72 views

Uploaded by Amarjargal Norov

- 06024535
- Wavelets and subband codding
- Insights Into Wavelets From Theory to Practice
- Strata Wavelets
- 31637947 the Haar Wavelet Transform
- George Bachmann, Lawrence Narici, Edward BeckensteinFourier and Wavelet Analysis (Universitext)1999
- 1477
- Ch7-Short-Time Fourier Transform Analysis and Synthesis
- Signal Defects Classification Using Wavelet Transform and Multiclass Support Vector Machine
- Fractal Behavior of the Earth System - Dimri
- Ja 3216111614
- pcm00
- wavelet
- pertusaphd
- Vibration Signature Analysis
- MQA.ppt
- Excel Computing
- Temperature and precipitation in Northeast China and Climate Oscillations
- Bhowmik Webcam Spie 09
- automated PalmPrintRecognition.pdf

You are on page 1of 45

1. Introduction

The first recorded mention of what we now call a wavelet seems to be in 1909 in a thesis by Alfred Haar. The concept of wavelets in its present theoretical form was first proposed by Jean Morlet and the team at the Marseille Theoretical Physics Center working under Alex Grossmann in France. The concept of wavelet analysis have been developed mainly by Y. Mayer and his colleagues. The main algorithm dates back to the work of Stephane Mallat in 1988. Such research is particularly active in the United States, where it is spearheaded by the work of scientists such as Ingrid Daubechies, Ronald Coifman, and Victor Wichkerhauser. Wavelets are a relatively new way of analyzing time series or images. Wavelet analysis is in some cases complementary to existing analysis techniques (e.g., correlation and spectral analysis) and in other cases capable of solving problems for which little progress had been made prior to the introduction of wavelets.

The results of the Fourier transform are the Fourier coefficients A(f), which when are multiplied by a sinusoid of frequency f yield the constituent sinusoidal components of the original signal.

To study Non-stationary Signals, in which their frequency components are changing over time, we cannot use the Fourier Transform because time information is lost. To correct this deficiency, Gabor (1946) adapted the Fourier Transform to analyze only a small section of the signal at a time. Gabors adaptation, called Short-Time Fourier Transform (STFT) maps a signal into a two-dimensional function of time and frequency.

The STFT represents a sort of compromise between the time- and frequency-based views of a signal. It provides some information about both when and at what frequencies a signal event occurs. However, you can only obtain this information with limited precision, and that precision is determined by the size of the window. Real signals, in the nature, have their principal frequencies in the lowfrequency region. Therefore, it is totally necessary to have higher accuracy in this region. Therefore, wavelet analysis represents the next logical step: a windowing technique with variable-sized regions. Wavelet analysis allows the use of long time intervals where we want more precise low-frequency information, and shorter regions where we want high-frequency information.

a wavelet is a small wave. A wavelet grows and decays essentially in a limited time period. To quantify the notion of a wavelet, let us consider a real-valued function () defined over the real axis (-, +) and satisfying two basic properties: The integral of () is zero:

To form the next wavelets, we start with the Gaussian probability density function for random variable with mean zero and variance 2

()

is

the wavelet.

With proper renormalization again, the negative of the second derivative of also yields a wavelet, usually referred to as the Mexican hat:

()

let x() be a real-valued function of an independent variable t, that we will refer to as time. Let us consider the integral

Where (a,b) is called the average value of x() over the interval [a, b]

Instead of regarding an average value (a,b) as a function of the end points of the interval [a,b] over which the integration is carried out, we can just as easily consider it to be a function of the length of the interval, i.e. =b-a, and the center time of the interval, i.e. t=(a+b)/2. We refer to as the scale associated with the average. Using and t, we can define

We call A(,t) the average value of the signal x() over a scale of centered about time t

As a specific example consider a series of measurements related to how well a particular cesium beam atomic clock (clock 571) keeps time on a daily basis as compared to a master clock. The measurements are daily average fractional frequency deviates. They can be regarded as averages of a signal x() over intervals of the form

[t 12 , t + 12 ]

A good indicator of the inherent ability of clock 571 to keep good time over a scale of a day is thus not A(1,t) itself, but rather how much A(1,t) changes from one time period to another.

Or

if |D(1,t)| is close to zero, the daily performance of the clock is good. More generally, the timekeeping abilities of a clock over a scale can be judged by examining

(3)

scale

We are now in a position to connect wavelets to the scheme of looking at changes in averages. Because the two integrals in Equation (3) involve adjacent non-overlapping intervals, it is easy to combine then into a single integral over the entire real axis to obtain

Haar wavelet

The Haar wavelet extracts information about how much difference there is between the two unit scale averages of x() bordering on time t=0

To adjust the Haar wavelet to extract information about unit scale changes at other values of t

It is proportional to the difference between two adjacent averages of scale , the first average beginning at time t, and the second, ending at time t.

H

We now state a fundamental fact about the CWT that it preserves all the information in x if satisfies the admissibility condition of

()

()

and

x()

The CWT produces wavelet coefficients that are a function of scale and position of the wavelet. Multiplying each coefficient by the appropriately scale and shifted wavelet yields the constituent wavelet of the original signal.

Scaling a wavelet simply means stretching or compressing it. The scale factor, , works how following: The smaller the scale factor, the more compressed the wavelet. t It is clear that the scale factor is related inversely to the radian frequency of the signal.

=1

=1/2

=1/4

Its a very simple process. In fact, here are the five steps of an easy recipe for creating a CWT: 1) Take a wavelet and compare it to a section at the start of the original signal 2) Calculate a number, C, that represents how closely correlated the wavelet is with this section of the signal. The higher C is, the more the similarity. More precisely, if the signal energy and the wavelet energy are equal to one, C may be interpreted as a correlation coefficient. Note that the results will depend on the shape of the wavelet you choose. 3) Shift the wavelet to the right and repeat step1 and 2 until you are covered the whole signal. 4) Scale (stretch) the wavelet and repeat step1 through 3. 5) Repeat steps 1 through 4 for all scales.

When you are done, you will have the coefficients produced at different scales by different sections of the signal. The coefficients constitute the results of a repression of the original signal performed on the wavelets. How to make sense of all theses coefficients? You could make a plot on which the x-axis represents position along the signal (time), the y-axis represents scale, and the colour at each x-y point represents the magnitude of the wavelet coefficient C.

u t ( )

The Discrete Wavelet Transform (DWT) of {Xt} is an orthonormal transform. The series and its transform can be considered to be two representations of the same mathematical entity.

An N x N real-valued matrix is said to be orthonormal if its transpose is its inverse, i.e. if T = IN where IN is the N x N identity matrix. We can decompose a time series X by premultiplying it by to obtain W= X an N dimensional column vector containing the transform coefficients; likewise, given O, we can reconstruct X since X=T W The orthonormality implies that ||W||2=||X||2. Hence W n2 represents the contribution to the energy attributable to the DWT coefficient with index n.

WT

Let us now define exactly what the notion of scale means. For a positive integer , let

X t (1) = X t

, which we can regard as a single point average and

X N 1 (N ) = X

which is the sample average of all N values

Note that the first eight DWT coefficients W0,,W7 are proportional to differences in adjacent averages of {Xt} on a unit scale; the next four W8,,W11 are differences in adjacent averages on a scale of two W12 and W13 are proportional to differences on a scale of four; W14 is proportional to a difference on a scale of eight; and the final coefficient W15 is proportional to the average of all the data. There are thus exactly N/(2i) coefficients in the DWT associated with changes on scale i where i=2j-1 for j=1,,J (note 1=1 and J=N/2); additionally, there is one coefficient WN-1 associated with an average at scale N. The N-1 coefficients that are associated with changes on various scales are called wavelet coefficients, whereas WN-1 is called a scaling coefficient.

Let us now decompose the elements of the vector W into J+1 subvectors. The first J subvectors are denoted by Wj j=1,J and the jth such a subvector contains al of the DWT coefficients for scale j. Note that Wj is a column vector with N/2j elements. The final subvector is denoted as VJ and contains just the scaling coefficient WN-1. We can write When J=4, N=2J=16

0 j J let 1

Details (Low-scale, Highfrequency components)

Sj is a smoothed version of X

Sj =

D

k = j +1

+ SJ

Wavelet filter

Scaling filter is defined in terms of the wavelet filter via the quadrature mirror relationship

a) Haar.

b) Daubechies.

c) Biorthogonal.

Scale to frequency:

Pseudo-frequencies corresponding to the scales

1.0

3.0 2.5

0.5

2.0

0.0

-1.0 0 10 20 30 40 -3 x10 50 60 -0.5

2 s

40 60V

-50 dB

dB 0 -20 -40

20

500

1000 Hz

1500

2000

2

2

1 0 2

S

a6

1 0

2 1 0

a6

d6

1 0

d5

d4

d3

d2

d2

0.5

0.5

d1

d1

d3

0.0 -0.5

0.0 -0.5

d4

0

d5

d6

10

15

20

10

15

20

Tiempo (s)

Tiempo (s)

Scale Scale

Shift (time)

- 06024535Uploaded byDev Anand
- Wavelets and subband coddingUploaded bytrungnt1981
- Insights Into Wavelets From Theory to PracticeUploaded bySyed Shaul
- Strata WaveletsUploaded byfarrukhqayum
- 31637947 the Haar Wavelet TransformUploaded bycathy_vancha
- George Bachmann, Lawrence Narici, Edward BeckensteinFourier and Wavelet Analysis (Universitext)1999Uploaded byEdgard Luis Bonilla Carrasquel
- 1477Uploaded byFelisberto Ermindo Manuel
- Ch7-Short-Time Fourier Transform Analysis and SynthesisUploaded byVinodKumarTummalur
- Signal Defects Classification Using Wavelet Transform and Multiclass Support Vector MachineUploaded byEditor IJRITCC
- Fractal Behavior of the Earth System - DimriUploaded byaleyda_lenovo1
- Ja 3216111614Uploaded byAnonymous 7VPPkWS8O
- pcm00Uploaded byAshwini Nayak
- waveletUploaded byChandan Bangera
- pertusaphdUploaded bynamcoltech
- Vibration Signature AnalysisUploaded byPP Shen
- MQA.pptUploaded byAnonymous 5YMOxVQ
- Excel ComputingUploaded byTina Cui
- Temperature and precipitation in Northeast China and Climate OscillationsUploaded bydicekichiro
- Bhowmik Webcam Spie 09Uploaded byPrateek Bhartiya
- automated PalmPrintRecognition.pdfUploaded bySumit Basu
- Colour Image Watermarking Using Modified HAAR TransformUploaded byInternational Journal of Innovative Science and Research Technology
- Paper 4Uploaded byRakeshconclave
- Practical-Iterative-Learning-Control-with-Frequency-Domain-Design-and-Sampled-Data-Implementation.pdfUploaded byBenjamin franklin
- Numerical Solution of Elliptic Partial Differential Equations by Haar Wavelet Operational Matrix MethodUploaded bysashankchappidigmail
- A Review on Image Inpainting to Restore ImageUploaded byInternational Organization of Scientific Research (IOSR)
- QE3Uploaded byJoseph Tabadero Jr.
- A 0603030107Uploaded byIOSRjournal
- sampleMTechCS09Uploaded byNilanjan Sarkar
- Visualization of Complex Networks based on Dyadic Curvelet TransformUploaded byAmanda Car
- An Analysis of Variance Test for Normality Shapiro-Wilk Biometrika 1965Uploaded byangeloes12

- Судалгаа хийхUploaded byAmarjargal Norov
- Wavelet-Based Multiresolution ForecastingUploaded byalexis_mia
- ArimaUploaded byAmarjargal Norov
- Thesies New 1108Uploaded byAmarjargal Norov
- 10.1.1.34.9279Uploaded byAmarjargal Norov
- Demo a Rim AUploaded byBodhisatya Bhattacharjee
- Dissertation of BoldUploaded byAmarjargal Norov
- Typeset Latex equationsUploaded byDayasagar VS
- WaveletsUploaded byAmarjargal Norov
- Mongoliin Baraanii Eksportiin Uniin Ersdeliig Zah Zeeld Undeslen Ersdeliin Menejmentiin Argaar Buuruulah NiUploaded byAmarjargal Norov
- ch02-ansUploaded byAmarjargal Norov
- ISPmt & XIRRUploaded byAmarjargal Norov

- 12 prp - rules or guidelinesUploaded byapi-302915920
- KBC Bible College ApplicationUploaded byApostleAECJr
- Evelyn Fox Keller Reflections on Gender and Science PDFUploaded byNick
- TS5K320_OEMSpecificationR15.pdfUploaded byAntonio Bellido
- Flyer - PCS-9400 Generator Excitation SystemUploaded bymersium
- Overview of Epidemiology and Contribution of Obesity ToUploaded byDiana Maria Amaya Cruz
- 02Overview KSSM Pend Khas English for CommunicationUploaded byDaniel Wong
- Ejemplo 3 Etnografía Escuela y RitualesUploaded byAsamblea Cristiana Linares
- ADEC - Abu Mousa Al Ashaari Private School 2016-2017Uploaded byEdarabia.com
- Full Text November 18 (10 Cases)Uploaded byJohn Ceasar Ucol Ü
- MEWP_Rev4.pdfUploaded byStephanie Scott
- Latest Findings from Randomized Evaluations of MicrofinanceUploaded byCGAP Publications
- 2012 Notes on Wills and SuccessionUploaded byFrancis Juarez
- Notes 01Uploaded byaymanieee
- Effect of Armature Reaction on the Performance OfUploaded byHamood Saqer Abuobayda
- Marking Code Rg 73Uploaded byJosé Adelino
- Derive the formula for numerical aperture for a step index fibre. Calculate the Acceptance angle for an optical fibre.pdfUploaded bySrinivasulu Pudu
- How High Can a Dead Cat BounceUploaded byworkshopsvp
- [138] Reyes v. Secretary of Justice (1996)Uploaded byFides Damasco
- 2018 report from Crohn's and Colitis CanadaUploaded byEmily Mertz
- The Pharmacokinetic Profile of Tamsulosin Oral Controlled Absorption System (OCAS1)Uploaded byMihai Sebastian
- Business Objects - Guidelines and Best PracticesUploaded bygabriel_babiano8003
- AlevisUploaded bymanmaking
- Soft Tissue TumorUploaded byDabessa Mosissa
- Divestment StrategyUploaded byTenzin Ozil
- 2017-05-23 Statement of Decision - FINALUploaded byJoe Eskenazi
- logicsp3bUploaded bybzeebb
- Asymmetric WarfareUploaded byrwjanj
- Certification Guide on Citrix Certified Associate Networking (CCA-N) 1Y0-253 ExamUploaded byNatasha sharma
- cfd_slides.pdfUploaded byAbraham Sauvingnon