The Haar basis

The Haar basis

The Haar wavelet is defined as:

The Haar basis, consisting of the functions

that is rescaled versions of (by ) shifted by .These functions are orthogonal i.e.

Moreover, they form a basis for all functions f with finite squareintegral

This means that we canrepresent such a function as

The coefficients are called theHaar Wavelet coefficients.

In order to facilitate the transition between the functions(continuous) point of view and the discrete (sample) numericalapproach we choose to discretize a function on a given scale bydefining its ``sampled'' values as being averages on that scale, i.e.for a fixed j we define

where

is called a scaling function (thefunction is normalized so that ).The number is the average of f on the interval.

We observe that , fromwhich we deduce the recursive algorithm for computing the Haar coefficients infigure A.15.

  
Figure A.15: Recursive algorithm for the Haar coefficients

Interpretation: represent the time average of the signal fon time intervals of length , represent the variation of the average time signal on two consecutiveintervals.