Wavelet Final
Wavelet Final
S
S
A1 D
1
A2 D2
A3 D3
TABLE OF CONTENT
Overview
Historical Development
Time vs Frequency Domain Analysis
Fourier Analysis
Fourier vs Wavelet Transforms
Wavelet Analysis
Tools and Software
Typical Applications
Summary
References
OVERVIEW
Wavelet
A small wave
Wavelet Transforms
Convert a signal into a series of wavelets
Provide a way for analyzing waveforms, bounded in both
frequency and duration
Allow signals to be stored more efficiently than by Fourier
transform
Be able to better approximate real-world signals
Well-suited for approximating data with sharp discontinuities
The Forest & the Trees
Notice gross features with a large "window
Notice small features with a small "window
MATHEMATICAL
TRANSFORMATION
Why
To obtain a further information from the signal
that is not readily available in the raw signal.
Raw Signal
Normally the time-domain signal
Processed Signal
A signal that has been "transformed" by any of the
available mathematical transformations
Fourier Transformation
The most popular transformation
TIME-DOMAIN SIGNAL
The Independent Variable is Time
The Dependent Variable is the Amplitude
Most of the Information is Hidden in the Frequency
Content
1 1
0.5 0.5
2 Hz
Magnitude
Magnitude
0 0
10 Hz
-0.5 -0.5
-1 -1
0 0.5 1 0 0.5 1
Time Time
1 4
0.5 2 2 Hz +
20 Hz 10 Hz +
Magnitude
Magnitude
0 0
20Hz
-0.5 -2
-1 -4
0 0.5 1 0 0.5 1
Time Time
FREQUENCY TRANSFORMS
Frequency Spectrum
Be basically the frequency components (spectral
components) of that signal
Show what frequencies exists in the signal
Fourier Transform (FT)
One way to find the frequency content
Tells how much of each frequency exists in a signal
N 1
X k 1 xn 1 W kn
N X f xt e 2 jft dt
n 0
1 N 1
xn 1 X k 1 WNkn
N k 0 xt X f e 2 jft
df
2
j
wN e N
STATIONARITY OF SIGNAL (1)
Stationary Signal
Signals with frequency content unchanged
in time
All frequency components exist at all times
Non-stationary Signal
Frequency changes in time
One example: the Chirp Signal
STATIONARITY OF SIGNAL (2)
2 Hz + 10 Hz + 20Hz 3 600
Occur at all times
2 500
Magnitude
Magnitude
1 400
Stationary 0 300
-1 200
-2 100
-3 0
0 0.2 0.4 0.6 0.8 1 0 5 10 15 20 25
Time Frequency (Hz)
0.4-0.7: 10 Hz + 0.8
Magnitude
0.6 200
Magnitude
0.7-1.0: 20Hz 0.4
0.2 150
Non- 0
-0.4
-0.6 50
-0.8
-1 0
0 0.5 1 0 5 10 15 20 25
Time Frequency (Hz)
CHIRP SIGNALS
Frequency: 2 Hz to 20 Hz Frequency: 20 Hz to 2 Hz
Different in Time Domain
1 150 1 150
0.8 0.8
0.6 0.6
0.4 0.4
Magnitude
Magnitude
100 100
Magnitude
Magnitude
0.2 0.2
0 0
-0.2 -0.2
50 50
-0.4 -0.4
-0.6 -0.6
-0.8 -0.8
-1 0 -1 0
0 0.5 1 0 5 10 15 20 25 0 0.5 1 0 5 10 15 20 25
Time Frequency (Hz) Time Frequency (Hz)
STFTX t , f xt * t t e j 2 ft dt
t
t : the window function
A function of time
and frequency
DRAWBACKS OF STFT
Unchanged Window
Dilemma of Resolution
Narrow window -> poor frequency resolution
Wide window -> poor time resolution
Heisenberg Uncertainty Principle
Cannot know what frequency exists at what time intervals
Wavelet Transform
An alternative approach to the short time Fourier
transform to overcome the resolution problem
Similar to STFT: signal is multiplied with a function
Multiresolution Analysis
Analyze the signal at different frequencies with different
resolutions
Good time resolution and poor frequency resolution at high
frequencies
Good frequency resolution and poor time resolution at low
frequencies
More suitable for short duration of higher frequency; and
longer duration of lower frequency components
What wavelets can Do ?
One major advantage afforded by wavelets
is the ability to perform local analysis --
that is, to analyze a localized area of a
larger signal.
which is the sum over all time of the signal f(t) multiplied by
a complex exponential. (Recall that a complex exponential
can be broken down into real and imaginary sinusoidal
components.)
The results of the transform are the Fourier coefficients
F(w), which when multiplied by a sinusoid of frequency ,
yield the constituent sinusoidal components of the original
signal. Graphically, the process looks like:
Continuous Wavelet Transform
The scale factor works exactly the same with wavelets. The
smaller the scale factor, the more "compressed" the wavelet.
Scaling
Mother Wavelet
Small wave
Means the window function is of finite length
Mother Wavelet
A prototype for generating the other window
functions
All the used windows are its dilated or compressed
and shifted versions
SCALE
Scale
S>1: dilate the signal
S<1: compress the signal
Low Frequency -> High Scale -> Non-
detailed Global View of Signal -> Span
Entire Signal
High Frequency -> Low Scale -> Detailed
View Last in Short Time
Only Limited Interval of Scales is Necessary
COMPUTATION OF CWT
1 * t
CWTx , s x , s x t dt
s s
Step 1: The wavelet is placed at the beginning of the
signal, and set s=1 (the most compressed wavelet);
Step 2: The wavelet function at scale 1 is
multiplied by the signal, and integrated over all
times; then multiplied by 1 s ;
Step 3: Shift the wavelet to t= , and get the
transform value at t= and s=1;
Step 4: Repeat the procedure until the wavelet
reaches the end of the signal;
Step 5: Scale s is increased by a sufficiently small
value, the above procedure is repeated for all s;
Step 6: Each computation for a given s fills the
single row of the time-scale plane;
Step 7: CWT is obtained if all s are calculated.
RESOLUTION OF TIME &
FREQUENCY
Better time
resolution;
Poor
frequency
resolution
Frequency
Better
frequency
resolution;
Poor time
resolution Time
Each box represents a equal portion
Resolution in STFT is selected once for entire analysis
COMPARSION OF
TRANSFORMATIONS
1 * t
CWT , s , s
xt dt
s
x x
s
X T ,s t dt
1 t
t
,s
s s
S 2 4 8
N 2 s1 s2 N1 f1 f 2 N1
N 32 16 8
Discrete Wavelet Transform
Calculating wavelet coefficients at every possible
scale is a fair amount of work, and it generates an
awful lot of data. What if we choose only a subset
of scales and positions at which to make our
calculations?
A1 D
1
A2 D2
A3 D3
SUBBABD CODING ALGORITHM
Halves the Time Resolution
Only half number of samples resulted
Doubles the Frequency Resolution
The spanned frequency band halved
0-1000 Hz
256
X[n] Filter 1 D1: 500-1000 Hz
512
256
S
S Filter 2 D2: 250-500 Hz
A1 128
A1 D1 128
Filter 3 D3: 125-250 Hz
A2 64
A2 D2
A3 D3 A3: 0-125 Hz
64
DECOMPOSING NON-
STATIONARY SIGNALS (1)
fL
Signal:
0.0-0.4: 20 Hz
0.4-0.7: 10 Hz
0.7-1.0: 2 Hz
Wavelet: db4
fH
Level: 6
DECOMPOSING NON-
STATIONARY SIGNALS (2)
fL
Signal:
0.0-0.4: 2 Hz
0.4-0.7: 10 Hz
0.7-1.0: 20Hz
Wavelet: db4
fH
Level: 6
RECONSTRUCTION
What
How those components can be assembled back into
the original signal without loss of information?
A Process After decomposition or analysis.
Also called synthesis
How
Reconstruct the signal from the wavelet
coefficients
Where wavelet analysis involves filtering and
downsampling, the wavelet reconstruction process
consists of upsampling and filtering
Reconstruction
The other half of the story is how those components can be
assembled back into the original signal without loss of
information. This process is called reconstruction, or
synthesis. The mathematical manipulation that effects
synthesis is called the inverse discrete wavelet transform
(IDWT).
To synthesize a signal in the Wavelet Toolbox, we reconstruct
it from the wavelet coefficients:
Reconstruction Filters
The filtering part of the reconstruction process also bears
some discussion, because it is the choice of filters that is
crucial in achieving perfect reconstruction of the original
signal.
The downsampling of the signal components performed
during the decomposition phase introduces a distortion
called aliasing. It turns out that by carefully choosing filters
for the decomposition and reconstruction phases that are
closely related (but not identical), we can "cancel out" the
effects of aliasing.
RECONSTRUCTION
Time
domain Frequency
domain
-1
j
Wavelet Basis Functions: Morlet (0 frequency ) : 4 e 0 e
2
2
2 m i m m!
Paul m order : DOG 1 im1
2m !
DOG m devivative :
- 1m1 d m 2 2
e
1 d
m
m
Derivative Of a Gaussian
M=2 is the Marr or Mexican hat wavelet 2
WAVELET FAMILY PROPERTIES
Property morl mexh meyr haar dbN symN coifN biorNr.Nd rbioNr.Nd gaus dmey cgau cmor fbsp shan
Crude
Infinitely regular
Arbitrary regularity
Compactly supported orthogonal
Compactly supported biothogonal
Symmetry
Asymmetry
Near symmetry
Arbitrary number of vanishing moments
Vanishing moments for
Existence of
Orthogonal analysis
Biorthogonal analysis
Exact reconstruction
FIR filters
Continuous transform
Discrete transform
Fast algorithm
Explicit expression For splines For splines
Complex valued
Complex continuous transform
FIR-based approximation
WAVELET SOFTWARE
A Lot of Toolboxes and Software have
been Developed
One of the Most Popular Ones is the
MATLAB Wavelet Toolbox
http://www.mathworks.com/access/helpdesk/help/toolbox/wavelet/wavelet.html
GUI VERSION IN MATLAB
Graphical User
Interfaces
From the
MATLAB prompt,
type wavemenu,
the Wavelet
Toolbox Main
Menu appears
OTHER SOFTWARE SOURCES
WaveLib [http://www-sim.int-evry.fr/~bourges/WaveLib.html]
EPIC [http://www.cis.upenn.edu/~eero/epic.html]
Imager Wavelet Library
[http://www.cs.ubc.ca/nest/imager/contributions/bobl/wvlt/download
/]
Mathematica wavelet programs [http://timna.Mines.EDU/wavelets/]
Morletpackage [ftp://ftp.nosc.mil/pub/Shensa/]
p-wavelets [ftp://pandemonium.physics.missouri.edu/pub/wavelets/]
WaveLab [http://playfair.Stanford.EDU/~wavelab/]
Rice Wavelet Tools [http://jazz.rice.edu/RWT/]
Uvi_Wave Software [http://www.tsc.uvigo.es/~wavelets/uvi_wave.html]
WAVBOX [ftp://simplicity.stanford.edu/pub/taswell/]
Wavecompress [ftp://ftp.nosc.mil/pub/Shensa/]
WaveThresh[http://www.stats.bris.ac.uk/pub/software/wavethresh/Wa
veThresh.html]
WPLIB [ftp://pascal.math.yale.edu/pub/wavelets/software/wplib/]
W-Transform Matlab Toolbox [ftp://info.mcs.anl.gov/pub/W-transform/]
XWPL [ftp://pascal.math.yale.edu/pub/wavelets/software/xwpl/]
WAVELET APPLICATIONS
Highest
Frequencies
Appear at the Start
of The Original
Signal
Approximations
Appear Less and
Less Noisy
Also Lose
Progressively More
High-frequency
Information.
In A5, About the
First 20% of the
Signal is Truncated
ANOTHER DE-NOISING
DETECTING DISCONTINUITIES
AND BREAKDOWN POINTS
The Discontinuous
Signal Consists of a
Slow Sine Wave
Abruptly Followed by
a Medium Sine Wave.
The 1st and 2nd Level
Details (D1 and D2)
Show the
Discontinuity Most
Clearly
Things to be
Detected
The site of the
change
The type of change
(a rupture of the
signal, or an abrupt
change in its first Discontinuity
or second Points
derivative)
The amplitude of
the change
DETECTING SELF-SIMILARITY
Purpose
How analysis by wavelets
can detect a self-similar,
or fractal, signal.
The signal here is the
Koch curve -- a synthetic
signal that is built
recursively
Analysis
If a signal is similar to
itself at different scales,
then the "resemblance
index" or wavelet
coefficients also will be
similar at different scales.
In the coefficients plot,
which shows scale on the
vertical axis, this self-
similarity generates a
characteristic pattern.
COMPRESSING IMAGES
Fingerprints
FBI maintains a large database
of fingerprints about 30
million sets of them.
The cost of storing all this data
runs to hundreds of millions of
dollars.
Results
Values under the threshold are
forced to zero, achieving about
42% zeros while retaining
almost all (99.96%) the energy
of the original image.
By turning to wavelets, the FBI
has achieved a 15:1
compression ratio
better than the more traditional
JPEG compression
IDENTIFYING PURE
FREQUENCIES
Purpose
Resolving a signal into constituent
sinusoids of different frequencies
The signal is a sum of three pure
sine waves
Analysis
D1 contains signal components
whose period is between 1 and 2.
Zooming in on detail D1 reveals
that each "belly" is composed of 10
oscillations.
D3 and D4 contain the medium sine
frequencies.
There is a breakdown between
approximations A3 and A4 -> The
medium frequency been subtracted.
Approximations A1 to A3 be used to
estimate the medium sine.
Zooming in on A1 reveals a period
of around 20.
SUMMARY
Historical Background Introduced
Frequency Domain Analysis Help to See any Information that is
not Obvious in Time-domain
Traditional Fourier Transform (FT) cannot Tell where a
Frequency Starts and Ends
Short-Term Fourier Transform (STFT) Uses Unchanged Windows,
cannot Solve the Resolution Problem
Continuous Wavelet Transform (CWT), Uses Wavelets as Windows
with Altered Frequency and Time Resolutions
Discrete Wavelet Transform (DWT) is more Effective and Faster
Many Wavelet Families have been Developed with Different
Properties
A lot of Software are available, which Enable more Developments
and Applications of Wavelet
Wavelet Transform can be used in many Fields including
Mathematics, Science, Engineering, Astronomy,
This Tutorial does not Cover all the Areas of Wavelet
The theories and applications of wavelet is still in developing
REFERENCES
Mathworks, Inc. Matlab Toolbox
http://www.mathworks.com/access/helpdesk/help/toolbox/wavelet/wavelet.html
Robi Polikar, The Wavelet Tutorial, http://users.rowan.edu/~polikar/WAVELETS/WTpart1.html
Robi Polikar, Multiresolution Wavelet Analysis of Event Related Potentials for the Detection of Alzheimer's
Disease, Iowa State University, 06/06/1995
Amara Graps, An Introduction to Wavelets, IEEE Computational Sciences and Engineering, Vol. 2, No 2,
Summer 1995, pp 50-61.
Resonance Publications, Inc. Wavelets. http://www.resonancepub.com/wavelets.htm
R. Crandall, Projects in Scientific Computation, Springer-Verlag, New York, 1994, pp. 197-198, 211-212.
Y. Meyer, Wavelets: Algorithms and Applications, Society for Industrial and Applied Mathematics,
Philadelphia, 1993, pp. 13-31, 101-105.
G. Kaiser, A Friendly Guide to Wavelets, Birkhauser, Boston, 1994, pp. 44-45.
W. Press et al., Numerical Recipes in Fortran, Cambridge University Press, New York, 1992, pp. 498-499,
584-602.
M. Vetterli and C. Herley, "Wavelets and Filter Banks: Theory and Design," IEEE Transactions on Signal
Processing, Vol. 40, 1992, pp. 2207-2232.
I. Daubechies, "Orthonormal Bases of Compactly Supported Wavelets," Comm. Pure Appl. Math., Vol 41,
1988, pp. 906-966.
V. Wickerhauser, Adapted Wavelet Analysis from Theory to Software, AK Peters, Boston, 1994, pp. 213-214,
237, 273-274, 387.
M.A. Cody, "The Wavelet Packet Transform," Dr. Dobb's Journal, Vol 19, Apr. 1994, pp. 44-46, 50-54.
J. Bradley, C. Brislawn, and T. Hopper, "The FBI Wavelet/Scalar Quantization Standard for Gray-scale
Fingerprint Image Compression," Tech. Report LA-UR-93-1659, Los Alamos Nat'l Lab, Los Alamos, N.M.
1993.
D. Donoho, "Nonlinear Wavelet Methods for Recovery of Signals, Densities, and Spectra from Indirect and
Noisy Data," Different Perspectives on Wavelets, Proceeding of Symposia in Applied Mathematics, Vol 47, I.
Daubechies ed. Amer. Math. Soc., Providence, R.I., 1993, pp. 173-205.
B. Vidakovic and P. Muller, "Wavelets for Kids," 1994, unpublished. Part One, and Part Two.
J. Scargle et al., "The Quasi-Periodic Oscillations and Very Low Frequency Noise of Scorpius X-1 as
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M.V. Wickerhauser, "Acoustic Signal Compression with Wave Packets," 1989. Available by TeXing this TeX
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