Finite frames and Sigma-Delta quantization
John J. Benedetto Norbert Wiener Center, Department of Mathematics University of Maryland, College Park http://www.norbertwiener.umd.edu
Finite frames and Sigma-Delta quantization – p.1/??
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Finite frames and Sigma-Delta quantization John J. Benedetto Norbert Wiener Center, Department of Mathematics University of Maryland, College Park http://www.norbertwiener.umd.edu Finite frames and Sigma-Delta quantization p.1/ ?? Outline
Finite frames and Sigma-Delta quantization – p.1/??
Finite frames and Sigma-Delta quantization – p.2/??
n=1 for d-dimensional Hilbert space H, e.g., H = Kd,
Finite frames and Sigma-Delta quantization – p.3/??
n=1 for d-dimensional Hilbert space H, e.g., H = Kd,
F ⊆ Kd is A-tight if ∀x ∈ Kd, Ax2 =
N
|x, en|2
Finite frames and Sigma-Delta quantization – p.3/??
n=1 for d-dimensional Hilbert space H, e.g., H = Kd,
F ⊆ Kd is A-tight if ∀x ∈ Kd, Ax2 =
N
|x, en|2
n=1 is a finite unit norm tight frame (FUN-TF) for Kd, with
Finite frames and Sigma-Delta quantization – p.3/??
n=1 for d-dimensional Hilbert space H, e.g., H = Kd,
F ⊆ Kd is A-tight if ∀x ∈ Kd, Ax2 =
N
|x, en|2
n=1 is a finite unit norm tight frame (FUN-TF) for Kd, with
A ≥ 1, and A = 1 ⇔ {en} is an ONB for H (Vitali).
Finite frames and Sigma-Delta quantization – p.3/??
Finite frames and Sigma-Delta quantization – p.4/??
Finite frames and Sigma-Delta quantization – p.4/??
Finite frames and Sigma-Delta quantization – p.4/??
Finite frames and Sigma-Delta quantization – p.4/??
F : Sd−1 × Sd−1 \ D − → Rd P : Sd−1 × Sd−1 \ D − → R,
p′(x) = −xf(x)
CF(a, b) = (a − b)/a − b3, f(x) = 1/x3
Finite frames and Sigma-Delta quantization – p.5/??
F : Sd−1 × Sd−1 \ D − → Rd P : Sd−1 × Sd−1 \ D − → R,
p′(x) = −xf(x)
CF(a, b) = (a − b)/a − b3, f(x) = 1/x3
FF(a, b) =< a, b > (a − b), f(x) = 1 − x2/2
Finite frames and Sigma-Delta quantization – p.5/??
F : Sd−1 × Sd−1 \ D − → Rd P : Sd−1 × Sd−1 \ D − → R,
p′(x) = −xf(x)
CF(a, b) = (a − b)/a − b3, f(x) = 1/x3
FF(a, b) =< a, b > (a − b), f(x) = 1 − x2/2
TFP({xn}) = ΣN
m=1ΣN n=1| < xm, xn > |2
Finite frames and Sigma-Delta quantization – p.5/??
{xn}N
1 ∈ Sd−1 × ... × Sd−1 and
TFP({xn}) = ΣN
m=1ΣN n=1| < xm, xn > |2.
Theorem Let N ≤ d. The minimum value of TFP, for the frame
Finite frames and Sigma-Delta quantization – p.6/??
{xn}N
1 ∈ Sd−1 × ... × Sd−1 and
TFP({xn}) = ΣN
m=1ΣN n=1| < xm, xn > |2.
Theorem Let N ≤ d. The minimum value of TFP, for the frame
Theorem Let N ≥ d. The minimum value of TFP, for the frame
Finite frames and Sigma-Delta quantization – p.6/??
{xn}N
1 ∈ Sd−1 × ... × Sd−1 and
TFP({xn}) = ΣN
m=1ΣN n=1| < xm, xn > |2.
Theorem Let N ≤ d. The minimum value of TFP, for the frame
Theorem Let N ≥ d. The minimum value of TFP, for the frame
Problem Find FUN-TFs analytically, effectively, computationally.
Finite frames and Sigma-Delta quantization – p.6/??
+ + + D Q xn qn
First Order Σ∆
Given u0 and {xn}n=1 un= un-1 + xn-qn qn= Q(un-1 + xn)
Finite frames and Sigma-Delta quantization – p.7/??
Qualitative Problem Obtain digital representations for class X, suitable for
Quantitative Problem Find dictionary {en} ⊆ X:
∀x ∈ X, x =
Q : X → {
Methods Fine quantization, e.g., PCM. Take qn ∈ A close to given xn.
Finite frames and Sigma-Delta quantization – p.8/??
Aδ
K = {(−K + 1/2)δ, (−K + 3/2)δ, . . . , (−1/2)δ, (1/2)δ, . . ., (K − 1/2)δ}
−6 −4 −2 2 4 6 −6 −4 −2 2 4 6
{ { {
δ δ δ
3δ/2 δ/2
u−axis f(u)=u
(K−1/2)δ (−K+1/2)δ
u qu
Q(u) = arg min{|u − q| : q ∈ Aδ
K} = qu
Finite frames and Sigma-Delta quantization – p.9/??
n=1 is a FUN-TF for Rd. Thus,
x = d N
N
xnen
Goal Find a “good” quantizer, given
Aδ
K = {(−K + 1
2)δ, (−K + 3 2)δ, . . . , (K − 1 2)δ}.
Example Consider the alphabet A2
1 = {−1, 1}, and E7 = {en}7 n=1, with
en = (cos( 2nπ
7 ), sin( 2nπ 7 )).
Finite frames and Sigma-Delta quantization – p.10/??
−1.5 −1 −0.5 0.5 1 1.5 −1.5 −1 −0.5 0.5 1 1.5
ΓA2
1(E7) = { 2
7
7
n=1 qnen : qn ∈ A2 1}
Finite frames and Sigma-Delta quantization – p.11/??
K}. Then ˜
x = d N
N
qnen
x − ˜ x ≤ d N
N
(xn − qn)en ≤ d N δ 2
N
en = d 2δ.
Bennett’s “white noise assumption”
x2 ≤ d 12A δ2 = (dδ)2 12N
Finite frames and Sigma-Delta quantization – p.12/??
Finite frames and Sigma-Delta quantization – p.13/??
3, 1 2), E7 = {(cos( 2nπ 7 ), sin( 2nπ 7 ))}7 n=1. Consider quantizers with
A = {−1, 1}.
Finite frames and Sigma-Delta quantization – p.14/??
3, 1 2), E7 = {(cos( 2nπ 7 ), sin( 2nπ 7 ))}7 n=1. Consider quantizers with
A = {−1, 1}.
−1.5 −1 −0.5 0.5 1 1.5 −1.5 −1 −0.5 0.5 1 1.5
Finite frames and Sigma-Delta quantization – p.15/??
3, 1 2), E7 = {(cos( 2nπ 7 ), sin( 2nπ 7 ))}7 n=1. Consider quantizers with
A = {−1, 1}.
−1.5 −1 −0.5 0.5 1 1.5 −1.5 −1 −0.5 0.5 1 1.5
xPCM
Finite frames and Sigma-Delta quantization – p.16/??
3, 1 2), E7 = {(cos( 2nπ 7 ), sin( 2nπ 7 ))}7 n=1. Consider quantizers with
A = {−1, 1}.
−1.5 −1 −0.5 0.5 1 1.5 −1.5 −1 −0.5 0.5 1 1.5
xPCM xΣ∆
Finite frames and Sigma-Delta quantization – p.17/??
n=1 be a frame for Rd, x ∈ Rd.
Define xn = x, en. Fix the ordering p, a permutation of {1, 2, . . . , N}. Quantizer alphabet Aδ
K
Quantizer function Q(u) = arg{min |u − q| : q ∈ Aδ
K}
K by means of the following recursion.
un − un−1 = xp(n) − qn qn = Q(un−1 + xp(n))
Finite frames and Sigma-Delta quantization – p.18/??
Proposition If the frame coefficients {xn}N
n=1 satisfy
|xn| ≤ (K − 1/2)δ, n = 1, · · · , N,
n=0 generated by the first-order Σ∆
K satisfies |un| ≤ δ/2, n = 1, · · · , N.
un =
n
xp(j) −
n
qj, n = 1, · · · , N.
Finite frames and Sigma-Delta quantization – p.19/??
Proposition If the frame coefficients {xn}N
n=1 satisfy
|xn| ≤ (K − 1/2)δ, n = 1, · · · , N,
n=0 generated by the first-order Σ∆
K satisfies |un| ≤ δ/2, n = 1, · · · , N.
un =
n
xp(j) −
n
qj, n = 1, · · · , N.
Finite frames and Sigma-Delta quantization – p.19/??
Definition Let F = {en}N
n=1 be a frame for Rd, and let p be a
σ(F, p) =
N−1
ep(n) − ep(n+1).
Finite frames and Sigma-Delta quantization – p.20/??
Definition Let F = {en}N
n=1 be a frame for Rd, and let p be a
σ(F, p) =
N−1
ep(n) − ep(n+1).
Theorem Let F = {en}N
n=1 be an A-FUN-TF for Rd. The
˜ x = d N
N
qnep(n)
K satisfies
x − ˜ x ≤ (σ(F, p) + 1)d N δ 2.
Finite frames and Sigma-Delta quantization – p.20/??
0.05 0.1 0.15 0.2 0.25 0.1 0.2
Approximation Error Relative Frequency
0.05 0.1 0.15 0.2 0.25 0.1 0.2
Approximation Error Relative Frequency
4
||x − x|| when the frame coefficients are quantized in their natural order x1, x2, x3, x4, x5, x6, x7 (left) and order x1, x4, x7, x3, x6, x2, x5 (right).
Finite frames and Sigma-Delta quantization – p.21/??
100 101 102 103 104 10−8 10−7 10−6 10−5 10−4 10−3 10−2 10−1 100 101 Frame size N
5/N 5/N1.25
EN = {eN
n }N n=1, eN n = (cos(2πn/N), sin(2πn/N)). Let x = ( 1 π,
17).
x = d N
N
xN
n eN n ,
xN
n = x, eN n .
xN be the approximation given by the 1st order Σ∆ quantizer with
xN||.
Finite frames and Sigma-Delta quantization – p.22/??
EN = {eN
n }N n=1, Nth roots of unity FUN-TFs for R2, x ∈ R2,
||x|| ≤ (K − 1/2)δ.
x = d N
N
xN
n eN n ,
xN
n = x, eN n
K.
Theorem If N is even and large then ||x −
x|| δ log N
N 5/4 .
δ N ||x −
x|| ≤ (2π+1)d
N δ 2.
Remark The proof uses the analytic number theory approach developed
Finite frames and Sigma-Delta quantization – p.23/??
H = Cd. An harmonic frame {en}N
n=1 for H is defined by the rows
Finite frames and Sigma-Delta quantization – p.24/??
H = Cd. An harmonic frame {en}N
n=1 for H is defined by the rows
H = Rd, d even. The harmonic frame {en}N
n=1 is defined by the
eN
n =
d
N ), sin(2πn N ), . . . , cos(2π(d/2)n N ), sin(2π(d/2)n N )
Finite frames and Sigma-Delta quantization – p.24/??
H = Cd. An harmonic frame {en}N
n=1 for H is defined by the rows
H = Rd, d even. The harmonic frame {en}N
n=1 is defined by the
eN
n =
d
N ), sin(2πn N ), . . . , cos(2π(d/2)n N ), sin(2π(d/2)n N )
Finite frames and Sigma-Delta quantization – p.24/??
H = Cd. An harmonic frame {en}N
n=1 for H is defined by the rows
H = Rd, d even. The harmonic frame {en}N
n=1 is defined by the
eN
n =
d
N ), sin(2πn N ), . . . , cos(2π(d/2)n N ), sin(2π(d/2)n N )
∀N, σ(EN, pN) ≤ πd(d + 1).
Finite frames and Sigma-Delta quantization – p.24/??
Theorem Let EN be the harmonic frame for Rd with frame bound N/d.
x of x is
x − ˜ x ≤ d2(d + 1) + d N δ 2.
N 2 δ2.
Finite frames and Sigma-Delta quantization – p.25/??
Theorem Let EN be the harmonic frame for Rd with frame bound N/d.
x of x is
x − ˜ x ≤ d2(d + 1) + d N δ 2.
N 2 δ2.
12N .
Finite frames and Sigma-Delta quantization – p.25/??
12N
PCM” ≪ O( 1
N ).
PCM” ∼
˜ Cd N 2 δ2.
Theorem The first order Σ∆ scheme achieves the asymptotically optimal
Finite frames and Sigma-Delta quantization – p.26/??
x|| δ log N
N 5/4 .
δ N ||x −
x|| ≤ (2π+1)d
N δ 2.
Finite frames and Sigma-Delta quantization – p.27/??
x|| δ log N
N 5/4 .
δ N ||x −
x|| ≤ (2π+1)d
N δ 2.
∀N, {eN
n }N n=1 is a FUN-TF
Finite frames and Sigma-Delta quantization – p.27/??
x|| δ log N
N 5/4 .
δ N ||x −
x|| ≤ (2π+1)d
N δ 2.
∀N, {eN
n }N n=1 is a FUN-TF
x − xN = d N N−2
vN
n (f N n − f N n+1) + vN N−1f N N−1 + uN NeN N
n = eN n − eN n+1,
vN
n = n
uN
j ,
n = uN n
δ
Finite frames and Sigma-Delta quantization – p.27/??
x|| δ log N
N 5/4 .
δ N ||x −
x|| ≤ (2π+1)d
N δ 2.
∀N, {eN
n }N n=1 is a FUN-TF
x − xN = d N N−2
vN
n (f N n − f N n+1) + vN N−1f N N−1 + uN NeN N
n = eN n − eN n+1,
vN
n = n
uN
j ,
n = uN n
δ
n .
Finite frames and Sigma-Delta quantization – p.27/??
DN = DN(x1, . . . , xN) = sup0≤α<β≤1
N
N
n=1
1[α,β)({xn})−(β−α)Finite frames and Sigma-Delta quantization – p.28/??
DN = DN(x1, . . . , xN) = sup0≤α<β≤1
N
N
n=1
1[α,β)({xn})−(β−α)g : [ −1/2, 1/2) → R of bounded variation and {ωj}n
j=1 ⊂ [ −1/2, 1/2) =
⇒
n
n
g(ωj) −
2
− 1
2
g(t)dt
j=1
Finite frames and Sigma-Delta quantization – p.28/??
DN = DN(x1, . . . , xN) = sup0≤α<β≤1
N
N
n=1
1[α,β)({xn})−(β−α)g : [ −1/2, 1/2) → R of bounded variation and {ωj}n
j=1 ⊂ [ −1/2, 1/2) =
⇒
n
n
g(ωj) −
2
− 1
2
g(t)dt
j=1
uN
j ,
|vN
n | ≤ nδDisc
uN
j }n j=1
Finite frames and Sigma-Delta quantization – p.28/??
∃C > 0, ∀K, Disc
uN
n }j n=1
1 K + 1 j
K
1 k
e2πike
uN
n
Finite frames and Sigma-Delta quantization – p.29/??
∃C > 0, ∀K, Disc
uN
n }j n=1
1 K + 1 j
K
1 k
e2πike
uN
n
Finite frames and Sigma-Delta quantization – p.29/??
∀N, ∃XN ∈ BΩ/N
XN(n) = uN
n + cn
δ 2, cn ∈ Z
N(t) − h
t N
N
∈ BΩ, then x(r)∞ ≤ Ωrx∞
b BΩ = {T ∈ A′(b R) : suppT ⊆ [ −Ω, Ω ]} MΩ = {h ∈ BΩ : h′ ∈ L∞(R) and all zeros of h′ on [0, 1] are simple} We assume ∃h ∈ MΩ such that ∀N and ∀ 1 ≤ n ≤ N, h(n/N) = xN
n .
Finite frames and Sigma-Delta quantization – p.30/??
∀N, ∃XN ∈ BΩ/N
XN(n) = uN
n + cn
δ 2, cn ∈ Z
N(t) − h
t N
N
∈ BΩ, then x(r)∞ ≤ Ωrx∞
∀t,
N(t) − 1
N h′ t N
N 2
b BΩ = {T ∈ A′(b R) : suppT ⊆ [ −Ω, Ω ]} MΩ = {h ∈ BΩ : h′ ∈ L∞(R) and all zeros of h′ on [0, 1] are simple} We assume ∃h ∈ MΩ such that ∀N and ∀ 1 ≤ n ≤ N, h(n/N) = xN
n .
Finite frames and Sigma-Delta quantization – p.30/??
f ′′(x) ≥ ρ > 0 for all x ∈ [a, b] or f ′′(x) ≤ −ρ < 0 for all x ∈ [a, b] then
e2πif(n)
4 √ρ + 3
Finite frames and Sigma-Delta quantization – p.31/??
f ′′(x) ≥ ρ > 0 for all x ∈ [a, b] or f ′′(x) ≤ −ρ < 0 for all x ∈ [a, b] then
e2πif(n)
4 √ρ + 3
∀0 < α < 1, ∃Nα such that ∀N ≥ Nα,
e2πike
uN
n
√ kN 1− α
2
√ δ + k δ .
Finite frames and Sigma-Delta quantization – p.31/??
∃ N such that ∀N ≥ N, Disc
uN
n }j n=1
N
1 4 + N 3 4 log(N)
j
Finite frames and Sigma-Delta quantization – p.32/??
∃ N such that ∀N ≥ N, Disc
uN
n }j n=1
N
1 4 + N 3 4 log(N)
j
∀n = 1, . . . , N, |vN
n | δN
3 4 log N
Finite frames and Sigma-Delta quantization – p.32/??
Finite frames and Sigma-Delta quantization – p.33/??