ANALYSIS AND COMPUTATION OF OPTIMAL BOUNDS
OF BI-DIRECTIONAL FRAMES
Xiaofang Chen
1
, Cishen Zhang
2
and Jingxin Zhang
3
1
School of Electrical Electronic Engineering, Nanyang Technological University, Singapore, Republic of Singapore
2
Faculty of Engineering & Industrial Sciences, Swinburne University of Technology, Hawthorn, Victoria, 3122, Australia
3
Department of Electrical and Computer Systems Engineering, Monash University, Clayton, VIC 3800, Australia
Keywords:
Frames, Linear systems, Mixed causal-anticausal realizations, State space equations.
Abstract:
Frames are mathematical tools which can represent redundancies in many application problems. In the studies
of frames, the frame bounds and frame bound ratio are very important indices characterizing the robustness
and numerical performance of frame systems. In this paper, the frame bounds of a class of frame, which can be
modeled by the bi-directional impulse response of linear time systems, are analyzed and computed. By using
the state space approach, the tightest lower and upper frame bounds can be directly and efficiently computed.
1 INTRODUCTION
In the study of vector spaces, frame is a more flex-
ible tool compared with basis. The frame elements
are linearly dependent, so to provide redundancies in
frames, and all elements in the vector space can be
written as a linear combination of the frame elements.
Frames, as a mathematical theory were introduced by
Duffin and Schaeffer (Duffin and Schaeffer, 1952) in
1950s. Since 1986, frames have played an impor-
tant role in signal processing, see (Daubechies et al.,
1986) written by Daubechies, Grossman, and Meyer.
Some particular classes of frames have been exten-
sively studied, for example, Gabor frames, which
are also called Weyl-Heisenberg frames described in
(Heil and Walnut, 1989) and (Casazza, 2001), and
wavelet frames, which are introduced in (Daubechies
et al., 1986), (Daubechies, 1990), and (Daubechies,
1992). Frames, or redundant representations, can
also be found in pyramid coding (Burt and Adel-
son, 1983); source coding (Benedettom et al., 2006);
denoising (Dragotti et al., 2003); robust transmis-
sion (Bernardini and Rinaldo, 2006); CDMA sys-
tems; multiantenna code design; segmentation; clas-
sification; restoration and enhancement; signal recon-
struction; and so on.
The theory of frames is a powerful means for the
analysis and design of the oversampled uniform fil-
ter banks (FBs). (Vetterli and Cvetkovic, 1996) and
(Cvetkovic and Vetterli, 1998) studied properties of
oversampled FBs. Necessary and sufficient condi-
tions on a FB to implement a frame or a tight frame
in l
2
(Z) were given in terms of the properties of
the corresponding polyphase analysis matrix. The
frame-theoretic analysis is based on the fact that the
polyphase matrix provides matrix representation of
a frame operator, i.e. S(z) = E
(z)E(z), which can
be found in (Bolcskei et al., 1998) (Bolcskei and
Hlawatsch, 2001) (Mertins, 2003) etc. Recently (Chai
et al., 2007) presented a direct computational method
for the frame-theory-based analysis and design of
oversampled FBs, which employed the state space
representation of the polyphase matrix E(z).
In the studies of frames, the frame bounds and
frame bound ratio are very important indices charac-
terizing the robustness and numerical performance of
frame systems. The quantification and computation of
frame bounds have been actively investigated in past
years. The classic approach to obtain frame bounds of
multirate FBs is in the frequency domain, for exam-
ple, (Bolcskei et al., 1998), (Bolcskei and Hlawatsch,
2001), (Mertins, 2003), (Stanhill and Yehoshua Zeevi,
1998). (Bayram and Selesnick, 2009) stated the frame
bounds of iterated FBs making use the wavelet frame
bounds computed in the frequency domain. The fre-
quency approach to compute the frame bounds is an
approximation method which samples the polyphase
matrix of the frame operator over the frequency range
ω [0,2π) and then performs eigenanalysis on the
sampled matrices. Such sampling approach can be
243
Chen X., Zhang C. and Zhang J..
ANALYSIS AND COMPUTATION OF OPTIMAL BOUNDS OF BI-DIRECTIONAL FRAMES.
DOI: 10.5220/0003437802430250
In Proceedings of the 8th International Conference on Informatics in Control, Automation and Robotics (ICINCO-2011), pages 243-250
ISBN: 978-989-8425-74-4
Copyright
c
2011 SCITEPRESS (Science and Technology Publications, Lda.)
very tedious when the frequency grid is dense and
the polyphase matrix is nondiagonal and of infinite
impulse response. Moreover, the error due to the
frequency domain sampling of the polyphase matrix
cannot be precisely quantified and predicted by the
density of the frequency grid for generic oversam-
pled FBs. The existing literature shows that wavelet
frame bounds are computed in the frequency do-
main see for example (Daubechies, 1992) and (Chris-
tensen, 2003). The frequency approach to approxi-
mate wavelet frame bounds is even more complex and
more tedious since it involves much denser frequency
grids.
Frame bounds can also be obtained in the time
domain via linear matrix inequality (LMI) technique,
see (Chai et al., 2008), which is an application of the
KYP lemma stated in (Rantzer, 1996). This method
avoids the frequency-domain sampling and approx-
imation, but is only applicable to causal filter bank
(FB) frames in the forward direction.
In this paper, motivated by the limitation of ex-
isting techniques, we propose a direct state space ap-
proach to the analysis and computation of the frame
bounds of a more general class of frames. This class
of frames can be bi-directional with mixed causal-
anticausal realizations and may not necessarily be in
the form of multirate FBs. A state space approach
is presented to the modeling of the bi-directional
frames. The LMI solution, based on the state space
model, can then provide accurate and efficient com-
putation of the optimal frame bounds.
The rest of the paper is organized as follows.
Section 2 presents notations followed by the fun-
damentals of frames. Different representations of
mixed causal-anticausal LTI systems are introduced,
including the state space representation and the trans-
fer function representation in Section 2. Section 3
presents a direct state space approach to compute the
frame bounds of a class of frame which can be mod-
eled as mixed causal-anticausal linear systems. Ex-
amples are given in Section 4 to illustrate how to ob-
tain the bounds of frames that are modeled as stable
mixed causal-anticausal LTI systems. The paper is
concluded by Section 5.
2 PRELIMINARIES
2.1 Notations
R(C) denotes the set of real (complex) numbers,
R
q×p
(C
q×p
) denotes the set of real (complex) ma-
trix with size q× p. Let Z denote the set of integer
numbers. H denotes the Hilbert space, which is a real
or complex inner product space. Let (.)
T
denote the
transpose of a matrix or vector, and (.)
denote the
Hermitian (conjugate) transpose of a matrix or vec-
tor or function, which is also known as the adjoint of
(.), (.)
1
denote the inverse of (.), and (.)
the left
pseudo-inverse of (.). l
2
(Z) is the space of square
summable scalar sequences with an index set Z de-
fined as
l
2
(Z) :=
(
x
m
C,m Z|
mZ
|x
m
|
2
)
.
The l
2
norm is a vector norm defined for a complex
column vector x =
.
.
.
x
1
x
0
x
1
.
.
.
by
kxk =
x
x.
The l
2
(Z) space is a Hilbert space with respect to the
inner product
< x,y >= x
y = y
x.
2.2 Fundamental of Frames
A bi-directional frames is defined as:
Definition 1. A sequence {f
k
R
×1
}
kZ
of elements
in H is a frame for H if there exist constants α,β > 0
such that
αkfk
2
kZ
| < f, f
k
> |
2
βkfk
2
,f H.
The constants α and β are called frame bounds.
A vector space can be represented in terms of
frames and elements in such vector space can be writ-
ten as a linear combination of frame elements. In this
paper, we consider a class of bi-directional infinite di-
mensional frames.
The optimal lower frame bound is the supremum
over all possible lower frame bounds, and the opti-
mal upper frame bound is the infimum over all possi-
ble upper frame bounds. Note that the optimal frame
bounds are called the frame bounds in short in the rest
of the paper. If the frame bounds satisfy α = β, the
frame is called a tight frame.
For a frame {f
k
}
kZ
in H, the pre-frame operator
or the synthesis operator is given by
T : l
2
(Z) H, T{c
k
}
kZ
=
kZ
c
k
f
k
.
The adjoint of the pre-frame operator is given by
T
: H l
2
(Z),T
f = {< f, f
k
>}
kZ
.
ICINCO 2011 - 8th International Conference on Informatics in Control, Automation and Robotics
244
By composing T with its adjoint T
, we obtain the
frame operator
S : H H,S f = TT
f =
kZ
< f, f
k
> f
k
.
The frame operator S is bounded by the frame bounds
α and β, invertible, self-adjoint, and positive.
If {f
k
}
kZ
is a frame for H, the pre-frame oper-
ator (synthesis operator) can be shown as an infinite
dimensional matrix
T =
··· f
1
f
0
f
1
f
2
··· f
k
···
,
i.e. the infinite dimensional matrix has the vectors f
k
as columns. The adjoint of the pre-frame operator can
be shown as
T
=
.
.
.
f
T
1
f
T
0
f
T
1
f
T
2
.
.
.
f
T
k
.
.
.
,
i.e. the infinite dimensional matrix T
has the vectors
f
T
k
as rows.
The frame {g
k
}
kZ
= {S
1
f
k
}
kZ
is called the
canonical dual frame of {f
k
}
kZ
, which satisfies
f =
kZ
< f,g
k
> f
k
,f H.
If α,β are the optimal bounds for {f
k
}
kZ
, then
the bounds β
1
,α
1
are optimal for the canonical
dual frame {S
1
f
k
}
kZ
. Hence, the lower bound of a
frame is equivalent to the inverse of the upper bound
of the canonical dual frame.
2.3 Fundamental of LTI Systems
State space equations of causal and anticausal linear
time-invariant (LTI) systems are given as
x
m+1
= Ax
m
+ Bu
m
,
x
m1
= A
x
m
+ B
u
m
,
y
m
= Cx
m
+C
x
m
+ (D+ D
)u
m
,
(1)
where x
m
R
n
c
is the forward state variable, x
m
R
n
ac
is the backward state variable, u
m
R
p
is
the system input, y
m
R
q
is the system output.
A R
n
c
×n
c
,B R
n
c
×p
,C R
q×n
c
,D R
q×p
, A
R
n
ac
×n
ac
,B
R
n
ac
×p
,C
R
q×n
ac
and D
R
q×p
are
the state space matrices of the causal-anticausal sys-
tem. We use
E
c
(z) =
A B
C D
c
= D+C(zI A)
1
B
to represent the causal system and
E
ac
(z) =
A
B
C
D
ac
= D
+C
(z
1
I A
)
1
B
to represent the anticausal system. Hence the mixed
causal-anticausal LTI system has transfer function
matrix
E(z) =
A B
C D
c
+
A
B
C
D
ac
= D+ D
+C(zI A)
1
B
+C
(z
1
I A
)
1
B
.
For consistency of the symbols, we use E to de-
note the system operator for the causal-anticausal LTI
system (1), which gives
y = Eu.
In the above equation,
u =
.
.
.
u
1
u
0
u
1
.
.
.
, y =
.
.
.
y
1
y
0
y
1
.
.
.
, (2)
and
E =
.
.
.
.
.
.
.
.
.
.
.
.
··· D+ D
C
B
C
A
B
···
··· CB D+ D
C
B
···
··· CAB CB D+ D
···
.
.
.
.
.
.
.
.
.
.
.
.
. (3)
The entries of the system operator E (i
th
row and j
th
column, i, j Z) can be shown as
E
ij
=
CA
ij1
B, i > j,
D+ D
, i = j,
C
(A
)
ji1
B
, i < j.
An LTI system is causal if the system operator E is
left lower-triangular and anticausal if E is right upper-
triangular.
The mixed causal-anticausal LTI system (1) is sta-
ble if and only if
|ρ(A)| < 1 and |ρ(A
)| < 1,
where ρ(.) indicates the largest eigenvalue of (.),
which means that E(z) has no poles on the unit cir-
cle.
The operator norm (induced l
2
norm) of stable
mixed causal-anticausal systems is defined by:
kEk = sup
ul
2
(Z),u6=0
kEuk
kuk
.
ANALYSIS AND COMPUTATION OF OPTIMAL BOUNDS OF BI-DIRECTIONAL FRAMES
245
It is equivalent to the square of the upper frame bound
if E implements a frame.
The following lemma from (Shu and Chen, 1996)
is very useful to obtain the state space description of
the cascaded causal-anticausal discrete time LTI sys-
tems. It is essential in the state space analysis of LTI
systems.
Lemma 1. Assume the compatibility of the opera-
tors. We have the state space matrices of the cascaded
causal-anticausal discrete time systems as
A
2
B
2
C
2
D
2
ac
A
1
B
1
C
1
D
1
c
=
A
1
B
1
D
2
C
1
+C
2
XA
1
D
2
D
1
+C
2
XB
1
c
+
A
2
B
2
D
1
+ A
2
XB
1
C
2
0
ac
,
A
2
B
2
C
2
D
2
c
A
1
B
1
C
1
D
1
ac
=
A
2
B
2
D
1
+ A
2
YB
1
C
2
D
2
D
1
+C
2
YB
1
c
+
A
1
B
1
D
2
C
1
+C
2
YA
1
0
ac
,
where X,Y are given by the Sylvester equations:
A
2
XA
1
X + B
2
C
1
= 0,
A
2
YA
1
Y + B
2
C
1
= 0.
(4)
Let E
1
be a causal-anticausal LTI system such
that E
1
(z) =
A
1
B
1
C
1
D
1
c
+
A
1
B
1
C
1
D
1
ac
, and E
2
be another causal-anticausal LTI system such that
E
2
(z) =
A
2
B
2
C
2
D
2
c
+
A
2
B
2
C
2
D
2
ac
.
Lemma 2 below presents the necessary and suffi-
cient condition for an LTI system to be a frame. Its
proof can be found in (Cvetkovic and Vetterli, 1998).
Lemma 2. Let E(z) =
A B
C D
c
+
A
B
C
D
ac
C
q×p
be the transfer function of a stable causal-
anticausal LTI system. Then for all u l
2
, there exist
constants α and β such that
αkuk
2
kEuk
2
βkuk
2
if and only if E(e
jω
) is full column rank on [0,2π).
The frame bounds of frames that modeled as
causal LTI systems are computed in (Chai et al.,
2008), and this result is stated in lemma 3.
Lemma 3. Given a causal LTI system E with state
space representation
A B
C D
c
, the problem of
finding the minimum β and maximum α over ω
[0,2π) is equivalent to
min
P
β
subject to:
A
T
PAP+C
T
C A
T
PB+C
T
D
B
T
PA+ D
T
C B
T
PB+ D
T
DβI
0,
P = P
T
,β > 0.
and
max
Q
α
subject to
A
T
PAP+C
T
C A
T
PB+C
T
D
B
T
PA+ D
T
C B
T
PB+ D
T
D+ αI
0,
Q = Q
T
,α > 0.
The result makes use of the KYP lemma stated
in (Rantzer, 1996).
3 FRAMES IN LTI STATE SPACE
REALIZATIONS
Let {h(m) R
q×p
} be the impulse response of a sta-
ble causal-anticausal LTI system E. Then the output
signal of E is given by
y = Eu.
The bi-directional infinite sequence h
k
= {h
k
(m)} can
be represented by the state space matrices as
h
k
(m) =
CA
km1
B, k > m,
D+ D
, k = m,
C
(A
)
mk1
B
, k < m,
(5)
resulting in
y
k
=
mZ
h
k
(m)u
m
.
For a frame whose elements {f
k
(m)} can be writ-
ten as the bi-directional infinite impulse responses of
the linear system E that maps the input u to the out-
put y, i.e. {f
k
(m) = h
T
k
(m)}, we say that the frame
can be modeled as a mixed causal-anticausal LTI sys-
tem with the state space realization. For such frames,
its canonical dual frame is actually the pseudo-inverse
system. Hence the lower frame bound can be found
as the inverse of the upper frame bound of the canon-
ical dual frame, which is constructed by the impulse
response of the pseudo-inverse system.
ICINCO 2011 - 8th International Conference on Informatics in Control, Automation and Robotics
246
Theorem 1. Let {f
k
}
kZ
({h
T
k
}
kZ
) be a frame im-
plemented by the impulse response {h
T
k
}
kZ
of a sta-
ble mixed causal-anticausal LTI system E. Then its
canonical dual frame is given by the impulse response
of E
, the pseudo inverse system of E. The square
of the operator norm of E
equals the inverse of the
lower frame bound of {f
k
}
kZ
.
Proof: There exists a dual frame {g
k
}
kZ
for
given frame {f
k
}
kZ
for which
u =
k=
< u,g
k
> f
k
=
k=
< u, f
k
> g
k
. (6)
The frame element represents the bi-directional in-
finite impulse responses of a linear system, hence
f
k
= h
T
k
results in E = T
, where T
is the adjoint
of the synthesis operator of the frame {f
k
}
kZ
. The
linear system operator E can be factorized into:
E = Q
UR
lr
V
where Q is inner, U
U = I and VV
= I and R
lr
is
the left and right outer. More details of the inner
factor and the outer factor can be found in (Dewilde
and Van Der Veen, 1998). E has a Moore-Penrose
(pseudo-) inverse
E
= V
R
1
lr
U
Q.
The pre-frame operator for {g
k
}
k=
is denoted
by
˜
T. The canonical dual frame is obtained by
{g
k
}
k=
= {S
1
f
k
}
k=
,
which implies
˜
T = S
1
T = (TT
)
1
T,
hence
˜
TT
= I. The canonical dual frame has the
minimum l
2
norm among the dual frames.
Since E = T
, the pre-frame operator of the
canonical dual frame can be obtained:
˜
T = (TT
)
1
T
= (V
R
lr
U
QQ
UR
lr
V)
1
V
R
lr
U
Q
= V
R
1
lr
U
QQ
U(R
lr
)
1
VV
R
1
lr
U
Q
= V
R
1
lr
U
Q.
(7)
We can see that
˜
T = E
.
Thus
˜
TT
= I and E
E = I.
Since E
equals the pre-frame operator
˜
T of the
dual frame, the square of the operator norm of E
is
equivalent to the upper frame bound of the dual frame,
following the definition of the operator norm of a lin-
ear system given in Section 2.3. The inverse of the
lower bound of the frame is equivalent to the upper
bound of the canonical dual frame, which is equiv-
alent to the square of the operator norm of the left
pseudo-inverse system E
.
Lemma 3 presents the LMI approach to obtain the
frame bounds of the frames modeled as causal LTI
systems. In this paper, we propose a direct method to
obtain the frame bounds of frames modeled as mixed
causal-anticausal LTI systems. This method avoids
a large amount of computations to convert the sta-
ble mixed causal-anticausal realization into unstable
causal realization.
Theorem 2. Given a frame that can be modeled as
a stable mixed causal-anticausal LTI system E with
E(e
jω
) being full column rank on ω [0,2π), the op-
timal upper frame bound is the infimum (minimum) of
all possible β satisfying
kEuk
2
βkuk
2
.
The problem of finding the minimum β is equivalent
to the following optimization problem:
min
P,Q,X
β
subject to:
A
T
PAP+C
T
C A
T
X XA
+C
T
C
X
T
AA
T
X
T
+C
T
C A
T
QA
Q+C
T
C
B
T
PA+ D
T
CB
T
X
T
B
T
QA
+ D
T
C
+ B
T
X
A
T
PB+C
T
DXB
A
T
QB
+C
T
D+X
T
B
B
T
PB+ B
T
QB
+ D
T
DβI
0,
where P = P
T
> 0, Q = Q
T
> 0 and X is a general
matrix.
Proof: The class of frames modeled by the mixed
causal-anticausal LTI system has the rational transfer
function as
E(z)
= D+C(zI A)
1
B+C
(z
1
I A
)
1
B
=
A B
C D
c
+
A
B
C
0
ac
,
and kEuk
2
βkuk
2
implies E
(z)E(z) βI.
E
(z)E(z)
=
A
T
C
T
B
T
D
T
ac
+
A
T
C
T
B
T
0
c
!
×
A B
C D
c
+
A
B
C
0
ac
!
=
A
T
C
T
B
T
D
T
ac
A B
C D
c
+
A
T
C
T
B
T
0
c
A
B
C
0
ac
+
A
T
C
T
B
T
0
c
A B
C D
c
+
A
T
C
T
B
T
D
T
ac
A
B
C
0
ac
ANALYSIS AND COMPUTATION OF OPTIMAL BOUNDS OF BI-DIRECTIONAL FRAMES
247
There are four terms in the above expression, each
term is a cascaded system. By using lemma 1, we can
represent the first term as:
A
T
C
T
B
T
D
T
ac
A B
C D
c
=
A B
D
T
C+ B
T
PA D
T
D+ B
T
PB
c
+
A
T
C
T
D+ A
T
PB
B
T
0
ac
where A
T
PA P + C
T
C = 0, yielding B
T
(z
1
I
A
T
)
1
(A
T
PA P + C
T
C)(zI A)
1
B = 0. The sec-
ond term can be rewritten as:
A
T
C
T
B
T
0
c
A
B
C
0
ac
=
A
T
A
T
QB
B
T
B
T
QB
c
+
A
B
B
T
QA
0
ac
where A
T
QA
Q + C
T
C
= 0, yielding B
T
(zI
A
T
)
1
(A
T
QA
Q + C
T
C
)(z
1
I A
)
1
B
= 0.
The third term can be rewritten as:
A
T
C
T
B
T
0
c
A B
C D
c
=
A 0 B
C
T
C A
T
C
T
D
0 B
T
0
c
=
A 0 B
0 A
T
C
T
D+UB
B
T
U B
T
0
c
where UA A
T
U + C
T
C = 0, yielding B
T
(zI
A
T
)
1
(UA A
T
U + C
T
C)(zI A)
1
B = 0. The
fourth term can be rewritten as:
A
T
C
T
B
T
D
T
ac
A
B
C
0
ac
=
A
T
C
T
C
0
0 A
B
B
T
D
T
C
0
ac
=
A
T
0 VB
0 A
B
B
T
D
T
C
+ B
T
V 0
ac
where A
T
V VA
+ C
T
C
= 0, yielding B
T
(z
1
I
A
T
)
1
(A
T
V VA
+C
T
C
)(z
1
I A
)
1
B
= 0. The
third term condition UA A
T
U + C
T
C = 0 and
fourth term condition A
T
V VA
+ C
T
C
= 0 result
in V = U
T
,U = V
T
.
Hence we can represent E
(z)E(z) βI as
E
(z)E(z) βI
= (D
T
D+ B
T
PB+ B
T
QB
βI)+ (D
T
C
+B
T
PA)(zI A)
1
B+ B
T
(z
1
I A
T
)
1
(C
T
D
+A
T
PB) + B
T
(z
1
I A
T
)
1
(A
T
PAP+C
T
C)
×(zI A)
1
B+ B
T
(zI A
T
)
1
(A
T
QB
)
+(B
T
QA
)(z
1
I A
)
1
B
+ B
T
(zI A
T
)
1
×(A
T
QA
Q+C
T
C
)(z
1
I A
)
1
B
B
T
U
×(zI A)
1
B+ B
T
(zI A
T
)
1
(C
T
D+UB)
+B
T
(zI A
T
)
1
(UAA
T
U +C
T
C)(zI A)
1
×BB
T
(z
1
I A
T
)
1
VB
+ (D
T
C
+ B
T
V)
×(z
1
I A
)
1
B
+ B
T
(z
1
I A
T
)
1
×(A
T
V VA
+C
T
C
)(z
1
I A
)
1
B
,
We can further rewrite E
(z)E(z) βI 0 as:
E
(z)E(z) βI
=
h
B
T
(z
1
I A
T
)
1
B
T
(zI A
T
)
1
I
i
×
A
T
PAP+C
T
C A
T
V VA
+C
T
C
UA A
T
U +C
T
C A
T
QA
Q+C
T
C
D
T
C+ B
T
PAB
T
U B
T
QA
+ D
T
C
+ B
T
V
C
T
D+A
T
PBVB
A
T
QB
+C
T
D+UB
D
T
D+B
T
PB+ B
T
QB
βI
×
(zI A)
1
B
(z
1
I A
)
1
B
I
0
Thus the matrix
A
T
PAP+C
T
C A
T
V VA
+C
T
C
UA A
T
U +C
T
C A
T
QA
Q+C
T
C
D
T
C+ B
T
PAB
T
U B
T
QA
+ D
T
C
+ B
T
V
C
T
D+A
P
BVB
A
T
QB
+C
T
D+UB
D
T
D+B
T
PB+ B
T
QB
βI
0
is a negative definite matrix. Letting X = V, which
means that X
T
= U, we prove the theorem.
Theorem 2 can be used to obtain the upper bound
of the causal LTI system by setting A
= 0,B
=
0,C
= 0,D
= 0, resulting X = 0. In this case, theo-
rem 2 can be found in lemma 3. The theorem can also
be used to obtain the upper bound of the anticausal
LTI system by setting A = 0,B = 0,C = 0,D = 0,
hence X = 0.
Similarly, we have the lower bound computed by
the following theorem.
Theorem 3. For a frame whose elements are the
bi-infinite dimensional impulse responses of a stable
mixed causal-anticausal LTI systems E with E(e
jω
)
being full column rank in ω [0,2π), the optimal
lower frame bound is the supermum (maximum) of all
possible α satisfying
αkuk
2
kEuk
2
.
The problem of finding the maximum α is equivalent
to the following optimization problem
ICINCO 2011 - 8th International Conference on Informatics in Control, Automation and Robotics
248
min
P,Q,X
α
subject to:
A
T
PAP+C
T
C A
T
X XA
+C
T
C
X
T
AA
T
X
T
+C
T
C A
T
QA
Q+C
T
C
B
T
PA+ D
T
CB
T
X
T
B
T
QA
+ D
T
C
+ B
T
X
A
T
PB+C
T
DXB
A
T
QB
+C
T
D+X
T
B
B
T
PB+ B
T
QB
+ D
T
DαI
0,
where P = P
T
> 0, Q = Q
T
> 0 and X is a general
matrix.
The proof is analogue to the proof of theorem 2.
4 EXAMPLES
Example 1. We make use of the IIR Butterworth fil-
ters shown in (Herley and Vetterli, 1993). The low
pass filter H(z) is given as
H(z) =
N
i=0
N
i
z
i
2
(N1/2)
l=0
N
2l
z
2l
,
where N is the order of the filter and the high pass
filter G(z) is given as:
G(z) = z
2n1
H(z
1
).
We give an example with order N = 7 and n = 0:
H(z) =
1+7z
1
+21z
2
+35z
3
+35z
4
+21z
5
+7z
6
+z
7
2(1+21z
2
+35z
4
+7z
6
)
,
G(z) = z
1
17z
1
+21z
2
35z
3
+35z
4
21z
5
+7z
6
z
7
2(1+21z
2
+35z
4
+7z
6
)
,
The causal-anticausal state space representations the
low pass filter H(z) and high pass filter G(z) are
shown as:
H(z) =
0 0.2319 0 1
1 0 0 0
0 1 0 0
0.3499 0 0.0234 0.7071
c
+
0 0.6881 0 0.0331 0
1 0 0 0 6.6787
0 1 0 0 0
0 0 1 0 16.3918
0 0 0 0.0331 0
ac
,
and
G(z) =
0 0.6881 0 0.0331 0 1
1 0 0 0 0 0
0 1 0 0 0 0
0 0 1 0 0 0
0 0 0 1 0 0
0.7071 0.5431 0.4865 0.1524 0.0234 0.3499
c
+
0 0.2319 0.0404
1.001 0 0
0.001 1.4273 0
ac
.
The frame bounds of the Butterworth FB frame are
shown in table 1. The FB constructs a approximate
tight frame. The dual frame is realized by:
˜
H(z) = H(z
1
),
˜
G(z) = G(z
1
).
Table 1: Frame bounds of Butterworth FB frame.
Decimation Factor 1 2
β 2 1.0008
α 1.9985 0.9984
Example 2. The scaling filter H(z) and wavelet filter
G(z) are given as
H(z) =
1
2
1
8
z
2
+
1
2
z+
3
4
+
1
2
z
1
+
1
8
z
2
,
G(z) = 6
q
70
1313
1
2
z+ 1
1
2
z
1
.
The state space representations of the low pass and
high pass filters are given as
H(z) =
0 0 0.5
1 0 0
0.7071 0.1768 0.5303
c
+
0 0 0.5
1 0 0
0.7071 0.1768 0
ac
and
G(z) =
0 1
0.6927 1.3854
c
+
0 1
0.6927 0
ac
The frame bounds of the FB frame are given in table
2.
Table 2: Frame bounds of FIR FB frame.
Decimation Factor 1 2
β 7.6773 3.8385
α 1.1090 0
5 CONCLUSIONS AND FUTURE
WORK
A class of frames, with elements in the form of bi-
directional infinite impulse responses of an LTI sys-
tem, can be equivalently modeled as mixed causal-
anticausal LTI systems. This paper presents a direct
state space approach to the analysis and computation
of optimal frame bounds of this class of frames. It
is shown that the lower frame bound is also equal to
the inverse of the square of the operator norm of the
left pseudoinverse system which achieves perfect re-
construction. Accurate and efficient computation of
ANALYSIS AND COMPUTATION OF OPTIMAL BOUNDS OF BI-DIRECTIONAL FRAMES
249
the frame bounds has been achieved using the LMI
technique and the obtained results are demonstrated
by examples.
The results obtained in this paper are applicable
to a class of frames which are governed by exponen-
tial type perfoamance hahavior and can be modeled
by LTI system responses in the time and frequency
domains. Currently, the authors are extending the LTI
state space approach presented in this paper to lin-
ear time varying (LTV) state space modeling, analy-
sis and computation of frames. This study will en-
able deeper understanding and more efficient evalua-
tion of a more general class of frames which may not
be properly analyzed and evaluated in the conventi-
noal frequency domain.
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