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http://www.mathworks.com/access/helpdesk/help/pdf_doc/wavele
t/wavelet_ug.pdf
Amara Graps (1995)
Fourier Analysis
Frequency analysis
Linear operator
Idea: Transforms time-based signals to frequency-based signals.
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cos
sin
where:
1
2
1
;
sin
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cos
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Example:
Windowed Fourier Transform where the window is a square
wave
. A single window width is used
. Sines and cosines are truncated
to fit to the width of the window.
. Same resolution al all locations
of the time-frequency plane.
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Wavelets Transform
. Space and frequency analysis (scale and time)
. Linear operator
A windowing technique with variable-sized regions.
. Long time intervals where more precise lowfrequency information is needed.
. Shorter regions where high-frequency information is
of interest.
Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo
Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo
Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo
Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo
Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo
Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo
Use:
Detect Discontinuities and Breakdown Points
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. Remove noise
from time series
. Detect LongTerm Evolution
. Identify Pure
Frequencies
. Suppress signals
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where:
f(t) is the signal,
,
, is the wavelet, and
C(scale, position) are the wavelet coefficients
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Scale
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Position
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Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo
Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo
Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo
Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo
On Matlab:
[cA,cD] = dwt(s,db2);
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On Matlab:
ss = idwt(ca1,cd1,'db2');
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Approximations
or Details can be
reconstructed
separately from
their coefficient
vectors.
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Report:
Choose a data series
1- Apply Fourier transform
2- Decompose using wavelets
Compare results
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