Lecture 1.

References

Introduction to
Time-Frequency Analysis and Wavelet Transforms
Arun K. Tangirala
Department of Chemical Engineering, IIT Madras

Arun K. Tangirala, IIT Madras

Lecture 1.1

Introduction

References

Processes are multiscale in nature

Multiscale systems produce signals comprising components with vastly diering time-scales. Certain
components are short-lived (short time-scales) while certain others are long-lived (long time-scales) with
diering frequency characteristics.
I

Vibrations, earthquakes, atmospheric / climatic processes

Equipment faults, process drifts

Musical notes, speech signals

Moving objects (Doppler eect), fuel cell systems, traffic systems

Could also be induced by virtue of multirate sampling

What is the connection between scale and frequency?

Arun K. Tangirala, IIT Madras

Introduction

Lecture 1.1

References

Analysis of Multiscale Signals: Examples

Amplitude

Signal
2
1
0
-1
100
Spectral Density

200
300
400
Time
Scalogram using Morlet wavelet

0.5

0.45

500

0.45
0.6

0.4

0.35

0.35

0.3
0.25
0.2
0.15

40

20

Frequency

0.4

0.4

0.25
0.3

0.2
0.15

0.1

0.1

0.05

0.05

0.5

0.3

0.2
0.1

100

200

300

400

500

Time

Signal in time

0.02

Real part

Real part

Signal in time

0
-0.02

1
0
-1

-0.04

|STFT|2 , Lh=64, Nf=256, lin. scale, contour, Thld=5%

Linear scale

Linear scale

0.2

SPWV, Lg=16, Lh=16, Nf=256, contour, Threshold=5%

0.45

0.18

0.4

Energy spectral density

0.14
0.12
0.1
0.08
0.06
0.04

0.35

Frequency [Hz]

Frequency [Hz]

Energy spectral density

0.16

20

10

0.2
0.15
0.1
0.05

0.02
0

0.3
0.25

100

200

300

400

500

600040002000

50

Time [s]

Arun K. Tangirala, IIT Madras

Lecture 1.1

100

150

200

250

Time [s]

Introduction

References

Analysis of multiscale systems

Multiscale systems cannot be analyzed by standard techniques that use single-scale basis (e.g.,
Fourier basis)
I

Single-scale techniques only give a global picture.

A basis with time-scale or time-frequency localization is required.

Alternatively, a basis with zoom-in (fine resolution) and zoom-out (coarse resolution) feature is
required.

Arun K. Tangirala, IIT Madras

Introduction

Lecture 1.1

References

Historical Timeline
Year

Development

1807
1910
1930s

Fourier Transform laid the foundation

Nearly a century later, Haar coined the term wavelet
Several researchers notably Paul Levy applied the concepts of scale-varying
basis functions
Development of Short-Time Fourier Transform (STFT) due to Gabor and
time-frequency analysis due to Wigner and Ville
Study of atoms by Weiss and Coifman. Formalization of wavelet theory by
Grossman and Morlet in the context of quantum physics.
Discovery of connections between wavelet bases and quadrature mirror
filters; development of pyramidal algorithm by Mallat. Meyer developed
the first continuous wavelets
First set of orthogonal wavelets with compact support by Daubechies
Rapid advances in wavelet theory and applications; Development of the
empirical mode decomposition (EMD) technique

1940s
1960-80
1985

1988
1990-present

Arun K. Tangirala, IIT Madras

Lecture 1.1

Introduction

References

Application Areas
Field

Applications

Geophysics
Engineering

Atmospheric and ocean processes, climatic data

Fault detection and diagnosis, process identification and control, nonstationary systems, multiscale modelling
Image and speech processing, filtering/de-noising, data compression
Financial time-series analysis, wavelet-based statistics
Fractals, multiresolution approximations (MRA), non-parametric regression, solutions to dierential equations
Multiresolution and multiscale analysis of images, geometries

DSP
Econometrics
Mathematics
Computer
sion
Medicine
Chemistry
Astronomy
Arun K. Tangirala, IIT Madras

vi-

Health monitoring (ECG, EEG, neuroelectric waveforms), medical imaging,

analysis of DNA sequences
Flow injection analysis, chromatography, IR, NMR, UV spectroscopy data,
quantum chemistry
MRA of satellite images, solar wind analysis
Introduction

Lecture 1.1

References

Applications in multiscale signal / system analysis

Three tracks:
1. Signal Analysis: Break up signal into components with dierent frequency bands (multirate
filtering).
2. Feature extraction: Features based on energy density in the T-F plane.
3. Modelling: System analysis using time-frequency response functions; wavelets as basis functions.

Arun K. Tangirala, IIT Madras

Lecture 1.1

Introduction

References

Fourier transforms extract global features!

1

0
0.5
1

50 100 150 200 250

0.05

Power

0.1

Power

Power

0.1

0.05

0.5
0
0.5
1

50 100 150 200 250

1
Amplitude

0.5

0
0
0.2
0.4
Normalized (cyclic) freq.

X(!) =

1
X

x[k]e

j!k

0
0.5

0.2

0.2

0.15

0.15

0.1
0.05

0
0
0.2
0.4
Normalized (cyclic) freq.

0.5

50 100 150 200 250

Samples

0
0
0.2
0.4
Normalized (cyclic) freq.

Power

0
0.5

1
Amplitude

Amplitude

Amplitude

1
0.5

50 100 150 200 250

Samples

0.1
0.05
0
0
0.2
0.4
Normalized (cyclic) freq.

(discrete-time Fourier transform)

k= 1

Analyzing functions (complex exponentials) are spread infinitely in time!

Arun K. Tangirala, IIT Madras

Introduction

Lecture 1.1

References

Limitations in time-frequency analysis

I

It is not possible to localize or resolve the energy (power) density of a signal in time and frequency
with arbitrary fineness (duration-bandwidth principle).

Spectra of sum of signals are not additive. Interferences result.

Approaches:
1. Use methods that work within the walls of the duration-bandwidth principle, but choose
appropriate trade-os (e.g., STFT, wavelet transforms, smoothed WVDs)
2. Work with instantaneous frequencies (based on analytic representations of signals) (e.g.,
WVDs, empirical mode decomposition)

Arun K. Tangirala, IIT Madras

Lecture 1.1

Introduction

References

Short-Time Fourier Transforms

The STFT is the Fourier transform of the windowed signal,
Z 1
Z
X(tc , !) =
x(tc , t)e j!t dt =
1

x(t)w(t

tc )e

j!t

dt

Energy / power decomposition in the T-F plane is given by the spectrogram

Arun K. Tangirala, IIT Madras

Introduction

10

Lecture 1.1

References

Wigner-Ville Distributions
Wigner (1932) and Ville (1948) independently suggested direct computation of the joint energy density
function from the signal. Mathematically,
1
W V (t, !) =
2

x (t

)x(t + )e
2
2

j !

1
d =
2

)X(! + )e
2
2

X ? (!

j!

Adaptive basis functions - derived from signals (unlike fixed basis in Fourier / wavelet transforms)

WVD satisfies several desirable properties of a joint energy distribution function such as shift invariance, marginality conditions (unlike the STFT), finite support, etc. but suers from a few critical shortcomings such as distribution not guaranteed
to be positive-valued and interferences (see Cohen (1994))

Arun K. Tangirala, IIT Madras

Lecture 1.1

Introduction

11

References

WVD: Example
1
Real part

Real part

Signal in time

Signal in time

1
0.5
0
-0.5

0.5
0
-0.5

-1
0.45

Linear scale

WV, lin. scale, contour, Threshold=5%

0.4

0.35

0.35

0.25
0.2
0.15
0.1

Frequency [Hz]

0.3

50

100

150
Time [s]

200

0.3
0.25
0.2
0.15
0.1

250

Interferences occur due to sudden transition

Arun K. Tangirala, IIT Madras

WV, lin. scale, contour, Threshold=5%

0.05

0.05
1.5 1 0.5
# 10 4

0.45

0.4
Energy spectral density

Frequency [Hz]

Energy spectral density

Linear scale

2
# 10 4

50

100

150
Time [s]

200

250

Not so eective in detecting discontinuities

Introduction

12

Lecture 1.1

References

WVD: Example
Signal in time

Signal in time

Real part

1
Real part

contd.

0.5
0
-0.5

0.5
0
-0.5

-1

1.5 1 0.5
# 10 4

0.45

0.35

0.35

0.3
0.25
0.2
0.15

Frequency [Hz]

Energy spectral density

0.4

0.4

0.3

0.2
0.15

0.1

0.1
0.05

50

100

150
Time [s]

200

250

Arun K. Tangirala, IIT Madras

2000

1000

WV, lin. scale, contour, Threshold=5%

0.25

0.05

Smoothed WVD eliminates the interferences

Lecture 1.1

Linear scale

SPWV, Lg=12, Lh=32, Nf=256, lin. scale, contour, Threshold=5%

0.45

Frequency [Hz]

Energy spectral density

Linear scale

50

100

150

200

250

Time [s]

WVDs are ideally suited for chirps

Introduction

13

References

Bibliography I

Cohen, L. (1994). Time Frequency Analysis: Theory and Applications. Upper Saddle River, New Jersey, USA:
Prentice Hall.
Hlawatsch, F. and F. Auger, eds. (2008). Time-Frequency Analysis: Concepts and Methods. London, UK: John
Wiley & Sons, Inc.
Mallat, S. (1999). A Wavelet Tour of Signal Processing. Second. San Diego, CA, USA: Academic Press.
Ville, J. (1948). Theorie et applications de la signal analytique. Cables et Transm. 2A (1), pp. 6174.
Wigner, E. (1932). On the quantum correction for thermodynamic equilibrium. Physical Reviews, 40, pp. 749759.

Arun K. Tangirala, IIT Madras

Introduction

14