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Fourier and Wavelet Transform

The document discusses Fourier and wavelet transforms. Fourier transforms represent signals in the frequency domain by decomposing periodic functions into sine and cosine waves. However, time information is lost. Wavelet transforms provide time-frequency analysis by using variable window sizes to analyze signals at different scales. Wavelets have basis functions that are localized in both time and frequency, allowing for better time and frequency resolution compared to Fourier transforms. The continuous wavelet transform correlates scaled and shifted wavelets with the signal to produce time-scale wavelet coefficients.

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141 views26 pages

Fourier and Wavelet Transform

The document discusses Fourier and wavelet transforms. Fourier transforms represent signals in the frequency domain by decomposing periodic functions into sine and cosine waves. However, time information is lost. Wavelet transforms provide time-frequency analysis by using variable window sizes to analyze signals at different scales. Wavelets have basis functions that are localized in both time and frequency, allowing for better time and frequency resolution compared to Fourier transforms. The continuous wavelet transform correlates scaled and shifted wavelets with the signal to produce time-scale wavelet coefficients.

Uploaded by

dhrgham
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Fourier and Wavelets Transforms

Cintia Bertacchi Uvo

http://www.mathworks.com/access/helpdesk/help/pdf_doc/wavele
t/wavelet_ug.pdf
Amara Graps (1995)

Fourier Analysis
Frequency analysis
Linear operator
Idea: Transforms time-based signals to frequency-based signals.

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Any periodic function can be decomposed to a sum of sine


and cosine waves, i.e.: any periodic function f(x) can be
represented by

cos

sin

where:
1
2
1

;
sin

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

cos

Basis functions: sines and cosines


Draw back: transforming to the frequency domain, time
information is lost. We dont know when an event
happened.
Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Discrete Fourier Transform: Estimate the Fourier Transform


of function from a finite number of its sample points.
Windowed Fourier Transform: Represents non periodic
signals.
. Truncates sines and cosines to fit a window of particular
width.
. Cuts the signal into sections and each section is analysed
separately.

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Example:
Windowed Fourier Transform where the window is a square
wave
. A single window width is used
. Sines and cosines are truncated
to fit to the width of the window.
. Same resolution al all locations
of the time-frequency plane.

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Wavelets Transform
. Space and frequency analysis (scale and time)
. Linear operator
A windowing technique with variable-sized regions.
. Long time intervals where more precise lowfrequency information is needed.
. Shorter regions where high-frequency information is
of interest.

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Basis functions: infinite number of wavelets (more


complicated basis functions)
Variation in time and frequency (time and scale) so that the
previous example becomes:

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Definition: A wavelet is a waveform of effectively limited


duration that has an average value of zero.

Scale aspect: The signal presents a very quick local variation.


Time aspect:
Rupture and edges detection.
Study of short-time phenomena as transient processes.

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

There are infinite sets of Wavelets Transforms.


Different wavelet families: Different families provide
different relationships between how compact the basis
function are localized in space and how smooth they are.

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Vanishing Moments: if the average value of xk (x) is zero


(where (x) is the wavelet function), for k = 0, 1, , n then
the wavelet has n + 1 vanishing moments and polynomials of
degree n are suppressed by this wavelet.

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Use:
Detect Discontinuities and Breakdown Points

Small discontinuity in the


function

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

. Remove noise
from time series
. Detect LongTerm Evolution
. Identify Pure
Frequencies
. Suppress signals

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

The Continuous Wavelet Transform (CWT)


Definition: the sum over all time of the signal multiplied by
scaled, shifted versions of the wavelet function :
,

where:
f(t) is the signal,

,
, is the wavelet, and
C(scale, position) are the wavelet coefficients

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Scale

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Position

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Steps to a Continuous Wavelet Transform


1. Take a wavelet and compare it to a section at the
start of the original signal.

2. Calculate C, i.e., how closely correlated the wavelet


is with this section of the signal.
,

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

3. Shift the wavelet to the right and repeat steps 1


and 2 until youve covered the whole signal.

4. Scale (stretch) the wavelet and repeat steps 1


through 3.

5. Repeat steps 1 through 4 for all scales.


Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Plot the time-scale view of the signal


x-axis is the position along the signal (time), y-axis is the
scale, and the colour at each x-y point represents the
magnitude of C.
Example: From above

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

From the side (3D)

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Low scale => Compressed wavelet => Rapidly changing


details => High frequency.
High scale => Stretched wavelet => Slowly changing, coarse
features => Low frequency.

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Decomposition and Reconstruction


Approximations (A): low-frequency components (highscale)
Details (D): high-frequency components (low scale)
Decomposition filtering and downsampling

On Matlab:
[cA,cD] = dwt(s,db2);
Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Reconstruction Inverse Discrete Wavelet Transform


Filtering and upsampling
Reconstruct the signal from the wavelet coefficients.

On Matlab:
ss = idwt(ca1,cd1,'db2');

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Approximations
or Details can be
reconstructed
separately from
their coefficient
vectors.

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

Report:
Choose a data series
1- Apply Fourier transform
2- Decompose using wavelets
Compare results

Lund University / LTH / Dept. Water Res. Eng./ Cintia Bertacchi Uvo

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