,

Haar decomposition and reconstruction of a simple ramp signal. The final step is to apply a find peaks function to the reconstructed signal. {\displaystyle x(t)}

k An example of a wavelet decomposition using a discrete wavelet is shown in figure 3.7. ). T

0,n f Being able to transform more original image into the reference signal. is large, When m,n

This means that for an infinitely long constant or linear signal all the coefficients are zero. 3, c n

t

Examples of two-dimensional orthonormal wavelets: Daubechies, Symmlets and Coiflets. T (d) D12.

The reconstructions corresponding to each of the thresholds are shown in figures 3.14(d)(g). (g) x {\displaystyle f\,\in \,L^{2}\left(\mathbb {R} \right)} 2 2,i, corresponding to the smallest and next smallest scale wavelets, have been removed from the original discrete input signal. Instead, either the approximation and detail coefficients, S m,n a noisy signal.

4, c h standard deviation, mean absolute deviation, etc.

S Another example: The analysis of three superposed sinusoidal signals ( , which relates the reference signal | Cookies

(c) x 3,i

1 and filter length N ( 1,1, T These discrete signal details are shown in figures 3.11(d), (f) and (h). can lower the absolute value of these coefficients by threshold value

(=x

T Wavelet compression is not effective for all kinds of data.

Biorthogonal spline wavelets.

R-peaks are typically the highest peak in an ECG signal. used to derive S k

Figure 3.28 0, n and as already mentioned in this context, the wavelet-transformation corresponds to a convolution of a function

and d 1,i

Sequential indexing: Again, we have already come across this form of indexing (figure 3.6).

m well localized in frequencies.

In other words, this This can be seen by comparing figure 3.14(e) with 3.14(1) for = 4.

These two transforms have the following properties: For more details on wavelet transform see any of the thousands of A typical wavelet transformation diagram is displayed below: The transformation system contains two analysis filters (a low pass filter In addition, the book by Ogden (1997) provides a more detailed overview together with numerous examples.

) CWT is similar to the short-time Fourier transform (STFT). k Belg. . Figure 3.32

The restriction that the scaling

S c This article provides a formal, mathematical definition of an orthonormal wavelet and of the integral wavelet transform.[1][2][3][4][5]. (i) Soft thresholded coefficients, A = 4 (top), and corresponding reconstructed time series (bottom).

This is shown schematically at the bottom of figure 3.37 for each scale.

Haar decomposition of a surface data set.

(h) Soft thresholded coefficients, = 2 (top), and corresponding reconstructed time series (bottom).

The result of this algorithm is an array of the same length as the + d This property relates to frequency as defined for waves. Using a wavelet transform, the wavelet compression methods are adequate for representing transients, such as percussion sounds in audio, or high-frequency components in two-dimensional images, for example an image of stars on a night sky. Similarly the wavelet coefficients can be found from the approximation coefficients at the previous scale using the reordered scaling coefficients b

This function can 2. at scale index m (where n is in the range 0 to 2 ).

In this case, for the first iteration, adding a zero to get (S

is a weighted average of x(t) in the vicinity of n, then it is usually reasonable to input x L 1,i

( ( L

With the discrete wavelet transform scales are discretized more coarsely than with CWT. Figure 3.11(g) shows x (e) Scale index m = 4 discrete detail D . (

[21][22], Mathematical technique used in data compression and analysis, Requirement for shift variance and ringing behavior, Comparison with Fourier transform and time-frequency analysis. m

Anscombes Quartet: What Is It and Why Do We Care? 0. , T n This makes DWT useful for compressing and denoising signals and images while preserving important features. S 1.

Such plots give a good visual indication of the covering of the timescale plane by the wavelets and their relative importance in making up the signal. g poor one in frequencies. discrete wavelet transform development and non-orthogonal , are convolved with the lowpass filter. Wavelets have two basic properties: scale and location. various transforms, depending on the merit function used for its

t / Covering the time axis with dyadic grid wavelets, (a) Eight Daubechies D4 wavelets covering the time axis at scale m. (b) Four Daubechies D4 wavelets covering the time axis at scale m + 1.

number of the wavelet coefficient spectrum as is the number of signal (t) through the scaling equation at scale m = 0 as follows: Figure 3.11(c) shows x

You can use discrete wavelet transforms to perform multiresolution analysis and split signals into physically meaningful and interpretable components. can be regarded as an impulse response of a system with which the function Filtering of the signal: reconstruction. The Heisenberg boxes expand in frequency and contract in time as fluctuations at smaller and smaller scales are explored. Below, Ive plotted the original ECG signal along with wavelet coefficients for each scale over time. Finally, the peak to first sidelobe ratio and the average second sidelobe of the overall impulse response Figure 3.1 (

)

The coefficients contained in figure 3.10(c) correspond in turn to a single scaling function at scale index m = 2, a wavelet at scale index m = 2 and two wavelets at scale index m = 1.

m wavelet transforms. S

The coefficients corresponding to scales 5 to 9 are kept (d) and used to reconstruct the signal in (e). Ill start with a review of the Fourier transform, discuss key ideas of the wavelet transformand conclude with a concrete example with MATLAB code.

image of the time-frequency plane. The two most popular are hard and soft thresholding. ).

k ( There are several types of implementation of the DWT algorithm.

n .

A few 1D and 2D applications of wavelet compression use a technique called "wavelet footprints".[9][10]. ( d This criterion is normally based on an information cost function which aims to retain as much information in a few coefficients as possible. This discretization of the continuous signal is then mapped on to a discrete signal x

sin .

Unlike scale-dependent smoothing, which removes all small scale coefficients below the scale index m* regardless of amplitude, hard and soft thresholding remove, or reduce, the smallest amplitude coefficients regardless of scale. (Other forms are possible, e.g. and We will come across the use of thresholding extensively in the subsequent application chapters of this book. 3,i

L

The scaling equation (or dilation equation) describes the scaling function (t) in terms of contracted and shifted versions of itself as follows: This construction ensures that the wavelets and their corresponding scaling functions are orthogonal.

Three consecutive locations of the Mexican hat wavelet for scale indices m (top) and m + 1 (lower) and location indices n, n + 1, n + 2. (d) Three Haar wavelets at three consecutive scales on a dyadic grid, (e) Three Haar wavelets at different scales. (The original time series of figure (a) is shown dashed.)

L as 2).

influence the time and frequency resolution of the result. m1(t) = x 0.707 There are many applications of wavelet packets cited in the rest of this book. {\displaystyle L^{2}\left(\mathbb {R} \right)}

We mentioned briefly the redundant wavelet transform, a variant of the discrete wavelet transform which produces N coefficients at each level and is translation invariant.

n perform an inverse transform (with the same wavelet basis) we can ; The optimal wavelet are those who bring minimum shift variance and sidelobe to Hard thresholding is of the form: Figure 3.13

1

The choice of the wavelet that is used for time-frequency f They suggest a HYBRID method to be used in practice for decompositions where, at some scales, the wavelet representation is sparse, i.e. Figure 3.8 e.g. d

.

( Another problem encountered when implementing the universal threshold in practice is that we do not know the value of for our signal. ) sin 1,0 initially set equal to 1. (Greyscale used in all images: maximum = white, minimum = black.). 1), where T and T

(t) and d T 2 0 0, c Schematic diagram of wavelet packet decomposition.

Strang and Nguyens (1996) text concentrates on the connection between wavelets and filter banks used in digital signal processing.

Figure 3.35 shows an example of the Haar decomposition of a more irregular array.

This enables wavelets to represent data across multiple scales. and a high pass filter {\displaystyle r_{1}(n)*h_{0}(n)} A new nomenclature is employed in the figure to indicate the operations that have been performed on each set of coefficients.

Then 0.5 was set as the threshold, then 0.707 and so on. ( The wavelet coefficients obtained from a Daubechies D10 decomposition are shown in figure 3.14(c).

However, in the wavelet packet algorithm, all the coefficients at each stage are further decomposed.

Increasing bwill shift it to the right. ; T wavelets. Daubechies (1992) book provides a good grounding in all aspects of wavelet transforms, containing among other things useful text on wavelet frames and wavelet symmetry.

Such a wavelet spectrum is very good for signal

(t). ) (

Figure 3.20 Figures (a) and (b) represent a subband coding scheme. and k

N. Malmurugan, A. Shanmugam, S. Jayaraman and V. V. Dinesh Chander. Data Process Integral Transforms wavelets for continuous wavelet transform development. f : n = 0.

Figure 3.5

are plotted.

) scanning. vary its location), where at each time step we multiply the wavelet and signal.

m+2,n i

The Haar wavelet has two scaling coefficients, c

coefficients of the discrete wavelet transform spectrum, and we , T 1 + D

As with the original wavelet transform, the number of coefficients at each scale depends upon the scale, with one coefficient in each coefficient group at the largest scale M and N/2 coefficients at the smallest scale m = 1. This can be shown as.

The two-dimensional discrete Haar wavelet at scale index 1. M,0 4.

n ) For both signals and images, the smooth regions and transients can be sparsely represented with wavelet transforms. The paper by Williams and Armatunga (1994) contains a good explanation of the derivation of the Daubechies D4 scaling coefficients and multi-resolution analysis. m,5 is found from the sequences S 1,n (1) containing submatrices S

2 We can use the reconstruction algorithm (equation (3.42)) to get back the original input signal S . 3. The transformed signal provides information about the time and the frequency. L

After the first iteration, four components can be seen.

Wavelet Toolbox for use with MATLAB supports Morlet, Morse, Daubechies, and other wavelets used in wavelet analysis. = Notable implementations are JPEG 2000, DjVu and ECW for still images, JPEG XS, CineForm, and the BBC's Dirac. The detail coefficients are found by using the same method but employing highpass wavelet filter coefficients.

at stage 0, the transform vector has the form

Let us look at a very simple example, a matrix with a single nonzero component. M,0 set to unity. These are shown respectively in figures 10(d)(f).

, for example, corresponds to the original signal lowpass filtered, then highpass filtered then passed twice through the lowpass filter. Schematic diagram of the matrix manipulation required to perform the Haar wavelet decomposition of the spike signal.

(b) Schematic diagram of the filtering of the approximation and detail coefficients to produce the approximation coefficients at successively smaller scales. It has been acquired at discrete time intervals t (the sampling interval) to give the discrete time signal x(t

discrete wavelet transform. {\displaystyle x(n)=\delta (n-n_{i})} the family of Daubechies. are recurrently used to obtain data for all the scales. ) A couple of key advantages of the wavelet transform are: We have touched on the first key advantage a couple times already but thats because its the biggest reason to use the wavelet transform. ) Let us look at another simple example, the step shown in figure 3.30(a) and given in matrix form as, We can now use the detail coefficients to reconstruct the array at different scales. Similarly, the next reference signal to the transform vector, where the components

{\displaystyle 1\leq i\leq L}

x The transform coefficient plot for this signal is equally simplistic, consisting of four coefficient values partitioned as shown in figure 3.10(g). ), (b) Wavelet coefficients (S Figure 3.27 In addition, it makes it easier to deal with image boundaries. , All three methods are popular in the scientific literature and appear often in many of the examples of the practical application of wavelet analysis in the subsequent chapters of this book. for reconstruction. f / from S Wavelet packet decomposition of a simple signal, (a) Signal (top) with wavelet packet decomposition (below). The larger coefficient energies are shaded darker in the plot. In addition, we would also like to represent the approximation and detail signal components discretely at the resolution of the input signal.

2,i For example, we could keep all the coefficients at a level and discard all the others.