WAVELET TRANSFORM

The wavelet transform is a technique which is developed for multi resolution analysis of a signal, i.e.
the signal may be analysed both in time as well as frequency domain at a point of time. Though, the
resolution may differ depending upon the domain which holds the priority at that moment. Multi
resolution analysis is really useful in real life situations the signal at hand has high frequency
components for short durations and low frequency components for long durations.

CONTINUOS WAVELET TRANSFORM (CWT)

The continuous wavelet transform is defined as follows

As seen in the above equation, the transformed signal is a function of two variables, tau and s,
the translation and scale parameters, respectively. psi(t) is the transforming function, and it is
called the mother wavelet . The term mother wavelet gets its name due to two important
properties of the wavelet analysis as explained below:
The term wavelet means a small wave. The smallness refers to the condition that this (window)
function is of finite length (compactly supported). The wave refers to the condition that this
function is oscillatory. The term mother implies that the functions with different region of
support that are used in the transformation process are derived from one main function, or the
mother wavelet. In other words, the mother wavelet is a prototype for generating the other
window functions.
The parameter scale in the wavelet analysis is similar to the scale used in maps. As in the case of
maps, high scales correspond to a non-detailed global view (of the signal), and low scales
correspond to a detailed view. Similarly, in terms of frequency, low frequencies (high scales)
correspond to a global information of a signal (that usually spans the entire signal), whereas
high frequencies (low scales) correspond to a detailed information of a hidden pattern in the
signal (that usually lasts a relatively short time).

COMPUTATION OF THE CWT

Let x(t) is the signal to be analyzed. The mother wavelet is chosen to serve as a prototype for all
windows in the process. All the windows that are used are the dilated (or compressed) and
shifted versions of the mother wavelet. There are a number of functions that are used for this
purpose.

Once the mother wavelet is chosen the computation starts with s=1 and the continuous wavelet
transform is computed for all values of s, smaller and larger than ``1''. However, depending on
the signal, a complete transform is usually not necessary. For all practical purposes, the signals
are band limited, and therefore, computation of the transform for a limited interval of scales is
usually adequate.
For convenience, the procedure will be started from scale s=1 and will continue for the
increasing values of s, i.e., the analysis will start from high frequencies and proceed towards low
frequencies. This first value of s will correspond to the most compressed wavelet. As the value
of s is increased, the wavelet will dilate.
The wavelet is placed at the beginning of the signal at the point which corresponds to time=0.
The wavelet function at scale ``1'' is multiplied by the signal and then integrated over all times.
The result of the integration is then multiplied by the constant number 1/sqrt{s}. This
multiplication is for energy normalization purposes so that the transformed signal will have the
same energy at every scale. The final result is the value of the transformation, i.e., the value of
the continuous wavelet transform at time zero and scale s=1. In other words, it is the value that
corresponds to the point tau =0 , s=1 in the time-scale plane.
The wavelet at scale s=1 is then shifted towards the right by tau amount to the location t=tau ,
and the above equation is computed to get the transform value at t=tau , s=1 in the time-
frequency plane.
This procedure is repeated until the wavelet reaches the end of the signal. One row of points on
the time-scale plane for the scale s=1 is now completed.
Then, s is increased by a small value. Note that, this is a continuous transform, and therefore,
both tau and s must be incremented continuously. However, if this transform needs to
becomputed by a computer, then both parameters are increased by a sufficiently small step
size. This corresponds to sampling the time-scale plane.
The above procedure is repeated for every value of s. Every computation for a given value of s
fills the corresponding single row of the time-scale plane. When the process is completed for all
desired values of s, the CWT of the signal has been calculated.

CWT of a typical signal looks like the following:

In the above figure, lower scales (higher frequencies) have better scale resolution (narrower in
scale, which means that it is less ambiguous what the exact value of the scale) which correspond
to poorer frequency resolution. Similarly, higher scales have scale frequency resolution (wider
support in scale, which means it is more ambitious what the exact value of the scale is), which
correspond to better frequency resolution of lower frequencies.

TIME AND FREQUENCY RESOLUTIONS

In this section we will take a closer look at the resolution properties of the wavelet transform.
Every box in the following figure corresponds to a value of the wavelet transform in the time-
frequency plane. Note that boxes have a certain non-zero area, which implies that the value of a
particular point in the time-frequency plane cannot be known. All the points in the time-
frequency plane that falls into a box are represented by one value of the WT.

Let's take a closer look at the figure, the first thing to notice is that although the widths and
heights of the boxes change, the area is constant. That is each box represents an equal portion
of the time-frequency plane, but giving different proportions to time and frequency. Note that
at low frequencies, the height of the boxes are shorter (which corresponds to better frequency
resolutions, since there is less ambiguity regarding the value of the exact frequency), but their
widths are longer (which correspond to poor time resolution, since there is more ambiguity
regarding the value of the exact time). At higher frequencies the width of the boxes decreases,
i.e., the time resolution gets better, and the heights of the boxes increase, i.e., the frequency
resolution gets poorer.

THE DISCRETE WAVELET TRANSFORM (DWT)

The foundations of the DWT go back to 1976 when Croiser, Esteban, and Galand devised a
technique to decompose discrete time signals. Crochiere, Weber, and Flanagan did a similar
work on coding of speech signals in the same year. They named their analysis scheme as
subband coding. In 1983, Burt defined a technique very similar to subband coding and named it
pyramidal coding which is also known as multiresolution analysis. Later in 1989, Vetterli and Le
Gall made some improvements to the subband coding scheme, removing the existing
redundancy in the pyramidal coding scheme.

It is the most popular wavelet transform algorithm, which uses the set of dyadic scales (i.e. those
based on powers of two) and translates from the mother wavelet to form an orthonormal basis for
signal analysis. Specifically the DWT decomposes the signal into an approximation coefficient and a
detailed coefficient. The approximation coefficient is subsequently divided into new approximation
and detailed coefficients. This process as shown in following figure is carried out iteratively
producing a set of approximation coefficients (CA) and detail coefficients (CD) at different levels (N)
of decomposition.

signal

CA1 CD1

CA2 CD2

CA3 CD3

..... .......

CAN CDN
For a given signal x(t) the DWT decomposition can be represented in equation (ii)

k=+∞ N k=+∞
x ( t )= ∑ C N ,k ∅ ( 2−N t−k ) + ∑ ∑ d j , k 2− j /2 ψ ( 2− j t−k ) (ii)
k=−∞ j=1 k=− ∞

Where CN,k represents approximation coefficients at level N, while d j,k (j = 1,..., N) represents detail
coefficients or wavelet coefficients at level j. Ψ(t) is the wavelet function, while φ(t) is a companion
function, named scaling function.

WAVELET DENOISING

Wavelet based denoising occurs in the following steps:

1. The signal is first undergone wavelet transformation and the wavelet coefficients are
obtained.

2. A suitable threshold is chosen such that, all the coefficients are thresholded, i.e., all the
coefficients above the threshold are selected and remaining coefficients are rejected.

3. Inverse wavelet transform is applied to the remaining thresholded coefficients and the
denoised signal is obtained.

Noisy ECG

Forward Discrete Wavelet Transform

Thresholding

Inverse Discrete Wavelet Transform

Clean ECG