Ten Lectures on Wavelets

3.4. Frames for the windowed Fourier transform.

3.4. Frames for the windowed Fourier transform.

The windowed Fourier transform of Chapter 2 can also be discretized. The natural discretization for ?, t in g ?, t( x) = e i ?x g( x ? t) is ? = m ? 0, t = nt 0, where ? 0, t 0 > 0 are fixed, and m,n range over ; the discretely labelled family is thus

We can again seek answers to the same questions as in the wavelet case: for which choices of g, ? 0, t 0 can a function be characterized by the inner products ? f, g m,n ?; when is it possible to reconstruct f in a numerically stable way from these inner products; can an efficient algorithm be given to write f as a linear combination of the g m,n? The answers are again provided by the same abstract framework: stable numerical reconstruction of f from its windowed Fourier co-efficients

is only possible if the g m,n constitute a frame, i.e., if there exist A > 0, B < ? so that

If the g m,n constitute a frame, then any function can be written as

where are the vectors in the dual frame; (3.4.1) shows both how to recover f from the ? f, g m,n ? and how...

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