Fourier Series: Definition

• Fourier series are used in the analysis of periodic functions

WAVELET • The 'Fourier Series' Concept, simply stated...

TRANSFORM •

•
Any periodic waveform can be represented as a combination of simple
harmonics (sines and Cosies).
We can re-state the Fourier Series:
• Any periodic, complex wave can be visually represented, mathematically
expressed, or physically synthesized by adding the right combination of
pure sine or cosine waves together.

Frequency of Periodic Motion

Sine Waves of various frequencies
• The number of cycles completed per second.

• Frequency is the reciprocal of period.

• Frequency = 1/T, T is the period

• The unit representing frequency is hertz. 1 Hz means

that an event repeats once per second, 2 Hz is twice
per second, and so on.
the bottom waves have higher frequencies than those above.
• This unit was originally called a cycle per second (cps),
which is still sometimes used

Illustration: Approximation of square wave in 5, 25

Gibbs phenomenon
and 125 steps (non convergence of the series around the discontinuity)

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 TRANS... WHAT
Representation of Signals

• In many cases, the most distinguished information is

• First of all, why do we need a transform, or what is a transform
anyway?
• Mathematical transformations are applied to signals to obtain a
further information from that signal that is not readily available in the
raw signal.
• Usually we assume a time-domain signal as a raw signal, and a
signal that has been "transformed" by any of the available
mathematical transformations as a processed signal.
• There are number of transformations that can be applied, among
which the Fourier transforms are probably by far the most popular
hidden in the frequency content of the signal.
• The frequency SPECTRUM of a signal is basically the
frequency components (spectral components) of that
signal.
• The frequency spectrum of a signal shows what
frequencies exist in the signal.
.

TIME-DOMAIN SIGNAL Fourier Transform

• The Independent Variable is Time
• The Dependent Variable is the Amplitude • So how do we measure frequency, or how do we find the frequency
• Most of the Information is Hidden in the Frequency Content content of a signal? The answer is FOURIER TRANSFORM (FT).

1 1

0.5 0.5 • If the FT of a signal in time domain is taken, the frequency-amplitude

Magnitude

2 Hz
Magnitude

0 0
10 Hz
representation of that signal is obtained.
-0.5 -0.5

-1 -1
0 0.5
Time
1 0 0.5 1
• This tells us how much of each frequency exists in our signal.
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

Why do we need the frequency information Why do we need the frequency information

• Often times, the information that cannot be readily seen in the time-
domain can be seen in the frequency domain.
• Let's give an example from biological signals.
• Suppose we are looking at an ECG signal (Electro Cardio Graphy,).
The typical shape of a healthy ECG signal is well known to
cardiologists.
• Any significant deviation from that shape is usually considered to be
a symptom of a pathological condition.
• This pathological condition, however, may not always be quite
obvious in the original time-domain signal.
• Cardiologists usually use the time-domain ECG signals which are
recorded on strip-charts to analyze ECG signals.
• Recently, the new computerized ECG recorders/analyzers also
utilize the frequency information to decide whether a pathological
condition exists.
• A pathological condition can sometimes be diagnosed more easily
when the frequency content of the signal is analyzed
• This, of course, is only one simple example why frequency content
might be useful. Today Fourier transforms are used in many
different areas including all branches of engineering.

2
 Fourier Transform Stationarity of Signal
• FT decomposes a signal to complex exponential functions of different • Stationary Signal
frequencies. The way it does this, is defined by the following two equations:
• t - time, f - frequency, and x - signal at hand. X - signal in frequency
– Signals with frequency content unchanged in time
domain.. Equation (1) is called the Fourier transform of x(t), and equation
(2) is called the inverse Fourier transform of X(f), which is x(t).
– All frequency components exist at all times

• Non-stationary Signal

– Frequency changes in time

Fourier Transform (Draw Back)

Fourier Transform (Draw Back)

• Suppose we have two different signals. • The Fourier transform tells whether a certain frequency
• Also suppose that they both have the same spectral components, component exists or not. This information is independent of where
with one major difference. in time this component appears.
• Say one of the signals have four frequency components at all times,
• Therefore, FT is not a suitable tool for analyzing non-stationary
and the other have the same four frequency components at different
signals, i.e., signals with time varying spectra.
times.
• The FT of both of the signals would be the same. • Of course if you are not interested in at what times these

• Although the two signals are completely different, their (magnitude frequency components occur, but only interested in what
of) FT are the SAME !. frequency components exist, then FT can be a suitable tool to use.
• This, obviously tells us that we can not use the FT for non-
stationary signals.

Non stationary signals NOTHING MORE, NOTHING LESS

• Frequency: 2 Hz to 20 Hz Frequency: 20 Hz to 2 Hz
Different in Time Domain
• FT Only Gives what Frequency Components Exist in the Signal
1 150 1 150

0.8 0.8
• The Time and Frequency Information can not be Seen at the Same Time
0.6 0.6
• Time-frequency Representation of the Signal is Needed
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

-1 0
-0.8

-1 0
Most of Transportation Signals are Non-stationary.
0 0.5 1 0 5 10 15 20 25 0 0.5 1 0 5 10 15 20 25
Time Frequency Time Frequency (We need to know whether and also when an incident was happened.)
(Hz) (Hz)

Same in Frequency Domain

ONE EARLIER SOLUTION: SHORT-TIME FOURIER TRANSFORM (STFT)
At what time the frequency components occur? FT can not tell!

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 THE SHORT TERM FOURIER TRANSFORM
(STFT)
• There is only a minor difference between STFT and FT.
• In STFT, the signal is divided into small enough segments, where
these segments (portions) of the signal can be assumed to be
stationary.
• For this purpose, a window function "w" is chosen.
• As you can see from the equation, the STFT of the signal is nothing
but the FT of the signal multiplied by a window function.
Heisenberg Uncertainty Principle (1927)
• “The position and velocity of an object cannot be
measured exactly at the same time even in theory.”
• In signal processing terms.
• “It is impossible to know simultaneously the exact frequency and exact time of
occurrence of this frequency in a signal.”
• What one can know are the time intervals in which certain band of frequencies
exist, which is a resolution problem.
WAVELET TRANSFORMS
• 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
(it is the wavelet)
– Wavelet transform is capable of providing the time
and frequency information simultaneously, hence
giving a time-frequency representation of the
signal
THE SHORT TERM FOURIER TRANSFORM
• Now we have a true time-frequency representation of the signal. We
not only know what frequency components are present in the signal,
but we also know where they are located in time.
• STFT gives the TFR of the signal.
• why do we need the wavelet transform.
• The problem with STFT is the fact whose roots go back to what is
known as the Heisenberg Uncertainty Principle
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
Via Narrow Window Via Wide Window
The two figures were from Robi Poliker, 1994
PRINCIPLES OF WAELET TRANSFORM
• Wavelet transform can give a good time-frequency
representation of the non-stationary signal.
• Split Up the Signal into a Bunch of Signals
• Representing the Same Signal, but all Corresponding to
Different Frequency Bands
• Only Providing What Frequency Bands Exists at What Time
Intervals
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 DEFINITION OF CONTINUOUS WAVELET
TRANSFORM SCALE
1 ⎛ t − τ ⎞
CWT ψ
(τ , s ) = Ψ ψ
(τ , s ) = ∫ x (t ) • ψ *
⎜ ⎟ dt
⎝ ⎠
x x
s s

• Scale
Translation Scale
(The location of Mother Wavelet – S>1: dilate the signal
the window)
– S<1: compress the signal
Wavelet
• Low Frequency - High Scale - Non-detailed Global View of Signal - Span
Small wave
Mother Wavelet Entire Signal

A prototype for generating the other window functions • High Frequency - Low Scale - Detailed View Last in Short Time
All the used windows are its dilated or compressed and shifted • Only Limited Interval of Scales is Necessary
versions

Shifting (translation)
• Shifting a wavelet simply means delaying (or hastening) its onset.

Mathematically, delaying a function f(t) by k is represented by f(t-k)

zHaar system is regarded as the simplest example of wavelet basis

Haar Wavelet
• hjk(t)=2j/2 h(2j t-k)
• j – scaling index :wavelet’s width
• k – location index: position of wavelet
• All basis elements are obtained by certain
translations and dilations of one element.
• This is the characteristic structure of wavelet basis
• h is called mother wavelet.
• Haar system is regarded as the simplest example of
wavelet basis

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 COMPUTATION OF CWT COMPUTATION OF CWT

CWT xψ (τ, s ) = Ψ xψ (τ, s ) =

1 ⎛ t − τ ⎞ dt
∫ x (t ) • ψ ⎜ ⎟
*

s ⎝ s ⎠ • Step 4: Repeat the procedure until the wavelet

• Step 1: The wavelet is placed at the reaches the end of the signal;
beginning of the signal, and set s=1 • Step 5: Scale s is increased by a sufficiently small
• Step 2: The wavelet function at scale “1” is value, the above procedure is repeated for all s;
multiplied by the signal, and integrated over • Step 6: Each computation for a given s fills the
all times; then multiplied by 1 s ; single row of the time-scale plane;
• Step 3: Shift the wavelet to t= τ , and get the • Step 7: CWT is obtained if all s are calculated.
transform value at t= τ and s=1;

S=5 S = 20

RESOLUTION OF TIME & COMPARSION OF TRANSFORMATIONS

FREQUENCY
Better time
resolution;
Poor
frequency
resolution
Frequency

Better
frequency
resolution;
Poor time
resolution Time
From http://www.cerm.unifi.it/EUcourse2001/Gunther_lecturenotes.pdf, p.10
• Each box represents a equal portion
• Resolution in STFT is selected once for entire analysis