A FIRST COURSE
IN WAVELETS WITH
FOURIER ANALYSIS
Second Edition
ALBERT BOGGESS
Texas A&M University
College Station.
TX
Department of Mathematics
FRANCIS .J. NARCOWICH
Texas A&M University
College Station.
TX
Department of Mathematics
ffiWILEY
A JOHN WILEY
&
SONS, INC., PUBLICATION
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2009 by John Wiley
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Library of Congress Cataloging-in-Publication Data:
Boggess, Albert.
p. cm.
A first course in wavelets with fourier analysis
I
Albert Boggess, Francis J. Narcowich. - 2nd ed.
Includes bibliographical references and index.
ISBN 978-0-470-43117-7 (cloth)
I.
Wavelets (Mathematics) 2.
Fourier analysis.
I. Narcowich, Francis J. II. Title.
QA403.3.B64 2009
515'.2433-dc22
2009013334
Printed in United States of America.
IO
9 8 7 6 5 4 3 2 I
CONTENTS
Preface and Overview
0
Inner Product Spaces
ix
1
0.1
0.2
0.3
0.4
0.5
0.6
0.7
Motivation, 1
Definition of Inner Product, 2
The
.l
Spaces
L2
ti
and
4
4
0.3 Defini ons,
2
0.3.2 Convergence in
L
Versus Uniform Convergence,
8
Schwarz and Triangle Inequalities, 11
Orthogonality,
tio
13
and Examples, 13
0.55..12 Orthogonal Projections, 15
Defini ns
0.
5.3 Gram-Schmidt Orthogonalization, 20
0.
Lin
6
ear Operators and Their
21
Adjoints, 21
0.
6.
.
2
1
Adjoints, 23
Linear Operators,
0.
Least1 Squares and Linfor Data, c25ve Coding, 25
ti
0.
7
7.
.2
Best-Fit
Least
ear Predi
Algorithm, 29
Line
Squares
0.7.3 GeneralPredictive Coding, 31
0. Linear
Exercises, 34
12,
vi
CONTENTS
1
Fourier Series
38
1 . 1 Introduction, 38
I
. 1 .1 Historical Perspective, 38
1.1. 2 Signal Analysis, 39
Partial Differential Equations, 40
I
.1.3
1 .2 Computation of Fourier Series, 42
x :S
42
1.2. l On the Interval
1.2.2 Other Intervals, 44
1.2.3 Cosine and Sine Expansions, 47
1 .2.4 Examples, 50
1.2.5 The Complex Form of Fourier Series, 58
-rr :S
rr,
1 .3 Convergence Theorems for Fourier Series, 62
1 .3.1 The Riemann-Lebesgue Lemma, 62
1.3.2 Convergence at a Point of Continuity, 64
1.3.3 Convergence at a Point of Discontinuity, 69
1.3.4 Uniform Convergence, 72
1 .3.5 Convergence in the Mean, 76
Exercises, 83
2
The Fourier Transform
92
2.1 Informal Development of the Fourier Transform, 92
2.1 . 1 The Fourier Inversion Theorem, 92
2.1.2 Examples, 95
2.2 Properties of the Fourier Transform, 101
2.2. 1 Basic Properties, 101
2.2.2 Fourier Transform of a Convolution, 107
2.2.3 Adjoint of the Fourier Transform, 109
2.2.4 Plancherel Theorem, 109
2.3 Linear Filters, 1 10
2.3.1 Time-Invariant Filters, 1 10
2.3.2 Causality and the Design of Filters, 115
2.4 The Sampling Theorem, 120
2.5 The Uncertainty Principle, 123
Exercises, 127
3
Discrete Fourier Analysis
132
3.1 The Discrete Fourier Transform, 132
3. 1 .
l
Definition of Discrete Fourier Transform, 134
3.1. 2 Properties of the Discrete Fourier Transform, 135
3. 1 .3 The Fast Fourier Transform, 138
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