Академический Документы
Профессиональный Документы
Культура Документы
X(f ) =
x(t )e
j 2ft
dt
(3.1)
x(t ) =
X ( f )e
j 2ft
dt
(3.2)
Bin i Fourier
Mc d c nhiu hiu qu nhng php bin i Fourier (nh l phn tch cc tn hiu tun hon, thun li cho cc php chp tn hiu) vn c nhng hn ch. Khi bin i sang min tn s, thng tin thi gian b mt. Nu mt thuc tnh tn hiu
Trang 34
khng thay i nhiu theo thi gian, n c gi l tn hiu tnh, th cc nhc im trn khng c nh hng quan trng. Tuy nhin, nhiu tn hiu c cha cc thng s ng: tri, nghing, bin i t ngt, khi u v kt thc ca cc s kin. Nhng c tnh ny thng l phn quan trng nht ca tn hiu, v phn tch Fourier khng thch hp pht hin chng. 3.2 Php bin i Fourier thi gian ngn Cc tn hiu thng gp trong thc t thng l tn hiu khng dng (v d tn hiu nhc, tn hiu nhiu, ) th phn tch Fourier hon ton khng mang li cc thng tin hu ch. Ta xt mt v d n gin thy r iu ny. Xt trng hp tn hiu xung (t), php bin i Fourier F()=1, vi . Ta thy rng thng tin v v tr xung trong min thi gian hon ton khng pht hin trong min tn s. Nh vy, bin i Fourier khng phn tch c bin thin tn s trong tng vng theo thi gian ca tn hiu. Ni cch khc n khng c tnh cc b v thi gian. Do cn cc b ha bin i Fourier c th phn tch cc tn hiu khng tnh. khc phc nhng hn ch ca bin i Fourier, php bin i Fourier thi gian ngn STFT c xut. Bin i ny cn c gi l bin i Fourier ca s hay bin i Gabor. tng ny l s cc b ca bin i Fourier, s dng hm ca s xp x trung tm ni nh v. V vy, nh bin i wavelet, bin i l s khai trin theo hai thng s tn s v dch thi gian. Tuy nhin, n c im khc bit l kch thc ca s c nh trc khc vi t l ca s c dng trong bin i wavelet. Tn hiu nguyn thy c phn thnh tng on bng cch nhn vi mt hm ca s w(t - ), sau thc hin bin i Fourier: Hnh 3.2 m t bin i Fourier thi gian ngn.
Trang 35
STFT f ( w, ) =
w (t ) f (t )e
*
jwt
dt = g w, (t ), f (t )
(3.3)
trong :
g w, (t ) = w(t )e jwt
gi s hm ca s w(t) c chun ha c w(t ) = 1 v kh tch tuyt i, ta c cng thc bin i Fourier ngc :
f (t ) = 1 2
STFT
( w, ) g w, (t ) dwdt
(3.4)
Vy khuyt im chnh ca bin i STFT l khi kch thc ca s c chn th tt c cc tn s c phn tch vi cng phn gii thi gian v tn s. Do vy khi phn tch tn hiu gm nhiu thnh phn tn s hoc thi gian, STFT ch c kh nng cho phn gii tng i v tn s tt vi cc tn hiu c thi gian tn ti ngn. Ni tm li vn lin quan n rng ca hm ca s l : Nu hm ca s hp : phn gii thi gian tt, phn gii tn s km. Nu hm ca s rng: phn gii tn s tt, phn gii thi gian km. 3.3 phn gii ca tn hiu v nguyn l bt nh phn gii ca tn hiu c chiu di hu hn l s mu ti thiu cn c biu din tn hiu . Nh vy phn gii ca tn hiu lin quan n ni dung
Trang 36
thng tin ca tn hiu. Vi tn hiu c chiu di v hn c nng lng hu hn v suy gim v cng th ta nh ngha chiu di ca tn hiu l khong cha hu ht thng tin ca tn hiu (v d cha 90% nng lng ca tn hiu). tn hiu lin tc, vic thay i t l khng lm thay i phn gii, v n nh hng ng thi c tc ly mu v chiu di ca tn hiu nn s mu biu din tn hiu l hng s. tn hiu ri rc, ly mu ln v ni suy khng nh hng phn gii v cc mu ni suy l d. Ly mu xung bi N lm phn gii gim i N ln v khng th khi phc c. Khi nhn t l s lm thay i nt (sharpness) theo thi gian hoc theo tn s, tc l ch p ng mt trong hai yu cu trn. nt c gi l phn gii trong thi gian-tn s (nhng n khc vi phn gii trn lin quan n ni dung thng tin). Nng lng ca tn hiu c nh ngha l :
f (t ) dt
(3.5)
(t a ) f (t a )
dt = 0
(3.6)
Xt mt tn hiu c nng lng bng 1 v c tm nng lng ti gc ta f(t) vi bin i Fourier F(w) tha mn :
t f (t )
dt = 0 va # w F (w) dw = 0
(3.7)
(3.8)
Trang 37
rng tn s w
2 w
w f (w )
2
dw
(3.9)
1 t
khi t th:
2t 2w
(3.10)
t e gi l tn hiu Gauss.
2
Du bng ch xy ra khi : f (t ) =
Nguyn l bt nh c vai tr quan trng v n t ra chn trn cho nt ti a cho c thi gian v tn s. Nh vy, vic nhn t l khng lm thay i tch rng thi gian v tn s. 3.4 L thuyt v bin i wavelets 3.4.1 Gii thiu p ng c yu cu phn gii n nh vi cc tn hiu c nhiu thnh phn thi gian v tn s, ta cn dng mt phng php bin i sao cho phn gii thi gian v tn s c th thay i mt cch thch nghi vi c tnh ca tn hiu trn mt phng thi gian v tn s. Vn ny c gii quyt bng cch thay th php di n gin trong STFT bng php di v i thang (shifts and scales). iu ny dn n s ra i ca mt php bin i mi l php bin i wavelets. Phn tch Wavelet cho php s dng cc khong thi gian di khi ta cn thng tin tn s thp chnh xc hn, v min ngn hn i vi thng tin tn s cao. y cho thy s tng phn vi cch nhn tn hiu da theo thi gian, tn s, STFT :
Trang 38
Bin i Wavelet
Hnh 3.3: Bin i Wavelet Vy phn tch wavelet khng dng mt min thi gian tn s, m l min thi gian t l.
Hnh 3.4: M t cc min bin i ca tn hiu nh ngha Wavelet Wavelets l cc dng sng nh c thi gian duy tr ti hn vi gi tr trung bnh bng 0. So snh vi sng sin th sng sin khng c khong thi gian gii hn n ko di t m v cng n v cng. V trong khi sng sin l trn tru v c th d on, wavelet li bt thng v bt i xng. Hnh 3.6 m t sng sin v wavelet .
Trang 39
Hnh 3.5: Sng sin v wavelet Phn tch Wavelet chia tch tn hiu thnh cc phin bn dch v v t l (co dn) ca mt hm n hay gi l hm m wavelet. V vy tn hiu vi thay i nhanh c th phn tch tt vi mt wavelet bt n nh hn l vi mt sng sin trn. Cc c tnh cc b s c miu t tt hn vi cc wavelet. S chiu Phn tch Wavelet c th p dng cho d liu hai chiu (cc hnh nh) v v nguyn tc cho d liu c s chiu cao hn. Cc bin i wavelet ph bin c chia thnh 3 loi: bin i wavelet lin tc, bin i wavelet ri rc v bin i wavelet a phn gii (wavelet multiresolution-based). 3.4.2 Bin i Wavelet lin tc V mt ton hc qu trnh phn tch Fourier c thc hin bi bin i Fourier:
F ( ) =
f (t ) e
jt
dt
(3.8)
l tng mi thi im ca tn hiu f(t) nhn vi mt hm m phc (c th phn tch thnh cc thnh phn thc v o). Kt qu ca php bin i l cc h s Fourier F(). Cc h s Fourier khi nhn vi mt sng sin tn s s thnh cc thnh phn sin to ra tn hiu nguyn thy. Hnh 3.7 trnh by cc thnh phn sng sin vi cc tn s khc nhau.
Trang 40
Tn hiu
Hnh 3.6: Cc thnh phn sng sin vi cc tn s khc nhau Bin i Wavelet lin tc (Continuous Wavelet Transform - CWT) ca mt hm f(t) c bt u t mt hm Wavelet m (mother Wavelet) (t), (t) c th l bt k mt hm s thc hoc phc lin tc no tho mn cc tnh cht sau y: Tch phn suy rng trn ton b trc t ca hm (t ) l bng 0. Tc l:
+
(t )dt = 0
(3.11)
(t )
dt <
(3.12)
iu kin (3.12) c ngha l hm (t) phi l mt hm bnh phng kh tch, hm (t) thuc khng gian L2(R) cc hm bnh phng kh tch. Bin i Wavelet lin tc ca mt hm bnh phng kh tch f(t) c tnh theo cng thc:
+
W ( a, b ) =
f (t )
t b dt a a
(3.13)
(3.14)
Trang 41
Chng ta c th vit:
+
W ( a, b ) =
f (t )
a ,b
(t )dt
(3.15)
Gi tr
hm a,b(t) s c lp vi a v b :
+
a,b (t ) dt =
(t )
dt
(3.16)
Vi mi gi tr ca a th a,b(t) l mt bn sao ca a,b(t) c dch i b n v trn trc thi gian. Do b c gi l tham s dch. t tham s dch b = 0 ta thu c:
a ,0 (t ) =
1
t a a
(3.17)
Trong (3.5) cho thy rng a l tham s t l. H s t l cng nh, wavelet cng c nn mnh hn.
Tn hiu
Hnh 3.7: Cc thnh phn wavelet tng ng vi cc t l v v tr khc nhau Khi a >1 : hm wavelet s c tri rng Khi 0< a <1: th hm s c co li.
Trang 42
( ) =
(t )e
jwt
dt
(3.18)
Vi ( ) l bin i Fourier ca (t ) : Nu W(a,b) l bin i CWT ca f(t) bng hm Wavelet (t), th bin i ngc ca bin i CWT s c tnh nh sau:
f (t ) = 1 C
1
2
(3.19)
vi gi tr ca C l:
C=
[ ( )]2
(3.20)
Bin i CWT ch tn ti nu C dng v hu hn. Do C c gi l iu kin tn ti ca bin i Wavelet. y cng l iu kin mt hm cn phi tho mn c th c la chn lm hm wavelet. C th xem bin i CWT nh l mt ma trn hai chiu cc kt qu ca php tnh tch v hng gia hai hm f (t) v a,b(t) . Cc hng ca ma trn tng ng vi cc gi tr ca a v cc ct tng ng vi cc gi tr ca b do cch tnh bin i wavelet theo tch v hng trnh by trn:
f (t ), g (t ) =
f (t ) g (t )dt f (t ), a ,b (t ) =
f (t )
a ,b
(t )dt
(3.21)
3.4.3 Bin i wavelets ri rc DWT (Discrete Wavelet Transform) Vic tnh ton cc h s wavelet ti tt c cc t l l mt cng vic ht sc phc tp, s to ra mt lng d liu khng l. n gin ngi ta ch chn ra mt tp nh cc gi tr t l v cc v tr tin hnh tnh ton, c th la chn tin hnh ti cc t l v cc v tr trn c s lu tha c s 2 th kt qu thu c s
Trang 43
hiu qu v chnh xc hn rt nhiu. Qu trnh chn cc t l v cc v tr tnh ton nh trn to thnh li nh t (dyamic). Mt qu trnh phn tch nh th hon ton c th thc hin c nh bin i wavelet ri rc (discrere wavelet transform/ DWT). Phn tch wavelet, cc xp x v chi tit Vi nhiu tn hiu, ni dung tn s thp l quan trng nht, n xc nh tn hiu. Ni dung tn s cao ch lm tng thm hng v. V d nh ging ni ngi, nu tch b phn cao tn, ging c khc nhng vn c th hiu c ni dung. Tuy nhin nu loi b tn s thp n mt mc no , s khng nghe r na. Cn i vi nh ta quan tm n hai thut ng l xp x l thnh phn t l cao tng ng thnh phn tn s thp ca nh v chi tit tng ng thnh phn tn s cao ca nh, t l thp. Vi phn tch wavelet ta thu c hai thnh phn tng ng trn, c th vic thc hin nh sau :
Tn hiu
Xp x
Chi tit
Trang 44
Do , vic tnh ton bin i DWT thc cht l s ri rc ho bin i Wavelet lin tc (CWT); vic ri rc ho c thc hin vi s la chn cc h s a v b nh sau: a = 2m, b=2mn m, n (3.22)
C th hiu php bin i Wavelet ri rc DWT nh l p dng mt tp cc b lc thng cao v thng thp. Hnh 3.10 minh ho dng tng qut ca bin i DWT mt chiu. Theo tn hiu nguyn gc c cho i qua cc b lc thng cao H (highpass) v thng thp L (lowpass) ri c ly mu xung h s 2 to thnh bin i DWT mc 1.
X p x
Chi tit
Hnh 3.9: Qu trnh phn tch tn hiu dng bin i DWT mt chiu T bin i DWT mt chiu c th m rng nh ngha bin i hai chiu theo cch: s dng cc b lc ring bit, thc hin bin i DWT mt chiu i vi d liu vo (nh) theo hng ri k tip thc hin theo ct. Sau khi thc hin bin i DWT ln lt nh vy ta s to ra 4 nhm h s bin i. Qu trnh bin i DWT hai chiu c th minh ho nh hnh 3.11, trong 4 nhm h s l: LL, HL, LH, HH (ch ci u tin tng ng l thc hin lc theo hng, ch ci th hai tng ng thc hin lc theo ct).
Trang 45
LL
HL
NH
DWT Theo ct LH HH
3.4.4 Phn tch a phn gii Vo nm 1986, Stephane Mallat v Yves Meyer ln u tin t ra tng phn tch a phn gii (MRA : multire solution analysis) [13,25,38], vo phm vi phn tch wavelets. y l mt tng mi v ng ch nhm gii quyt hnh thc tng qut trong vic xy dng c s trc giao ca wavelets. Hn na phn tch a phn gii l trung tm ca tt c cc php xy dng nn hm c s wavelets. Khi nhn bc nh, mt cch tng qut chng ta thy s lin kt ca nhng vng tng quan cu trc v mc xm m kt hp thnh hnh dng i tng. Nu i tng nh hoc s tng phn thp th thng thng chng ta kho st chng phn gii cao. Nu i tng c kch thc ln hoc c tng phn cao th chng ta kho st chng di tm quan st th. Nu c i tng c kch thc va v nh - hoc c tng phn cao v thp, c biu din cng lc th ta phi kho st chng vi phn gii khc nhau. Qu trnh phn tch DWT c lp li, cc xp x hon ton c tch ra, do mt tn hiu c phn tch thnh nhiu thnh phn phn gii khc nhau, tin trnh c thc hin theo hnh 3.12.
Trang 46
H S L
2 H 2 L 2 L 2 H
Hnh 3.11: Phn tch tn hiu a mc V l thuyt qu trnh phn tch a mc c th lp li mi mi nhng trong thc t, s phn tch c th ch thc hin cho n khi c c tn hiu chi tit ph hp vi cht lng ca tn hiu cn phn tch (ty thuc vo tng ng dng c th). Hnh 3.13 m t phn tch 3 mc ca tn hiu hnh nh.
LL
HL
LL LL
LL HL
HL
NH
LH HH M c 1
LL HL
LL LH
LL HH
LH
HH Mc 2
HL
LL LH
LL HH
LH Mc 3
HH
Trang 47
3.4.5 Ti to (tng hp) wavelet Tn hiu sau khi phn tch ng dng vo tng mc ch ring sau cn c tng hp li c c tn hiu gc ban u m khng b mt thng tin. Qu trnh ny gi l tng hp hay cn gi l bin i wavelet nghch (IDWT inverse discrete wavelet transform).
S
L
S
L
phn tch
tng hp
3.4.6 Cc b lc ti to Vic ly mu xung trong qu trnh phn tch to ra mo dng gi l alias, iu ny cho thy cn chn la cc b lc cho qu trnh phn tch v ti to sao cho lin quan gn ging nhau loi b hiu ng alias ny. Cc b lc cn dng ny gi l b lc gng cu phng QMF (quadrature mirror filter). Hnh 3.15 m t b lc hai knh cho dy m ha v gii m mt chiu
Trang 48
3.5. u im ca wavelets v ng dng 3.5.1 u im ca wavelets S dch chuyn thi gian tn s l tuyn tnh trong STFT, cn trong bin i wavelets c s thay i thang / dch thi gian tuyn tnh ca hm (t). phn gii thi gian v tn s trong STFT c lp vi tn s phn tch , cn trong bin i wavelets phn gii thi gian t l thun vi w, phn gii tn s t l nghch vi w. Hm ca s w(t) ca STFT l mt hm thng thp cn hm wavelet m (t) l mt hm thng di. Theo nguyn l bt nh : khng th t c phn gii cao trong c 2 min thi gian v tn s. c tnh ng ch ca php bin i wavelet l phn gii thi gian tt tn s cao, phn gii tn s tt tn s thp. V vy thch hp vi vic phn tch cc tn hiu gm cc thnh phn tn s cao c thi gian tn ti ngn v cc thnh phn tn s thp c thi gian tn ti di. Bin i wavelets cho php lm ni bt tnh cc b ca tn hiu, bin i Fourier ch c th nhn bit tnh u n ton cc ca tn hiu hoc ch nhn bit tnh u n trong ca s no (trong trng hp php bin i Fourier c cc b ha). Ngc li, php bin i Wavelet s cch ly im gin on ny ra khi
Trang 49
phn cn li ca tn hiu v p ng ca bin i Wavelet ti ln cn im gin on s lm ni bt im ny. 3.5.2 Mt s ng dng ni bt ca Wavelet 3.5.2.1 Nn tn hiu Do c im ca mnh, wavelet c bit tt khi s dng nn hay phn tch cc tn hiu khng dng, c bit l tn hiu nh s v cc ng dng nn ting ni, nn d liu. Vic s dng cc php m ho bng con, bng lc s nhiu nhp v bin i Wavelet ri rc tng ng vi loi tn hiu cn phn tch c th mang li nhng hiu qu rt r rt trong nn tn hiu. Do tnh cht ch tn ti trong cc khong thi gian rt ngn (khi phn tch tn hiu trong min thi gian tn s) m cc h s ca bin i Wavelet c kh nng tp trung nng lng rt tt vo cc h s bin i. Cc h s mang thng tin chi tit ca bin i Wavelet thng rt nh v c th b qua m khng nh hng ti vic m ho d liu (trong phng php m ho nh hay ting ni l nhng tn hiu cho php m ho c tn tht thng tin). 3.5.2.2. Kh nhiu Tnh cht ca bin i Wavelet m chng ta xt ti trong phn ng dng cho nn tn hiu c m rng bi Iain Johnstone v David Donohos trong cc ng dng kh nhiu cho tn hiu. Phng php kh nhiu ny c gi l Wavelet Shrinkage Denoising (WSD). tng c bn ca WSD da trn vic tn hiu nhiu s l r khi phn tch bng bin i Wavelet cc h s bin i bc cao. Vic p dng cc ngng loi b tng ng vi cc bc cao hn ca h s Wavelet s c th d dng loi b nhiu trong tn hiu. 3.5.2.3. M ho ngun v m ho knh S d Wavelet c ng dng trong m ho ngun v m ho knh v trong m ho ngun th chng ta cn kh nng nn vi t l nn cao cn trong m ho knh th cn kh nng chng nhiu tt. Bin i Wavelet kt hp vi mt s phng
Trang 50
php m ho nh m ho Huffman hay m ho s hc c th thc hin c c hai iu trn. V th s s dng bin i Wavelet trong m ho ngun v m ho knh l rt thch hp. 3.6 Gii thiu mt s h wavelets 3.6.1 Bin i Wavelet Haar Bin i Wavelet Haar l bin i n gin nht trong cc php bin i Wavelet. Hnh v 3.16 m t dng hm (t) vi bin i Haar. Do tnh cht n gin ca bin i Haar m n c ng dng tng i nhiu trong nn nh.
Hnh 3.15. Hm (t)ca bin i Haar Haar wavelet c c tnh : rng xc nh : 1 di b lc : 2 S moment bng 0 i vi hm wavelet : 1 3.6.2. Bin i Wavelet Daubechies Ging nh Meyer, Daubechies cng l mt nh khoa hc c cng lao to ln trong vic nghin cu pht trin php bin i Wavelet. Bin i Daubechies l mt trong nhng php bin i phc tp nht trong bin i Wavelet, khm ph ra ci gi l Wavelet trc giao khong cht- khin cho phn tch wavelet ri rc c gi tr
Trang 51
thc t. H bin i ny c ng dng ht sc rng ri, bin i Wavelet p dng trong JPEG2000 [27] l mt bin i trong h bin i Wavelet Daubechies. Tn gi ca h Wavelet Daubechies c vit l dbN, vi N l th t v db l tn h wavelet. Di y l mt s hm (t) ca h bin i Wavelet Daubechies:
Daubechies 2
Daubechies 3
Daubechies 4
Daubechies 5
Hnh 3.16 Hm (t) ca h bin i Daubechies n vi n=2, 3, 4, 5 DbN c cc c tnh : rng xc nh : 2N - 1 di b lc : 2N S moment bng 0 i vi hm wavelets : N
3.6.3. Bin i Wavelet Biorthogonal (song trc giao) H cc wavelet biu th thuc tnh ca pha tuyn tnh, cn cho ti to tn hiu v hnh nh. Nh dng hai wavelet, mt cho phn tch (bn tri) v mt cho ti to (bn phi) thay v ch dng mt ci, t c cc c tnh th v.
Trang 52
Bior Nr, Nd c cc c tnh : rng xc nh : 2Nr + 1 cho tng hp v 2Nd + 1 cho phn tch di b lc : max(2Nr, 2Nd) + 2 C tnh i xng S moment bng 0 i vi hm wavelet : Nr 1
Trang 53
Gn i xng S moment bng 0 i vi hm wavelets : 2N S moment bng 0 i vi hm t l : 2N 1 3.6.5. Bin i Wavelet Symlets Symlets l wavelet gn i xng, c ngh bi Daubechies l iu chnh ca h db. c tnh ca hai h l tng t.
Hnh 3.19. Mt vo hm (t) ca h bin i Symlets 3.6.6. Bin i Wavelet Morlet Wavelet ny c hm mc, nhng r rng.
Trang 54
3.6.7. Bin i Wavelet Mexican Hat Wavelet ny khng c hm mc v l dn xut ca mt hm m t l vi o hm bc hai ca hm mt xc sut Gauss.
Hnh 3.21. Hm (t )ca bin i Mexican Hat 3.6.8. Bin i Wavelet Meyer Yves Meyer l mt trong nhng nh khoa hc t nn mng cho php bin i Wavelet. Php bin i Wavelet mang tn Meyer cng l mt php bin i thng dng, v l hm mc xc nh theo min tn s. Bin i ny c kh nng phn tch tn hiu tt hn nhiu so vi bin i Haar. Dng ca hm
(t )