ X < S, φ(. − n) > φ(x − n) = einγ dγ φ(x − n) −ikγ 2π n∈Z −∞ φ(k) e k∈Z = 1 X X Z π |φ̂(γ + 2λπ)|2 inγ 1 X Zπ X X e dγ φ(x − n) = −ikγ 2π 2π φ(k) e −π n∈Z λ∈Z n∈Z k∈Z e −inγ −π 1 φ(k)e−ikγ k∈Z dγ φ(x + n). (b) It is a direct application of Wiener’s Lemma (on the absolutely convergent Fourier series of a non-vanishing function). (c) Clearly the condition X φ(n) e−inγ = C, implies that C bn = δ(0, n) and we get φ(x) = n C S(x). The converse follows easily. Proof of Theorem 1. Let x be such that |h−1 x| < N and S be as in Lemma 1, then we have RN f (x) := f (x) − X f (nh) X µ |n|≤N 6 bµ φ(h−1 x + µ − n) X = f (nh) X µ n>N X + bµ φ(h−1 x + µ − n) f (nh) X bµ φ(h−1 x + µ − n) (2.1) µ n<−N 1 2 = RN f (x) + RN f (x), 1 2 1 where RN f (x), (or RN f (x)) is the first (or the second) term of (2.1). First we deal with RN f (x) and we observe that 1 RN f (x) = X f (nh) X bµ φ(h−1 x + µ − n) + µ>0 n>N X bµ φ(h−1 x + µ − n) (2.2) µ≤0 11 12 = RN f (x) + RN f (x), 11 12 12 where RN f (x), (or RN f (x)) is the first (or the second) term of (2.2). For the term RN f (x) we have 12 |RN f (x)| ≤ (cons.) X |f (nh)| X |bµ | |B(h−1 x + µ − n)| |h−1 x + µ − n|1+ε |bµ | |B(h−1 x)| . |h−1 x + µ − n|1+ε µ≤0 n>N ≤ (cons.) X |f (nh)| X µ≤0 n>N (2.3) Since h−1 x < N < n and µ ≤ 0, we have that |h−1 x + µ − n| = −h−1 x − µ + n, so (2.3) implies 12 |RN f (x)| ≤ (cons.)|B(h−1 x)| X |f (nh)| X |bµ | µ≤0 n>N ≤ (cons.)|B(h−1 x)| X |bµ | µ≤0 X |f (nh)| n>N 1 (−h−1 x − µ + n)1+ε 1 , (n − h−1 x)1+ε where the inequality (≤) holds whenever bµ = δ(0, µ), µ ∈ Z, or at the zeros of B(h−1 x), otherwise we have a strict inequality. Next we apply the Cauchy-Schwarz inequality and we use the monotonicity of (y − h−1 x)−2−2ε for y > h−1 x to get 12 f (x)| |RN −1 ≤ (cons.)|B(h x)| X µ≤0 à |bµ | X n>N 7 !1/2 à Z |f (nh)| 2 ∞ N 1 (y − h−1 x)2+2ε !1/2 ≤ (cons.)|B(h−1 x)| √ X hε KN |bµ | . (N h − x)1/2+ε 1 + 2ε µ≤0 (2.4) 11 f (x) be as in (2.2), then for ν = µ + [h−1 x] and y = h−1 x − [h−1 x] ∈ [0, 1) we have Now let RN X 11 RN f (x) = n>N bν−[h−1 x] φ(y + ν − n) ν>[h−1 x] X = X f (nh) X bν−[h−1 x] f (nh) φ(y + ν − n). (2.5) n>N ν>[h−1 x] We split the first sum of (2.5), while for the second sum we take k = n − ν, thus if we define λ = 0 or 1 according to whether N + [h−1 x] is even or odd, (2.5) implies N +[h−1 x]+δ(1,λ) 2 X 11 f (x) = RN f ((k + ν)h) φ(y − k) k>N −ν ν=[h−1 x]+1 X = X bν−[h−1 x] X bν−[h−1 x] f ((k + ν)h) φ(y − k) (2.6) k>N −ν N +[h−1 x]+δ(1,λ) ν> 2 111 112 = RN f (x) + RN f (x) 111 112 where RN f (x), (or RN f (x)) is the first (or the second) term of (2.6). Now we have: 111 |RN f (x)| ≤ (cons.)|B(h−1 x)| N +[h−1 x]+δ(1,λ) 2 X X |bν−[h−1 x] | 1/2 |f ((k + ν)h)|2 k>N −ν ν=[h−1 x]+1 1/2 X k>N −ν 1 |y − k|2+2ε ≤ (cons.)|B(h−1 x)| N +[h−1 x]+δ(1,λ) 2 X à |bν−[h−1 x] | ≤ (cons.)|B(h x)| X à X |bν | ν>0 |f (nh)|2 n>N ν=[h−1 x]+1 −1 X !1/2 2 X k> N −[h−1 x]−δ(1,λ) 2 1 2+2ε |y − k| !1/2 |f (nh)| 2 n>N N −[h−1 x] 1/2 1 +1− 1/2 2+2ε δ(1,λ) 2 −y X + k> 8 N −[h−1 x]−δ(1,λ) +1 2 1 2+2ε |y − k| à X −1 ≤ (cons.)|B(h x)| |bν | ν>0 !1/2 |f (nh)| 2 n>N N −[h−1 x] 2 X 2+2ε 1 δ(1,λ) 2 +1− −y + 1/2 Z ∞ N −[h−1 x]−δ(1,λ) +1 2 1 dω 2+2ε |ω − y| and since N − [h−1 x] δ(1, λ) N − [h−1 x] δ(1, λ) y N − [h−1 x] +1− −y = +1− + −y ≥ 2 2 2 2 2 2 we get 111 |RN f (x)| ≤ (cons.)|B(h−1 x)| 2 1/2 (2h)ε X KN √ |bν | (N h − x)1/2+ε 1 + 2ε ν>0 à 2(1 + 2ε) 1+ N − h−1 x !1/2 . (2.7) 112 For the term RN f (x) in (2.6) we have à X 112 |RN f (x)| ≤ |bν−[h−1 x] | N +[h−1 x]+δ(1,λ) ν> 2 < C h−1/2 KN X X 1/2 !1/2 X |f (nh)|2 |φ(y − k)2 | n>N k>n−ν |bν |. (2.8) N +[h−1 x]+δ(1,λ) ν> 2 2 Similarly working for RN f (x) we get 2 RN f (x) ≤ (cons.)|B(h−1 x)| √ hε 1 + 2ε X LN |bµ | + 21/2+ε 1/2+ε (N h + x) µ≥0 à 2(1 + 2ε) 1+ N + h−1 x X +C h−1/2 LN !1/2 |bν |. X |bµ | µ<0 (2.9) N +[h−1 x]+δ(1,λ) ν<− +1 2 ε (x, y, ω) and combining together (2.4), (2.7), (2.8) and Defining appropriately the function FN,h (2.9) we have the result. 9 Remark 1. It is easy to see that the inequality (≤) in Theorem 1 occurs whenever bµ = δ(0, µ) µ ∈ Z, or at the zeros of B(h−1 x). Let us now assume that X φ(n) e−inγ = 1. Then we have: n∈Z Corollary 1. Let φ(x) = S(x), then for any integer N > 0 and ε ≥ 0, we obtain: hε |RN f (x)| ≤ (cons.)|B(h−1 x)| √ 1 + 2ε à ! KN LN + , 1/2+ε (N h − x) (N h + x)1/2+ε (2.10) where h, KN , LN are as in Theorem 1. Proof. We apply Lemma 1 (c) and we modify the proof of Theorem 1 as follows: clearly, the first term in the right hand side of (2.2) vanishes, while the second term is less or equal to the right hand side of (2.4) (for bµ = δ(0, µ)). Similarly we obtain a simpler form of the right hand side of (2.9) and so (2.10) follows. Remark 2. In Shannon’s case (where the spaces VW consist of πW − bandlimited functions), we have that φ(x) = sin(π x)/(π x) = S(x) satisfies conditions (i) and (ii), thus for ε = 0 we apply Corollary 1, where (cons.) = 1/π, B(x) = sin(π x), KN and LN are as in Theorem 1, to obtain the exact Jagerman’s bound (see also [8]) | sin(π h−1 x)| |RN f (x)| ≤ π à ! KN LN + . 1/2 (N h − x) (N h + x)1/2 In case we know the decay of the sampling function directly (rather than of φ(x)), we have Proposition 1. If |S(x)| ≤ (cons.)|Γ(x)||x|−1−ε , where |Γ(x)| is bounded and 1-periodic function satisfying |Γ(x)| = |Γ(x − n)|, n ∈ Z, x ∈ R, ε ≥ 0 and h = W −1 , KN and LN are as in 10 Theorem 1, then for N = 1, 2, . . ., we have hε √ |RN f (x)| ≤ (cons.)|Γ(h x)| 1 + 2ε à −1 ! KN LN + . (N h − x)1/2+ε (N h + x)1/2+ε Proof. It is similar to previous arguments. 3. Applications It is well known that most multiresolution analuses induce sampling expansions for continuous functions f , in the space L2 (R) of all square integrable functions. In this section, we apply the results of Section 1 on certain wavelet sampling expansions, as for example is the wavelet of Meyer. Recall that the scaling function φ(x) of Meyer’s wavelet (see [5]), is given by its Fourier transform φ̂(γ) = 1 |γ| ≤ 3|γ| cos[ π2 ν( 2π − 1)], 0 2π 3 2π 3 < |γ| < |γ| ≥ 4π , 3 4π 3 where ν(γ) is a real valued function satisfying ν(γ) + ν(1 − γ) = 1. Example 1. Let ν(γ) = γ, then φ(x) = 9 sin(2 π x/3) + 12 x cos(4 π x/3) . 16 π x (9/16 − x2 ) Without loss of generality we consider x ≥ 0. We observe that |φ(x)| ≤ bn = 1 Zπ 1 sin(2 π n/3) −inγ X e dγ = 2π −π πn φ(k) e−ikγ k∈Z 11 3 2.216 x−2 and 4π 1 Zπ 1 + cos(nγ) dγ, n ∈ Z; π 2π/3 sin(3 γ/4) − cos(3 γ/4) using twice integration by parts we get à ! 3 3 Zπ 3 + sin(3 γ/2) bn = cos(2 π n/3) − cos(nγ) dγ , 4πn2 4 2π/3 (sin(3 γ/4) − cos(3 γ/4))3 so for n 6= 0, |bn | < X 3 and b0 ≈ 0.9311. Now we apply Theorem 1 for ε = 1, C1 = n−2 2 4πn ν∈Z and we take into account that C1+ = C1− = π 2 /6 to obtain |RN f (x)| < h 3 2.216 √ 4π 3 à ! 1 KN FN,h (x, 0.9311 + 3 C h−1/2 4π π2 π2 π2 π2 1 + , ) + LN FN,h (−x, 0.9311 + , ) 6 6 6 6 n X |ν+ o n−2 (KN δ(ν, |ν|) + LN δ(ν, −|ν|)) . N +δ(1,λ) [h−1 x] |> 2 2 Example 2. Let δ ∈ (1/2, 1] and γ−δ π2 arccot[ 1−γ−δ ] 1/2 ≤ γ ≤ δ ν(γ) = 1 γ>δ Using ν(γ) + ν(1 − γ) = 1, we extend ν(γ) on [0, 1]. It is not difficult to see that S(x) = 3 It is clear that |S(x)| ≤ sin(π x) sin(2 π (δ − 0.5) x/3) . 2 π 2 (δ − 0.5) x2 3 | sin(π x)||x|−2 , so we apply Proposition 1 to get 2 π (δ − 0.5) 3 h |RN f (x)| ≤ 2 | sin(h−1 πx)| √ 2π (δ − 0.5) 3 12 à ! LN KN + . 3/2 (N h − x) (N h + x)3/2 Example 3. Let ν(γ) = Then S(x) = 36 2 arccot[ 2γ12 π − 1] 0 ≤ γ ≤ 1/2 2 2 arccot[ 2(γ−1) 2 ] π (1−2(γ−1) ) 1/2 < γ ≤ 1 sin(πx) sin2 (π x/6) 36 . Since |S(x)| ≤ 3 | sin(πx)||x|−3 , we apply Proposition 3 3 π x π 1 and we have 36 h2 |RN f (x)| ≤ 3 | sin(h−1 π x)| √ π 5 à ! LN KN + . (N h − x)5/2 (N h + x)5/2 Example 4. Let ψ(x) = [sin(2πx) − sin(πx)]/(πx) be the Shannon wavelet, such that for fixed j ∈ Z, {2j/2 ψ(2j . − n), n ∈ Z} is an orthonormal basis of the orthogonal complements Wj of Vj in Vj+1 . It is easy to see that ψ(x) = S(x), thus we apply Corollary 1 to get | sin(2j+1 π x) − sin(2j π x)| |RN f (x)| ≤ π à ! KN LN + . 1/2 (N h − x) (N h + x)1/2 Example 5. In this example, we estimate the truncation error of a class of band-limited wavelets such that φ(x) = S(x); this class looks similar to Meyer’s original function, but φ̂(γ) has the interpolating property which Meyer’s function does not share; this is made possible by allowing φ̂(γ) to take complex values. An extensive analysis on this class is originally given in [12]. Let θ(γ) be a real valued function such that, for some k ∈ Z and 0 < ² ≤ π/3 we have (a1) θ(−γ) = −θ(γ) + 2 k π, k ∈ Z (b1) |θ(γ)| = (2 k + 1) π, |γ| ≥ π + ² (c1) θ(γ) + θ(2 π − γ) = (2 k + 1) π, 0 ≤ γ ≤ 2π. 13 It is easy to see that if φ̂(γ) = (1 + ei θ(γ)/2 )/2, |γ| < 2π, then φ(x) is an orthonormal scaling and sampling function, i.e. (φ(x) = S(x)). Let π − ² < α ≤ π; we define the following odd function θα,² (γ) = π γ 2(α−π+²) − π(π−²) 2(α−π+²) π/2 π−²≤γ <α α ≤ γ ≤ 2π − α π γ + π(2α−3π+²) 2(α−π+²) 2(α−π+²) π 2π − α < γ ≤ π + ² γ ≥π+² Obviously θα,² (γ) satisfies (a1), (b1) and (c1) for k = 0; the corresponding sampling function is the following Sα,² (x) = sin(π x) [cos(² x) + sin((α − π) x))] . x [π + 2(α − π + ²) x] For α = π, we get Volkmer’s example (see [12]). By straight calculation using Corollary 1, we obtain the truncation error à ! | sin(h−1 π x)| cos(² x) + sin((α − π) x) KN LN |RN f (x)| ≤ sup | | + . 3/2 π π + 2 x (α − π + ²) (N h − x) (N h + x)3/2 x Acknowledgments. We would like to thank Professor Gilbert Walter for his invaluable suggestions; in particular for designating us example 5 and that the main result can be extended on translation invariant spaces. 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