Seminar Report ’03 Wavelet Transforms

INTRODUCTION

Wavelet transforms have been one of the important signal

processing developments in the last decade, especially for the applications

such as time-frequency analysis, data compression, segmentation and

vision. During the past decade, several efficient implementations of

wavelet transforms have been derived. The theory of wavelets has roots in

quantum mechanics and the theory of functions though a unifying

framework is a recent occurrence. Wavelet analysis is performed using a

prototype function called a wavelet. Wavelets are functions defined over a

finite interval and having an average value of zero. The basic idea of the

wavelet transform is to represent any arbitrary function f (t) as a

superposition of a set of such wavelets or basis functions. These basis

functions or baby wavelets are obtained from a single prototype wavelet

called the mother wavelet, by dilations or contractions (scaling) and

translations (shifts). Efficient implementation of the wavelet transforms

has been derived based on the Fast Fourier transform and short-length

‘fast-running FIR algorithms’ in order to reduce the computational

complexity per computed coefficient.

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Seminar Report ’03 Wavelet Transforms

TRANS…WHAT?

First of all, why do we need a transform, or what is a transform

anyway?

Mathematical transformations are applied to signals to obtain

further information from that signal that is not readily available in the raw

signal. Now, a time-domain signal is assumed as a raw signal, and a

signal that has been transformed by any available transformations as a

processed signal.

There are a number of transformations that can be applied such as

the Hilbert transform, short-time Fourier transform, Wigner transform, the

Radon transform, among which the Fourier transform is probably the

most popular transform. These mentioned transforms constitute only a

small portion of a huge list of transforms that are available at engineers

and mathematicians disposal. Each transformation technique has its own

area of application, with advantages and disadvantages.

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Seminar Report ’03 Wavelet Transforms

IMPORTANCE OF THE FREQUENCY

INFORMATION

Often times, the information that cannot be readily seen in the

time-domain can be seen in the frequency domain. Most of the signals in

practice are time-domain signals in their raw format. That is, whatever

that signal is measuring, is a function of time. In other words, when we

plot the signal one of the axis is time (independent variable) and the other

(dependent variable) is usually the amplitude. When we plot time-domain

signals, we obtain a time-amplitude representation of the signal. This

representation is not always the best representation of the signal for most

signal processing related applications. In many cases, the most

distinguished information is 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.

Let’s give an example from the biological signals. Suppose we

are looking at an ECG signal (graphical recording of heart’s activity). 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,

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Seminar Report ’03 Wavelet Transforms

however, may not always be quite obvious in the 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.

Today Fourier transform is the most widely used transformation

technique to obtain the frequency representation.

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Seminar Report ’03 Wavelet Transforms

FOURIER TRANSFORMS

The Fourier transforms are used in many areas, in applications to

obtain the frequency representation of the signal. If the Fourier transform

of a signal in time-domain is taken, the frequency – amplitude

representation of that signal is obtained.

The Fourier transform is defined by the following two equations:

X (f) = -∞ ∫∞ x (t). e (- 2 j ∏ f t) dt. ...(1)

x (t) = -∞ ∫∞ X (f). e (2 j ∏ f t) df. …(2)

In the above equation, t stands for time, f stands for frequency,

and x denotes the signal in time domain and the X denotes the signal in

frequency domain. This convention is used to distinguish the two

representations of the signal.

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).

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Seminar Report ’03 Wavelet Transforms
For the better understanding of wavelet transforms let’s look back

at the Fourier transforms more closely. Fourier transforms (as well as

Wavelet transforms) is a reversible transform, that is, it allows going back

and forth between the raw and processed signals. However, only either

one of them is available at any given time. That is, no frequency

information is available in time-domain signal, and no time information in

the Fourier transformed signal. The natural question that comes to our

mind is that is it necessary to have both the time and the frequency

information at the same time?

The answer depends on the particular application, and on the

nature of signal in hand. Recall that the Fourier transform gives the

frequency information of the signal, which means that it tells us how

much of each frequency exists in the signal, but it does not tell us where

in time these frequency components exist. This information is not

required when the signal is so called stationary.

Let’s take a closer look at this stationary concept more closely,

since it is of paramount importance in signal analysis. Signals whose

frequency content does not change in time are called stationary signals. In

other words, the frequency content of stationary signals does not change

with time. In this case, one does not need to know at what times

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Seminar Report ’03 Wavelet Transforms
frequency components exist, since all frequency components exists at all

times!!!

For example, take the following signal…

x (t) = cos (2*∏*10t) + cos (2*∏*25t) + cos (2*∏*50t) + cos

(2*∏*100t)

The above signal is a stationary signal, because it has frequencies

of 10Hz, 25Hz, 50Hz,and 100Hz at any given time instant. This signal is

plotted below:

figure (1)

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Seminar Report ’03 Wavelet Transforms
And the following is its Fourier transform:

figure (2)

The top plot in figure (2) is the (half of the symmetric) frequency

spectrum of the signal in figure (1). The bottom plot is the zoomed

version of the top plot, showing only the range of the frequencies 10, 25,

50,100 Hz.

Contrary to the signal in the figure (1), the following is not

stationary. Figure(3) plots a signal whose frequency constantly in time.

This signal is known as the “chirp” signal. This is a non-stationary signal.

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Seminar Report ’03 Wavelet Transforms

figure (3)

Let’s look at another example. Figure (4) plots a signal with four

different frequency components at four different time intervals, hence a

non-stationary signal. The interval 0 to 300ms has a 100Hz sinusoid, the

interval 300 to 600ms has a 50Hz sinusoid, the interval 600 to 800ms has

a 25Hz sinusoid, and finally the interval 800 to1000ms has a 10Hz

sinusoid.

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Seminar Report ’03 Wavelet Transforms

figure (4)

And the following is its Fourier transform:

figure (5)

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Seminar Report ’03 Wavelet Transforms

The ripples present in the above figure are due to sudden changes

from one frequency component to another, which is neglected in our

analysis. Also, note that the amplitudes of higher frequency components

are higher than the low frequency ones. This is due to the fact that higher

frequencies last longer than the lower frequency components.

Now, compare the two figures (2) and (5). The similarity between

these two spectrums should be apparent. Both of them show four spectral

components at exactly the same frequencies, i.e., at 10, 25, 50 and 100Hz.

Other than the ripples, and the difference in the amplitudes (which can

always be normalized), the two spectrums are almost identical, although

the corresponding time-domain signals are not even close to each other.

Both of the signals involve the same frequency components, but the first

one has these frequencies at different intervals. So, how come the

spectrums of two entirely different signals look very much alike? Recall

that the Fourier transform gives the spectral component of the signal, but

it gives no information regarding where in time those spectral

components appear. Therefore, Fourier transform is not a suitable

technique for analyzing non-stationary signals, with one exception:

Fourier transform can be used for non-stationary signals, if we are

only interested in what spectral components exist in the signal, but not

interested where these occur. However, if this information is required,

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Seminar Report ’03 Wavelet Transforms

i.e., if we want to know, what spectral components occur at what time

(interval), then Fourier transform is not the right transform to use.

For practical purposes it is difficult to make the separation, since

there are a lot of practical stationary signals, as well as non-stationary

ones. Almost all biological signals, for example are non-stationary. Some

of the famous ones are ECG (electrical activity of the heart,

electrocardiograph), EEG (electrical activity of the brain,

electroencephalograph), and EMG (electrical activity of the muscles,

electromyography).

When the time localization of the spectral components are

needed, a transform giving the time-frequency representation of the signal

is needed.

The Wavelet transform is a transform of this type.

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Seminar Report ’03 Wavelet Transforms

THE WAVELET TRANSFORM

The Wavelet transform provides the time-frequency

representation. (There are other types of transforms which give this

information too, such as short time Fourier transform, Wigner

distribution, etc.)

Often times a particular spectral component occurring at any

instant can be of particular interest. In these cases it may be very

beneficial to know that the time intervals these particular spectral

components occur. For example, in EEGs, the latency of an event-related

potential is of particular interest. (Event-related potential is the response

of the brain to a specific stimulus like flashlight, the latency of this

response is the amount of time elapsed between the onset of the stimulus

and the response).

Wavelet transform is capable of providing the time-frequency

information simultaneously, hence giving a time-frequency representation

of the signal.

Originally, the Wavelet transform was implemented as an

alternative to the short time Fourier transforms. The Wavelet transform

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Seminar Report ’03 Wavelet Transforms

analysis is similar to short time Fourier transform analysis, except

for two main differences:

1. The Fourier transforms of the windowed signals are not taken, and

therefore single peak will be seen corresponding to a sinusoid, i.e.,

negative frequencies are not computed.

2. The width of the window is changed as the transform is computed for

every single spectral component, which is probably the most significant

characteristic of the Wavelet transform.

The above points causes problem of resolution of the STFT. This

is due to the result of choosing a window function, once and for all, and

using that window in the entire analysis. The answer, of course, is

application dependent: if the frequency components are well separated

from each other

In the original signal, then we may sacrifice some frequency

resolution and go for good time resolution, since the spectral components

are already well separated from each other. However, if this is not the

case, then a good window function could be more difficult than finding a

good stock to invest in. Thus the Wavelet transform solves the dilemma

of resolution to a certain extent.

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Seminar Report ’03 Wavelet Transforms

WAVELETS – THEORY

The Wavelet analysis is performed using a prototype function

called a wavelet, which has the effect of a band pass filter. Wavelets are

functions defined over a finite interval and having an average value of

zero. The basic idea of the wavelet transform is to represent any arbitrary

function f (t) as a superposition of a set of such wavelets or basis function.

These basis functions are derived from a single prototype called mother

wavelet.

The term wavelet means a small wave. The smallness refers to

the condition that this window function is of finite length (compactly

supported). The ‘wave’ refers to the condition that this function is

oscillatory. The term ‘mother’ implies that the functions with different

region of support that are used in the transformation process are derived

from one main function, or the mother wavelet by dilations or

contractions (scaling) and translations (shifts).

There are many different implementations of the Wavelet

transforms, of which the continuous wavelet transform is the simplest to

start with.

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Seminar Report ’03 Wavelet Transforms

CONTINUOUS WAVELET TRANSFORM

The continuous wavelet transform was developed as an

alternative to short time Fourier transforms, to overcome the resolution

problem.

The continuous wavelet transform is defined as follows:

CWTxΨ (τ,s) = ΨxΨ (τ,s) = 1/√s ∫ x (t) Ψ*(t- τ /s) dt.

As seen in the above equation, the transformed signal is a

function of two variables, tau and s, the translation and scale parameter,

respectively. Psi(t) is the transforming function, and it is called the mother

wavelet.

The term translation is related to the location of the window, as

the window is shifted through the signal. This term obviously corresponds

to time information in time domain. However, we do not have a

frequency parameter, as we had before the STFT. Instead, we have a scale

parameter, which is defined as 1/ frequency. The parameter scale in the

Wavelet analysis is similar to the scale used in maps. As in the case of

maps, a high scale refers to a detailed view. Similarly, in

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Seminar Report ’03 Wavelet Transforms

terms of frequency, low frequencies (high scales) correspond to global

information of a signal (that usually spans the entire signal), whereas high

frequencies (low scales) correspond to detailed information of a hidden

pattern in the signal (that usually lasts a relatively short time). Scaling, as

a mathematical operation, either dilates or compresses a signal. Larger

scales correspond to dilated signals and small scales correspond to

compressed signals.

In terms of mathematical functions, if f (t) is a given function, f

(st) corresponds to a contracted version of f (t) if s<1 and to an expanded

version of f (t) if s>1.

However, in the definition of the Wavelet transform, the scaling

term is used in the denominator, and therefore, the opposites of the above

statements holds, i.e., scales s<1 dilates the signals whereas scales s>1

compresses the signal.

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Seminar Report ’03 Wavelet Transforms

COMPUTATION OF THE CWT

1. The signal to be analyzed is taken.

2. The mother wavelet is chosen and the computation is begun

with s = 1. The CWT is computed for all values of s. the wavelet will

dilate is s increases and compresses when s is decreased.

3. The wavelet is placed in the beginning of the signal at the point

which corresponds to time = 0.

4. The wavelet is multiplied with the signal and integrated over all

times. The result is then multiplied by the constant 1/sqrt{s}.

5. The above step normalizes the energy so that the transformed

signal has same energy at every scale.

6. The wavelet at scale s =1 is then shifted to the right by τ and the

above steps are repeated until the wavelet reaches the end of the signal.

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Seminar Report ’03 Wavelet Transforms

CONCLUSION

The development of wavelets is an example where ideas from

many different fields combined to merge into a whole that is more than

the sum of its parts. Wavelet transforms have been widely employed in

signal processing application, particularly in image compression research.

It has been used extensively in multi-resolution analysis (MRA) for image

processing. In signal processing applications, different implementations

of the wavelet theory have been used for effective evaluation of biological

signals emanating from bio-medical devices.

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Seminar Report ’03 Wavelet Transforms

REFERENCES

 IEEE Proceedings- Vis. Image Signal Processing, Vol. 144, No.6,

December 1997.

 IEEE Proceedings- Vol.84, No.4, April 1996

 www.ieee.org/wavelettransform/

 Wavelet transforms by Robi Polikar.

 Digital Image Processing by Raphael.C.Gonzalez and

Richard.C.Woods.

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Seminar Report ’03 Wavelet Transforms

ABSTRACT

Mathematical transformations are applied to signals to obtain

further information from the signal that is not readily available in the raw

signal. By applying the various transformations available today, the

frequency information in these signals is obtained. There are many

transforms that are used quite often by engineers and mathematician’s.

Hilbert transforms, short-time Fourier transforms, Radon transform, and

the Wavelet transform constitute only a small portion of a huge list of

transforms available at engineer’s and mathematician’s disposal where

each transformation technique has its own area of application, advantages

and disadvantages.

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Seminar Report ’03 Wavelet Transforms

ACKNOWLEDGEMENT

I express my sincere gratitude to Dr. P.M.S. Nambisan, Prof. and

Head, Department of Electrical and Electronics Engineering, MES College of

Engineering, Kuttippuram, for his cooperation and encouragement.

I would also like to thank my seminar guide and Staff in-charge

Asst. Prof. Gylson Thomas. (Department of EEE) for his invaluable advice and

wholehearted cooperation without which this seminar would not have seen the

light of day.

Gracious gratitude to all the faculty of the department of EEE and

friends for their valuable advice and encouragement.

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 Seminar Report ’03 Wavelet Transforms

CONTENTS

1. Introduction 1

2. Trans…What? 2

3. Importance of frequency information 3

4. The Fourier transform 5

5. The Wavelet transform 13

6. Wavelets – Theory 15

7. Continuous wavelet transform 16

8. Computation of Wavelet transforms 18

9. Conclusion 19

10. References 20

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