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Wavelet Transform
WT
• OVERVIEW
Fourier Analysis .
its limitations.
Cannot not provide simultaneous time and frequency
localization.
Example in matlab
Short Time Fourier Transform (STFT).
Example in matlab
Choosing Window W(t):STFT Window Size
0.5 35
0 30
-0.5 25
20
amplitude
-1
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
15
150 10
5
100
0
20
18
50 16
500
14 450
12 400
10 350
8 300
0 6
250
EXAMPLE IN MATLAB :SHOW size of window.
Choosing Window W(t)
2:shifting.
5.3 ONE-DIMENSIONAL CONTINUOUS
WAVELET TRANSFORM
Before introducing WT we need to take a closer look at the basic definition of
“frequency”as.the.fundamental concept.of.the.FT..We.need.to.focus.on.the.definition of frequency.at
this.point.because.we are to.use.time-limited.basis.functions for the new transform as opposed to the
periodic.time-unlimited functions used in the FT.
therefore,we.need.to invent.a.new.concept that.can.represent.a.concept.similar.to.frequency
to.fnd.a.replacement.for.frequency, we need to see what.interesting features are captured by frequency
Consider.a.sinusoidal.basis.function.with.frequency.0.1.Hz..Having.a.basis.function.with.this.frequency,.
another basis.function.in.the.Fourier.decomposition.of.the.signal.would.be.the.second.harmonic.of this.
basis. function,. i.e.,. a. sinusoidal. basis function. with. frequency. 0.2.Hz..
The.Harmonic relation.among.the.basis.signals is the.fundamental.concept of signal
Transformation and decomposition. Therefore,. the. relation. among. harmonics is
something.that.we need to somehow represent by our new concept that will replace
frequency.
Replacing the time axis “t”.in.the original signal with “2t”.time.axis.results.in.the
second harmonic..This.is.essentially “scaling”.the signal
In time to.generate other basis functions.
With the. introduction. provided. earlier,. we. are ready to defne the continuous.
wavelet.transform.(CWT).of.a.time.signal.x(t).as.follows:
Any choice.of
the.mother.wavelet.gives.certain.unique.properties.that.make.the.
resulting.transformation.a.suitable.choice.for.a.particular.task..A.mother.wav
elet called a Mexican hat is.shown.in. this Figure
The most logical question at this point is how to
choose a mother wavelet for aparticular application?
Discrete.wavelet.transform.(DWT).accepts.continuous.signals.and.applies.only.
discrete.shifts.and.scales.to.form.the.transform..This.means.that.if.the.original.
signal.
is.sampled.with.a suitable.set.of.scaling.and
shifting,.the.entire.continuous.signal.
can.be.reconstructed from the DWT In.order.to.see.how this is done,.we start
with
Providing the equations.for.the.DWT..Defne
where.Ψ(t).is.the.continuous.mother.wavelet,.0.≤.j.≤.N.-.1,.and.0.≤.k.≤.M.-
.1..Then the.coeffcients.of.the.DWT.are.calculated.as
In.this.equation,.c.is.a.constant.that.depends.on.the.exact.choice.of.the.mother.
wavelet..
The.interesting.thing.about.this.equation.is.the.fact.that.we.can.reconstruct.the.c
ontinuos
signal.directly.from.a.set.of.discrete.coeffcients..This.capability.makes.the.DWT.
and.the.
IDWT.particularly.interesting.and.useful.for.the.applications.where.a.continuous.
A.relevant.question.at.this.point.is.how.to.choose.the.number.of.basis.functions.
for.a.given.signal..Specifcally,.how.many.shifted.and.scaled.versions.of.the.mothe
r.
wavelet.are.needed.to.decompose.a.signal..We.start.this.discussion.by.describing
the difference.between.a.frame.and.a.basis..
This.set.can.be.minimal.or.nonminimal,.i.e.,.if.the.number.
of.basis.functions.in.the.frame.is.minimal.and.any.other.frame.would.need.the.sa
me.
number.or.more.basis.functions,.the.frame.is.called.a.basis
To.see.the.differences.between.a.
frame.and.a.basis.more.clearly,.consider.the.energy.of.a.signal.x(t):
This.indicates.the.energy.of.the.coeffcients.is.exactly.the.same.as.the.energy.of.th
e
signal.
Despite.the.usefulness.of.DWT.computed.from.continuous.signals,.this.transforma
tion is not very.popular..This.is.due.to.the.fact.that.the.original.time.signals.are.
often.discrete.and.not.continuous..As.a.result,.the.next.defnition.of.the.WT.that.is.
computed.over.discrete.signals.is.more popular.
5.4.1 Discrete wavelet transform on Discrete Signals
The question here. is. How to.form such basis sets Systematically?.. The. method.
described.next, called Mallat pyramidal algorithm or quadrature mirror filter (QMF)
allows systematic.creation.of.an.unlimited.number of orthogonal.basis.sets for.DWT.
Based.on the QMF.algorithm,.the.DWT.for.a.one-dimensional.(1-D).signal.is.
systematically.calculated as follows
.Assuming.a.digital.flter.h(n),.we.form.another.
filter.g(n) as.follows:
Before.describing.the.IDWT,.let.us.answer.a.simple.but.fundamental.question
“What is the mother wavelet of the QMF algorithm?”. It seems that. we were
so
emerged.in.the.description.of.the.algorithm.using.the.low-pass.flter.h(n).that.we.
did.not.notice.the.apparent absence of
the.mother.wavelet.involved.in.the.process
The.QMF.is.indeed.based.on.a.mother.wavelet.that.is.represented.by.the.low-
pass.
flter.h(n)..In.reality,.each.choice.of.this.flter.results.to.one.specifc.discrete.mothe
r.
wavelet.Ψ(n).according.to.the.following.iterative.relations:
Another.question,.which.is.to.the.most.part.an.open.problem,.is.as.follows:.
“How Many decomposition levels are needed for a suitable transform?”. An.
intuitive
criterion to choose.the.level of.the.decomposition.would
be.continuing.decomposition.until.the highest.known frequencies.in.the
signal.of.interest.are extracted and identified Loosely speaking,if
one.needs.to.have.more.detailed decomposition
Of the signal.in.higher.frequencies,.he or
she.would.need.to.calculate.higher.levels.of.
decomposition..This simply.would.allow.more.specifc.description.of.high-
frequency.
components.of.a.signal.
As. expected,. the. IDWT. is. formed. in. a. similar. multilevel. process. shown.
in.
Figure.5.10
In the diagram.of.IDWT,.the.filters.h1(n).and g1(n) are defned based on h(n) and
g(n) as.follows:
As can be.seen,the.structure.and.operations in
IDWT.are.very.similar.to.those.of.DWT,
and therefore,.with.some.minor.changes,the same codes written to calculate
DWT.can
be.used to calculate IDWT.