A Short Note on Wavelet Transform

Wavelet transform (WT) is a mathematical means to perform signal analysis when

signal frequency varies over time (Non-Stationary Signal). Wavelet means small wave.
WT is proved to be very efficient during time-frequency representation of a signal. The
basis function for WT is a small wave that can give more localized resolution as
compared to the Short Time Fourier Transform (STFT).


Note: Signals broken into a series of local basis functions called wavelets, which are
scaled and shifted versions of the original (or Mother) wavelet.

Note: Transform is needed to obtain further information from the signal that is not
readily available in the raw signal.

Motivation:
Fourier Transform (FT) can only give information about the frequency contents
available in the signal.
The Short Time Fourier Transform (STFT) gives information about both the time
and the frequency, but have resolution problem.
Some signals obviously have spectral characteristics that vary over time. To analyze
this type of signals, time-frequency representation is necessary.
Signals with sharp sudden changes could be better analysed with an irregular
wavelet than with smooth sinusoids as in FT. WT resolves the resolution problem
during time-frequency analysis of a signal.

In the analysis of non-stationary signals, the Short Time Fourier Transform (STFT)
can be a good approach during time-frequency representation, but it is not a good
one due the resolution problem.

Short Time Fourier Transform (STFT):
( ) * 2
( , ) [ ( ) ( ')]
where, w(t) is the window function.
w j ft
x
t
STFT t f x t w t t e dt

= - -
}

A Short Note on Wavelet Transform

Limitations of STFT:
Unchanged (Fixed) window size.
Poor frequency resolution occurs when using narrow window.
Poor time resolution occurs when using wide window.

Application:
Speech and Audio Processing
Image and Video Processing
Biomedical Imaging
1-D and 2-D Application in Communications and Geophysics etc.

Note: A non-stationary signal is one whose frequency changes over time; i.e. human
speech where frequencies vary over time depending on what words or syllables you are
pronouncing.

About Wavelet Concepts:
Wavelet means a small wave (Window Function) of finite length.
The function that defines wavelet integrates to zero.
( ) 0 t dt

+ =
}

It is square integrable, i. e. it has finite energy.
2
| ( ) | t dt

+ s
}

Or,
The wavelet function must have unitary energy, i.e.
2
| ( ) | 1 t dt

+ =
}

It is local in the sense that it decays to zero when sufficiently far from its centre.
Or,
Wavelet is an intuitive meaning associated with localized waves, i.e. , wave-like
functions whose values increase and decrease in a short period of the domain.
Sinusoids are smooth and predictable; Wavelets tend to be irregular and
asymmetric.
Wavelet functions have double localization property (time-frequency).

Continuous Wavelet Transform (CWT):
*
1 ( )
( , ) ( )
| |
Where, s=Scaling and =T ranslation.
t
C s x t dt
s s

| |
=
|
\ .
}


- Sum over all time of signal multiplied by scaled and shifted versions of the wavelet.
A Short Note on Wavelet Transform

Note: All the windows used for wavelet transform are scaled and/or shifted versions of
mother wavelet .



Important Terminologies:
- Mother Wavelet: The original wavelet which is translated and scaled and then
correlated with the signal to get the transform. It is a prototype for generating other
window function.
- Scale: Degree of dilatation of the mother wavelet. High scale corresponds to low
details and low scale corresponds to high details. Simply, scaling a wavelet means
stretching (or compressing) it.
S>1: dilate the signal.
S<1: compress the signal.
- Translation/Shift: Refers to the position of the scaled wavelet. Actually, shifting a
wavelet means delaying its onset.

Classification of WT:
Continuous Wavelet Transform (CWT)
Discrete Wavelet Transform (DWT)
Fast Wavelet Transform (FWT)

Note: We switch from STFT to WT only to resolve resolution problem.

Heisenbergs Uncertainty Principle:
It is impossible to locate position and momentum of a moving particle with 100%
accuracy.

In DSP, this modifies to- It is impossible to locate frequency and time instance (at which
that frequency is present) with 100% accuracy. In other words, the more we locate a
signal in the time domain, the less we can locate it in the frequency domain and vice
versa. Hence, exact time-frequency representation of a signal is impossible.