Signal Processing with Wavelets

Objectives
• Define and illustrate the difference between a stationary
and non-stationary signal.
• Describe the relationship between wavelets and sub-
band 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 non-
stationary, 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)
 CHIRP SIGNALS

Frequency: 2 Hz to 20 Hz Different in Time Domain Frequency: 20 Hz to 2 Hz

1 150 1 150

0.8 0.8

0.6 0.6

0.4 0.4
Magnitud

Magnitud
100 100
Magnitud

Magnitud
0.2 0.2

0 0
e

e
e

e
-0.2 -0.2
50 50
-0.4 -0.4

-0.6 -0.6

-0.8 -0.8

-1 0 -1 0
0 0.5 1 0 5 10 15 20 25 0 0.5 1 0 5 10 15 20 25
Time Frequency (Hz) Time Frequency (Hz)

Same in Frequency Domain

At what time the frequency components occur? FT can not tell!

 SHORT TIME FOURIER
TRANSFORM (STFT)
• Dennis Gabor (1946) Used STFT
– To analyze only a small section of the signal at a time
-- a technique called Windowing the Signal.
• The Segment of Signal is Assumed Stationary
• A 3D transform
STFTX t , f    xt   * t  t  e j 2 ft dt
t
t  : the window function

A function of time
and frequency
 DRAWBACKS OF STFT

• Unchanged Window
• Dilemma of Resolution
– Narrow window -> poor frequency resolution
– Wide window -> poor time resolution
• Heisenberg Uncertainty Principle
– Cannot know what frequency exists at what time intervals

Via Narrow Window Via Wide Window

 Continuous wavelet transform

continuous wavelet transform (CWT) of a function f(t) a mother wavelet

mother wavelet may be real or complex with the following properties


1.the total area under the curve=0,   (t )dt  0
2. the total area of  (t ) is finite 


3. Admissible condition | (t ) |
2

 | (t ) | dt  
2



oscillate above and below the t-axis

energy of the function is finite function is localize
Infinite number of functions satisfies above conditions– some of
them used for wavelet transform
example
Morlet wavelet
Mexican hat wavelet
 once a wavelet  (t ) has been chosen , the CWT of a square integrable
function f(t) is defined as


1  t b
W ( a, b)  

f (t ) * 
|a|  a 
 dt

 a ,b (t ) is a copy of  a ,0 (t ) shifted b units along the time axis

* denotes complex conjugate

For any a, 1 t

 (t )   
a ,0
|a| a
Thus b is a translation parameter
Setting b=0,
Here a is a scaling parameter
a>1 stretch the wavelet and 0<a<1 shrink it
 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 Down-
Sample Approximation (A)
Filter 2X
Signal

Down-
High-Pass Sample
Detail (D)
Filter 2X

Decomposition Filters for Daubechies-8 Wavelets

 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 1

0.5
0.5
0
0
-0.5

-0.5 -1
0 5 10 0 5 10

Reconstruction low-pass filter Reconstruction high-pass filter

1 1

0.5
0.5
0
0
-0.5

-0.5 -1
0 5 10 0 5 10
The four filters for db5
 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 Magnitude Response

1.5 1.5

1 1

Magnitude
Magnitude

0.5 0.5

0 0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9
Normalized Frequency ( rad/sample) Normalized Frequency ( rad/sample)

Decomposition Filters Reconstruction Filters

Multi-level Decomposition of a Signal with
Wavelets

Signal

A1 D1

A2 D2
The decomposition tree
can be schematically
described as:
A3 D3
Aj = Aj + 1 + D j + 1
Multi-level Decomposition of a Signal with Wavelets
Frequency Domain (Sub-band Coding)

A2 D2 D1

fs/8 fs/4 fs/2

 Example: One-level Decomposition of a Noisy Signal

>> x=analog(100,4,40,10000); % Construct a 100 Hz sinusoid of amplitude 4

>> xn=x+0.5*randn(size(x)); % Add Gaussian noise
>> [cA,cD]=dwt(xn,'db8'); % 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

-5
0 50 100 150 200 250 300 350 400 450

10
One Level Approximation Single level discrete
wavelet decomposition
0
with the Daubechies-8
-10
0 50 100 150 200 250 wavelet family
One Level Detail
2

-2
0 50 100 150 200 250
 One-Level Decomposition of a Non-Stationary Signal

>> fs=2500; >> subplot(3,1,1),plot(y1),title('Original Signal')

>> len=100; >> subplot(3,1,2),plot(A1),title('One Level
>> [x1,t1]=analog(50,.5,len,fs); % The time vector t1 is Approximation')
in milliseconds >> subplot(3,1,3),plot(D1),title('One Level Detail')
>> [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 Original Signal
vectors 1 to len, len to 2*len, etc. 1
>> [A1,D1]=dwt(y1,'db8');
0

-1
0 100 200 300 400 500 600 700 800
One Level Approximation
2

The detail 0

coefficients reveal -2
0 50 100 150 200 250 300 350 400
the transitions in the One Level Detail
0.2
non-stationary signal
0

-0.2
0 50 100 150 200 250 300 350 400
De-Noising a Signal with Multilevel Wavelet Decomposition

>> x=analog(100,4,40,10000); >> subplot(5,1,1),plot(xn),title('Original Signal')

>> xn=x+0.5*randn(size(x)); >> subplot(5,1,2),plot(A1),title('Reconstructed
>> [C,L] = wavedec(xn,4,'db8'); % Do a multi-level Approximation - Level 1')
analysis to four levels with the >> subplot(5,1,3),plot(A2),title(' Reconstructed
% Daubechies-8 Approximation - Level 2')
wavelet >> subplot(5,1,4),plot(A3),title(' Reconstructed
>> A1 = wrcoef('a',C,L,'db8',1); % Reconstruct the Approximation - Level 3')
approximations at various levels >> subplot(5,1,5),plot(A4),title(' Reconstructed
>> A2 = wrcoef('a',C,L,'db8',2); Approximation - Level 4')
>> A3 = wrcoef('a',C,L,'db8',3); Original Signal
10
>> A4 = wrcoef('a',C,L,'db8',4);
0
-10
0 50 100 150 200 250 300 350 400 450
Reconstructed Approximation - Level 1
5
0
-5
0 50 100 150 200 250 300 350 400 450
Significant de-noising occurs 5
Reconstructed Approximation - Level 2

0
with the level-4 approximation -5
0 50 100 150 200 250 300 350 400 450
coefficients (Daubechies-8 5
Reconstructed Approximation - Level 3

0
wavelets) -5
0 50 100 150 200 250 300 350 400 450
Reconstructed Approximation - Level 4
5
0
-5
0 50 100 150 200 250 300 350 400 450
 Finding Signal Discontinuities

>> x=analog(100,4,40,10000);
>> x(302:305)=.25; 3 sample discontinuity
>> [A,D]=dwt(x,'db8'); at sample 302
>> 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')

Original Signal
5
Daubechies-8 wavelets
0

-5
0 50 100 150 200 250 300 350 400 450
First Level Approximation
10

-10
Discontinuity response
0 50 100 150 200 250
First Level Detail in the 1st level detail
0.5
coefficients (sample
0
151 because of the 2X
-0.5
0 50 100 150 200 250
down-sampling)
 Simple Signal Compression Using a Wavelet
Approximation
>> load leleccum >> a3 = appcoef(C,L,w,3);
>> x=leleccum; >> subplot(2,1,1),plot(x),axis([0,4000,100,600])
>> w = 'db3'; >> title('Original Signal')
>> [C,L] = wavedec(x,4,w); >> subplot(2,1,2),plot(A3),axis([0,4000,100,600])
>> A4 = wrcoef('a',C,L,'db3',4); >> title('Approximation Reconstruction at Level 3 Using
>> A3 = wrcoef('a',C,L,'db3',3); the Daubechies-3 Wavelet')
>> A2 = wrcoef('a',C,L,'db3',2); >> (length(a3)/length(x))*100
>> A1 = wrcoef('a',C,L,'db3',1); ans =
12.5926
Original Signal
600

500

400

300
The wavelet approximation at
200 level-3 contains only 13 % of the
100
0 500 1000 1500 2000 2500 3000 3500 4000
original signal values because of
Approximation Reconstruction at Level 3 Using the Daubechies-3 Wavelet
the wavelet down-sampling, but
600
still retains the important signal
500

400
characteristics.
300

200

100
0 500 1000 1500 2000 2500 3000 3500 4000
 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
These are the A3 and D3
1000 coefficients for the signal.
500 Many of the D3
0 coefficients could be
0 100 200 300 400 500 600
“zeroed” without losing
Detail Coefficients at Level 3
50 much signal information or
power
0

-50
0 100 200 300 400 500 600
 Compression by Thresholding

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

>> x=leleccum; % Uncompressed signal >> subplot(2,1,2),plot(xd),title('Compressed Signal
>> w = 'db3'; % Set wavelet family (Detail Thresholding)')
>> n=3; % Set decomposition level >> perf0 % Percent of coefficients set to zero
>> [C,L] = wavedec(x,n,w); % Find the decomposition >> perfl2 % Percent retained energy in the compressed
structure of x to level n using w. signal
>> thr = 10; % Set the threshold value perf0 =
>> keepapp = 1; %Logical parameter = do not threshold 83.4064
approximation coefficients perfl2 =
>> sorh='h'; % Use hard thresholding 99.9943
>> [xd,cxd,lxd, perf0,perfl2] Original Signal
600
=wdencmp('gbl',C,L,w,n,thr,sorh,keepapp);

400

200
In this compression
83% of the coefficients 0
0 500 1000 1500 2000 2500 3000 3500 4000 4500
were set to zero, but Compressed Signal (Detail Thresholding)
99% of the energy in 600

the signal was 400

retained.
200

0
0 500 1000 1500 2000 2500 3000 3500 4000 4500
 Compression by Thresholding

>> D1 = wrcoef('d',C,L,w,1); >> subplot(3,2,1),plot(D3),title('Original Detail - Levels 3

>> 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
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

0 0

-20
0 2000 4000 6000
-20
0 2000 4000 6000
Zeroing of coefficients
40 40 by thresholding
20 20
results in effective
0 0
signal compression
-20 -20
0 2000 4000 6000 0 2000 4000 6000
50 50

0 0

-50 -50
0 2000 4000 6000 0 2000 4000 6000
MULTIRESOLUTION ANALYSIS
(MRA)
• Wavelet Transform
– An alternative approach to the short time Fourier transform
to overcome the resolution problem
– Similar to STFT: signal is multiplied with a function
• Multiresolution Analysis
– Analyze the signal at different frequencies with different
resolutions
– Good time resolution and poor frequency resolution at high
frequencies
– Good frequency resolution and poor time resolution at low
frequencies
– More suitable for short duration of higher frequency; and
longer duration of lower frequency components
 COMPARSION OF
TRANSFORMATIONS

From http://www.cerm.unifi.it/EUcourse2001/Gunther_lecturenotes.pdf, p.10

 RESOLUTION OF TIME &
FREQUENCY
Better time
resolution;
Poor
frequency
resolution
Frequenc
y

Better
frequency
resolution;
Poor time Time
resolution
• Each box represents a equal portion
• Resolution in STFT is selected once for entire
analysis
 Summary
• Wavelet processing is based on the idea of sub-
band decomposition and coding.
• Wavelet “families” are characterized by the low-
pass 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.