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    Introduction In previous sessions we studied

    Wavelet Transform

    Meaning of Transform

    Types of transforms

    Algorithms

    Applications

    Among which Fourier transform is probably by far the mostpopular

    BUT , is it necessary to have both the time and the frequencyinformation at the same time?!

    TIME FREQUENCY

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    Introduction For the given signals

    Wavelet Transform

    When in time these frequencies happened ??!!

    0 2 0 0 4 0 0 6 0 0 8 0 0 1 0 0 0 1 2 0 0

    - 6

    - 4

    - 2

    0

    2

    4

    6

    8

    0 2 0 0 4 0 0 6 0 0 8 0 0 1 0 0 0 1 2 0 0

    - 8

    - 6

    - 4

    - 2

    0

    2

    4

    6

    8

    FFT

    0 5 0 1 0 0 1 5 0 2 0 0 2 5 0 3 0 0 0

    2 0 0

    4 0 0

    6 0 0

    8 0 0

    1 0 0 0

    1 2 0 0

    0 5 0 1 0 0 1 5 0 2 0 0 2 5 0 3 0 0 0

    2 0 0

    4 0 0

    6 0 0

    8 0 0

    1 0 0 0

    1 2 0 0

    FFT

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    Introduction

    Wavelet Transform

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    Introduction

    Time information is not required when the signal is so-calledstationary

    Most of practical signals are non-stationary as in speech,radar, sonar, seismic and even two dimensional images arenon-stationary.

    FT can be used for non-stationary signals, if we are onlyinterested in what spectral components exist, but not interestedwhere these occur.

    ONE EARLIER SOLUTION: SHORT-TIME FOURIERTRANSFORM (STFT)

    Wavelet Transform

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    Short Time Fourier Transform

    Windowed F.T. or Short Time F.T. (STFT) : Segmenting the signal

    into narrow time intervals, narrow enough to be considered

    stationary, and then take the Fourier transform of each segment,Gabor 1946.

    Followed by other Time Frequency Representations (TFRs), which

    differed from each other by the selection of the windowing

    function

    Wavelet Transform

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    Short Time Fourier Transform

    Wavelet Transform

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    Short Time Fourier Transform

    1. Choose a window function of finite length

    2. Place the window on top of the signal at t=0

    3. Truncate the signal using this window

    4. Compute the FT of the truncated signal, save.5. Incrementally slide the window to the right

    6. Go to step 3, until window reaches the end of the signal

    For each time location where the window is centered, weobtain a different FT

    Hence, each FT provides the spectral information of a separatetime-slice of the signal, providing simultaneous time andfrequency information

    Wavelet Transform

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    FTX

    Short Time Fourier Transform

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    FTX

    Short Time Fourier Transform

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    FTX

    Short Time Fourier Transform

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    FTX

    Short Time Fourier Transform

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    FTX

    Short Time Fourier Transform

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    FTX

    Short Time Fourier Transform

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    FTX

    Short Time Fourier Transform

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    FTX

    Short Time Fourier Transform

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    FTX

    Short Time Fourier Transform

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    FTX

    Short Time Fourier Transform

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    FTX

    Short Time Fourier Transform

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    ? A d!dt

    tjx dtettWtxtS

    [[ [ )()(),(

    STFT of signal x(t):

    Computed for each

    window centered at t=t

    Time

    parameter

    Frequency

    parameterSignal to

    beanalyzed

    Windowing

    function

    Windowing function

    centered at t=t

    FT Kernel

    (basis function)

    Short Time Fourier Transform

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    The window size determines what we callRESOLUTION

    We are concerned in Time & Frequency resolution. Resolution may also vary from window type to another. Once you choose a particular size for the time window - it will

    be the same for all frequencies. For a window of infinite length we get FT which gives perfect

    frequency resolution but no time resolution. The narrower the window the better time resolution but poorer

    frequency resolution.

    Wavelet Transform

    Short Time Fourier Transform

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    Wavelet Transform

    The problem with STFT is the fact whose roots go back towhat is known as the HeisenbergUncertainty Principle .

    Simply, this principle states that one cannot know the exacttime-frequency representation of a signal

    Many signals require a more flexible approach - so we canvary the window size to determine more accurately eithertime or frequency.

    2/1. u!(( constt [

    Short Time Fourier Transform

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    Short Time Fourier Transform

    Wavelet Transform

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    Short Time Fourier Transform

    Wavelet Transform

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    Short Time Fourier Transform

    Wavelet Transform

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    Short Time Fourier Transform

    Wavelet Transform

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    Short Time Fourier Transform

    Wavelet Transform

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    Short Time Fourier Transform

    Time and frequency resolution problems are results of aphysical phenomenon and exist regardless of the transformused.

    Multi-resolution analysis (MRA)is alternative approach toanalyze the signal at different frequencies with differentresolutions. Every spectral component is not resolved equallyas was the case in the STFT.

    MRA is designed to give good time resolution and poorfrequency resolution at high frequencies and good frequencyresolution and poor time resolution at low frequencies.

    This approach makes sense as signals in practical applicationshave high frequency components for short durations and lowfrequency components for long durations.

    Wavelet Transform

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    Continuous Wavelet Transform (CWT)

    Wavelet Transform

    Time

    Frequency Better timeresolution;

    Poor frequency

    resolution

    Better frequency

    resolution

    Poor time

    resolution

    Each box represents a equal portionResolution in STFT is selected once for entire analysis

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    Continuous Wavelet Transform (CWT)

    Wavelet analysis is done in a similar way to the STFTanalysis.

    Wavelet Transform

    FT of the windowed signals are not taken. Width of the window is changed as the transform iscomputed for every spectral component.

    There are two main differences between the STFT and theCWT:

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    Continuous Wavelet Transform (CWT)

    Wavelet Transform

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    Continuous Wavelet Transform (CWT)

    dtsttxsss xx

    X]y!X=!X ]]

    *1,,WT

    Wavelet Transform

    Wavelet

    Small wave

    Means the window function is of finite length.

    MotherWavelet

    A prototype for generating the other window functions All the used windows are its dilated or compressed and

    shifted versions

    Translation

    (The location of

    the window)

    Scale

    Mother Wavelet

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    Wavelet Transform

    Wavelet analysis produces a time-scale view of thesignal.

    Scalingmeans stretching or compressing of the signal

    Continuous Wavelet Transform (CWT)

    f t a

    f t a

    f t a

    t

    t

    t

    ( )

    ( )

    ( )

    sin( )

    sin( )

    sin( )

    ! !

    ! !

    ! !

    ;

    ;

    ;

    scale factor (a) for sine waves:

    f t a

    f t a

    f t a

    t

    t

    t

    ( )

    ( )

    ( )

    ( )

    ( )

    ( )

    ! !

    ! !

    ! !

    =

    =

    =

    ;

    ;

    ;

    1

    2 1

    24 1

    4

    Scale factor works exactly the same with wavelets:

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    Continuous Wavelet Transform (CWT)

    Step 1: The wavelet is placed at the beginning of the signal,and set s=1 (the most compressed wavelet)

    Wavelet Transform

    Computation of the CWT

    signal

    Step 2: The wavelet function at scale 1 is multiplied by thesignal, and integrated over all times; then multiplied by 1/s;

    Step 3: Shift the wavelet to t=, and get the transform value att= and s=1;

    Step 4:Repeat the procedure until the wavelet reaches the endof the signal

    Step 5: Scale s is increased by a sufficiently small value, theprevious steps are repeated for all s

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    Continuous Wavelet Transform (CWT)

    Wavelet Transform

    Time

    Frequency Better timeresolution;

    Poor frequency

    resolution

    Better frequency

    resolution

    Poor time

    resolution

    Each box represents a equal portionResolution in STFT is selected once for entire analysis

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    Continuous Wavelet Transform (CWT)

    Wavelet Transform

    Perfect timeresolution

    No frequency

    resolution

    No time resolutionPerfect frequency

    resolution

    Constant time &

    frequency resolution

    Variable time &

    frequency resolution