9/24/2013

Advance Transform Techniques

Course Code: ECE408

Where we are?
Work to do(for you)
Introduction to Subject Study S&S
Brief about Signal & System Solve Tutorial sheet
Presentation

Introduction to Wavelet Transform
WT
Nikesh Bajaj
nikesh.14730@lpu.co.in
Asst. Prof. LSECA, ECE
Lovely Professional University
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Fourier Series
Fourier Transform & Its Limitations
Short Time Fourier Transform & its Limitations
With MATLAB
Window Functions, with MATLAB
Fractional Fourier Transform
Introduction to Wavelet
Haar, Daubechies, WPA
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Overview

Motivation
Introduction to Wavelet
Concept of Wavelet Transform
Ba Motivation

Test Your Vision

sh
Concept of FRFT
FRFT : Mathematically
FRFT: Properties
FRFT: Applications
Summary
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Answer
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Wavelet: An Introduction

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Ba Introduction to Wavelet Transform

Need of Wavelet Transform

To study non-stationary signals
To analyze the time-frequency response
Over come to deficiencies of FT & STFT
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Need of Multi-Resolution Analysis (MRA)
Good time resolution and poor frequency resolution for High
frequencies
Good frequency resolution and poor time resolution for Low
frequencies.
Good for signals which has low freq. components all the
time and High freq components for short duration
Most practical signals are like this.
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Introduction to Wavelet Transform Resolution

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Most Practical signals are like

SHFT Wavelet Transform

Fix Resolution For low freq: Good freq. res.
Trade-off between Time and but poor time res.
Freq. resolution For High freq: poor freq. res.
but good time res

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Wavelet Properties of Wavelet

Wavelet is Properties

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1.
(t )dt 0


Unit Energy 2.
| (t ) | dt
2

A wavelet is a waveform of effectively The admissibility condition implies that the Fourier
transform of (t) vanishes at the zero frequency.
limited duration that has an average value of A zero at the zero frequency also means that the average
zero. value of the wavelet in the time domain must be zero.
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Features of Wavelet

Scaling
Scaling operation gives frequency
Shifting
Ba Scaling of Wavelet
Scaling means stretching or compressing of
the signal
sh
Shifting operation gives time representation of the f ( t ) sin(t ) ; a 1
spectral component
These two features help to get MRA f ( t ) sin(2t ) ; a 1 2

f ( t ) sin(4t ) ; a 1 4

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Scaling of Wavelet Wavelet Function

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Scale factor works exactly the same with Wavelet function

wavelets 1 t
s , (t ) ( )
s s
f ( t ) (t ) ; a 1
is shifting factor
f ( t ) ( 2t ) ; a 1 2 s is scaling factor

f ( t ) ( 4t ) ; a 1 4 1,0 (t ) (t )

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FT and WT Wavelet Family

Mother Wavelets

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(a) Haar Wavelet (b) Daubechies4 Wavelet

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Wavelet Family
Morlet Wavelet

2
Ba Wavelet Family

(c) Symlet2 Wavelet (d) Mexican Hat Wavelet

sh
(t ) e t cos(
2
t)
ln 2

More than 99% of energy is in |t| 2.5sec

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Continuous Wavelet transform Continuous Wavelet transform

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The CWT Is the sum over all time of the Step 1:

signal, multiplied by scaled and shifted Take a Wavelet and compare it to a section at
versions of the wavelet function the start of the original signal

1
CWT ( s, )
s
x(t ) * (t )dt
s,

Plot of |CWT(s,)|2 is called as

SCALOGRAM
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Continuous Wavelet transform Continuous Wavelet transform

Step 2: Step 3: Shift the wavelet to the right and
Calculate a number, C, that represents how repeat steps 1-2 until youve covered the
whole signal

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closely correlated the wavelet is with this
section of the signal. The higher C is, the more
the similarity.

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Continuous Wavelet transform
Step 4: Scale (stretch) the wavelet and
repeat steps 1-3
Ba Continuous Wavelet transform
Haar Transform
Mother Wavelet
1 0 t 0.5

(t ) 1.... 0.5 t 1
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0 otherwise

Problem find the Haar transform of x(t)

1 0 t 1
x(t ) ....
0 elsewhere
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Haar Transform CWT

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CWT CWT as a Correlation

Vector Space
Inner Product of x(t) and y(t).(finite energy)

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x(t ), y (t ) x(t )y * (t )dt

Norm of x(t).
x(t ), x * (t ) || x(t ) ||
CWT in vector space
CWT is inner product of x(t) and translated and dilated

wavelet s, (t)
CWT ( s, ) x(t ), s , (t )
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CWT as a Correlation
The Cross-correlation function

Rx, y ( ) x(t ) y * (t )dt x(t ), y(t )

Ba Constant Q-factor Filtering
Bank of filters
sh
is shift or lag parameter.

CWT (s, ) x(t ), s ,0 (t ) Rx , s , 0 ( )

CWT is a cross-correlation between x(t) and

wavelet function with lag parameter
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Filter Banks
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Just by varying scaling factor a

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Resonance-based signal decomposition: A new

sparsity-enabled signal analysis method

http://dx.doi.org/10.1016/j.sigpro.2010.10.018

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Inverse wavelet transform

x(t )

where
1

1
C a 2
W (a, b)a ,b (t )dadb
Ba Redundancy in CWT

fF
1 2 3
F ( )
sh

| ( w) | 0 else
C | w | dw 1 1 4
( )
provided 0 else

(t )dt 0

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Redundancy in CWT
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What can be the Solution????

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