A Globally Optimal Bilinear Programming Approach to the Design of Approximate Hilbert Pairs of Orthonormal Wavelet Bases

摘要

It is understood that the Hilbert transform pairs of orthonormal wavelet bases can only be realized approximately by the scaling filters of conjugate quadrature filter (CQF) banks. In this paper, the approximate FIR realization of the Hilbert transform pairs is formulated as an optimization problem in the sense of the lp (p=1, 2, or infinite) norm minimization on the approximate error of the magnitude and phase conditions of the scaling filters. The orthogonality and regularity conditions of the CQF bank pairs are taken as the constraints of such an optimization problem. Whereafter the branch and bound technique is employed to obtain the globally optimal solution of the resulting bilinear program optimization problem. Since the orthogonality and regularity conditions are explicitly taken as the constraints of our optimization problem, the attained solution is an approximate Hilbert transform pair satisfying these conditions exactly. Some orthogonal wavelet bases designed herein demonstrate that our design scheme is superior to those that have been reported in the literature. Moreover, the designed orthogonal wavelet bases show that minimizing the l 1 norm of the approximate error should be advocated for obtaining better approximated Hilbert pairs.