Documentos de Académico
Documentos de Profesional
Documentos de Cultura
..
..
( Mathcad)
2010
- ()
.. , .. , ..
( Mathcad)
2010
519.2
22.172
650
. .
: (
Mathcad) : / . . , . . , . . ; . . .-. - ().
: (), 2010. 188 .
ISBN 978-5-7795-0519-2
, -. , .
Mathcad, .
: , , , .
-
()
:
.. , - .-. ,
();
.. , - . , ,
-,
ISBN 978-5-7795-0519-2
..,
.., .., 2010
-
(), 2010
................................................................................................7
......................................................................................................9
1. -
........................................................ 12
1.1. ....................................
1.1.1.
.................................................................................................................
1.1.2. .......................................................
1.1.3. Mathcad
...............................................................................................
1.1.4.
...............................................................................................
1.1.5.
.................................................................................................
1.2. - .................................................
1.2.1. -
.................................................................................................
1.2.2. -
..............................................................................................................
1.2.3. -..............................................
1.3.
- ...........................................................................
1.3.1.
....................................................................................
1.3.2.
................................................................................
1.3.3.
.................................................................
1.3.4.
..................................................................................
1.3.5. 2 ..............................................................................
1.3.6. -
Mathcad .........................................
1.4.
-.....................................................................................................
1.4.1.
- ...........................................................................................
1.4.2.
/..............................................................................................................
1.4.3. ................................................................................................................
2. -
.........................................................85
2.1. - ..........................................................
2.1.1. - ....................................................
2.1.2. .............................................................
2.1.3. -
- ................................................................................
2.1.4. - ................................
2.1.5. -
......................................................................................
2.2. ........................................................
2.2.1.
...........................................................................
2.2.2.
........................................................................
2.2.3. Mathcad,
..........................................................................................
2.3. -
.......................................................................................................................
2.3.1. - ..........................................................
2.3.2. -........................................................
2.3.3. Mathcad ..........................................................................................................
2.4. -
................................................................................................................
2.4.1. - ..................................................
2.4.2. Mathcad
-..............................................................
3. -
.........................................................................134
3.1.
....................................................................
3.1.1.
-
......................................................................................
3.1.2.
- ........................................................................
3.1.3. Mathcad
- .........................................................................................
3.2.
-..................................................................................................
3.2.1.
-.............................................................
3.2.2.
/ .....................................................................................................
3.3. -...............................................
3.3.1. ..................................
3.3.2. (UNIV-) ......................................................
3.3.3. SURE- ..............................................................................................
3.3.4. FDR- ................................................................................................
3.3.5. Bayes- ..............................................................................................
3.3.6. GVC-................................................................................................
3.3.7.
...............................................................................
3.3.8. -
Mathcad............................................................................................................
.....................................................................................178
...............................................179
1. 1D
- ...................................................................... 178
2. 1D
- .................................................................187
.
( , ),
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.
() , () ()
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- .
,
Mathcad. (
) , .. .
: ( ),
( ).
,
: ,
, .
,
,
.
, () f%i
f%i = f ( xi ) + i ,
0 i N x 1,
(.1)
0 i N x 1,
(.2
f%i = f ( xi ) i ,
f ( x) (),
() xi () i .
f%i , j = f ( xi , yi ) + i , j ,
0 i N x 1, 0 j N y 1, (.3)
f%i , j = f ( xi , yi ) i , j ,
0 i N x 1, 0 j N y 1, (.4)
f ( x, y ) (), ( xi , y j ) i , j .
,
(
).
:
() ;
( );
..
:
,
, ,
() ;
,
;
,
. .
, ,
,
. ,
( ),
(
) .
, .
, .
f%i ( f%i , j )
:
( );
( ).
,
,
( , ) (, -).
f ( x ) f ( x ) . -
.
.
, , . ,
.
1. -
,
, -. - , , .
- ,
. -
, . ,
.
1.1.
,
-.
1.1.1.
.
f ( x )
[ a, b ]
( ( a, b ) ) ,
f ( x ) (.. ). ( , ) R . , sin ( x ) R , .. x R .
. , f ( x ) x [ a, b ] f ( x ) 0
f ( x)
dx < .
(1.1.1)
,
L2 [ R ] ,
f ( x)
dx < .
(1.1.2)
() ( - ) :
F ( ) =
2 i x
dx ;
f ( x)e
(1.1.3)
f ( x ) =
F ( ) e
2 i x
d ,
(1.1.4)
i = 1 , , . f ( x ) -
L1 [ R ] , ..
f ( x ) dx < .
(1.1.5)
L2 [ R ] (
(1.1.2)). ( ):
f ( x)
dx =
F ( )
d .
(1.1.6)
f ( x ) T ,
:
f ( x) =
a0
+ ak cos ( 2 k1 x ) + bk sin ( 2 k1 x ) , (1.1.7)
2
1
() T
. :
1 =
ak =
2
f ( x ) cos ( 2 k1 x ) dx ;
T 0
bk =
2
f ( x )sin ( 2 k1 x ) dx .
T 0
(1.1.8)
(1.1.9)
ak , bk
f ( x ) :
1, cos (1 x ) , sin (1 x ) , K , cos ( k1 x ) , sin ( k1 x ) , K
, [ 0, T ] .
,
.
[ 0, T ] ( f , N , T ).
. 1.1. - Fourier_Ser
. 1.2
,
( N = 10 )
f ( x ) :
M
(1.1.10)
k =0
M = 5 ( ), M = 15 ( ). , M f ( x )
(1.1.10) . ,
, f ( x )
( ). (1.1.10) ,
.
. 1.2. -
1.1.2.
f ( x )
,
. , f j ,
f ( x )
x j = x j , ..
f j = f ( j x ) , < j < ,
(1.1.11)
x .
- FS ( ) f j . :
FS ( ) =
F ( + k )
S
k =
S < < S ,
(1.1.12)
S = 1 x ( ).
, FS ( ) 2 S [20, 24].
, f ( x ) , : F ( ) = 0 > 0 :
1
.
2 0
(1.1.13)
F ( ) FS ( ) , S S ,
(1.1.14)
..
.
.
(1.1.13) , aliasing , F ( ) FS ( ) .
, f ( x )
T [ 0, T ]
x . , ( N = T x ),
N
1
.
N Nx
() [20, 24].
f ( x j ) -
f p ( j ) = f ( j x ) = f j , j = 0, K , N 1 ,
(1.1.15)
Fp ( l ) =
1
N
2 i
f ( j ) exp N jl , l = 0, K, N 1 ,
N 1
j =0
(1.1.16)
i = 1 .
N 1
2 i
f p ( j ) = Fp ( l ) exp
lj .
N
l =0
(1.1.17)
1.1.1. (1.1.13),
(1.1.16), (1.1.17) :
f p ( j ) = f ( j x ) , j = 0, K , N 1 ;
(1.1.18)
Fp ( l ) = F ( l ) , l = 0, K, N 2 ,
(1.1.19)
Fp ( l )
F ( )
f (t )
0, 2 .
, :
f p ( j + kN ) = f p ( j ) , Fp ( l + kN ) = Fp ( l ) ,
k = 1, 2,...
.
1.
Re Fp ( l + N 2 ) = Re Fp ( N 2 l ) , l = 1,..., N 2 1.
Im Fp ( N 2 + l ) = Im Fp ( N 2 l ) ,
(1.1.20)
N 2 Re Fp ( l ) ,
Im Fp ( l ) .
Im Fp ( 0 ) = Im Fp ( N 2 ) = 0 .
(1.1.21)
2. :
N 1
j =0
N 1
f p2 ( j ) = N Fp ( l ) .
2
(1.1.22)
l =0
{ f p ( j1 , j2 )} , {Fp (l1 , l2 )}
:
Fp (l1 , l2 ) =
1
N1 N 2
f p ( j1 , j2 ) =
N1 1 N 2 1
j1 = 0 j2 = 0
f p ( j1 , j2 )e
2 i
(jl +j l )
N1 N 2 1 1 2 2
2 i
N1 1 N 2 1
Fp (l1 , l2 )e N1N2
( j1l1 + j2l2 )
(1.1.23)
(1.1.24)
l1 = 0 l2 = 0
, f p ( j1 , j2 ), Fp (l1 , l2 ) N1 N 2 :
f p ( j1 + k1 N1 , j2 + k2 N 2 ) = f p ( j1 , j2 ), k1 = 1, 2,...
Fp (l1 + k1 N1 , l2 + k2 N 2 ) = Fp (l1 , l2 ),
k2 = 1, 2,...
N1 1 N 2 1
j1 = 0 j2 = 0
N1 1 N 2 1
f p2 ( j1 , j2 ) = N1 N 2
F (l , l )
l1 = 0 l2 = 0
. (1.1.25)
1.1.3. Mathcad
Mathcad ,
. . 1.1 , . ,
.
1.1.1. . 1.3
Mathcad, :
) f N = 24 = 16 ;
) FFT, FFT ( ) ;
) IFFT, ICFFT ;
) (
12
FFT(f) IFFT(F) 10 ,
15
CFFT(f) ICFFT(F) < 10 ).
FFT(f)
IFFT(F)
CFFT(f)
ICFFT(F)
1.1
(1.1.1)
f 2m .
2m1 + 1
(1.1.2)
F
2m1 + 1 .
2m
(1.1.1)
N .
N
(1.1.2)
N .
N
. 1.3.
1.1.4. CFFT , ICFFT , N = 2m .
CFFT(f) ICFFT(F) (. . 1.2).
1.1.4.
, ( N ) ,
N . ,
N = 2m .
1.2
CFFT(f)
ICFFT(F)
(1.1.6) N1 N 2 .
N1 N 2
(1.1.7) N1 N 2 . N1 N 2
1.1.5. , CFFT ,
ICFFT
N = 2m ,
N = 2m .
,
{ f j } , 0 j N x 1 ,
f ( x ) x j ,
{ f p ( j )}
{f }
j
f j ,0 j N x 1;
fp ( j) =
0, N x j N 1.
(1.1.26)
N :
N = min {2m N x } .
m
(1.1.27)
{ f } , 0 j N 1, 0 j N
jx , j y
1 ,
f ( x, y ) x jx , y jy .
f p ( jx , j y )
N1 N 2
{ f } .
jx , j y
0 jx N x 1;
f jx , j y ,
f p ( jx , j y ) =
0 j y N y 1,
,
0,
(1.1.28)
0 jx N1 1, 0 j y N 2 1 . N1 , N 2 :
N1 = min {2m N x }, N 2 = min {2m N y } .
m
(1.1.29)
1.1.5.
N x j , j = 0,..., N x 1 :
2
, i = j;
M j = 0; M i j =
0, i j ,
(1.1.30)
M [] . (1.1.26), p ( j ) :
j , 0 j N x 1;
p ( j) =
0,
(1.1.31)
N x j N 1.
(1.1.30) (1.1.31)
:
2 , i = j, 0 j N x 1;
M p ( i ) , p ( j ) =
0, .
(1.1.32)
N 1 N 1
M p ( i ) p ( j ) = N x 2 . (1.1.33)
i =0 j =0
H p ( l ) { p ( j )} :
H p (l ) =
1
N
N 1
p ( j ) e
2 i
lj
N
, 0 l N 1.
(1.1.34)
j =0
H p ( l ) :
M H p ( l ) =
1
N
N 1
M p ( j ) e
2 i
lj
N
=0.
(1.1.35)
j =0
1.1.1. H p ( l )
H2 , :
2
N
H2 = M H p ( l ) = x2 2 .
(1.1.36)
2
. M H p ( l ) :
i
1 N 1 N 1
l(k j )
2
M H p ( l ) = M 2 p ( k ) p ( j ) e N
.
N k =0 j =0
(1.1.32) M H p ( l )
2
1
H2 = M H p ( l ) = 2 N x 2 ,
N
.
2
jx , j y , jx = 0,..., N x 1, j y = 0,..., N y 1 :
M jx , j y = 0;
M ix ,i y
2
ix = jx ;
,
jx , j y =
i y = j y ,
0, .
(1.1.37)
(1.1.38)
(1.1.28)
{ p ( jx , j y )}
H p (lx , l y ) .
1.1.2. H p ( l x , l y )
H2 , :
2
N N
H2 = M H p ( l x , l y ) = x2 y2 2 .
N1 N 2
(1.1.39)
1.1.1.
1.2. -
-,
, () .
, () .
1.2.1. -
, :
f ( x) xi , -
[ ax , bx ] x ;
f%i :
f% j = f ( x j ) + j , 0 j N x 1;
(1.2.1)
j ,
f (x j ) ,
0 j Nx 1,
,
M j 0, 0 j N x 1
(1.2.2)
D j = M 2j = 2 , 0 j N x 1.
(1.2.3)
- f% j -
{ }
:
1. N N x ,
( N ,
.. N = 2m ).
2.
%f ( j ) N :
p
%
f , 0 j N x 1;
f%p ( j ) = j
0, N x j N 1,
(1.2.4)
j = 0,..., N 1 .
3.
f%p ( j ) ( ):
1
F%p (l ) =
N
N 1
f% ( j )e
j =0
2 i jl
N
(1.2.5)
l = 0,..., N 1 , i = 1 . F%p (l )
N . l
l = l , ,
2 ( x N ) .
4.
:
Fpw (l ) = W p (l ) F%p (l ), 0 l N 1.
(1.2.6)
5. ( ):
N 1
2 i
jl
N
fpw ( j ) = Fpw (l )e
,
l =0
j = 0, ..., N 1 .
6. :
(1.2.7)
fwj = fpw ( j ), 0 j N x 1.
(1.2.8)
1D --.
1.2.1. (1.2.5) (1.2.7) , (
23 )
( N x > 1000) .
, W p (l )
( . . 1.2.3).
F%p (l ) , j .
W ( ) =
1
,
1 + Q( )
(1.2.9
; Q ( )
, .
:
Q ( ) = 2 p ;
(1.2.1
2p
Q ( ) = 1 + .
0
p ,
bx
dp
a dx p f ( x) dx.
x
,
. (1.2.11) -
(1.2.11
,
> 0 , p . 0 [ 0 , 0 ] ,
f ( x) .
,
Q ( ) .
(. . 1.1.2), W p (l )
Wp (l ) =
1
, 0 l N 1,
1 + Q p (l )
(1.2.12)
Q (l ), 0 l N 2;
(1.2.13)
Q p (l ) =
N
Q (( N l ) ), 2 + 1 l N 1,
= 2 ( x N ).
. 1.4
W ( l ) W p (l ) , (1.2.11) : = 1 , = 1 , 0 = 50 , N = 256 . 1
W ( l ) p = 1 ; 2
W p (l ) p = 1 ; 3 W ( l ) p = 4 ; 4 W p (l ) p = 4 . W p (l ) l = N 2 = 128 .
, , . l -
: ,
W p (l ) , ,
.
. 1.4.
1.2.2. (1.2.12) , 0
1,
.
W p (l ) 0 , .. .
, opt ,
() . opt . 1.3.
1.2.2. -
, :
f ( x, y )
x , y ( x y );
f% jx , jy -
f% jx , j y = f ( x jx , y jy ) + jx , jy ,
(1.2.14)
0 jx N x 1 , 0 j y N y 1 ;
jx , j y -
, f jx , j y ,
,
M jx , j y 0
(1.2.15)
D jx , j y 2 .
(1.2.16)
-
:
1. N1 N x ; N 2 N y , (. (1.1.29)).
2.
f p (k x , k y ) (. (1.1.28)):
0 jx N x 1;
%
%f ( j , j ) = f jx , j y , 0 j N 1,
y
y
p
x
y
0, ,
(1.2.17)
jx = 0,..., N1 1 ; j y = 0,..., N 2 1 . jx
N1 , j y = N 2 .
3.
2 i
F%p (lx , l y ) =
( jx l x + j y l y )
1 N1 1 N2 1 %
f p ( jx , j y ) e N1N2
, (1.2.18)
N1 N 2 jx = 0 j y = 0
i = 1 , lx = 0,..., N1 1 , l y = 0,..., N 2 1 .
F%p (lx , l y ) lx , N1 ,
l y N 2 .
, lx , l y
x = l x ; y = l y ,
(1.2.19)
2
2
; y =
.
x N1
y N2
(1.2.20)
x =
4.
:
Fpw (lx , l y ) = W p (lx , l y ) F%p (lx , l y ),
(1.2.21)
lx = 0,..., N1 1 ; l y = 0,..., N 2 1 .
5.
( )
fpw ( jx , j y ) =
N1 1 N 2 1
2 i
Fp (lx , l y ) e N1N2
( l x jx + l y j y )
(1.2.22)
lx =0 l y =0
jx = 0,..., N1 1 ; j y = 0,..., N 2 1 .
6.
:
fw jx , j y = fpw ( jx , j y ),
(1.2.23)
jx = 0,..., N x 1, j y = 0,..., N y 1.
2D--.
W ( ) =
1
,
1 + Q( x , y )
(1.2.24)
.
Q( x , y ) :
Q ( x , y ) = x2 px + y y ;
2p
2 px
Q ( x , y ) = 1 + x
x0
y
1 +
y 0
(1.2.25)
2 py
(1.2.26)
px , p y ,
2
2
p
px
y
x px f ( x, y ) + y py f ( x, y ) dxdy .
,
x, y .
x , y .
(.
. 1.1.2), W p (lx , l y )
W p (lx , l y ) =
1
,
1 + Q p (lx , l y )
(1.2.27)
lx = 0,..., N1 1 , l y = 0,..., N 2 1 ,
N1
0 lx 2 ,
Q l x x , l y y ,
0 l N 2 ;
y
0 lx 1 ,
2
Q lx x , ( N 2 l y ) y ,
N
+ 1 l y N 2 1;
2
(1.2.28)
Qp (lx , l y ) =
N1
+ 1 lx N1 1,
Q ( N1 lx ) x , l y y , 2
0 l N2 ;
N1
2 + 1 lx N1 1,
Q
N
l
N
l
,
,
(
)
(
)
1
2
x
y
x
y
N 2 + 1 l N 1;
y
2
2
,
- ,
.
lx , l y
-.
1.2.2.
1.2.3. -
1D 2D-- .
1D--.
N x (. (1.2.1)):
f =
f ( x0 )
f ( x1 )
M
f ( x N x 1 )
; f% =
f%0
f%1
M
f%N x 1
f 0
f
; f =
;=
f ( N x 1)
0
1
M
x 1
f j (1.2.8), .
= f f = T ( ) f% f ,
(1.2.29)
T ( ) , .
(1.2.1),
= ( T ( ) I ) f + T ( ) = b + ,
(1.2.30)
I N x N x .
b = (T ( ) I ) f
, = T ( ) . :
( ) = M || f f ||2 = M || ||2 .
(1.2.31)
(1.2.1), (1.2.2),
:
( ) = || (T ( ) I ) f ||2 + M || T ( ) ||2 =
= || b ||2 + M || ||2 =
(1.2.32)
= Sp (T ( ) I ) ff T ( T ( ) I ) + T ( )V T T ( ) ,
Sp [] ; V = M T -
; T .
(1.2.12) :
lim T ( ) = I ; lim T ( ) = 0 N x N x
0
(1.2.33)
0 N x N x N x N x . :
(1.2.34)
(1.2.35)
:
, ;
,
.
,
0 opt ( ), ( ) .
1.2.1. f ( x) , . 1.5 , xi , 0 i 229
|| f% f ||
.
|| f ||
(1.2.36
f ( ) =
|| f f ||2
|| f ||
(1.2.37)
,
0.10 ( f% j . 1.5 )
0.20 ( ).
. 1.5. ( 1.2.1)
. ,
103 ,103
f ( ) , . 1.6 ( 1
= 0.10 , 2 = 0.20 ).
(
). ,
,
. f ( )
. f ( )
.
. 1.6.
: opt
min ( ) ?
>0
(1.2.30).
, f , f ( x) ,
opt , (1.2.38).
2D--
, (1.2.29), (1.2.30),
, (1.2.32).
2D--
(- f ( x, y ) ) opt
.
(1.2.38
,
opt
.
1.3.
-
,
.
1.3.1.
T :
fT = Tf% ,
(1.3.1)
(T ) = M fT f
(1.3.2)
Topt ,
(T )
(1.3.1).
, ..
.
V (T ) = M T TT T = fT f V f = f f T . ,
T = ( T I ) f + T , I ,
:
V (T ) = T (V f + V ) T T TV f V f T T + V f .
(1.3.3)
(V f + V ) V f% f% = M f% f% T . ,
(1.2.30), (T )
(T ) = Sp TV f% T T 2V f T T + V f ,
Sp [
(1.3.4)
. Topt
T T (T ) (T ) :
Sp V (T ) Sp V (T ) =
= Sp (T T )V f% (T T ) + 2 T V f% V f
) (T
T
(T ) .
(1.3.5)
T V f% = V f
(1.3.6)
V f% ,
T
Sp V ( T ) Sp V ( T ) = Sp ( T T )V f% ( T T ) > 0
T T . , T
( (1.3.2)),
(1.3.6) T .
,
V f .
, fT ,
e = f% f . T
,
Ve (T ) = M eT eTT
(1.3.6).
E (T ) = I T , eT eT = E (T ) f% .
, T :
Ve (T ) = E (T )V f% E T (T ) , E (T )V f% = V f% TV f% .
, T (1.3.6),
E (Topt )V f% = V f% V f = V .
E T (Topt ) , :
1.3.1.
T ,
fT = T f% , f% = f + , :
Ve (T ) = V E T (T ) ,
(1.3.7)
V .
, (1.3.6)
(
V f f ).
(1.3.7)
Topt ,
,
T. : T ? (1.3.7)
T.
opt
T ( ) , . 1.2.1, .
-, Ve ( ) , e = f% f ,
(1.3.7) -
. -, T
(1.3.7) . ,
, ,
(1.3.7). , opt W ,
:
H 0 : Ve ( ) = V E T ( ) .
(1.3.8)
H1 : Ve ( ) V E T ( ) .
(1.3.9)
, (1.3.8)
, -
Ve ( ) , ,
.
, W
opt .
(1.3.8) [2, 4,
10, 12]
1
W ( ) = eT V E T ( ) e .
(1.3.10)
E T ( ) W ( )
W ( ) = f% T V1e .
(1.3.11)
W ( )
W ( ) = f% T V1 E ( ) f% ,
(1.3.12)
1D-- :
1
T ( ) = WN1 diag
WN ,
1 + Q p ( l )
(1.3.13)
WN , WN1 .
, T ( )
V W ( )
N x
Nx
W ( ) = i ( ) f% 2 ( i ) ,
i ( ) > 0 , 1 i N x .
(1.3.14)
i =1
1.3.2. V -
, :
) 0 W ( ) N x ;
) W ,
(1.3.8),
M (W ) = N x .
(1.3.15)
W ( )
(1.3.14).
1
M W ( ) = Sp (V E T ( ) ) M e ( ) eT ( ) ,
0 . = W
M W ( ) = Sp (V E T ( ) )
(V E ( ) ) = Sp I
Nx
= N x ,
I N x N x N x .
W ( )
W ( )
= W
- N x .
(1.3.8) : W ( ) m2 - m = N x .
2
m ( ) = m , 2 , m ,1 2 ,
m ,
(1.3.16)
m2 - / 2 .
W ( ) (1.3.16), ..
m , 2 W ( ) m ,1 2 ,
(1.3.17)
(1.3.8)
, , W , (1.3.17), opt .
: W -, 2D-?
, .
1.3.2.
j , :
V = 2 I N x .
(1.3.11)
(1.3.18)
Nx
W ( ) =
e j f% j
j =1
(1.3.19)
e j e = f% f .
W , (1.3.17), = 1/
( n ) = ( n 1)
RW ( ( n 1) ) m
, n = 1, 2, ...; (0) << 1 ,
'
( n 1)
RW (
)
m = N x , RW ( ) = W (1/ ) , RW ( ) =
(1.3.20)
d
RW ( ) .
d
W W = 1/ W , W = ( n ) , ( n )
m, / 2 RW ( ( n ) ) m,1 / 2 .
(1.3.21)
,
[12]
.
(1.3.13)
, W ( ) :
W ( ) =
2
N N 1 Q p (l )
F% p (l ) ,
2
l =0 1 + Q p ( l )
(1.3.22)
RW ( ) RW ( ) :
RW ( ) =
N 1
Q p (l )
l =0
+ Q p (l )
2
F% p (l ) ;
(1.3.23)
RW ( ) =
N 1
l =0
Q p (l )
+ Q p (l )
2
F% p (l ) .
(1.3.24)
1.3.1.
RW ( ) , RW ( ) N .
(1.3.19).
1.3.3. ( ) << 1
0
0
RW ( ( ) ) > m,1 2 ,
(1.3.25)
W ,
(1.3.20) (1.3.17).
RW ( ) : lim RW ( ) = 0 ; RW ( ) 0 ; RW ( ) < 0 ,
(1.3.26)
( (1.3.25)) W = ( ) ,
(1.3.21), ,
W = 1 W , (1.3.17).
n
( ) 1015 W 45 . (1.3.25)
0
0)
, , f% =
i
1.3.2. (1.3.25) ( ) 0
1 Nx % 2
f > m,1 2 ,
(1.3.27)
2 i
0
i =1
0
RW ( ( ) ) .
1.3.3. m > 30 ,
- m
2m . , = 0.05 ,
, (1.3.17), (1.3.21):
2
m
m,0.025 = m 1.96 2m ;
(1.3.28)
103 ,103 .
.
:
( ) = f f
(. 1.7 1);
W ( ) = RW (1 ) (. 1.7 2).
m,0.025 (
(1.3.28)) m ,0.975 (. (1.3.29)). , W ,
(1.3.17), . W opt .
. 1.7. W
1D--,
= W . ,
, :
( ) = M f f
0 2 0 .
(1.3.30)
, fi f ( xi ) ,
.
2
2
N 1
p ( ) = M fp f p = M fp ( j ) f p ( j ) , (1.3.31)
j =0
{ f
( j )} , { f p ( j )}
. f (.(1.2.8))
f p (.(1.2.4)) ,
p ( ) 0 2 0
(1.3.32)
(1.3.30).
E p ( l )
p ( j ) = fp ( j ) f p ( j )
(1.3.33)
E p ( l ) =
Q p (l )
1
Fp ( l ) +
H p (l ) ,
1 + Q p (l )
1 + Q p (l )
(1.3.34)
H p (l ) - p (k ) .
, (. . 1.3.1).
(1.2.2), (1.2.3) (1.1.22),
p ( ) :
2
Q p (l )
2
p ( ) = N
Fp (l ) +
l =0
1 + Q p (l )
2
N
+ 2 x
N
N 1
l =0
1 + Q p (l )
N 1
, m, 2 , m,1
(1.3.35)
2 ,
. (1.3.22) ,
W ( ) m, 2 ,m,1 2
, W , 2 , .. W ~ 2 . (1.3.35) ,
( ), ( )
2 0 . (
Q p (l ) << 1 ) 2 .
,
1.3.4. 1D-- W (1.3.30), (1.3.32)
2 .
2D-- . .
.
-
Nx
Ny
W ( ) =
f% jx , j y e j
jx =1 j y =1
x , jy
W ( ) =
N 1 N 1
Q p (lx , l y )
2
N
N
F%p (lx , l y ) .
1 2
2
l = 0 l = 0 1 + Q p (l x , l y )
1
(1.3.36)
W
(1.3.20) m = N x N y , RW ( ) , RW ( )
:
RW ( ) =
N1 N 2
N1 1 N 2 1
Q p (l x , l y )
+Q
lx =0 l y =0
p (l x , l y )
2
F%p (l x , l y ) ; (1.3.37)
RW ( ) =
N1 N 2
N1 1 N 2 1
lx = 0 l y = 0
Q p (lx , l y )
+ Q p (lx , l y )
2
F% p (lx , l y ) . (1.3.38)
, N1 N 2
F%p (lx , l y ) .
W ( ) .
1.3.5. ( ) << 1
0
0
RW ( ( ) ) > m,1 2 ,
(1.3.39)
ix =1 i y =1
.
1.3.2. ( = 0.10 ) 256 256 ,
. 1.8,
F ( ) =
F1 F
100
(1.3.40)
RW ( ) , F , F
, -
.
. 101 , 107 1
(1.3.37), F RW ( ) .
.1.9. RW ( ) ( 1) 1
F ( 2), m ,0.025 ,
m,0.975 , (1.3.28), (1.3.29)
m = 256 256 = 65536 ( , -
3). , W
1
( RW
(1.3.17),
W
1
RW
) W
.
. 1.8.
2
Nx N y
( ) = M f j , j f jx , j y .
jx =1 j y =1 x y
(1.3.41)
, -
, :
( ) 0 2 0 .
(1.3.42)
. 1.9. RW ( )
,
p ( ) 0 2 0 ,
(1.3.43)
2
N1 1 N2 1
p ( ) = M fp ( jx , j y ) f p ( jx , j y ) .
jx = 0 j y = 0
(1.3.44)
fp ( jx , j y ) , f p ( jx , j y ) , ,
} {
(1.3.43) (1.3.42).
E p ( lx , l y )
p ( jx , j y ) = fp ( jx , j y ) f p ( jx , j y )
E p ( lx , l y ) =
Q p (lx , l y )
Fp (lx , l y ) +
1 + Q p (lx , l y )
1
+
H p (lx , l y ),
1 + Q p (lx , l y )
(1.3.45)
H p (lx , l y )
p ( jx , j y ) ,
2 (. (1.1.39)):
Nx N y
2
M H p (lx , l y ) = 2 2 2 .
N N
1
2
(1.3.46)
p ( ) :
N1 1 N 2 1 Q (l , l ) 2
2
p x
y
p ( ) = N1 N 2 2
Fp (lx , l y ) +
lx = 0 l y = 0 1 + Q p (lx , l y )
(1.3.47)
2
N x N y N1 1 N2 1
1
+2
N1 N 2 lx = 0 l y = 0 1 + Q p (lx , l y )
1.3.4
(1.3.36), (1.3.47),
1.3.6. 2D-- W (1.3.43), (1.3.42)
2 .
1.3.4. 1D- 2D-- 2 . -, , 2 .
: , 2 ?
: 2 (
);
, ( ).
(cross-validation
method) [2, 12, 15, 36, 37]. - .
1.3.3.
, f%i . :
f% -
{ }
i
f% j ;
f ( x ) , f ( x ) x ,
f% j f ( x j ) , -
.
, (- :
;
). (general cross-validation method GCV
),
.
. 1.3.1, :
U ( ) =
1 %
f f
Nx
1
E ( ) f%
Nx
Sp E ( )
Nx
Sp E ( )
Nx
E ( ) = I T ( ) ; Sp [
(1.3.48)
GCV- opt
U , :
min U ( ) .
0
(1.3.49)
( ).
, .
e p = f%p fp ,
E p ( l ) =
Q p (l ) %
Fp (l )
1 + Q p (l )
Q p (l )
2
F% p (l )
l =0 1 + Q p (l x )
U p ( ) =
,
2
N 1 Q p (l )
l =0 1 + Q p (l )
N 1
(1.3.50)
, , (1.3.48), N . ,
U p ( ) ,
.
U
(1.3.48).
1.3.3. ,
. 1.5 , f ( ) ,
U p ( ) .
. 104 , 104 ,
f ( ) U p ( ) .
.1.10 U p ( ) ( 1) f ( ) ( 2). , U ~ 0.1 ( (1.3.50))
. ,
,
.
,
( 0.2)
U opt .
= opt .
,
1D-- = U .
. 1.10. U ( )
U p ( ) -:
2
Q p (lx , l y )
2
F%p (lx , l y )
lx = 0 l y = 0
1 + Q p (lx , l y )
U p ( ) =
.
(1.3.51)
2
N1 1 N2 1 Q p (lx , l y )
lx = 0 l y = 0 1 + Q p (lx , l y )
, GCV- ( ) .
N1 1 N 2 1
1.3.4.
, ( 2D--)
- .
( ) opt ,
W ,
. .
U
.
, , U , . U , :
j , j , j (x y
0.2) U
opt ;
( 0.02 )
U p ( ) -
opt . , ( ) U p ( )
.
W ,
(1.3.20) ( (1.3.23), (1.3.24))
1D-
2D- W .
W 2 , .
,
( 2030 % 2 ) 1015 % W , .
. , 2 .
1.3.5. 2
2 [10, 15]
, F%p ( l )
l = N 2 j . :
D ( L) =
L
N2
F%p N + l
2
2 L N x l = L
(1.3.52)
1.3.4. ,
. 1.5 ( = 0.10 ), F% ( l ) l .
p
. . 1.11
F%p ( l ) N = 256 . ,
l = N 2 = 128 ; l [30, 225] F% ( l )
p
2
2
F% p ( l ) 0.001 max F% p ( l ) .
2
. 1.11. F%p ( l )
, L D ( L) 2 .
1.3.5. ,
. 1.5 (
= 0.10 ), (1.3.52) -
.
. :
mD ( L) =
1 N sam ( k )
D ( L) ;
N sam k =1
N sam
1
D( k ) ( L) 2
sD ( L) =
N sam 1 k =1
2
,
D( k ) k-
k
k
f% ( ) = f + ( ) ; 2 = 0.15 , -
( ) . N sam = 50 , N = 256 .
. 1.12 mD ( L) ( 1), sD ( L)
k
( 2) 2 = 0.15 ( 3).
. 1.12. 2
L (
2 L + 1 ). L -
, f ( x ) .
L = Lopt ( Lopt = 60 ) (1.3.52) (. . 1.12)).
Lopt L (, , L N 10 ) , D ( L) .
, N = 128
2 Lopt + 1 100 ,
2 .
f% jx , j y
D ( L1 , L2 ) =
N12 N 22
N x N y ( 2 L1 + 1)( 2 L2 + 1) 1
(1.3.53)
2
N
N
1
2
F%p
+ lx ,
+ ly .
2
2
lx = L1 l y = L2
(, L1 = L2 = 20 )
F%p ( lx , l y ) ,
L1
L2
D ( L1 , L2 ) .
, , :
,
1D- 2D-,
(. . 1.3.1). , 2 ( ) (1.3.52)
(1D-) (1.3.53) (2D-).
1.3.6. -
Mathcad
1 -
W .
- :
D1_ Filter _ W ( f , Q, x , 2 ) ;
D1_ Filter _ ZAD ( f , Q, , x ) .
:
f N x , ;
Q , Q p ( ) , (1.2.12);
,
- (
- D1_ Filter _ ZAD );
x f ( x ) ;
2 ( D1_ Filter _ W ), W . ,
D1_ Filter _ W Calc _ D , 1.
N x , .
1.4.
-
-
/, .
1.4.1.
-
-,
,
. ,
,
, . , - .
(
) F% (l )
, /
(l ) . , ,
-,
( ) .
1D--, F% (l )
:
FpW (l ) = W (l ) F% p (l ) ,
(1.4.1)
W (l )
. (1.2.1), (1.2.2) [19], W (l ) :
W (l ) =
1
,
1 + S (l )
(1.4.2)
Sopt (l ) ,
N 1
p = M ( fpw ( j ) f p ( j )) 2 ,
j =0
(1.4.3)
f p ( j ) ,
(1.1.26) f j .
j p :
N 1
2
S 2 (l )
Fp (l ) +
2
l = 0 (1 + S (l ))
p = N
N 1
2
1
+ N
M H p (l ) ,
2
l = 0 (1 + S (l ))
(1.4.4)
Fp (l )
{f
( j )} ; H p (l ) -
{ p ( j )} . , (1.4.4) S (l ) = Sopt (l ) , :
2
M H p (l ) D (l )
= H
,
Sopt (l ) =
2
2
Fp (l )
Fp (l )
(1.4.5)
DH (l ) H p (l ) . (1.4.5)
(1.4.2),
Wopt (l ) =
1
1
=
,
1 + Sopt 1 + DH (l )
2
Fp (l )
(1.4.6)
(1.4.5)
/ l . ,
( DH (l ) 0 )
, FpWopt (l ) Fp (l ) .
2D-- :
N1 1 N2 1
2
p = M fpw ( jx , j y ) f p ( jx , j y ) =
jx=0 j y=0
2
N1 1 N 2 1
S (lx , l y )
2
= N1 N 2
Fp (lx , l y ) +
2
lx =0 l y =0 (1 + S (l x , l y ))
N1 1 N 2 1
+ N1 N 2
(1 + S (l , l
l x =0 l y =0
)2
(1.4.7)
M H p (lx , l y )
M H 2p (lx , l y )
Fp (lx , l y )
DH (lx , l y )
Fp (lx , l y )
(1.4.8)
, :
Wopt (lx , l y ) =
1+
1
.
DH (lx , l y )
Fp (lx , l y )
(1.4.9)
,
Fp (l ) ( Fp (lx , l y ) ), DH (l ) ( DH (lx , l y ) ). ,
(1.4.5), (1.4.8) ,
/,
H p .
1.4.2.
/
1D-- , ( ) fi (0)
( f ( xi ) ) f (0) (i ) . p
F (l ) , (0)
p
/:
DH (l )
S (0) (l ) =
, l = 0,1, ..., N 1.
2
F p(0) (l )
(1.4.10)
:
Fp(1) (l ) =
1
F%p (l ) .
1 + S (0) (l )
Fp( n +1) (l ) =
DH (l )
;
S ( n ) (l ) =
2
F ( n ) (l )
(1.4.11)
1
F%p (l ), n = 0, 1, 2, ... ,
1 + S ( n ) (l )
(1.4.12)
l = 0,1, ..., N 1.
. , ( ) l .
l .
(1.4.12) (2) DH ,
S ( n +1) = (1 + S ( n ) ) S% , n = 0,1, 2, ...
(1.4.13)
D
S% = H2 / F%p
. , (1.4.13)
S (0) S% .
S ( n ) ,
( . [47, 48, 49]).
S1(0) S2(0) .
S1( n ) S2( n ) , S1(0) S2(0)
(1.4.14)
S% 0 , S%1( n ) , S%2( n )
S% (0) , S% (0) .
1
(1.4.15)
S (0) 0 .
S * S ( n )
S * = (1 + S * ) 2 S% .
(1.4.16)
( S * ) 2 + 2 S * + 1 = 0 ,
S%
(1.4.17)
1 2 S% 1 4 S%
*
S1,2
=
2 S%
(1.4.18)
S% .
S% 1 4
, S1* S2* .
1: 0 < S (0) S * . (1.4.14),
1
lim S ( n ) = S1* .
n
3: S
(0)
= S . lim S ( n ) = S2*
*
2
0 < S (l ) < S2 (l ),
S% (l ) 1 / 4;
*
S (l ) = S2* (l ), (0)
*
S (l ) = S2 (l ),
, ,
(1.4.19)
S * (l ) (1.4.7), :
Fp* (l ) =
1
F%p (l ), l = 0,1, 2, ..., N 1 .
1 + S * (l )
(1.4.20)
fp* ( j ) , f j* (.
(1.1.26)).
, 1D-, l
1
.
1 + S * (l )
, (1.4.19)
/ (1.4.11), (1.4.12),
.
2D-- :
S% (lx , l y ) 1/ 4;
S1* (lx , l y ),
(0)
*
*
S (lx , l y ) 1/ 4;
*
(1.4.21)
S (lx , l y ) = S2 (lx , l y ),
(0)
*
S (lx , l y ) = S2 (lx , l y ),
,
,
Fp* (lx , l y ) =
1
1 + S (lx , l y )
*
F%p (lx , l y ) ,
0 lx N1 1; 0 l y N 2 1 .
(1.4.22)
( S (l , l ) )
*
*
1
+2
S (lx , l y ) + 1 = 0 ,
% (l , l )
S
x
y
(1.4.18),
DH (lx , l y )
S% (lx , l y ) =
2
F% (l , l )
(1.4.23)
/ (lx , l y ) .
, / .
1D- 2D--
,
/ Sopt (l ) ( Sopt (lx , l y ) )
S * (l ) ( S * (lx , l y ) ).
,
S ( x)
.
(1.4.4), :
2
N 1
P ( fp* ) = M fp* ( j ) f p ( j ) 0
j =0
2 0 . (1.4.24)
1.4.2. ( ) fp(0) ( j )
{f
( j )} , ..
p ( fp(0) ) 0 2 0 ,
(1.4.25)
(1.4.24).
S% , S (0) , S1* , S2*
(. (1.1.36)),
2
M H p (l ) 2 :
2
N
DH p = M H p (l ) = x2 2 .
(1.4.26)
(1.4.24) (
(1.4.19)) :
(1.4.27)
(1.4.25),
* *
%
%
S1 , S2 S 0 . S :
(1 4S% )
1
2
1 2 S% (1 4 S% ) 2
lim
S1* = lim
%
%
S 0
S 0
2 S%
2S% 2 + 4S% 3 + 10S% 4
lim
= 0.
S% 0
2 S%
(1.4.28)
1 2 S% + (1 4S% ) 2
lim
S 2* = lim
%
%
S 0
S 0
2S%
2 4S% 2S% 2 4S% 3
lim
= .
S% 0
2S%
(1.4.29)
(1.4.28), (1.4.29)
(1.4.27) (1.4.24).
:
N1 1 N 2 1
2
p ( fp* ) = M fp* ( jx , j y ) f p ( jx , j y ) .
jx =0 jy =0
1.4.3. ( f (0) ( j , j )
)
{ f ( j , j )} , ..
p
p ( fp(0) ) 0 2 0 ,
(1.4.30)
p ( fp* ) 0 2 0 .
(1.4.31)
, .
, .
2
2
DH (l ) = M H p (l ) ( DH (lx , l y ) = M H p (lx , l y ) ),
/. 2 ,
DH (l ), DH (lx , l y ) l ( lx , l y ) (1.1.36), (1.1.39) ,
2 .
2 , D
H
DH :
1 L % N
D H =
Fp ( 2 + l ) ;
2 L l = L
(1.4.32)
D H =
L1
L2
1
N
N
F%p ( 1 + lx , 2 + l y ) . (1.4.33)
(2 L1 + 1)(2 L2 + 1) 1 lx = L1 l y = L2
2
2
(. . 1.3.4), N
N N
( 1 , 2 )
2
2 2
%
%
Fp (l ) ( Fp (lx , l y ) ) . L, L1 , L2 . 1.3.4
:
L = ( 0.2 0.3) N ;
L1 = (0.2 0.3) N1 ; L2 = (0.2 0.3) N 2 .
fp(0) .
- , , W , (1.4.25) ( (1.4.29)).
f (0) .
Fp(0) (l ) = F%p (l ), 0 l N 1
S (l ) =
, S% (l ) > 1/ 4
S (l x , l y ) =
, S% (lx , l y ) > 1/ 4.
1.4.3.
-
- .
350 450 , . 1.13.
( F% )
2 , -
max | F |
= F% F / F : 2 =
; F ,
2
; F F .
. 1.13.
:
S (l1 , l2 ) (.
(1.4.9));
1
Wopt (l1 , l2 ) =
,
1 + opt Q p (l1 , l2 )
opt , , Q p (l1 , l2 ) (1.2.25).
. 1.14 E =
F F
FS F
,
. E , . , , ( 0.05) .
100
10
1
0,001
0,005
0,020
0,100
0,300
. 1.14. E
, , : /,
.
(1.4.22) /.
P =
F * F
FS F
2
2
. 1.15 . ,
0.15 (
)
, .
4
3,5
3
2,5
2
1,5
1
0,5
0
0,001 0,002 0,005 0,010 0,020 0,050 0,100 0,150 0,200
. 1.15.
, . ,
0.100.15.
-
. , ,
.
, :
-
, ,
.
( ) - .
, () .
2. -
-, ,
Mathcad.
2.1. -
-,
- .
2.1.1. -
( ) , . 1.1,
.
f ( x )
x j ,
(. . 1.1.2), ,
.
, .
:
(, , ..),
;
exp ( i x )
( ), (1.1.10).
( );
,
.
2.1.2.
, .
,
. - (-) ,
.
,
. - ,
. .
w ( x )
. , ,
w ( x ) , -
.
.
( (1.1.3)):
F ( , b ) =
f ( x ) w ( x b) e
i x
dx . (2.1.1)
w ( x b ) ( )
x , b .
bk bk = k b . -
( w ( x ) = 1
0 ), (, , .),
.
.
.
2.1.1. . 2.1
f j , 0 j 399 , :
;
2
2
1 =
; 2 =
.
50
10
. 2.2 Fp (l )
.
. . 2.3 -, .
. 2.4 ,
(
-
). .
( 1 )
( 2 ) .
. 2.1.
. 2.2.
.
, b ,
= 2 b .
b = 2 . . , N = 400
b = 100 N b = 4 .
. 2.3. -
,
( exp (i x ) ) ( T
) (
). ( -) ,
, . -.
. 2.4.
2.1.3. -
-
(wavelet) () .
, , ()
.
,
. , -
(DWT) (CWT).
, f ( x ) R ( , ) L2 ( R ) , ..
f ( x)
dx < .
-
f ( x ) L2 ( R ) :
C ( a, b ) = f ( x ) ( a, b, x ) =
f ( x ) ( a, b, x ) dx ,
(2.1.2)
a, b R , a 0 ,
( a, b, x ) ab ( x ) -
( x ) L2 ( R ) ,
L2 ( R ) .
( x)
..
( x ) dx = 0 - ( ) .
,
. ,
L2 ( R )
, 1.
( ):
( b, x ) ( x b ) , b . L2 ( R )
1 2
x
: ( a, x ) = a .
a
(
a ), ,
( )
. , ( x b )
, a ( ( x b ) -
) .
( x ) L2 ( R ) :
( a , b, x ) = a
1 2
( x b)
; a, b R ; a 0 . (2.1.3)
a
, ( a, b, x )
( x ) ,
a
. 1 ( x )
.
,
( a , b, x ) 1 2
L2 ( R ) .
. 2.1 , .
2.1.2. . 2.5
Mathcad, MHAT-
a b = 0 . ( 1)
a = 1 , ( 2) a = 2 . , a - (
- (. . 2.5 )),
- ( ).
HAAR-
FHAT-
(
French hat)
MHAT-
(
Mexican hat)
)
2.1
1, 0 x 1 ;
2
1
( x ) = 1, 2 x 1;
0, x < 0, x 1
1,
x1 ;
3
1
( x ) = 2 , 1 3 x 1;
x >1
0,
x2
( x ) = (1 x 2 ) exp
)
. 2.5. -
- (2.1.2).
C ( a, b ) -
f ( x ) . , a , f ( x ) , ,
a
( ). -
. 2.6. -, : ( - -),
( ) .
,
.
, a , , , . . ( )
.
. 2.6.
-
cos ( x ) ,
sin ( x ) ) , C ( a, b ) . (-
) ,
, . ,
C ( a, b ) . -
C ( a, b ) ,
,
,
..
, -, - C ( a, b ) .
:
,
b ;
- C ( a, b )
a , b ( ).
( x ) ,
- ( ) , a . ,
a , , ,
( )
. ,
, ( b )
. -
, - ,
( . [1, 21, 23]).
: - , .. C ( a, b ) , (
-) .
2.1.4. -
( a, b, x ) , C ( a, b ) . .
L2 ( R ) . - , :
f ( x ) = (1 C )
(1 a ) C ( a, b ) ( a, b, x ) da db ,
2
(2.1.4)
C , :
C = 2
( ( )
d < ,
(2.1.5)
( ) - ( t ) .
C , . ,
= 0 (2.1.4) ( ) .
-
0 (
). , ( x )
( ):
( x ) dx = 0 .
(2.1.6)
,
( x ) ,
(2.1.4) .
.
: - ?
,
. ,
C ( a, b ) a . , C ( a, b )
W ( a ) , a
1, , - (2.1.4),
. :
,
;
(2.1.2), (2.1.4), .
(2.1.4) ,
-, .
2.1.5. -
, - -
, () .
a , b :
a = 2j ; b = k2j ,
(2.1.7)
j , k
Z = {..., 2, 1, 0,1, 2, ...} , .. j , k Z . j
,
k . a , b
,
, - .
, -
a , b .
-. - .
L2 ( R ) :
j ,k = 2 j 2 ( 2 j x k ) , j , k Z .
(2.1.8)
-
:
d j ,k = C ( j , k ) = 2 j 2 2 j x k f ( x ) dx ,
(2.1.9)
. -
f ( x) =
1
C
d
jZ kZ
j ,k
2 j 2 ( 2 j x k ) .
(2.1.10)
Mathcad , C = 1 .
(2.1.9), (2.1.10) , f ( x ) L2 ( R ) :
f = f , j , k j , k
(2.1.11)
jZ kZ
, { j ,k } , ..
1, j = j , k = k ;
0, .
j ,k , j , k =
(2.1.12)
f , L2 ( R ) , ..
f , =
f ( x ) ( x ) dx .
(2.1.13)
,
- ( x ) , [1, 21]. ( x ) .
f ( x ) L2 ( R ) ,
( x ) , ( x ) .
.
2.2.
, L2 ( R ) .
. , . ,
.
2.2.1.
( x ) ,
0,n ( x) = ( x n); n Z
(2.2.1)
,
1, n = m;
< 0,n , 0,m >=
0, n m.
(2.2.2)
1,n = 2 (2 x n ), n Z ,
(2 x ) n . 2
V1 1,n ( x )
{ 1,n ( x )}
V1 .
, j Z
j ,n ( x ) = 2
(2 j x n ),
(2.2.3)
j ,
. , { j ,n ( x )} ,
V j . :
... V2 V1 V0 V1 V2 ... V j ...
(2.2.4)
IV
= {0};
UV
j =
= L2 ( R ),
(2.2.5)
j =
.
, V j ,
{ j ,n ( x ), n Z } .
2.2.1. ( x )
1, x [0,1];
0, x ,
( x) =
L2 ( R ) ( ).
. { 0,n ( x )} , V0 :
1, n = m;
0, m m.
{0, n ( x )}
[n, n + 1] , . {0,n ( x )}
supp(0, n (x)) = [n, n + 1] .
1,n ( x ) (. (2.2.3))
j = 1 . , V0 V1.
( x) =
1
1
1,0 ( x ) +
1,1 ( x ) = hn 1,n ( x ),
2
2
n
h0 = h1 = 1
. , V0
2
V1 .
1,n ( x ) :
n n +1
supp( 1,n (x ))=[ ,
] = [2 1 n, 2 1 ( n + 1)].
2 2
j Z
(2.2.3), supp( j ,n (x)) = [2 j n, 2 j ( n + 1)] V j .
, { j ,n ( x )}
Vj , (2.2.5),
, { j ,n ( x )} L2 ( R ) .
. 2.7 : ( x ) (
),
1,3 ( x ) = 2 (2 x 3)
(
),
2,11 ( x ) = 2 (4 x 11) ( ). . j (
), { j ,n ( x )} .
, , ( x ) , ... V1 V0 V1 ... .
( x ) .
. 2.7.
( x ) L2 ( R ) (..
), :
( x ) = 2 hn (2 x n ),
(2.2.6)
nZ
hn :
h
nZ
< .
(2.2.7)
2.2.1, ,
( x ) (2.2.6), (2.2.7) .
( [1, 21]).
, .
L2 ( R )
:
... V1 V0 V1 V2 ... ,
(2.2.5),
( x ) V0
{ 0,n ( x ) = ( x n ), n Z } V0 .
2.2.1 , ( x ) V0 ,
{ j ,n ( x )} V j L2 ( R ) .
hn (2.2.6)
, L2 ( R ) ,
hn = 2 ( x ) (2x n)dt .
(2.2.8)
( x )dx = 1
(2.2.9)
2
n
= 1.
(2.2.10)
( x ) N . (2.2.6) :
N 1
( x ) = 2 hn (2 x n )
(2.2.11)
n =0
, , ( x ) , (2.2.11), (
) .
2.2.2.
j Z
L2 ( R ) Vj
( Pj ( f ) : L2 ( R ) V j ), :
Pj ( f ) = < f , j ,n > j ,n
(2.2.12)
nZ
(2.2.11) (2.2.12) Pj ( f ) f ( x ) j .
.
Pj 1 ( f ) Pj ( f ), Vj 1 Vj , ..
Vj
Vj 1 . ,
V j 1 = V j W j ,
(2.2.13)
: Pj 1 ( f ) Vj 1
Pj ( f ) PjW ( f ) , Pj ( f ) Pj 1 ( f ) .
,
Wj . Vj V0
, W0
(
V0
V1 ):
V1 = V0 + W0 . (t ) W0 . { 1,n ( x )} V1 :
(t ) = g n 1,n (t ) .
(2.2.14)
nZ
(t ) V0 , n
< , 0,n >= 0 . V0 V1 ,
0,n ( x ) {1,n ( x )} :
0,n ( x ) = hk 1,k ( x ) .
, :
,o , n =
g
n
1, n
( x), hk 1, k = 0,
(2.2.15)
hk
g n , (2.2.14). , (2.2.15)
.
.. V1 V0 V1 V2 ...
L2 ( R ) , j Z W j V j V j 1
, .
:
L2 ( R ) = U Wk ;
k =
( x ) W0 , , ( x n) W0 ,
j ,n ( x) = 2
(2 j x n), n z ,
(2.2.16)
W j , j Z .
2.2.2. , 2.2.1, ( x) .
2.2.1
,
1
1
( x) =
1,0 ( x ) +
1,1 ( x ), 2
2
1
1
h0 =
, h1 =
.
2
2
(2.2.15) :
,o , n =
g
k
1, k
1
1
1,2 n +
1,2 n +1 = 0.
2
2
{1, n } , :
g2n
1
1
+ g 2 n +1
= 0,
2
2
(2.2.17
. :
g0 =
1
1
; g1 =
.
2
2
1
1
1,0 ( x)
1,1 ( x) = (2 x) (2 x 1),
2
2
(2.2.19)
1, x [0,1/ 2);
( x) = 1, x [1/ 2,1);
0
x [0,1),
( x) =
. 2.8
( x) ( 1),
2 (2 x 3) ( 2), 2 (4 x 11) ( 3).
0, n = ( x n) -
W0 , j ,n = 2 j 2 ( 2 j x n ) W j .
, j ,n ( x) ,
j ,n ( x) , ..
supp ( j ,n ( x) ) = 2 j n, 2 j ( n + 1) .
(2.2.18
. 2.8.
. 2.8
.
:
( x ) , ( x) ;
;
() .
:
;
.
.
( x) , ( x) :
(x)= 2 hk (2 x k );
(2.2.20
(x)= 2 g k (2 x k ) .
(2.2.21
( x)
:
h h
k k +2m
= m ,
(2.2.22)
( x)dx = 1
= 2.
(2.2.23
( x) ( x n)dx = 0
(2.2.24
h g
k
k +2m
= 0,
g k :
(2.2.2
g k = ( 1) h2 M 1 k ,
k
(2.2.26
2M hk .
() , ..
. . M 1
, ..
( x) x
dx = 0, m = 0, 1, ..., M 1.
(2.2.27)
k
k
g k = 0;
( 1)
k m hk = 0, m = 0, ..., M 1.
(2.2.28)
2.2.3. Mathcad,
. .
:
wavelet ( x, j, k , m, s );
father ( x, [ j, k ,] ss );
mother ( x, [ j, k ,] ss ).
wavelet x
( m = 0 ) ( m = 1) .
father x
.
mother x .
x , ;
j , ;
k , ;
m : m = 0 ,
j ,k ( x ) ; m = 1 ,
j ,k ( x ) ;
s , :
daublet (n) n ( n
2 20);
coiflet ( n) n
ss ,
:
dn ;
sn ();
cn ( coif ) .
n hk
.
, ss := " coif 12".
. 2.9 Mathcad, wavelet
m = 4 :
( x) , ( x 1) ( x) , ( x 1) . ( -
2). : 1 ( x) ; 2 ( x 2) ;
3 ( x) ; 4 ( x 2) .
. 2.10. ,
j = +1 , .. ( x ) , ( x 1) ,
2
2
x
x
( 2 ) , ( 2 1) . ,
.
j .
. 2.9.
. 2.10.
. 2.11.
. 2.11. Mathcad, ( x) , ( x 1) ,
( x) , ( x 1) , mther,
father. , ,
.
, .
Wavelet Extension , {hn } , n = 0, ..., m 1, (2.2.6). :
;
symmlet (m) m (
4 20) .
. 2.12 Mathcad, hn .
f ( x) L2 ( R )
.
. 2.12.
2.3. -
- ,
.
2.3.1. -
j0 V j0 . Pj0 ( f ) :
Pj0 ( f ) = f , j0 ,n j0 ,n ( x ) = a j0 ,n j0 ,n ( x ) , (2.3.1)
nZ
nZ
a j0 , n f ( x ) V j0 .
A0 = a j0 ,n . ,
V j0 V j0 = V j0 +1 W j0 +1 -
Pj0 ( f ) :
(2.3.2)
f ( x ) V j0 +1 , ,
Pj0 +1 ( f ) Pj0 ( f ) .
V j0 +1 , W j0 +1 :
kZ
a j0 +1, k
( j0 + 1) -
:
a j0 +1,k = f ( x ) j0 +1,k ( x ) dx ,
(2.3.3)
d j0 +1,k = f ( x ) j0 +1,k ( x ) dx .
(2.3.4)
d j0 +1,k ( j0 + 1) - :
A1 = a j0 +1,k ,
D1 = d j0 +1,k . , . A1 ,
D1 , A0 (2.3.1).
, A1 , V j0 +1 ,
(-
) Pj0 + 2 ( f ) PjW0 + 2 ( f ) ,
:
+ d j0 +1,k j0 +1,k ( x ).
kN
(2.3.5)
kN
, :
A2 = a j0 + 2,k
2;
D2 = d j0 + 2,k
2;
D1 = d j0 +1,k
1.
J ,
J-
(2.3.6)
{ AJ , DJ , DJ 1 , DJ 2 , ..., D1} .
-
(2.3.6).
-
(
-)
f ( x ) J :
f ( x ) = a j0 + J ,k j0 + J ,k ( x ) +
kZ
j = j0 +1 kN
j ,k ( x ) .
j ,k
(2.3.7)
f ( x ) , f ( x )
f ( x )
f ( x ) V j0 . f ( x )
f ( x )
V , .. f ( x ) = P ( f ) .
j0
j0
j0 a j0 , k .
, [25, . 122123]. , .
,
(.. ).
:
a j0 ,k = f k = f ( xk ) , k = 0, ..., N 1 .
(2.3.8)
2.3.2. -
, - J (2.3.6), :
a j0 + J ,k = f , j0 + J ,k = f ( x ) j0 + J ,k ( x ) dx ;
d j ,k = f , j ,k = f ( x ) j ,k ( x ) dx .
(2.3.9)
(2.3.10)
,
.
-, , [39, 40].
, -
.
, :
(2.3.11)
a j +1,k = hn a j ,n + 2 k ;
n
d j +1,k = g n a j ,n + 2 k ,
(2.3.12)
a j0 , k
j = j0 , j0 + 1,..., j0 + J , (2.3.6), .. .
(2.3.11), (2.3.12) .
{a }
j0 , k
a j0 , k . :
a j ,n = hn 2 k a j +1,k + g n 2 k d j +1,k .
k
(2.3.13)
-
.
( LR),
( HR).
{a j ,k }
{a j 1,k } , {d j ,k }
{a j 1,k } .
a j ,k , d j , k ( 2 ),
LR, HR (. (2.3.13)).
LR, HR ,
LR, HR.
, , :
1. N a j0 , k 2,
..
N 2m = ,
(2.3.14)
m > 0 . (2.3.8) ,
(2.3.14). j0 :
j
N =2 0.
(2.3.15)
2. -
j j + 1 a j ,k d j ,k
.
3. -
j j 1 a j ,k , d j ,k
.
2.3.1. m ,
(2.3.14), J max . , N = 384 . m , (2.3.14), 388
7, .. 7 = 3 . , J max = 7 .
2
m > 1 (2.3.14) ,
N (
). , ( ),
( ), ,
.
Wavelet Expansion , a N :
MaxDWTLevel(a) ;
MaxDWTSLevel(a) .
2.3.3. Mathcad
-
Wavelet Expansion ,
-
.
dwt(a,J,s) - a J. s , . , s := daublet (8) . N ( a ) (2.3.14).
dwts(a,J,s) - J
.
(, daublet (2) ).
, dwt.
N N 2m , m > 0 .
N ,
-:
D1 = d j0 +1,k N
; DJ = d j0 + J ,k
; D2 = d j0 + 2,k N
N
N
; AJ = a j0 + J ,k J .
J
2
2
( ) : AJ , DJ , DJ 1 ..
D1 , .. N
, . 2.13.
. 2.13.
idwt(c,J,s) - .
, . 2.13. J
, dwt.
idwts(c,J,s) - .
N ,
. 2.13.
2.3.1. . 2.14
Mathcad,
f ( x ) ( -),
N = 1024 . -.
. Mathcad (. . 2.14) dwt, idwt :
daublet (8) symmlet (12)
J = 4,8 . y y ,
.
. 2.14. -
2.4. -
-
(), .
2.4.1. -
f ( x, y ) . -
.
, ( x )
( ), ( x ) ( ).
L2 ( R ) : { j ,n ( x )} , { j ,n ( x )} .
L2 R 2 :
( )
{
{
{
{
( x, y ) = j ,n ( x ) j ,m ( y )} ;
j , n , m ( x, y ) = j , n ( x ) j , m ( y )} ;
j , n , m ( x, y ) = j , n ( x ) j , m ( y )} ;
j , m , n ( x, y ) = j , n ( x ) j , m ( y )} .
j ,n,m
(2.4.1)
.
Aj = {aa j ,n ,m } { j , n ,m ( x, y )} ;
H j = {ad j ,n ,m }
{ j ,n ,m ( x, y )} ;
V j = {da j ,n ,m }
{ j ,n , m ( x, y )} ;
D j = {dd j ,n ,m }
{ j ,n , m ( x, y )} .
F (
j0 ). . , -
A1 = aa j0 +1,k ,n
LD ( . (2.2.4))
LD .
H1 = ad j0 +1,k ,n
LD , HD ( ).
V1 = da j0 +1,k , n , D1 = dd j0 +1,k , n .
A1 ( A2 , H 2 , V2 , D2 ) . , :
F ( A1 , H1 , V1 , D1 ) ( A2 , H 2 , V2 , D2 , H1 , V1 , D1 ) K
, :
.
F, , F.
, F 512
( ) 384 ( ). A1 , H1 , V1 , D1 256 192 , A2 , H 2 , V2 , D2 128 96 ..
- :
K ( A2 , H 2 , V2 , D2 , H1 , V1 , D1 ) ( A1 , H1 , V1 , D1 ) F
j j 1 .
- J ( j = j0 ) :
f ( x, y ) =
aa
( x, y ) +
j0 + J ,k ,n
j0 + J ,k . n
+ ad j0 + j ,k ,n j0 + j ,k .n ( x, y ) +
j =1 k
+ da j0 + j ,k ,n j0 + j ,k . n ( x, y ) +
j =1 k
(2.4.2)
+ dd j0 + j ,k ,n j0 + j ,k . n ( x, y ),
j =1 k
aa j0 + J ,k , n , ad j0 + j , k ,n , da j0 + j ,k ,n , dd j0 + j ,k ,n -
j0 + J ,k .n ( x, y ) , j0 + j , k .n ( x, y ) ,
j + j ,k .n ( x, y ) , j + j ,k .n ( x, y ) ,
0
AJ , H j , V j , D j .
2.4.2. Mathcad
-
Wavelet Expansion Mathcad ,
.
.
wavelet2d(x, y, j, kx, ky, nx, ny, s) ( x, y ) :
j ,n , m ( x, y ) , nx = 0, ny = 0;
j ,n ,m ( x, y ) , nx = 0, ny = 1;
j , n,m ( x, y ) , nx = 1, ny = 0;
j , n ,m ( x, y ) , nx = 1, ny = 1.
:
j ,
;
kx , ;
ky , ;
s , . , s := daublet ( 4 ) .
:
d , daub , daublet ;
s , symm , symmlet ;
coif , c , coiflet ;
nx , ny (
) .
" H " ( x, y ) ;
" D " ( x, y ) .
father2d.
dwt(a, J, s) - ( N M ) -
J. N , M :
N
M
= ; J = .
J
2
2
s . ,
s := d ( 8 ) s := symmlet (12 ) .
idwt(a, J, s) - a ,
dwt. J, s , dwt.
2.4.1. . 2.15
LENA (
) 256 256 .
.
. . 2.15 Mathcad, dwt, idwt
-,
.
,
( A A1 1011 ).
. 2.16 ( J = 1) A1 , H1 , V1 , D1 (
. 2.15.
. 2.16.
, :
- .
.
- .
.
3. -
, -.
( ),
.
(
) ()
.
3.1.
-, () ,
-.
3.1.1.
-
,
. : -?
:
f%i = f ( xi ) + i = f i + i , i = 1, ..., N ,
(3.1.1)
f i = f ( xi ) ; i
f ( x ) . f%
i
f ( x ) . i :
i ;
M [i ] = 0, i =1, ..., N ;
(3.1.2)
(3.1.3)
(3.1.4)
i , j i j .
J (. . 2.2):
f ( x ) = a J + j0 , k J + j0 , k ( x ) + d j0 + j ,k j0 + j ,k ( x ) ,
j =1 k
J + j0 , k ( x) , j0 + j , k ( x) . j0 N = 2 0 , j0 = 0 . :
j
f ( x ) = a J , k J , k ( x ) + d j ,k j ,k ( x ) ,
k
(3.1.5)
j =1 k
aJ , k
d j , k fi f ( x) (. . 2.3.2).
a% J , k , d% j , k ,
f%i
.
(3.1.6)
: 1,ak = hm 2 k + m ; 1,dk = g m 2 k + m . m
a1,k , a :
1,k + l
M 1,ak 1,ak + l = M hm m + 2 k hm m+ 2 k + 2l =
m
m
= hm hm M [ m + 2 k m+ 2 k + 2l ].
m
(3.1.3), (3.1.4), :
M 1,ak 1,ak +l = 2 hm hm 2 l .
(3.1.7)
h h
m m 2l
1, l = 0;
= 0,l =
0, l 0.
(3.1.8)
(3.1.7) 1,ak :
) 1,ak ,
.. M 1,ak = 0 k ; ) D 1,ak = 2 ; ) 1,ak 1,al
k l .
,
(3.1.9)
g m g m2l = 0,l ,
m
(
), 1,dk ,
2 .
1,ak ,
1,dl :
M 1,ak 1,dk + l = M hm m + 2 k g m m+ 2 k + 2l =
m
m
2
= hm g m M [ m + 2 k m + 2 k + 2l ] = hm g m 2l .
m
V2 W1 :
g m 2l = 0 l ,
(3.1.10)
, 1,ak 1,dk
.
1,ak 1,dk ,
i . , :
M aj,k = 0 ; M dj,k = 0 , k ;
(3.1.11)
D aj,k = 2 ; D dj,k = 2 , k ;
(3.1.12)
M aj ,k +l aj ,k = 0 , l 0 ;
(3.1.13)
M dj ,k +l dj ,k = 0 , l 0 ;
(3.1.14)
M aj ,k dj ,l = 0 k , l .
(3.1.15)
,
a% j , k , d% j , k ,
. .
3.1.1. , , f i = f ( xi ), xi [0,1] , 2048
xi (. . 3.1 ). -.
. fi = f ( xi )
8
j = 1,..., J = 7 . ,
Nj =
N
2j
. f%i
f%i = fi + i , i 2 .
= f% f / f , f , f% ,
f i , f%i ; f% , f
. -
a ( j ) = a% j a j / a j , d ( j ) = d% j d j / d j ,
a j , a% j , d j , d% j ,
j- . . 3.1 ,
d% j
( j) .
d% j ,k .
. 3.1.
3.1
a ( j)
d ( j)
0,082
2,674
0,059
0,983
0,044
0,637
0,033
0,185
0,024
0,102
0,017
0,051
0,012
0,028
3.1.2.
-
, -,
, , l ( )
(
) .
-
-:
f ( x )
( ). ,
() .
;
-. ,
i 2 ,
.
.
3.1.2.
, . 3.1.
j = 1, 3, 5
8.
. d j ,k , d% j ,k . 3.2 ( ) . 3.3 ( ). j = 1
N 2048
=
= 1024 , j = 3
2
2
N 2048
N3 = 3 =
= 256 j = 5
2
8
N 2048
N5 = 5 =
= 64 . , :
2
32
N1 =
d j ,k
1, 2, 3 ;
.
. 3.2.
-
( -):
(..
)
a% J ,k , d% j , k ,
, -
-.
. 3.3.
, -
:
-
;
a% J , k , d% j , k ( a J ,k , d j ,k a J ,k ,
d j ,k );
- a J ,k , d j ,k .
3.1.1.
a% J ,k , d% j , k -
, a J ,k , d j ,k . ,
.
-
:
d% , d% ;
hard( d% , ) =
0, d% < .
(3.1.16)
, ,
. ,
, .
.
3.1.3.
, . 3.1
= f% f / f = 0.12 .
- 8 5,
.
. = 0.5 (3.1.16) d% j ,k j = 1, 2, 3, 4, 5. . 3.4 d%1,k (
, ). , , (. . 3.2 3.3),
. , -
( ) (. . 3.4
( ) = f f / f 0.082. . 3.5 f
d%1,k = 1.0 ,
. 3.5 . 0.044. ,
(, , ).
. 3.4. - = 0.5
, :
,
j (, d% j ,k );
, j (,
d2, k
d% ).
2,k
Mathcad.
. 3.5. - = 1.0
3.1.3. Mathcad
-
Wavelet Extension Mathcad
, .
get_smoth(w, l) al , k
l ,k ( x) l w
( w dwt).
get_detail(w, l) d l , k l , k ( x)
l w (
w dwt).
get_subband(w, l, m) ( m = 0 ) ( m = 1 ) l
w ( w dwt).
put_smooth(w, l, y) w l
y .
put_detail(w, l, y) w l y .
3.2.
-
-, / , . , -
/,
.
3.2.1.
-
-
f ( x ) J :
J
f ( x ) = a J ,k J ,k ( x ) + d j ,k j ,k ( x ).
(3.2.1)
j =1 k
, j0 N = 2 j0 , j0 = 0 . ,
f ( x ) xi , 1 i N ( ) i ,
2 . , ( J )
j ,k
J ,k
J ,k
j = 1,..., J , (3.2.2)
f%i = f ( xi ) + i ,
a
dj,k , J,k
. -
- , .. :
d% j ,k = d j ,k + dj ,k ; a% J ,k = a J ,k + Ja ,k .
(3.2.3)
, (3.2.2) d j ,k ,{a J , k }
{ }
{d } , {a } :
j ,k
J ,k
f ( x ) = a J ,k J ,k ( x ) + d j ,k j ,k ( x ).
(3.2.4)
j =1 k
()
( f ) = M f ( x ) f ( x ) dx = M 2 ( x )dx , (3.2.5)
R
( x ) = f ( x ) f ( x ) ( (3.2.1))
J
( x ) = ( a J ,k a J ,k ) J ,k ( x ) + ( d j ,k d j ,k ) j ,k ( x ) . (3.2.6)
j =1 k
2 ( x ) :
k'
j =1 k '
,
:
j ,k
( x ) j ',k ' ( x )dx = j ', j k ',k ; j ,k ( x ) j ',k ' ( x )dx = j ', j k ',k ;
R
j ,k
( x ) j ,k ( x )dx = 0 , k , j,
j , j ' = 1 , j = j ' 0
. (3.2.5) :
J
( f ) = M ( a J ,k a J ,k ) 2 + M ( d j ,k d j ,k )2 . (3.2.8)
k
j =1 k
{a J ,k } , {d j ,k } , ( f ) , - f (t ) .
:
a J ,k = Ja,k a% J , k , d j ,k = dj ,k d% j ,k ,
(3.2.9)
Ja ,k , dj ,k .
M [i ] = 0, i = 1,..., N , (3.2.8)
:
( f ) = ( Ja,k 1) 2 aJ2 , k + ( Ja,k ) 2 D Ja, k +
k
+ ( dj ,k 1) 2 d 2j ,k + ( dj , k ) 2 D dj ,k ,
(3.2.10)
j =1 k
D Ja,k , D dj, k
. . 3.1 ,
D Ja, k = 2 , D dj,k = 2 , j = 1, ..., J , .. j .
( f ) :
( f )
( f )
= 0;
= 0,
a J ,k
d j ,k
:
a
opt
=
J ,k
1
1
d
; opt
=
a
j ,k
1 + S J ,k
1 + S dj,k
(3.2.11)
:
aopt
J ,k
1
1
a% J ,k ; dopt =
d% j ,k .
a
j
,
k
1 + S dj,k
1 + S J ,k
(3.2.12)
S Ja,k =
2
a J2 ,k
S dj,k =
2
d 2j ,k
(3.2.13)
/ . ,
( f ) (3.2.11) :
( fopt ) =
k
J
S dj ,k
S Ja,k
2
a
+
d 2j ,k ,
J ,k
d
1 + S Ja,k
1
+
S
j =1 k
j ,k
(3.2.14)
( (3.2.13)) ,
2 ( fopt ) 2 , .. ( fopt ) 2 .
(3.2.12), , , .
3.2.1. (3.2.12) : , .. {a% J , k } ,
{d% }
j ,k
a
d
opt
, opt
1 ( 1,
J ,k
j ,k
2 = 0 ).
shrinkage ( to shrinkage ).
, (3.2.12)
/, -
, (3.2.13).
, , , . , /, .
3.2.2.
/
/ : ; % , ;
2
S% = % 2 . ( )
(0) . 2
/: S (0) =
(1)
(3.2.12), $
. (0)
($ )2
1
=
% .
1 + S (0)
(1)
(2)
$ /, S (1) , $
/ :
S ( n ) =
2
(n)
($ )2
( n +1)
; $
=
1
% , n = 0, 1, 2,... (3.2.15)
1 + S ( n )
(. . 1.4). , , . 1.4.2.
( S )
*
1
+ (2 ) S * + 1 = 0 ,
S%
(3.2.16)
:
1 2 S% 1 4 S%
*
S1,2
=
2 S%
(3.2.17)
S% .
3.2.1.
/
:
(3.2.18)
S * (3.2.11),
* =
1 %
.
1 + S *
(3.2.19)
(3.2.19) ,
/ (3.2.18)
(3.2.15).
(3.2.19) % ( a% J ,k d% j , k ),
( a *J ,k d *j , k ) -. f * ( x ) .
,
f ( x )
f ( x ) ( -)
.
:
2
( f ) = M f f =
= M f ( x) f ( x) dx 0 2 0.
R
(3.2.20)
(3.2.14) , (3.2.12)
(3.2.20) 2 ,
2 . f * (t )
a * , d * .
J ,k
j ,k
3.2.2. (
) f (0) ( x ) a (0) , d (0) f ( x ) 2 0 , ..
J ,k
j ,k
2
M f (0) f 0 2 0 ,
(3.2.21)
M f * f
0 2 0 .
(3.2.22)
. % , * , S1* , S2*
, (3.2.22) :
lim S1* = 0 S (0) < S2* 2 0 .
(3.2.23)
S%
1
(1 4 S% ) 2 = 1 2 S% 2 S% 2 4 S% 3 10S% 4 28S% 5 ... .
1
1 2 S% (1 4S% ) 2
*
lim S1 = lim
s% 0
s% 0
2S%
2S% 2 4 S% 3 10 S% 4
lim
= 0.
S% 0
2S%
(3.2.24)
:
1
1 2S% + (1 4 S% ) 2
*
lim
S 2 = lim
S% 0
S% 0
2S%
2 4S% 2S% 2 4 S% 3
lim
= .
S% 0
2 S%
(3.2.25)
.
1 + S *
3.2.3.
2
(0)
% 2
S =
2
2 S =
(0)
%
( )
( )
2 . , 2 :
median d1,k
2 =
0.6745
median d1,k
(3.2.26)
(
N / 2 ).
, .
[16, 52].
i
2 = 0.91 103 (
= 0.012 ).
30
(3.2.26)
1
1
0.88 10 ,0.97 10 .
(3.2.26).
3.3. -
-,
.
() ,
.
3.3.1.
:
d j ,k j = 1, 2, 3 ;
j = 1, 2, 3 .
, :
.
3.1.1 ( )
3.1.2.
, ,
, ( ).
,
thresholding. :
:
d% , d% ,
hard d% , =
0, d < ;
(3.3.1)
( )
soft d% , = sign d% d% ,
+
(3.3.2)
[ z ]+ :
z , z 0;
z < 0.
[ z ]+ = 0,
(3.3.3)
. 3.6 ( hard
, soft ).
, ( ) [30, 35], .
, . 3.1.3. - ( )
, .. .
.
. 3.6.
-
-
2.
- :
D1_ Filter _ H ( f , , J fil , J wav , wavelet ) ;
D1_ Filter _ S ( f , , J fil , J wav , wavelet ) .
:
f N = 2 j0 , ;
;
J fil ;
J wav - ( J fil J wav < j0 );
wavelet -. , daublet (8) , 8.
N , .
, - Mathcad, . 3.1.3,
Wavedef, Wavelet Extension Mathcad14.
3.3.1. 3.1.1
(. . 3.1)
(. (3.3.1),(3.3.2)).
= 0.12 .
.
f f
f ( ) =
, f , f
; f
( N = 2048 ). . 3.7
f ( )
( ) ( ).
. , .
( )
( ),
( ).
. 3.7.
: ? ,
hard soft:
hard
, , ;
-
soft ()
;
soft
(. . 3.6)
( ) .
hard;
soft
: ) ; )
( ).
, - ( . 3.7).
-, .
.
H j ,V j , D j j- . -
UNIV
= 2 ln N j ,
j
(3.3.4)
N j j-
. , ,
.
3.3.1. [32, 33] , f ( x ) [0, 1]. opt soft,
( ) = M f f
(3.3.5)
opt 2 ln N .
(3.3.6)
2 Mathcad,
- D1_ Filter _ Univ ,
- j (3.3.4). :
D1_ Filter _ Univ ( f , J fil , J wav , wavelet , Num ) .
:
f N = 2 j0 , -
;
J fil
;
J wav - ( J fil J wav < j0 );
wavelet . ,
daublet (8) , 8;
Num : Num = 1 ,
hard; Num > 1 , soft.
N , .
!
, (3.3.4), (. (3.2.26)).
(3.3.4),
(3.3.5) N , ..
. N . :
?
UNIV
j
,
.
3.3.2. 3.1.1
(. 3.1 = 0.12
= 0.025 opt ,
j = 2 ln N j ,
(3.3.7)
f f
, f
f ( ) =
f
(3.3.7).
. opt 20
[0.1, 2] . . 3.8
soft:
= 0.12 ; = 0.023 .
. 3.8 hard
. . 3.2. , soft
, (3.3.4) UNIV
j
. hard .
UNIV
j
. 3.9,
( = 0.12 ): . 3.9
soft; . 3.9
hard. = 1 , .. . UNIV
UNIV
j
j
soft ( ) ,
(. . 3.9 ).
. 3.8.
3.2
soft
hard
= 0.025
= 0.12
= 0.025
= 0.12
opt
0.40
0.46
0.857
0.851
f ( opt )
0.01
0.043
0.01
0.041
, UNIV
j
hard, soft. -, .
3.3.2 hard.
UNIV- soft
,
VisuShrink. , UNIV
j
.
. 3.9. j = UNIV
j
3.3.3. SURE-
[33, 54]. , (SURE Steins
Unbiased Risk Estimation). j- 2 = 1 :
Nj
Nj
k =1
k =1
If () , 1,
, 0 ;
N j j- .
2 1 , :
2
d% j ,k
,
SURE j ( ) = N j + min
k =1
Nj
d% j ,k
2 If
.
k =1
Nj
(3.3.9)
j- :
jSURE = SURE
,
j
(3.3.10)
,
SURE
j
(3.3.9). jSURE
soft.
[33] soft ,
1
Nj
d%
j , k
k =1
Nj
2
( log N )3 2
2
j
1
Nj
(3.3.11)
jSURE
.
UNIV
j
j-
SureShring.
3.3.4. FDR-
FDR (False Discovery Rate)
[29, 45]. N j d% j ,k j- . p- d% j ,k :
d% j , k
pk = 2 1
(3.3.12)
()
N ( 0,1) :
( x) =
1
2
t 2
dt .
(3.3.13)
pk d% j ,k
x N ( 0,1)
, .
pk :
p(1) p( 2) L p( N 1) p( N ) .
j
j
(3.3.14)
, k = 1 , m ,
k , :
p( k )
k
q ,
Nj
(3.3.15)
q , , 0.2,
, (.. ). , jFDR , :
p( m )
jFDR = 1 1
.
2
(3.3.16)
3.3.5. Bayes-
soft. [27]:
jB =
2
,
d
(3.3.17)
d j j- , :
12
d = max 2% 2 ,0 .
j
d
(3.3.18)
d2% j j-
, :
1
2% =
d
j
Nj
Nj
d%
k =1
2
j ,k
(3.3.19)
, d2% j 2 , jB =
d Bj ,k = soft ( d% j ,k , jB )
(3.3.20)
j- .
3.3.1. , soft,
hard.
3.3.6. GVC-
(cross validation method) [2, 10, 12, 15, 36]. [2, 37] -, 1 (. . 1.4).
-
[42, 43].
GCV :
1 % 2
f f
,
(3.3.21)
GCV ( ) = N
2
N 0 ( )
N
N 0 ( ) d% j ,k ,
, ..
.
GCV N
[42]:
M f GCV f
1.
2
M f f
opt
, N
= GCV = opt ,
.
(3.3.21) -
, :
soft:
N J
2
2
%
GCV ( ) = 2
d + ( N N 0 ( )) ; (3.3.22)
N 0 ( ) j =1 d% < j ,k
j ,r
hard:
J
N
GCV ( ) = 2
d% 2j ,k .
N 0 ( ) j =1 d% <
(3.3.23)
j ,r
d% 2j ,r -
d% j ,r <
d% j ,k , . ,
GCV soft
(3.3.22).
0.023 0.12.
. 60 [0.001, 60] ( soft),
GCV ( ) . . 3.10
GCV ( ) ( )
= 0.023 , . 3.10 = 0.12 . , GCV ( )
( ). hard (. . 3.11). , GCV -.
2 . :
GCV ( )
GCV ;
( 0.2 ) GCV
,
j
-.
, -.
3.3.7.
. 1.4 - (. . 1.4.3).
-
.
.
( . . 1.4.2),
opt
w ,
N
W ( ) =
i =1
f%i ei
(3.3.24)
, ,
2 , N 1 2 , N
(3.3.25)
ei = f%i fi , ,
2 -
,N 1 ,N
2
N
(
, 1
2
= 0.05 );
N f%i .
-
. -
. ,
-
W ( ) -:
soft:
J
W ( ) =
d%
j =1 k
j ,k
( d% j ,k soft ( d% j ,k ; ))
(3.3.26)
hard:
J
W ( ) =
d%
j =1 k
j ,k
( d% j ,k hard ( d% j ,k ; ))
(3.3.27)
opt ( )
W , W ( )
(3.3.25).
3.3.2. N > 30 ,
(3.3.25) = 0.05 :
W ( ) . . 3.12
W ( ) ( )
= 0.023 , . 3.12 = 0.12 .
( ) (3.3.25),
(3.3.28). , ,
W ( ) (3.3.25) (.. W )
( ). , W opt .
. 3.12. W ( ) soft
, W
W ( ) = N .
(3.3.29)
,
W ( ( n ) ) (3.3.25). , , 108 ,106 .
(,
).
W ( ) . , W ( ) :
soft:
W ( ) =
J
1 J
%2 +
% ;
d
d
j ,k
2 j =1 d% j ,k
j =1 d% j , k >
j ,k
(3.3.30)
hard:
W ( ) =
j =1 d
j ,k
d% 2j ,k .
(3.3.31)
, W ( ) soft , W ( ) hard
N . soft.
3.3.8. -
Mathcad
2 -
D1_ Filter _ all , W ,
, D1_ Filter _ all .
- D1_ Filter _ all :
f N = 2 j0 , ;
J fil
;
J wav - ( J fil J wav < j0 );
wav . ,
daublet (8) , 8;
Num : Num = 1 ,
hard; Num > 1 , soft.
N , .
! 2 , (3.3.26),
(3.3.27), - (. (3.2.26)).
- .
( )
.
[3, 26],
[5, 6, 11, 38], ( ) .
( 3,4 ), [7, 9,
11, 48, 50, 51], , .
[17]
, ( ). :
-
,
(, , ..);
, , , .
. ,
.
1.
. . -: / . . //
. 1996. . 166. 11. . 11451170.
2. . . / . . , . . , . . . : , 1984. 238 .
3. . .
/ . . , . . // .
1990. 1. . 2128.
4. . .
/
. . // . 1995. 3. . 6472.
5. . .
/ . . , . . // . 1997.
3. . 2132.
6. . . / . . , . . // . 1998. 3. . 1825.
7. . .
/ . . , . .
// . 1999. 5. . 97106.
8. . . / / . . , . .
// . 1999. 4. . 7183.
9. . .
/ . . ,
. . // . 2001. 6. C. 3242.
10. . .
/ . . //
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