Chapter 2 Wavelet Analysis and Decomposition

Wavelet Analysis Wavelet analysis represents the next logical step: a windowing technique with variable-sized regions. Wavelet analysis allows the use of long time intervals where we want more precise low-frequency information, and shorter regions where we want high-frequency information.

Heres what this looks like in contrast with the time-based, frequency-based, and STFT views of a signal:

Wavelet analysis does not use a time-frequency region, but rather a time-scale region. Here, we compare wavelets with sine waves, which are the basis of Fourier analysis. Sinusoids do not have limited duration they extend from minus to plus infinity. And where sinusoids are smooth and predictable, wavelets tend to be irregular and asymmetric.

Fourier analysis consists of breaking up a signal into sine waves of various frequencies. Similarly, wavelet analysis is the breaking up of a signal into shifted and scaled versions of the original (or mother) wavelet. Just looking at pictures of wavelets and sine waves, you can see intuitively that signals with sharp changes might be better analyzed with an irregular wavelet than with a smooth sinusoid, just as some foods are better handled with a fork than a spoon. It also makes sense that local features can be described better with wavelets that have local extent. What Can Wavelet Analysis Do? One major advantage afforded by wavelets is the ability to perform local analysis that is, to analyze a localized area of a larger signal. Consider a sinusoidal signal with a small discontinuity one so tiny as to be barely visible. Such a signal easily could be generated in the real world, perhaps by a power fluctuation or a noisy switch.

A plot of the Fourier coefficients (as provided by the fft command) of this signal shows nothing particularly interesting: a flat spectrum with two peaks representing a single frequency. However, a plot of wavelet coefficients clearly

shows the exact location in time of the discontinuity.

Wavelet analysis is capable of revealing aspects of data that other signal analysis techniques miss, aspects like trends, breakdown points, discontinuities in higher derivatives, and self-similarity. Furthermore, because it affords a different view of data than those presented by traditional techniques, wavelet analysis can often compress or de-noise a signal without appreciable degradation.

Wavelet Aspects Wavelets have scale aspects and time aspects, consequently every application has scale and time aspects. To clarify them we try to untangle the aspects Some what arbitrarily. For scale aspects, we present one idea around the notion of local regularity. For time aspects, we present a list of domains. When the decomposition is taken as a whole, the de-noising and compression processes are center points. Scale Aspects As a complement to the spectral signal analysis, new signal forms appear. They are less regular signals than the usual ones. The cusp signal presents a very quick local variation. Its equation is with t close to 0 and 0 < r < 1. The lower r the sharper the signal. To illustrate this notion physically, imagine you take a piece of aluminum foil; The surface is very smooth, very regular. You first crush it into a ball, and then you spread it out so that it looks like a surface. The asperities are clearly visible. Each one represents a two-dimension cusp and analog of the one dimensional cusp. If you crush again the foil, more tightly, in a more compact ball, when you spread it out, the roughness increases and the regularity decreases. Several domains use the wavelet techniques of regularity study: Biology for cell membrane recognition, to distinguish the normal from the pathological membranes Metallurgy for the characterization of rough surfaces

Finance (which is more surprising), for detecting the properties of quick variation of values In Internet traffic description, for designing the services size Industrial supervision of gear-wheel Checking undue noises in craned or dented wheels, and more generally in nondestructive control quality processes Detection of short pathological events as epileptic crises or normal ones as evoked potentials in EEG (medicine) SAR imagery Automatic target recognition Intermittence in physics Scale and Frequency Higher scales correspond to the most stretched signal. The more stretched the wavelet, the longer the portion of the signal with which it is being compared, and thus the coarser the signal features being measured by the wavelet coefficients.

Thus, there is a correspondence between wavelet scales and frequency as revealed by wavelet analysis: Low scale a Compressed wavelet Rapidly changing details HighFrequency High scale a Stretched wavelet Slowly changing, coarse features Low frequency Wavelet applications Biology for cell membrane recognition, to distinguish the normal from the pathological membranes Metallurgy for the characterization of rough surfaces Finance (which is more surprising), for detecting the properties of quick variation of values In Internet traffic description, for designing the services size Industrial supervision of gear-wheel Checking undue noises in craned or dented wheels, and more generally in nondestructive control quality processes Detection of short pathological events as epileptic crises or normal ones as

evoked potentials in EEG (medicine) SAR imagery Automatic target recognition Intermittence in physics

Wavelet Transform: Continuous and Discrete The wavelet analysis is done similar to the STFT analysis. The signal to be analyzed is multiplied with a wavelet function just as it is multiplied with a window function in STFT, and then the transform is computed for each segment generated. However, unlike STFT, in Wavelet Transform, the width of the wavelet function changes with each spectral component. The Wavelet Transform, at high frequencies, gives good time resolution and poor frequency resolution, while at low frequencies, the Wavelet Transform gives good frequency resolution and poor time resolution.

The Continuous Wavelet Transform and the Wavelet Series The Continuous Wavelet Transform (CWT) is provided by equation below, where x(t) is the signal to be analyzed. (t) is the mother wavelet or the basis function. All the wavelet functions used in the transformation are derived from the mother wavelet through translation (shifting) and scaling (dilation or compression).

The mother wavelet used to generate all the basis functions is designed based on some desired characteristics associated with that function. The translation parameter relates to the location of the wavelet function as it is shifted through the signal. Thus, it corresponds to the time information in the Wavelet Transform. The scale parameter s is defined as |1/frequency| and corresponds to frequency information. Scaling either dilates (expands) or compresses a signal. Large scales (low frequencies) dilate the signal and provide detailed information hidden in the signal, while small scales (high frequencies) compress the signal and provide global information about the signal. Notice that the Wavelet Transform merely performs the convolution operation

of the signal and the basis function. The above analysis becomes very useful as in most practical applications, high frequencies (low scales) do not last for a long duration, but instead, appear as short bursts, while low frequencies (high scales) usually last for entire duration of the signal.

The Wavelet Series is obtained by discretizing CWT. This aids in computation of CWT using computers and is obtained by sampling the time-scale plane. The sampling rate can be changed accordingly with scale change without violating the Nyquist criterion. Nyquist criterion states that, the minimum sampling rate that allows reconstruction of the original signal is 2 radians, where is the highest frequency in the signal. Therefore, as the scale goes higher (lower frequencies), the sampling rate can be decreased thus reducing the number of computations. 2.3 The Discrete Wavelet Transform The Wavelet Series is just a sampled version of CWT and its computation may consume significant amount of time and resources, depending on the resolution required. The Discrete Wavelet Transform (DWT), which is based on sub-band coding is found to yield a fast computation of Wavelet Transform. It is easy to implement and reduces the computation time and resources required. The foundations of DWT go back to 1976 when techniques to decompose discrete time signals were devised. Similar work was done in speech signal coding which was named as sub-band coding. In 1983, a technique similar to sub-band coding was developed which was named pyramidal coding. Later many improvements were made to these coding schemes which resulted in efficient multi-resolution analysis schemes. In CWT, the signals are analyzed using a set of basis functions which relate to each other by simple scaling and translation. In the case of DWT, a time-scale representation of the digital signal is obtained using digital filtering techniques. The signal to be analyzed is passed through filters with different cutoff frequencies at different scales.

DWT and Filter Banks Multi-Resolution Analysis using Filter Banks Filters are one of the most widely used signal processing functions. Wavelets can be realized by iteration of filters with rescaling. The resolution of the signal, which is a measure of the amount of detail information in the signal, is determined by the filtering operations, and the scale is determined by upsampling and downsampling (subsampling) operations.

The DWT is computed by successive lowpass and highpass filtering of the discrete time-domain signal . This is called the Mallat algorithm or Mallat-tree decomposition. Its significance is in the manner it connects the continuous-time mutiresolution to discrete-time filters. In the figure, the signal is denoted by the sequence x[n], where n is an integer. The low pass filter is denoted by G0

while the high pass filter is denoted by H0. At each level, the high pass filter produces detail information, d[n], while the low pass filter associated with scaling function produces coarse approximations, a[n].

At each decomposition level, the half band filters produce signals spanning only half the frequency band. This doubles the frequency resolution as the uncertainity in frequency is reduced by half. In accordance with Nyquists rule if the original signal has a highest frequency of , which requires a sampling frequency of 2 radians, then it now has a highest frequency of /2 radians. It can now be sampled at a frequency of radians thus discarding half the samples with no loss of information. This decimation by 2 halves the time resolution as the entire signal is now represented by only half the number of samples. Thus, while the half band low pass filtering removes half of the frequencies and thus halves the resolution, the decimation by 2 doubles the scale. With this approach, the time resolution becomes arbitrarily good at high frequencies, while the frequency resolution becomes arbitrarily good at low frequencies. The time-frequency plane is thus resolved. The filtering and decimation process is continued until the desired level is reached. The maximum number of levels depends on the length of the signal. The DWT of the original signal is then obtained by concatenating all the coefficients, a[n] and d[n], starting from the last level of decomposition.

DWT Implementation in MATLAB Purpose 9Single-level discrete 1-D wavelet transform Syntax

[cA,cD] = dwt(X,'wname') [cA,cD] = dwt(X,'wname','mode',MODE) [cA,cD] = dwt(X,Lo_D,Hi_D ) [cA,cD] = dwt(X,Lo_D,Hi_D,'mode',MODE) Description The dwt command performs a single-level one-dimensional wavelet decomposition with respect to either a particular wavelet ('wname', see wfilters for more information) or particular wavelet decomposition filters (Lo_D and Hi_D) that you specify. [cA,cD] = dwt(X,'wname') computes the approximation coefficients vector cA and detail coefficients vector cD, obtained by a wavelet decomposition of the vector X. The string 'wname' contains the wavelet name. [cA,cD] = dwt(X,Lo_D,Hi_D) computes the wavelet decomposition as above, given these filters as input: Lo_D is the decomposition low-pass filter. Hi_D is the decomposition high-pass filter. Lo_D and Hi_D must be the same length. Let lx = the length of X and lf = the length of the filters Lo_D and Hi_D; then length(cA) = length(cD) = la where la = ceil(lx/2), if the DWT extension mode is set to periodization. For the other extension modes, la = floor(lx+lf-1)/2). [cA,cD] = dwt(...,'mode',MODE) computes the wavelet decomposition with the extension mode MODE that you specify. MODE is a string containing the desired extension mode.

Algorithm Starting from a signal s, two sets of coefficients are computed: approximation coefficients CA1, and detail coefficients CD1. These vectors are obtained by convolving s with the low-pass filter Lo_D for approximation and with the high-pass filter Hi_D for detail, followed by dyadic decimation. More precisely, the first step is

The length of each filter is equal to 2N. If n = length(s), the signals F and G are of length n + 2N - 1, and then the coefficients CA1 and CD1 are of length

To deal with signal-end effects involved by a convolution-based algorithm, a global variable managed by dwtmode is used. This variable defines the kind of signal extension mode used. The possible options include zero-padding (used in the previous example) and symmetric extension, which is the default mode.

DWT2 Purpose 9Single-level discrete 2-D wavelet transform Syntax [cA,cH,cV,cD] = dwt2(X,'wname') [cA,cH,cV,cD] = dwt2(X,Lo_D,Hi_D) Description The dwt2 command performs a single-level two-dimensional wavelet decomposition with respect to either a particular wavelet ('wname', see wfilters for more information) or particular wavelet decomposition filters (Lo_D and Hi_D) you specify. [cA,cH,cV,cD] = dwt2(X,'wname') computes the approximation coefficients matrix cA and details coefficients matrices cH, cV, and cD (horizontal, vertical, and diagonal, respectively), obtained by wavelet decomposition of the input matrix X. The 'wname' string contains the wavelet name. [cA,cH,cV,cD] = dwt2(X,Lo_D,Hi_D) computes the two-dimensional wavelet decomposition as above, based on wavelet decomposition filters that you

specify. Lo_D is the decomposition low-pass filter. Hi_D is the decomposition high-pass filter. Lo_D and Hi_D must be the same length. Let sx = size(X) and lf = the length of filters; then size(cA) = size(cH) = size(cV) = size(cD) = sa where sa = ceil(sx/2), if the DWT extension mode is set to symmetric padding. For the other extension modes, sa = floor((sx+lf-1)/2). For information about the different Discrete Wavelet Transform extension modes. [cA,cH,cV,cD] = dwt2(...,'mode',MODE) computes the wavelet decomposition with the extension mode MODE that you specify. MODE is a string containing the desired extension mode. An example of valid use is [cA,cH,cV,cD] = dwt2(x,'db1','mode','sym');

Algorithm For images, there exist an algorithm similar to the one-dimensional case for twodimensional wavelets and scaling functions obtained from onedimensional ones by tensorial product. This kind of two-dimensional DWT leads to a decomposition of approximation coefficients at level j in four components: the approximation at level j + 1, and the details in three orientations (horizontal, vertical, and diagonal). The following chart describes the basic decomposition steps for images: