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The Wavelet Tutorial: Part2 Dr. Charturong Tantibundhit
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The Wavelet Tutorial: Part2 Dr. Charturong Tantibundhit.

Jan 19, 2016

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Beverly Harris
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Page 1: The Wavelet Tutorial: Part2 Dr. Charturong Tantibundhit.

The Wavelet Tutorial: Part2

Dr. Charturong Tantibundhit

Page 2: The Wavelet Tutorial: Part2 Dr. Charturong Tantibundhit.

Multiresolution Analysis (MRA)

• 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

Page 3: The Wavelet Tutorial: Part2 Dr. Charturong Tantibundhit.
Page 4: The Wavelet Tutorial: Part2 Dr. Charturong Tantibundhit.

Continuous Wavelet Transform

• Developed as an alternative approach to the short time Fourier transform to overcome the resolution problem

• Two main differences between the STFT and the CWT: – The Fourier transforms of the windowed signals are

not taken, and therefore single peak will be seen corresponding to a sinusoid, i.e., negative frequencies are not computed.

– The width of the window is changed as the transform is computed for every single spectral component, which is probably the most significant characteristic of the wavelet transform

Page 5: The Wavelet Tutorial: Part2 Dr. Charturong Tantibundhit.

• tau and s , the translation and scale parameters, respectively.

• psi(t) is the transforming function, and it is called the mother wavelet

Page 6: The Wavelet Tutorial: Part2 Dr. Charturong Tantibundhit.

Scale

• The parameter scale in the wavelet analysis is similar to the scale used in maps. As in the case of maps, high scales correspond to a non-detailed global view (of the signal), and low scales correspond to a detailed view.

• In terms of frequency, low frequencies (high scales) correspond to a global information of a signal (that usually spans the entire signal), whereas high frequencies (low scales) correspond to a detailed information of a hidden pattern in the signal (that usually lasts a relatively short time).

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Computation of CWT

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• Let x(t) is the signal to be analyzed. The mother wavelet is chosen to serve as a prototype for all windows in the process. All the windows that are used are the dilated (or compressed) and shifted versions of the mother wavelet

• Once the mother wavelet is chosen the computation starts with s=1 and the continuous wavelet transform is computed for all values of s, smaller and larger than “1”

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Example

• These signals are drawn from a database signals that includes event related potentials of normal people, and patients with Alzheimer's disease

A normal person

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An event related potential of a patient diagnosed with Alzheimer's disease

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