Walsh function
Walsh functions are a complete set of pairwise orthogonal functions defined on the interval [0, 1], each consisting of a square waveform that takes only the values +1 or -1 (except at points of discontinuity, where the value is 0), and remaining constant over dyadic subintervals of [0, 1].[1] These functions form a basis for the Hilbert space L^2[0, 1], allowing the representation of any square-integrable function as an infinite series expansion analogous to the Fourier series but using binary-valued basis elements instead of sinusoids.[2] Introduced by American mathematician Joseph L. Walsh in his 1923 paper "A Closed Set of Normal Orthogonal Functions," they are normalized such that \int_0^1 \phi_n(x) \phi_m(x) \, dx = \delta_{nm}, where \delta_{nm} is the Kronecker delta,[1] and each function \phi_n(x) exhibits exactly n sign changes within (0, 1).[3] The functions are typically ordered by sequency, a measure of the number of sign changes (zero-crossings) per unit interval, which serves as a discrete counterpart to frequency in Fourier analysis.[4] They can be generated recursively or via the rows of Hadamard matrices, which are square matrices with entries \pm 1 satisfying H H^T = N I for an N \times N matrix H and identity I.[5] Walsh functions possess properties such as completeness (no non-zero integrable function is orthogonal to all of them) and uniform boundedness, making them suitable for expansions of continuous functions that converge uniformly when grouped by sequency order.[1] Unlike the continuous Fourier basis, their discontinuous, binary nature aligns well with digital implementations, facilitating efficient computation through the Walsh-Hadamard transform (WHT), which requires only additions and subtractions, akin to the fast Fourier transform (FFT) but without multiplications.[6] In applications, Walsh functions underpin the WHT for digital signal processing tasks, including power spectrum estimation, filtering of speech and medical signals, image compression, and pattern recognition, where their orthogonality enables decomposition into sequency-ordered components with computational complexity O(N \log N) for N-point transforms.[6] They are integral to code-division multiple access (CDMA) systems in wireless communications, where finite-length Walsh codes (derived from Hadamard matrices) provide orthogonal spreading sequences to separate simultaneous user signals on the downlink, as standardized in 3G mobile networks like IS-95 and CDMA2000.[7] Additional uses include reducing crosstalk in radio astronomy antenna arrays and designing logic circuits or multiplexing schemes in electrical engineering.[3]Definition and History
Definition
Walsh functions constitute a complete orthogonal system in the Hilbert space L^2[0,1], comprising square-wave functions that take values \pm 1 almost everywhere on the interval [0,1], with discontinuities occurring solely at dyadic rational points of the form m/2^k for integers m and k \geq 0.[1] These functions form an orthonormal basis for L^2[0,1], enabling the expansion of any square-integrable function as an infinite series of Walsh functions.[1] The Walsh functions are constructed as products of Rademacher functions, which provide the fundamental building blocks. The k-th Rademacher function is defined as r_k(x) = \sgn(\sin(2^{k+1} \pi x)) for k = 0, 1, 2, \dots and x \in [0,1), where \sgn denotes the sign function, yielding periodic square waves with increasing frequencies that alternate between +1 and -1.[8] For a nonnegative integer n with binary expansion n = \sum_{j=0}^\infty n_j 2^j where n_j \in \{0,1\}, the Walsh function in Paley ordering (also known as dyadic or natural ordering) is given by \wal(n, x) = \prod_{j=0}^\infty r_j(x)^{n_j} = (-1)^{\sum_{j=0}^\infty n_j x_j}, with the second form using the binary digits x_j of x \in [0,1); this ordering follows the natural binary representation of the index n.[8] In contrast, sequency ordering (also called Hadamard ordering) arranges the Walsh functions by their sequency, defined as the number of sign changes (zero crossings) in the interval [0,1), analogous to frequency in Fourier analysis.[9] This ordering is obtained by reordering the Paley-ordered functions or rows of the Hadamard matrix via bit-reversal permutation. Examples of the first few sequency-ordered Walsh functions include:- \wal(0, x) = 1 (sequency 0),
- \wal(1, x) = \sgn(\sin(2\pi x)) (sequency 1),
- \wal(2, x) = \sgn(\sin(2\pi x)) \cdot \sgn(\sin(4\pi x)) (sequency 2),
- \wal(3, x) = \sgn(\sin(4\pi x)) (sequency 3).[9]