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Fourier and Wavelets Transforms

Cintia Bertacchi Uvo

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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Any periodic function can be decomposed to a sum of sine


and cosine waves, i.e.: any periodic function f(x) can be
represented by

cos

sin

where:
1
2
1

;
sin

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

cos

Basis functions: sines and cosines


Draw back: transforming to the frequency domain, time
information is lost. We dont know when an event
happened.
Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Discrete Fourier Transform: Estimate the Fourier Transform


of function from a finite number of its sample points.
Windowed Fourier Transform: Represents non periodic
signals.
. Truncates sines and cosines to fit a window of particular
width.
. Cuts the signal into sections and each section is analysed
separately.

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

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.

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

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

Basis functions: infinite number of wavelets (more


complicated basis functions)
Variation in time and frequency (time and scale) so that the
previous example becomes:

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Definition: A wavelet is a waveform of effectively limited


duration that has an average value of zero.

Scale aspect: The signal presents a very quick local variation.


Time aspect:
Rupture and edges detection.
Study of short-time phenomena as transient processes.

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

There are infinite sets of Wavelets Transforms.


Different wavelet families: Different families provide
different relationships between how compact the basis
function are localized in space and how smooth they are.

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Vanishing Moments: if the average value of xk (x) is zero


(where (x) is the wavelet function), for k = 0, 1, , n then
the wavelet has n + 1 vanishing moments and polynomials of
degree n are suppressed by this wavelet.

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Use:
Detect Discontinuities and Breakdown Points

Small discontinuity in the


function

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. Remove noise
from time series
. Detect LongTerm Evolution
. Identify Pure
Frequencies
. Suppress signals

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

The Continuous Wavelet Transform (CWT)


Definition: the sum over all time of the signal multiplied by
scaled, shifted versions of the wavelet function :
,

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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Steps to a Continuous Wavelet Transform


1. Take a wavelet and compare it to a section at the
start of the original signal.

2. Calculate C, i.e., how closely correlated the wavelet


is with this section of the signal.
,

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3. Shift the wavelet to the right and repeat steps 1


and 2 until youve covered the whole signal.

4. Scale (stretch) the wavelet and repeat steps 1


through 3.

5. Repeat steps 1 through 4 for all scales.


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Plot the time-scale view of the signal


x-axis is the position along the signal (time), y-axis is the
scale, and the colour at each x-y point represents the
magnitude of C.
Example: From above

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From the side (3D)

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Low scale => Compressed wavelet => Rapidly changing


details => High frequency.
High scale => Stretched wavelet => Slowly changing, coarse
features => Low frequency.

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Decomposition and Reconstruction


Approximations (A): low-frequency components (highscale)
Details (D): high-frequency components (low scale)
Decomposition filtering and downsampling

On Matlab:
[cA,cD] = dwt(s,db2);
Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Reconstruction Inverse Discrete Wavelet Transform


Filtering and upsampling
Reconstruct the signal from the wavelet coefficients.

On Matlab:
ss = idwt(ca1,cd1,'db2');

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Approximations
or Details can be
reconstructed
separately from
their coefficient
vectors.

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Report:
Choose a data series
1- Apply Fourier transform
2- Decompose using wavelets
Compare results

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