1. Introduction
As usual, let
be the positive half-line,
be the set of all nonnegative integers, and let
be the set of all positive integers. The first examples of orthogonal wavelets on
related to the Walsh functions and the corresponding wavelets on the Cantor dyadic group have been constructed in [1]; then, in [2] and [3], a multifractal structure of this wavelets is observed and conditions for wavelets to generate an unconditional basis in
-spaces for all
have been found. These investigations are continued in [4-10] where among other subjects the algorithms to construct orthogonal and biorthogonal wavelets associated with the generalized Walsh functions are studied. In the present paper, using the Walsh-Fourier transform, we construct nonstationary dyadic wavelets on
(cf. [11-13], [14, Ch.8]).
Let us denote by
the integer part of
. For every
, we set
where
. Then
.
The dyadic addition on
is defined as follows
.
Further, we introduce the notations
where
. Then the Walsh function
of order
is
(see, e.g., [15]).
The Walsh-Fourier transform of every function
that belongs to
is defined by
,
.
and extent to the whole space
in a standard way. The intervals
,
are called the dyadic intervals of range
. The dyadic topology on
is generated by the collection of dyadic intervals. A subset
of
which is compact in the dyadic topology will be called W-compact.
For any
we define
and
by the following algorithm:
Step 1. For each
choose
, and
,
, such that
(1)
for all 
Step 2. Define the masks
(2)
with the coefficients
so that
for all
(cf. [15, Sect. 9.7]).
Step 3. For each
put
, (3)
so that
. (4)
Step 4. Define
by the formula
. (5)
Further, let us define subspaces
and
in
as follows
,

for all
.
We say that a polynomial
satisfies the modified Cohen condition if there exists a W-compact subset
of
such that

and
. (6)
Theorem. Suppose that the masks
satisfy the modified Cohen condition with a subset
and there exists
such that
for all
,
. (7)
Then for any
the following properties hold:
a)
and
;
b)
and
are orthonormal basis in
and
, respectively;
c)
,
.
Moreover, we have
.
Corollary. The system

is an orthonormal basis in
.
We prove this theorem in the next section. Then using the notion of an adapted multiresolution analysis suggested by Sendov [12], we discuss an application of the nonstationary dyadic wavelets to compression of the Weierstrass function and the Swartz function.
2. Proof of the Theorem
At first we prove the orthonormality of
. In view of
let us show that
,
.
Denote by
the characteristic function of
. For each
we define

for
Since
and, for all
,
in some neighbourhood of zero, we obtain from Equation (3)
for all
. (8)
Let
where
,
. Letting
, we have

that yields
. By induction, we obtain

According to Equation (8), by Fatou’s lemma, we have
(9)
Consequently,
and, in view of Equation (5),
. It is known that if
is constant on dyadic intervals of range
, then
(see [16, Sect. 6.2]). Therefore, each function
is constant on
,
, which implies
.
In view of Equation (7), there exists
such that
for all
,
.
Hence, for
,
.
It follows from Equation (6) that for some 
for
.
Since
,
.
We have
.
or, taking into account Equation (3),
, 
for
,
.
Applying the dominated convergence theorem we obtain

which means that
is an orthonormal system.
Now, let us prove an orthonormality of
. For any
denote
. Then
. (10)
Since
We have

Then from Equation (10)
,
. (11)
Let us define
.
Denote
. Under the unitarity of the matrices
We can write

Using the inverse Fourier-Walsh transform, we have

or,
.
With Equation (11) it yields 
To conclude the proof it remains to show that
. (12)
Note, that by Equation (7) for any
there exist
such that
and, consequently,
. (13)
For any
the subspace
is invariant with respect to the shift
. Actually, an arbitrary
can be approximated by fractions
, with arbitrary large
. Besides, each
is invariant with respect to the shifts
. By Equation (4) it is clear that
.
Let
. There exist
such that 
and hence
for all
. The continuity of
implies that
. If
, then approximating
with
from
and using the invariance of a norm with respect to the shift, we obtain
.
Denote by
the set of all
such that
. By the Weiner’s theorem we can write
, for some measurable
. It is clearly that
and, in view of Equation (13), we have
. Hence, the Equation (12) holds. The theorem is proved.
3. Numerical Experiments
For any
, let
,
. According to [12] an adapted multiresolution analysis (AMRA) of rank
in
is a collection of closed subspaces
,
, which satisfies the following conditions:
1)
for all
;
2)
;
3) for every
there is a function
in
with a finite support
such that
is an orthonormal basis of
;
4) for every
there exists a filter

such that
,
. (14)
The sequence
from condition (4) is called a scaling sequence for given an AMRA. The corresponding a wavelet sequence
can be defined by
. (15)
Denote by
the orthogonal complement of
in
. It is known that, under some conditions, the system
is an orthonormal basis of
(for more details, see, e.g., [14, Sect. 8.1]). Moreover, if
denotes the projection of a function
on the subset
, then

and
. (16)
Let us denote

and
.
For a given array
the direct non-stationary discrete wavelet transform
maps it into

and
.
The inverse transform is defined as follows

and reconstructs
by
and
. According to [12] in order to choose the filter
to maximize
in Equation (16), we must solve the following problem.
Problem 1. Let
be the subset of the 2n-dimensional Euclidean space
, which consists of the points
satisfying the conditions
. (17)
for
. Find a point
for which
, (18)
where
is a
symmetric matrix.
Problem 1 has a solution since
is a compact. But, as noted in [12], the numerical solution of this problem is not trivial even for
.
Concerning the standard Haar and Daubechies (with 4 coefficients) discrete transforms see, e.g., [17]; we will denote them as SWTH and SWTD, respectively. We write NSWTH for the simplest case of a multiresolution analysis of rank 1 which is considered in [12, Sect. 3] (see also [13]). The nonstationary Daubechies discrete wavelet transform which corresponds an AMRA of rank
are defined in [12] and we will use the symbol NSWTDN to denote this transform (see NSWTD1 and NSWTD2 in the tables below).
Method A associated with one of the mentioned above discrete wavelet transforms (cf. [17, Chap.7]) consists of the following steps:
Step 1. Apply the discrete wavelet transform
times to an input array
and get the sequence
.
Step 2. Allocate a certain percentage of the wavelet coefficients with lagest absolute value (we choose 10%) and nullify the remaining coefficients.
Step 3. Apply the inverse wavelet transform to the modified arrays of the wavelet coefficients.
Step 4. Calculate
, where
is a reconstructed array.
In Method B the second step is replaced on the uniform quantization and the forth step is replaced on the calculation of the entropy of a vector, obtained in the third step.
We recall that
is a vector uniform quantization for given vector
, if

where
is the length of the quantization interval.
The value
will be calculated by

The Shannon entropy of
is defined by the formula
where
is frequency of the value
.
Let us consider a similar approach associated with the following problem:
Problem 2. Let
. Denote by
the set of all points
such that

For every
we define

for
. Find a point
for which
(19)
where
is a
symmetric matrix.
Given an array
, we define the matrix
in Problem 1 and Problem 2 by

and
respectively. Here
for
. Suppose that
is a solution of Equation (19). Then the direct and inverse nonstationary discrete dyadic wavelet transforms are defined by
,
,
where
and
. We
Table 1. Values of the square error corresponding to Method A.
Table 2. Values of the entropy obtained by Method B.
denote these discrete transforms as NSWTL1 if
and as NSWTL2 if
.
Let us recall that the Weierstrass function is defined as
and the Swartz function is defined as
where
. We will consider arrays
with elements a8,k =
or a8,k =
,
. Then we use the Matlab function fminsearch to solve the optimization problems in Equations (18) and (19). The results of these numerical experiments are presented in Tables 1 and 2. We see that in several cases the introduced nonstationary dyadic wavelets have an advantage over the classical Haar and Daubechies wavelets.