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Application Overview
Conventional Applications: Data compression, denoising, solution of PDEs, biomedical signal analysis. Unconventional applications YesWe can do that with wavelets too
Historical Overview
1807 ~ 1940s: The reign of the Fourier Transform 1940s ~ 1970s: STFT and Subband Coding 1980s & 1990s: The Wavelet Transform and MRA
An arbitrary function, continuous or with discontinuities, defined in a finite interval by an arbitrarily capricious graph can always be expressed as a sum of sinusoids J.B.J. Fourier Jean B. Joseph Fourier (1768-1830)
Using only a few blocks Compressed representation Using sinusoids as building blocks Fourier transform
Frequency domain representation of the function
([) ! f (t)e
j[t
dt
For each frequency of complex exponential, the sinusoid at that frequency is compared to the signal. If the signal consists of that frequency, the correlation is high large FT coefficients.
([ )
f (t ) e
j[t
dt
f (t )
1 2T
([ )e j[t d[
If the signal does not have any spectral component at a frequency, the correlation at that frequency is low / zero, small / zero FT coefficient.
FT At Work
x1 (t ) ! cos(2T 5 t )
x2 (t ) ! cos(2T 25 t )
x3 (t ) ! cos(2T 50 t )
FT At Work
x1 (t )
X 1 ([ )
x2 (t )
X 2 ([ )
x3 (t )
X 3 ([ )
FT At Work
x 4 (t )
X 4 ([ )
FT At Work
Complex exponentials (sinusoids) as basis functions:
g
F ([ ) !
f (t ) e
g
1 f (t ) ! 2T
F ([ ) e
g
j[t
dt
j[t
dt
x5 (t ) ! [ x1 x2 x3 ]
Concatenation
Perfect knowledge of what frequencies exist, but no information about where X5( ) these frequencies are located in time
Shortcomings of the FT
Sinusoids and exponentials
Stretch into infinity in time, Instantaneous in frequency, no time localization perfect spectral localization
Need a local analysis scheme for a time-frequency representation (TFR) of nonstationary signals
Windowed F.T. or Short Time F.T. (STFT) : Segmenting the signal into narrow time intervals, narrow enough to be considered stationary, and then take the Fourier transform of each segment, Gabor 1946. Followed by other TFRs, which differed from each other by the selection of the windowing function
STFT
Time parameter
Frequency parameter
Signal to be analyzed
[ d STFTx (t , [ ) !
)A ?x(t ) W (t t d e
t
j [t
dt
Windowing function
STFT
t=t=-8 t=-2 t=-
t=4
t=8
STFT at Work
STFT At Work
STFT At Work
STFT
STFT provides the time information by computing a different FTs for consecutive time intervals, and then putting them together
Time-Frequency Representation (TFR) Maps 1-D time domain signals to 2-D time-frequency signals
Consecutive time intervals of the signal are obtained by truncating the signal using a sliding windowing function How to choose the windowing function?
What shape? Rectangular, Gaussian, Elliptic? How wide?
Wider window require less time steps low time resolution Also, window should be narrow enough to make sure that the portion of the signal falling within the window is stationary Can we choose an arbitrarily narrow window?
STFT then gives the time signal back, with a phase factor. Excellent time information (good time resolution), but no frequency information Wide analysis window poor time resolution, good frequency resolution Narrow analysis window good time resolution, poor frequency resolution Once the window is chosen, the resolution is set for both time and frequency.
Heisenberg Principle
1 (t (f u 4T
Time resolution: How well two spikes in time can be separated from each other in the transform domain
Frequency resolution: How well two spectral components can be separated from each other in the transform domain
Overcomes the preset resolution problem of the STFT by using a variable length window Analysis windows of different lengths are used for different frequencies:
Analysis of high frequencies Use narrower windows for better time resolution Analysis of low frequencies Use wider windows for better frequency resolution
This works well, if the signal to be analyzed mainly consists of slowly varying characteristics with occasional short high frequency bursts. Heisenberg principle still holds!!! The function used to window the signal is called the wavelet
A normalization Translation parameter, Scale parameter, Signal to be measure of time measure of frequency constant analyzed
1 ] ] CW x (X , s ) ! =x (X , s) !
s t
] xt
t X
dt s
Continuous wavelet transform of the signal x(t) using the analysis wavelet ](.)
The mother wavelet. All kernels are obtained by translating (shifting) and/or scaling the mother wavelet
Scale = 1/frequency
WTx (X , s ) ! =x (X , s ) !
t X x t dt s s t
WT at Work
WT at Work
WT at Work
WT at Work
CWT computed by computers is really not CWT, it is a discretized version of the CWT. The resolution of the time-frequency grid can be controlled (within Heisenbergs inequality), can be controlled by time and scale step sizes. Often this results in a very redundant representation How to discretize the continuous time-frequency plane, so that the representation is non-redundant?
Sample the time-frequency plane on a dyadic (octave) grid
1 t X ] ] CW x (X , s) ! =] (X , s ) ! xt
x s s t
dt
] kn (t ) ! 2 k ] 2 k n
k, n Z
x[n]
H
N
y[n]
! h[k ] x[n k ]
k !1
yhigh [k ] g[n 2k ]
k
x[n]
2 2
G H
~ G ~ H
2 2
2 2
G H
yhigh [k ] g[n 2k ]
k
Decomposition
G H
Reconstruction
2 Down-sampling 2 Up-sampling
Half band high pass filter Half band low pass filter
2-level DWT decomposition. The decomposition can be continues as long as there are enough samples for down-sampling. down-
DWT - Demystified
Length: 512 B: 0 ~ T
|H(jw)|
g[n]
Length: 256 B: T/2 ~ T Hz
h[n]
2
2
d1: Level 1 DWT Coeff.
a1
-T/2
T/2
|G(jw)|
g[n]
2
h[n]
2
Length: 128 B: 0 ~ T /4 Hz
a2
d2: Level 2 DWT Coeff.
-T
-T/2
T/2
g[n]
2
d3: Level 3 DWT Coeff.
h[n]
2
Length: 64 B: 0 ~ T/8 Hz
a3.Level 3 approximation
Coefficients
(Wavedemo_signal1)
Applications of Wavelets
Compression De-noising Feature Extraction Discontinuity Detection Distribution Estimation Data analysis
Biological data NDE data Financial data
Compression
DWT is commonly used for compression, since most DWT are very small, can be zeroed-out!
Compression
Compression
ECG- Compression
Hit Denoise
(Noisy Doppler)
Choose thrsholds
Hit Denoise
Discontinuity Detection
(microdisc.mat)
(microdisc.mat)
Application Overview
Data Compression Wavelet Shrinkage Denoising Source and Channel Coding Biomedical Engineering EEG, ECG, EMG, etc analysis MRI Nondestructive Evaluation Ultrasonic data analysis for nuclear power plant pipe inspections Eddy current analysis for gas pipeline inspections Numerical Solution of PDEs Study of Distant Universes Galaxies form hierarchical structures at different scales
Application Overview
Wavelet Networks Real time learning of unknown functions Learning from sparse data Turbulence Analysis Analysis of turbulent flow of low viscosity fluids flowing at high speeds Topographic Data Analysis Analysis of geo-topographic data for reconnaissance / object identification Fractals Daubechies wavelets: Perfect fit for analyzing fractals Financial Analysis Time series analysis for stock market predictions
1980s
Rediscovery of J.O. Strombergs 1980 work the same basis functions (also a harmonic analyst) Yet re-rediscovery of Alfred Haars work on orthogonal basis functions, 1909 (!).
Simplest known orthonormal wavelets
However
Decomposition of a discrete into dyadic frequencies (MRA) , known to EEs under the name of Quadrature Mirror Filters, Croisier, Esteban and Galand, 1976 (!)
Martin Vetterli & Jelena Kovacevic Wavelets and filter banks, 1986 Perfect reconstruction of signals using FIR filter banks, 1988 Subband coding Multidimensional filter banks, 1992
1990s
Equivalence of QMF and MRA, Albert Cohen, 1990 Compactly supported biorthogonal wavelets, Cohen, Daubechies, J. Feauveau, 1993 Wavelet packets, Coifman, Meyer, and Wickerhauser, 1996 Zero Tree Coding, Schapiro 1993 ~ 1999 Search for new wavelets with better time and frequency localization properties. Super-wavelets Matching Pursuit, Mallat, 1993 ~ 1999
Zero crossing representation signal classification computer vision data compression denoising Super wavelet Linear combination of known basic wavelets Zero Tree Coding, Schapiro Matching Pursuit , Mallat Using a library of basis functions for decomposition New MPEG standard