Institute for Advanced Studies

in Basic Sciences Zanjan

Continuous Wavelet
Transformation

Mahdi Vasighi
Table of content
Introduction

Fourier Transformation
Short-Time Fourier Transformation

Continuous Wavelet Transformation

Applications of CWT
Introduction
Most of the signals in practice, are TIME-
DOMAIN signals in their raw format. It means
that measured signal is a function of time.

Why do we need the frequency information?

In many cases, the most distinguished
information is hidden in the frequency content
of the signal.
 Stationary signal
Frequency content of stationary signals do not
change in time.
All frequency components exist at all times
x(t ) cos(2f1t ) cos(2f 2t ) ... cos(2f nt )

20Hz

80Hz

120Hz
Transformation
Fourier Transformation (FT) is probably the most
popular transform being used (especially in
electrical engineering and signal processing), There
are many other transforms that are used quite often
by engineers and mathematicians:

Hilbert transform
Short-Time Fourier transform (STFT)
Radon Transform,
Wavelet transform, (WT)

Every transformation technique has its own area of

application, with advantages and disadvantages.
Fourier Transformation
In 19th century, the French
mathematician J. Fourier, showed
that any periodic function can be
expressed as an infinite sum of
periodic complex exponential
functions.

X(f) x(t) e - 2jft


X(f) x(t) e - 2jft

Raw Signal cos(2ft ) j. sin( 2ft )

(time domain)

x(t)
x(t) cos(2ft)
cos(2ft)

5Hz 10Hz
1 Hz

x(t).*cos(2ft) = -8.8e-15
2 Hz

x(t).*cos(2ft) = -5.7e-15
3 Hz

x(t).*cos(2ft) = -4.6e-14
4 Hz

x(t).*cos(2ft) = -2.2e-14
4.8 Hz

x(t).*cos(2ft) = 74.5
5 Hz

x(t).*cos(2ft) = 100
5.2 Hz

x(t).*cos(2ft) = 77.5
6 Hz

x(t).*cos(2ft) = 1.0e-14
 20, 80, 120 Hz
FT
(X) Amplitude

Frequency
Non-Stationary signal
Frequency content of stationary signals change in
time.
Magnitude

20 Hz 80 Hz 120 Hz
 (X) Amplitude

FT

Frequency
So, how come the spectrums of two entirely
different signals look very much alike?

Recall that the FT gives the spectral content of the

signal, but it gives no information regarding where
in time those spectral components appear.

Once again please note that, the FT gives what

frequency components (spectral components)
exist in the signal. Nothing more, nothing less.
Almost all biological signals are non-stationary.
Some of the most famous ones are ECG (electrical
activity of the heart , electrocardiograph), EEG
(electrical activity of the brain,
electroencephalogram), and EMG (electrical activity
of the muscles, electromyogram).
ECG

EEG

EMG
Short-Time Fourier Transformation

Can we assume that , some portion of a non-stationary

signal is stationary?
?

The answer is yes.

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.
FT

X
FT

X
FT

X
FT

X
FT

X
FT

X
FT

X
FT

X
FT

X
FT

X
FT

X
 time-frequency representation (TFR)
Window width = 0.05
Time step = 100 milisec
Amplitude

Frequency Time step


FT X(f) x(t) e - 2jft
dt

STFT X(t, f) [x(t) (t - t' )] e - 2jft
dt

Window width = 0.02
Time step = 10 milisec

Amplitude
Amplitude

Frequency Time step

Time step
Amplitude

Narrow windows give good

time resolution, but poor
frequency resolution.

Frequency
Window width = 0.1
Time step = 10 milisec

Amplitude
Amplitude

Frequency Time step

Time step
Amplitude

Wide windows give good

frequency resolution, but
poor time resolution;

Frequency
 What kind of a window to use ?
The answer, of course, is application dependent:

If the frequency components are well separated from each

other in the original signal, than we may sacrifice some
frequency resolution and go for good time resolution, since
the spectral components are already well separated from
each other.

The Wavelet transform (WT) solves the dilemma of

resolution to a certain extent, as we will see.
Multi Resolution Analysis
MRA, as implied by its name, analyzes the signal at
different frequencies with different resolutions. Every
spectral component is not resolved equally as was
the case in the STFT.

MRA is designed to give good time resolution and poor

frequency resolution at high frequencies and good frequency
resolution and poor time resolution at low frequencies.

This approach makes sense especially when the signal at

hand has high frequency components for short durations
and low frequency components for long durations.
Continuous Wavelet Transformation

The continuous wavelet transform was developed as an

alternative approach to the short time Fourier transform
to overcome the resolution problem.

The wavelet analysis is done in a similar way to the

STFT analysis, in the sense that the signal is multiplied
with a function, wavelet
wavelet, similar to the window function in
the STFT, and the transform is computed separately for
different segments of the time domain signal.
Mexican hat Morlet

t 2
iat
2
t
1 2 2 t
2
(t ) 3
e 2 (t1) e e 2
2
t=0
Scale = 1

(s,t)

Inner product x(t) X

t = 50
Scale = 1

(s,t)

Inner product x(t) X

t = 100
Scale = 1

(s,t)

Inner product x(t) X

t = 150
Scale = 1

(s,t)

Inner product x(t) X

t = 200
Scale = 1

(s,t)

Inner product x(t) X

t = 200
Scale = 1

(s,t)

Inner product x(t) X

t=0
Scale = 10

(s,t)

Inner product x(t) X

t = 50
Scale = 10

(s,t)

Inner product x(t) X

t = 100
Scale = 10

(s,t)

Inner product x(t) X

t = 150
Scale = 10

(s,t)

Inner product x(t) X

t = 200
Scale = 10

(s,t)

Inner product x(t) X

Scale = 10

(s,t)

Inner product x(t) X

Scale = 20

(s,t)

Inner product x(t) X

Scale = 30

(s,t)

Inner product x(t) X

Scale = 40

(s,t)

Inner product x(t) X

Scale = 50

(s,t)

Inner product x(t) X

 1 t
CWT ( , s)

x x(t) ( )dt
s s

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

function of two variables, and s , the translation and
scale parameters, respectively. (t) is the transforming
function, and it is called the mother wavelet.

If the signal has a spectral component that corresponds to

the value of s, the product of the wavelet with the signal at
the location where this spectral component exists gives
a relatively large value.
Magnitude

20 Hz 50 Hz 120 Hz

Translation increment=50 milisecond

Scale inc.=0.5
10 Hz 20 Hz 60 Hz 120 Hz
CWT Applications

Identifying time-scale (time-frequency) scheme

Frequency filtering (Noise filtering)

Wavelet Synthesis
Reconstructing signal using
selected range of scales
CWT result for non-stationary
signal (10 & 20 Hz )
CWT Applications

Solving peak overlapping problem in different analytical

techniques (simultaneous determination)

Continuous wavelet and derivative transforms for the

simultaneous quantitative analysis and dissolution test of
levodopabenserazide tablets
Journal of Pharmaceutical and Biomedical Analysis (2007) in press
Erdal Dinc et.al.

Simultaneous analyses of levodopabenserazide tablets were carried out by

continuous wavelet transform (CWT) without using any chemical separation
step. The developed spectrophotometric resolution is based on the
transformation of the original UV spectra.
S=20
S=50
S=100
S=150
S=200
S=250
 CWT B
CWT A

Conc. A Conc. B
 CWT sym6
(s = 128)

Unknown mixture CWT sym6

spectrum (s = 128)
Calibration model

Prediction
Determination of bismuth and copper using
adsorptive stripping voltammetry couple with
continuous wavelet transform
Shokooh S. Khaloo, Ali A. Ensafi, T. Khayamian
Talanta 71 (2007) 324332

A new method is proposed for the determination of bismuth and

copper in the presence of each other based on adsorptive
stripping voltammetry of complexes of Bi(III)-chromazorul-S and
Cu(II)-chromazorul-S at a hanging mercury drop electrode
(HMDE). Copper is an interfering element for the determination of
Bi(III) because, the voltammograms of Bi(III) and Cu(II)
overlapped with each other. Continuous wavelet transform (CWT)
was applied to separate the voltammograms.

The method was used for determination of these two cations in

water and human hair samples. The results indicate the ability of
method for the determination of these two elements in real
samples.
The combination of both continuous
wavelet and chemometrics techniques

Canadian Journal of Analytical Sciences and Spectroscopy 49 (2004) 218

Spectrophotometric Multicomponent Determination of Tetramethrin,

Propoxur and Piperonyl Butoxide in Insecticide Formulation by
Principal Component Regression and Partial Least Squares
Techniques with Continuous Wavelet Transform
A continuous wavelet transform (CWT) followed by a principal component
regression (PCR) and partial least squares (PLS) were applied for the
quantitative determination of tetramethrin (TRM), propoxur (PPS) and piperonil
butoxide (PPR) in their formulations. A CWT was applied to the absorbance
data. The resulting CWT-coefficients (xblock) and concentration set (y-block)
were used for the construction of CWT-PCR and CWT-PLS calibrations. The
combination of both continuous wavelet and chemometrics techniques indicates
good results for the determination of insecticide in synthetic mixtures and
commercial formulation.
 References
Mathworks, Inc. Wavelet Toolbox Help

Robi Polikar, The Wavelet Tutorial

Multiresolution Wavelet Analysis of Event Related Potentials for the Detection of

Alzheimer's Disease, Iowa State University, 06/06/1995 Robi Polikar

An Introduction to Wavelets, IEEE Computational Sciences and Engineering, Vol.

2, No 2, Summer 1995, pp 50-61.

Continuous wavelet and derivative transforms for the simultaneous quantitative

analysis and dissolution test of levodopabenserazide tablets, Journal of
Pharmaceutical and Biomedical Analysis (2007) In press.

Determination of bismuth and copper using adsorptive stripping

voltammetry couple with continuous wavelet transform, Talanta 71 (2007) 324332

Canadian Journal of Analytical Sciences and Spectroscopy 49 (2004) 218

Thanks for your attention