THE
Quebec)
A 0Y7,
ROM
igher level
In the case
or a human
tudy those
ed on the
| Legendre
ties in the
The whole
results are
ives better
grey level
id, 1984),
idy natural
the image
al analysis
ly varying
ng a new
es that we
e fractals
the image
local and
1e Hôlder
ities often
nal. It is
the nature
ire. Many
quencies”
g analysis
ze are not
| to give
>. They do
the signal
ultifractal
ultifractal
mentation
ment and
classical
International Archives of the Photogrammetry, Remote Sensing and Spatial Information Sciences, Vol XXXV, Part B7. Istanbul 2004
2. MULTIFRACTAL ANALYSIS BASICS
The multifractal formalism was created to describe the
properties of very turbulent systems with change in scale. It is
the case, in particular, in the study of fluids turbulences in
physics, (Grassberger and Procaccia, 1983) or (Frisch and
Parisi, 1985). It is used to describe the local behaviour and
nature of the singularities of irregular functions in a geometrical
or statistical way. A more complete theoretical description of
the multifractal analysis can be found in (Abry et al, 2001;
Lévy-Vehel et al, 2001).
2.1 Regularity and Hôlder exponent
The concept of specific regularity, in a point xp , was created to
quantize, using a positive real number « , the "roughness" of the
graph of a function in this point. The Holder regularity is a
generalization of the concepts of derivability and continuity of a
function. It is defined as following:
Let œ be a positive real number and x; € R; a function
g:R > is said to be C^ (xg) if it exists a polynomial P
with maximum degree [a] such that:
g(x) — Px — xo ) S C|x = xo” (1)
where [a] -q-l if a isan integer.
Therefore, the regularity of a function g is computed using an
estimation of the maximum difference of g with respect to a
polynomial P of degree lesser or equal to [a].
From the definition of the regularity we can define the Hólder
exponent a, of a function g as:
Go(Xo)7 supe: Ug is C" (xg) (2)
Thus, from its definition, it is obvious that the Hólder exponent
can characterize the regularity of a function g in each point.
2.2 Thesingularity spectrum
The multifractal analysis is generally used to study signal
without any a priori knowledge on its nature. It is a very useful
tool to describe and analyze the variations of the local
regularity of an unspecified signal. Most of the time it is used to
characterize the regularity of highly irregular signals whose
singularity spectrum is not a single point. The singularity
spectrum of such signals is function of time, contrary to
(mono)fractals signals which are entirely characterized by
single exponent. These signals are called multifractal because
they are characterized by infinity of fractal sets. Those sets have
to be studied in order to deduce the signal singularity spectrum.
This spectrum is a global description of the singularities
distribution. It exist various singularity spectrum types
according to whether one uses a statistical or geometrical
approach to estimate it. They all try, as well as possible, to
approach the theoretical singularity spectrum by using different
methods (Berroir, 1994). One of them is called the large
deviation spectrum f; and its definition is given below. The
proposed algorithm is based on this spectrum.
To obtain the large deviation spectrum, we first have to
compute the Holder exponent for each point of the signal. From
the image of Holder exponents, we extract the fractal
component sets F, which are formed by the points having the
same Hôlder exponents: F, = d: "A63 = aj. In practice, this
e
spectrum can be calculated by using the widened spectral
components F7 based on a quantization of a, noted a, :
Lu
—
FE =fl:a-e<a(f)<a+el,
because the number of different exponents can be large. The
spectrum is then obtained by the following formula:
log N, (@,)
1
log—
;
Jo(a) = lim limsup (4)
£20 / 40
where N,(@,) is the number of balls C of size r which
contain a Holder exponent a, , so:
N.(a,) zt :a ela - 2a e]. (5)
. This is equivalent to the computation of fractal dimension of
33
each fractal component F7 . Thus, the large deviation spectrum
can be approximated by using the box dimension of the fractal
component sets, which is the slope of the points whose
coordinates are (logr,-log N,(a,)).
The spectrum fg is a statistical approach of the multifractal
spectrum and can be interpreted as the probability of finding a
Holder exponent of order @ in a ball of radius r centred in
xg. This is equivalent to:
P(a, (x9) ~ a) ~ pool (6)
The aim of the multifractal formalism is to establish a strong
relation between the different multifractal spectra. If one makes
the assumption, not proved in our case, that the multifractal
formalism holds, then f = /ç, but in a more general way:
f £ fg, where f is the theoretical spectrum.
2.3 The wavelet transform and the Holder exponent
The Fourier transform is a powerful tool for studying the
singularities of a signal, but it is only possible to perform a