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1
f , L2 ( R) a, b R a 0
W (a, b) W [ f ]( a, b) a ,b f a ,b ( x) f ( x)dx
x b
a ,b ( x ) | a | 1 / 2
a
W [ f ]
f (x)
W [ f ](a, b)
L2(R) (x) 2
Mother Wavelet
Dilation / Translation
Mother Wavelet
x b 1,0 ( x) ( x)
a ,b ( x ) | a | 1 / 2
a Dilation Scale
a b Translation
a,b ( x) dx ( x) dx
2 2
1/ 2 x b
W (a, b) W [ f ]( a, b) a ,b f a ,b ( x) f ( x)dx a a f ( x)dx
3
Properties of a Basic Wavelet
Necessary condition to obtain the inverse
C d 0 C from the CWT by the basic Wavelet .
Sufficient, but not a necessary condition
to obtain the inverse by general Wavelet.
1. ˆ ( x) L2 ( R)
x ( x), x Oscillation (Wave)
( x)dx 0
2. Finite energy (Let)
L ( R) { f : R C | | f ( x) | dx }
2 2
( x) dx
2 fast decay
Haar
1 x b
1 0 x
2 a ,b ( x) | a |1/ 2
1 a
( x) 1, 0 ( x) 1 x 1
2
otherwise
1 1 1
2-1/2 2-1/2
1 4 2 4 4
-1 -1 -1
1,0 ( x) 2, 0 ( x) 2,1 ( x) 5
Morlet Wavelet
Dilation / Translation
Morlet
2 x b
( x) e x cos x a ,b ( x ) | a | 1 / 2
2
ln 2 a
1,0 ( x) 2, 0 ( x) 2,1 ( x)
6
f , L2 ( R) a, b R a 0
x b
a ,b ( x) | a |1/ 2
Forward / Inverse Transform [1/5] a
Forward
W (a, b) W [ f ]( a, b) a ,b f a ,b ( x) f ( x)dx
Inverse
1 1
f ( x)
C a
2
W (a, b) a ,b ( x)dadb
( )
2
C
d 0C Admissibility condition.
7
f , L2 ( R) a, b R a 0
x b
a ,b ( x) | a |1/ 2
Forward / Inverse Transform [2/5] a
Theorem
ˆ a ,b (u ) a
1/ 2
ˆ (au )
ae j 2ub ˆ a,b (u) a
1/ 2 ˆ (au)
ae j 2ub
cwt_001
x b
ˆ a ,b (u ) F a ,b ( x) a ,b ( x)e j 2ux dx
1/ 2
Proof a ,b ( x ) a
a
1 / 2 x b j 2ux
a a e dx
1 / 2
j 2u ( as b )
a ( s ) e ads
1 / 2
j 2ub j 2aus
a ae ( s ) e ds
1 / 2
a ˆ (au )
ae j 2ub 8
f , L2 ( R) a, b R a 0
x b
a ,b ( x) | a |1/ 2
Forward / Inverse Transform [3/5] a
Theorem F[ f ( x) * g ( x)] fˆ (u ) gˆ (u )
cwt_002
Proof
F [ f ( x) * g ( x)] F f ( s ) g ( s t )ds f ( s ) g ( s t )ds e j 2ut dt x(t ) * y (t ) x( ) y(t )d
f (s) g (s t )e
j 2ut
dtds x(t ) * y (t )
x( ) y( t )d
f (s) g ( x)e
j 2u ( s x )
dxds
j 2su j 2ux
f ( s )e g ( x )e dxds
ds g ( x)e j 2ux dx
j 2us
f ( s )e
9
fˆ (u ) gˆ (u )
f , L2 ( R) a, b R a 0
x b
a ,b ( x) | a |1/ 2
Forward / Inverse Transform [4/5] a
Theorem F [W (a, b)] F [W [ f ]( a, b)] W (a, b)e j 2ub db fˆ (u ) *ˆ a ,0 (u )
cwt_003
Proof
x(t ) * y (t ) x( ) y(t )d
x(t ) * y (t ) x( ) y( t )d
1 / 2 ( x b) 0 1 / 2 xb
a , 0 ( x b) a a a ,b ( x )
a a
W (a, b) W [ f ]( a, b) a ,b f f ( x)
a ,b ( x)dx f ( x)
a ,0 ( x b)dx f (b) * a , 0 (b)
F W (a, b) W (a, b)e j 2ub db
W ( a , b )e
j 2ub
db fˆ (u )ˆ a , 0 (u )
F W (a, b) F f (b) * a , 0 (b) fˆ (u )ˆ a , 0 (u ) 10
f , L2 ( R) a, b R a 0
x b
a ,b ( x) | a |1/ 2
Forward / Inverse Transform [5/5] a
1 1
Theorem
cwt_004
f ( x)
C a
2
W (a, b) a ,b ( x)dadb
Proof 1 / 2 ˆ (au )
db fˆ (u ) *ˆ a , 0 (u ) a a fˆ (u )
W ( a , b )e
j 2ub
2
ˆ (au )
1
1/ 2 ˆ (au )e
W ( a, b) j 2ub
db fˆ (u )
a a
a
2
ˆ (au )
1
a 1/ 2 ˆ (au )e
W ( a, b) j 2ub
dbda fˆ (u ) da
a
a
2
ˆ (au )
1 ˆ (au )e j 2ub dadb fˆ (u )
a W ( a, b) d fˆ (u )C
1/ 2
a
1 1 1 1 1
fˆ (u ) a 1/ 2 a W (a, b)ˆ (au )e dadb C
j 2ub
a 1/ 2
W ( a, b) 1 / 2
ˆ a ,b (u )dadb
C a a a
1 1
fˆ (u ) a 2
W (a, b)ˆ a ,b (u )dadb
C
1 1
f ( x) F [ fˆ (u )]
1
a 2
W (a, b) a ,b ( x)dadb 11
C
Original signal f
Wavelet Transform
Morlet Wavelet - Stationary Signal
2
( x) e x cos x
2
ln 2
Wψ [f]
1
Wψ [f] 12
a2
Original signal f
Wavelet Transform
Morlet Wavelet - Transient Signal
2
( x) e x cos x
2
ln 2
Wψ [f]
1
Wψ [f] 13
a2
Original signal f
Wavelet Transform
Morlet Wavelet - Transient Signal
2
( x) e x cos x
2
ln 2
Wψ [f] Wψ [f]
1 1 1
Wψ [f] Wψ [f] Wψ [f]
a2 a2 a2 14
2
( x) e x cos x
2
ln 2
Wavelet Transform
Morlet Wavelet - Non-visible Oscillation [1/3]
Scalogram
0.01(x10)2
f1 (x)
f1 (x) 1000e
1
Wψ [f1 ]
a2
Scalogram
1
152 Wψ [f 2 ]
a
2
( x) e x cos x
2
ln 2
Wavelet Transform
Morlet Wavelet - Non-visible Oscillation [2/3]
Scalogram
f1 (x)
1
Wψ [f1 ] Wψ [f1 ]
a2
Scalogram
f 2 (x)
1
Wψ [f 2 ] 162 Wψ [f 2 ]
a
2
( x) e x cos x
2
ln 2
Wavelet Transform
Morlet Wavelet - Non-visible Oscillation [3/3]
Scalogram
f1 (x)
1
Wψ [f1 ] Wψ [f1 ]
a2
Scalogram
f 2 (x)
1
Wψ [f 2 ] 17 Wψ [f 2 ]
a2
Original signal
Wavelet Transform
Haar Wavelet - Stationary Signal
1
1 if 0 x
2
1
(x) 1 if x 1
2
0 otherwise
Wψ [f]
1
Wψ [f] 18
a2
Original signal
Wavelet Transform
Haar Wavelet - Transient Signal
1
1 if 0 x
2
1
(x) 1 if x 1
2
0 otherwise
Wψ [f] Wψ [f]
1 1 1
Wψ [f] Wψ [f] Wψ [f]
a2 a2 a2 19
Original signal
Wavelet Transform
Mexican Hat - Stationary Signal
x 2 x 2
2
1
( x) 2 e 2
2
1
Wψ [f]
1
Wψ [f] 20
a2
Original signal
Wavelet Transform
Mexican Hat - Transient Signal
x 2 x 2
2
1
( x) 2 e 2
2
1
Wψ [f] σ 1 Wψ [f] σ 0.5 Wψ [f] σ 0.25
1 1 1
Wψ [f] σ 1 Wψ [f] σ 0.5 Wψ [f] σ 0.25 21
a2 a2 a2
f
Wavelet Transform
Morlet Wavelet
Fourier/Wavelet
F[f]
Fourier
Wψ [f] (a 1, b)
1
Wψ [f]
Wψ [f] (a 10, b) Wψ [f] a2
Wavelet 2
( x) e x cos x 22
2
Wψ [f] (a 20, b) ln 2
f
Wavelet Transform
Morlet Wavelet
Fourier/Wavelet
F[f]
Fourier
1
Wψ [f] Wψ [f]
a2
2
( x) e x cos x 23
2
Wavelet ln 2
CWT - Correlation 1
CWT W (a, b) f ( x) a ,b ( x) f ( x) a ,0 ( x ) R f , a , 0 ( )
24
CWT - Correlation 2
Even if this equality does not exists, the global maximum of the real part of
W2(a,b) provides a measure of the fit between f(t) and the corresponding
ab(t) (se next page).
25
CWT - Correlation 3
Time:
The segment of f(x) that influences the value of W(a,b) for any (a,b)
is that stretch of f(x) that coinsides with the interval over which ab(x)
has the bulk of its energy.
This windowing effect results in the position/time selectivity of the CWT.
Frequency:
The frequency selectivity of the CWT is explained using its interpretation
as a collection of linear, time-invariant filters with impulse responses
that are dilations of the mother wavelet reflected about the time axis
(se next page). 27
CWT - Frequency - Filter interpretation
Convolution h(t ) * x(t ) h(t ) x(t )d
CWT is the output of a filter with impulse response *ab(-b) and input f(b).
Time
t (t ) dt
2
(t ) dt
2 2
(t t )
Center of mother wavelet 0
t0
t
(t ) dt (t ) dt
2 2
Frequency
( )
2
( ) dt
2
dt ( ) 2
Center of the Fourier transform 0
0
of mother wavelet
( ) dt ( ) dt
2 2
29
CWT - Time and frequency localization 2
1
Frequency (a) a , 0 (a) t
a
30
CWT - Time and frequency localization 3
1
Frequency (a) a , 0 (a) t
a
a=1/2
a=1
a=2
Data compression
f (x) W [ f ]( a, b)
Remove low W-values
Lowpass-filtering Highpass-filtering
33
CWT - DWT
CWT
x b
W (a, b) W [ f ]( a, b) a ,b f a ,b ( x) f ( x)dx a ,b ( x) | a |1/ 2
a
1 1
a ( )
2
f ( x) W (a, b) a ,b ( x)dadb
C
2 C
d 0C
DWT
m
a a0 a 2m Binary dilation
m
b nb0 a0 a0 2 b0 1 b n 2 m Dyadic translation
a0 21/ v v number of voices per octave
v pieces of m, n are processed as one group, called a voice
2
2 x
x
Ψ(x) 12π 2 e 2
2
σ
σ 1
35
Rotation - Scaling
2 dim
cosθ sin θ
Rotation R
sin θ cosθ
Scaling s x 0
S
0 s y
36
Translation - Rotation - Scaling
3 dim
Translation 1 0 0 tx
0 1 0 t y
T
0 0 1 tz
0 0 0 1
Rotation cosθ sin θ 0 0
sin θ cosθ 0 0
Rz R(θ ) T 1( x, y, z)Rz(θ )T ( x, y, z )
0 0 1 0
0 0 0 1
Scaling s x 0 0 0
0 sy 0 0
S
0 0 sz 0
0 0 0 1
37
Mexican Hat - 3 Dim
2
2 x
x
Ψ(x) 12π 2 e 2σ
2
σ
σ 1
2 r b P r b e 2 r b P r b
1 T
T
Ψ (r)
1
a, b 2π a x a y
x b x a x
r b a
y b y a y
cosθ sin θ 1 P R T AR
R 2 0 ax 1 ay 2
sin θ cosθ A a x
0 1
a y
2 38
End
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