Chapter 11

Signal Processing with Wavelets

Objectives
Define and illustrate the difference between a stationary
and non-stationary signal.
Describe the relationship between wavelets and subband coding of a signal using quadrature mirror filters
with the property of perfect reconstruction.
Illustrate the multi-level decomposition of a signal into
approximation and detail components using wavelet
decomposition filters.
Illustrate the application of wavelet analysis using
MATLAB to noise suppression, signal compression, and
the identification of transient features in a signal.

Motivation for Wavelet Analysis

Signals of practical interest are usually nonstationary, meaning that their time-domain and
frequency-domain characteristics vary over short
time intervals (i.e., music, seismic data, etc)
Classical Fourier analysis (Fourier transforms)
assumes a signal that is either infinite in extent
or stationary within the analysis window.
Non-stationary analysis requires a different
approach: Wavelet Analysis
Wavelet analysis also produces better solutions
to important problems such as the transform
compression of images (jpeg versus jpeg2000)

Basic Theory of Wavelets

Wavelet analysis can be understood as a
form of sub-band coding with quadrature
mirror filters
The two basic wavelet processes are
decomposition and reconstruction

Wavelet Decomposition

A single level decomposition puts a signal through 2 complementary low-pass and

high-pass filters
The output of the low-pass filter gives the approximation (A) coefficients, while the
high pass filter gives the detail (D) coefficients

Low-Pass
Filter

DownSample
2X

Approximation (A)

Signal

High-Pass
Filter

Decomposition Filters for Daubechies-8 Wavelets

DownSample
2X

Detail (D)

Wavelet Reconstruction
The A and D coefficients can be used to
reconstruct the signal perfectly when run
through the mirror reconstruction filters of
the wavelet family

Wavelet Families
Wavelet families consist of a particular set
of quadrature mirror filters with the
property of perfect reconstruction.
These families are completely determined
by the impulse responses of the set of 4
filters.

Example:
Filter Set for the Daubechies-5 Wavelet Family
% Set wavelet name.
>> wname = 'db5';
% Compute the four filters associated with wavelet name given
% by the input string wname.
>> [Lo_D,Hi_D,Lo_R,Hi_R] = wfilters(wname);
>> subplot(221); stem(Lo_D);
>> title('Decomposition low-pass filter');
>> subplot(222); stem(Hi_D);
>> title('Decomposition high-pass filter');
>> subplot(223); stem(Lo_R);
>> title('Reconstruction low-pass filter');
>> subplot(224); stem(Hi_R);
>> title('Reconstruction high-pass filter');
>> xlabel('The four filters for db5')

Example:
Filter Set for the Daubechies-5 Wavelet Family
Decomposition low-pass filter

Decomposition high-pass filter

1
0.5

0.5

0
0
-0.5

-0.5
0

10

Reconstruction low-pass filter

-1

10

Reconstruction high-pass filter

1
0.5

0.5

0
0
-0.5

-0.5
0

10

-1

5
The four filters for db5

10

Example:
Filter Set for the Daubechies-5 Wavelet Family
>> fvtool(Lo_D,1,Hi_D,1)
>> fvtool(Lo_R,1,Hi_R,1)

Magnitude Response

1.5

Magnitude Response

1.5

Magnitude

Magnitude

0.5

0.5

0.1

0.2

0.3
0.4
0.5
0.6
0.7
Normalized Frequency ( rad/sample)

Decomposition Filters

0.8

0.9

0.1

0.2

0.3
0.4
0.5
0.6
0.7
Normalized Frequency ( rad/sample)

Reconstruction Filters

0.8

0.9

Multi-level Decomposition of a Signal with

Wavelets
Signal

A1

A2

A3

D1

D2

D3

The decomposition tree

can be schematically
described as:

Aj = Aj +1 + D j +1

Multi-level Decomposition of a Signal with Wavelets

Frequency Domain (Sub-band Coding)

A2

D1

D2

fs/8

fs/4

fs/2

Example: One-level Decomposition of a Noisy Signal

>> x=analog(100,4,40,10000);
>> xn=x+0.5*randn(size(x));
>> [cA,cD]=dwt(xn,'db8');

% Construct a 100 Hz sinusoid of amplitude 4

% Add Gaussian noise
% Compute the first level decomposition with dwt
% and the Daubechies-8 wavelet
>> subplot(3,1,1),plot(xn),title('Original Signal')
>> subplot(3,1,2),plot(cA),title('One Level Approximation')
>> subplot(3,1,3),plot(cD),title('One Level Detail')
Original Signal

5
0
-5

50

100

150

200

250

300

350

400

450

One Level Approximation

10
0
-10

50

100

150

200

250

200

250

One Level Detail

2
0
-2

50

100

150

Single level discrete

wavelet decomposition
with the Daubechies-8
wavelet family

One-Level Decomposition of a Non-Stationary Signal

>> fs=2500;
>> len=100;
>> [x1,t1]=analog(50,.5,len,fs); % The time vector t1 is
in milliseconds
>> [x2,t2]=analog(100,.25,len,fs);
>> [x3,t3]=analog(200,1,len,fs);
>> y1=cat(2,x1,x2,x3); % Concatenate the signals
>> ty1=[t1,t2+len,t3+2*len]; %Concatenate the time
vectors 1 to len, len to 2*len, etc.
>> [A1,D1]=dwt(y1,'db8');

>> subplot(3,1,1),plot(y1),title('Original Signal')

>> subplot(3,1,2),plot(A1),title('One Level
Approximation')
>> subplot(3,1,3),plot(D1),title('One Level Detail')

Original Signal

1
0
-1

100

200

The detail
coefficients reveal
the transitions in the
non-stationary signal

300

400

500

600

700

800

300

350

400

300

350

400

One Level Approximation

0
-2

50

100

150

200

250

One Level Detail

0.2
0
-0.2

50

100

150

200

250

De-Noising a Signal with Multilevel Wavelet Decomposition

>> x=analog(100,4,40,10000);
>> xn=x+0.5*randn(size(x));
>> [C,L] = wavedec(xn,4,'db8'); % Do a multi-level
analysis to four levels with the
% Daubechies-8
wavelet
>> A1 = wrcoef('a',C,L,'db8',1); % Reconstruct the
approximations at various levels
>> A2 = wrcoef('a',C,L,'db8',2);
>> A3 = wrcoef('a',C,L,'db8',3);
>> A4 = wrcoef('a',C,L,'db8',4);

>> subplot(5,1,1),plot(xn),title('Original Signal')

>> subplot(5,1,2),plot(A1),title('Reconstructed
Approximation - Level 1')
>> subplot(5,1,3),plot(A2),title(' Reconstructed
Approximation - Level 2')
>> subplot(5,1,4),plot(A3),title(' Reconstructed
Approximation - Level 3')
>> subplot(5,1,5),plot(A4),title(' Reconstructed
Approximation - Level 4')

0
-10
5
0
-5

Significant de-noising occurs

with the level-4 approximation
coefficients (Daubechies-8
wavelets)

Original Signal

10

5
0
-5
5
0
-5
5
0
-5

50

100
150
200
250
300
350
Reconstructed Approximation - Level 1

400

450

50

100
150
200
250
300
350
Reconstructed Approximation - Level 2

400

450

50

100
150
200
250
300
350
Reconstructed Approximation - Level 3

400

450

50

100
150
200
250
300
350
Reconstructed Approximation - Level 4

400

450

50

100

400

450

150

200

250

300

350

Finding Signal Discontinuities

>> x=analog(100,4,40,10000);
>> x(302:305)=.25;
>> [A,D]=dwt(x,'db8');
>> subplot(3,1,1),plot(x),title('Original Signal')
>> subplot(3,1,2),plot(A),title('First Level Approximation')
>> subplot(3,1,3),plot(D),title('First Level Detail')

3 sample discontinuity
at sample 302

Original Signal

Daubechies-8 wavelets

0
-5

50

100

150

200

250

300

350

400

450

First Level Approximation

10
0
-10

50

100

150

200

250

200

250

First Level Detail

0.5
0
-0.5

50

100

150

Discontinuity response
in the 1st level detail
coefficients (sample
151 because of the 2X
down-sampling)

Simple Signal Compression Using a Wavelet

Approximation
>> load leleccum
>> x=leleccum;
>> w = 'db3';
>> [C,L] = wavedec(x,4,w);
>> A4 = wrcoef('a',C,L,'db3',4);
>> A3 = wrcoef('a',C,L,'db3',3);
>> A2 = wrcoef('a',C,L,'db3',2);
>> A1 = wrcoef('a',C,L,'db3',1);

>> a3 = appcoef(C,L,w,3);
>> subplot(2,1,1),plot(x),axis([0,4000,100,600])
>> title('Original Signal')
>> subplot(2,1,2),plot(A3),axis([0,4000,100,600])
>> title('Approximation Reconstruction at Level 3 Using
the Daubechies-3 Wavelet')
>> (length(a3)/length(x))*100
ans =
12.5926

Original Signal

600
500
400
300
200
100

600

500

1000

1500

2000

2500

3000

3500

4000

Approximation Reconstruction at Level 3 Using the Daubechies-3 Wavelet

500
400
300
200
100

500

1000

1500

2000

2500

3000

3500

4000

The wavelet approximation at

level-3 contains only 13 % of the
original signal values because of
the wavelet down-sampling, but
still retains the important signal
characteristics.

Compression by Thresholding
>> load leleccum
>> x=leleccum;
>> w = 'db3'; % Specify the Daubechies-4 wavelet
>> [C,L] = wavedec(x,4,w); % Multi-level decomposition to 4 levels.
>> a3 = appcoef(C,L,w,3); % Extract the level 3 approximation coefficients
>> d3 = detcoef(C,L,3);
% Extract the level 3 detail coefficients.
>> subplot(2,1,1), plot(a3),title('Approximation Coefficients at Level 3')
>> subplot(2,1,2), plot(d3),title('Detail Coefficients at Level 3')
Approximation Coefficients at Level 3

2000
1500
1000
500
0

100

200

300

400

500

600

500

600

Detail Coefficients at Level 3

50

-50

100

200

300

400

These are the A3 and D3

coefficients for the signal.
Many of the D3
coefficients could be
zeroed without losing
much signal information or
power

Compression by Thresholding
>> load leleccum
>> x=leleccum; % Uncompressed signal
>> w = 'db3';
% Set wavelet family
>> n=3;
% Set decomposition level
>> [C,L] = wavedec(x,n,w); % Find the decomposition
structure of x to level n using w.
>> thr = 10; % Set the threshold value
>> keepapp = 1; %Logical parameter = do not
threshold approximation coefficients
>> sorh='h'; % Use hard thresholding
>> [xd,cxd,lxd, perf0,perfl2]
=wdencmp('gbl',C,L,w,n,thr,sorh,keepapp);

>> subplot(2,1,1), plot(x),title('Original Signal')

>> subplot(2,1,2),plot(xd),title('Compressed Signal
(Detail Thresholding)')
>> perf0 % Percent of coefficients set to zero
>> perfl2 % Percent retained energy in the compressed
signal
perf0 =
83.4064
perfl2 =
99.9943
Original Signal

600
400

In this compression
83% of the coefficients
were set to zero, but
99% of the energy in
the signal was
retained.

200
0

500

1000

1500

2000

2500

3000

3500

4000

4500

4000

4500

Compressed Signal (Detail Thresholding)

600
400
200
0

500

1000

1500

2000

2500

3000

3500

Compression by Thresholding
>> D1 = wrcoef('d',C,L,w,1);
>> D2 = wrcoef('d',C,L,w,2);
>> D3 = wrcoef('d',C,L,w,3);
>> d1 = wrcoef('d',cxd,lxd,w,1);
>> d2 = wrcoef('d',cxd,lxd,w,2);
>> d3 = wrcoef('d',cxd,lxd,w,3);
Original Detail - Levels 3 to 1

40

>> subplot(3,2,1),plot(D3),title('Original Detail - Levels 3

to 1')
>> subplot(3,2,2),plot(d3),title('Thresholded Detail Levels 3 to 1')
>> subplot(3,2,3),plot(D2)
>> subplot(3,2,4),plot(d2)
>> subplot(3,2,5),plot(D1)
>> subplot(3,2,6),plot(d1)
Thresholded Detail - Levels 3 to 1
40

20

20

-20

2000

4000

6000

-20

40

40

20

20

-20

2000

4000

6000

-20

50

50

-50

2000

4000

6000

-50

2000

4000

6000

2000

4000

6000

2000

4000

6000

Zeroing of coefficients
by thresholding
results in effective
signal compression

Summary
Wavelet processing is based on the idea of subband decomposition and coding.
Wavelet families are characterized by the lowpass and high-pass filters used for
decomposition and perfect reconstruction of
signals.
Typical applications of wavelet processing
include elimination of noise, signal compression,
and the identification of transient signal features.