Abstract-This article describes a new algorithm that solves a particular phase retrieval problem, with important applications in audio processing: the reconstruction of a function from its scalogram, that is, from the modulus of its wavelet transform.It is a multiscale iterative algorithm, that reconstructs the signal from low to high frequencies. It relies on a new reformulation of the phase retrieval problem, that involves the holomorphic extension of the wavelet transform. This reformulation allows to propagate phase information from low to high frequencies.Numerical results, on audio and non-audio signals, show that reconstruction is precise and stable to noise. The complexity of the algorithm is linear in the size of the signal, up to logarithmic factors. It can thus be applied to large signals.Index Terms-Phase retrieval, scalogram, iterative algorithms, multiscale method
I. INTRODUCTIONThe spectrogram is an ubiquitous tool in audio analysis and processing, eventually after being transformed into melfrequency cepstrum coefficients (MFCC) by an averaging along frequency bands. A very similar operator, yielding the same kind of results, is the modulus of the wavelet transform, sometimes called scalogram.The phase of the wavelet transform (or the windowed Fourier transform in the case of the spectrogram) contains information that cannot be deduced from the single modulus, like the relative phase of two notes with different frequencies, played simultaneously. However, this information does not seem to be relevant to understand the perceptual content of audio signals [Balan et al., 2006;Risset and Wessel, 1999], and only the modulus is used in applications. To clearly understand which information about the audio signal is kept or lost when the phase is discarded, it is natural to consider the corresponding inverse problem: to what extent is it possible to reconstruct a function from the modulus of its wavelet transform? The study of this problem mostly begun in the early 80's [Griffin and Lim, 1984;Nawab et al., 1983].On the applications side, solving this problem allows to resynthesize sounds after some transformation has been applied to their scalogram. Examples include blind source separation [Virtanen, 2007] or audio texture synthesis [Bruna and Mallat, 2013].The reconstruction of a function from the modulus of its wavelet transform is an instance of the class of phase retrieval problems, where one aims at reconstructing an unknown signal x ∈ C n from linear measurements Ax ∈ C m , whose phase has been lost and whose modulus only is available, |Ax|. These problems are known to be difficult to solve.The author is with CNRS and CEREMADE, Université Paris Dauphine (e-mail: waldspurger@ceremade.dauphine.fr).Two main families of algorithms exist. The first one consists of iterative algorithms, like gradient descents or alternate projections [Fienup, 1982;Gerchberg and Saxton, 1972]. In the case of the spectrogram, the oldest such algorithm is due to Griffin and Lim [Griffin and Lim, 1984]. These methods are simp...