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Master DonNTU Shakhovaya Iryna Alexandrovna

Shakhovaya Iryna Aleksandrovna

Faculty: Computing engineering and informatics
Speciality: Software of the automated systems
Department: Applied mathematics and informatics
Theme of final work: "Neuronet monitoring model of steel smelting technological process"
Leader: associate professor Fedyayev Oleh Ivanovych


Materials on the theme of final work: Abstract | Library | References | Report on the search | Individual work
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Wavelet Analisys





Introduction

Wavelets are mathematical functions that cut up data into different frequency components, and then study each component with a resolution matched to its scale. They have advantages over traditional Fourier methods in analyzing physical situations where the signal contains discontinuities and sharp spikes. Wavelets were developed independently in the fields of mathematics, quantum physics, electrical engineering, and seismic geology. Interchanges between these fields during the last ten years have led to many new wavelet applications such as image compression, turbulence, human vision, radar, and earthquake prediction.


Overview

The fundamental idea behind wavelets is to analyze according to scale. Indeed, some researchers in the wavelet field feel that, by using wavelets, one is adopting a whole new mindset or perspective in processing data.

Wavelets are functions that satisfy certain mathematical requirements and are used in representing data or other functions. This idea is not new. Approximation using superposition of functions has existed since the early 1800's, when Joseph Fourier discovered that he could superpose sines and cosines to represent other functions. However, in wavelet analysis, the scale that we use to look at data plays a special role. Wavelet algorithms process data at different scales or resolutions. If we look at a signal with a large "window," we would notice gross features. Similarly, if we look at a signal with a small "window," we would notice small features. The result in wavelet analysis is to see both the forest and the trees, so to speak.

This makes wavelets interesting and useful. For many decades, scientists have wanted more appropriate functions than the sines and cosines which comprise the bases of Fourier analysis, to approximate choppy signals. By their definition, these functions are non-local (and stretch out to infinity). They therefore do a very poor job in approximating sharp spikes. But with wavelet analysis, we can use approximating functions that are contained neatly in finite domains. Wavelets are well-suited for approximating data with sharp discontinuities.

The wavelet analysis procedure is to adopt a wavelet prototype function, called an analyzing wavelet or mother wavelet. Temporal analysis is performed with a contracted, high-frequency version of the prototype wavelet, while frequency analysis is performed with a dilated, low-frequency version of the same wavelet. Because the original signal or function can be represented in terms of a wavelet expansion (using coefficients in a linear combination of the wavelet functions), data operations can be performed using just the corresponding wavelet coefficients. And if you further choose the best wavelets adapted to your data, or truncate the coefficients below a threshold, your data is sparsely represented. This sparse coding makes wavelets an excellent tool in the field of data compression.

Other applied fields that are making use of wavelets include astronomy, acoustics, nuclear engineering, sub-band coding, signal and image processing, neurophysiology, music, magnetic resonance imaging, speech discrimination, optics, fractals, turbulence, earthquake-prediction, radar, human vision, and pure mathematics applications such as solving partial differential equations.


Basis functions



It is simpler to explain a basis function if we move out of the realm of analog (functions) and into the realm of digital (vectors) (*). Every two-dimensional vector (x,y) is a combination of the vector (1,0) and (0,1). These two vectors are the basis vectors for (x,y). Why? Notice that x multiplied by (1,0) is the vector (x,0), and y multiplied by (0,1) is the vector (0,y). The sum is (x,y).

The best basis vectors have the valuable extra property that the vectors are perpendicular, or orthogonal to each other. For the basis (1,0) and (0,1), this criteria is satisfied.

Now let's go back to the analog world, and see how to relate these concepts to basis functions. Instead of the vector (x,y), we have a function f(x). Imagine that f(x) is a musical tone, say the note A in a particular octave. We can construct A by adding sines and cosines using combinations of amplitudes and frequencies. The sines and cosines are the basis functions in this example, and the elements of Fourier synthesis. For the sines and cosines chosen, we can set the additional requirement that they be orthogonal. How? By choosing the appropriate combination of sine and cosine function terms whose inner product add up to zero. The particular set of functions that are orthogonal and that construct f(x) are our orthogonal basis functions for this problem.

A basis function varies in scale by chopping up the same function or data space using different scale sizes. For example, imagine we have a signal over the domain from 0 to 1. We can divide the signal with two step functions that range from 0 to 1/2 and 1/2 to 1. Then we can divide the original signal again using four step functions from 0 to 1/4, 1/4 to 1/2, 1/2 to 3/4, and 3/4 to 1. And so on. Each set of representations code the original signal with a particular resolution or scale.


Similarities between Fourier and Wavelet Transforms

The fast Fourier transform (FFT) and the discrete wavelet transform (DWT) are both linear operations that generate a data structure that contains log_2 n segments of various lengths, usually filling and transforming it into a different data vector of length 2^n.

The mathematical properties of the matrices involved in the transforms are similar as well. The inverse transform matrix for both the FFT and the DWT is the transpose of the original. As a result, both transforms can be viewed as a rotation in function space to a different domain. For the FFT, this new domain contains basis functions that are sines and cosines. For the wavelet transform, this new domain contains more complicated basis functions called wavelets, mother wavelets, or analyzing wavelets.

Both transforms have another similarity. The basis functions are localized in frequency, making mathematical tools such as power spectra (how much power is contained in a frequency interval) and scalegrams (to be defined later) useful at picking out frequencies and calculating power distributions.


Dissimilarities between Fourier and Wavelet Transforms

The most interesting dissimilarity between these two kinds of transforms is that individual wavelet functions are localized in space. Fourier sine and cosine functions are not. This localization feature, along with wavelets' localization of frequency, makes many functions and operators using wavelets "sparse" when transformed into the wavelet domain. This sparseness, in turn, results in a number of useful applications such as data compression, detecting features in images, and removing noise from time series.

One way to see the time-frequency resolution differences between the Fourier transform and the wavelet transform is to look at the basis function coverage of the time-frequency plane (5). Figure 1 shows a windowed Fourier transform, where the window is simply a square wave. The square wave window truncates the sine or cosine function to fit a window of a particular width. Because a single window is used for all frequencies in the WFT, the resolution of the analysis is the same at all locations in the time-frequency plane.


References

  1. I. Daubechies Ten Lectures on Wavelets // CBMS-NSF Lecture Notes nr. 61, SIAM, 1992. – 377 p.
  2. S. Mallat A wavelet tour of signal processing // Academic Press, 1999 – 637 p.
  3. A.V. Chernov Fast Method for Local Image Processing and Analysis // A.V. Chernov, V.V. Myasnikov, V.V. Sergeyev Pattern Recognition and Image Analysis, Vol.9, No.4, 1999, pp. 572-577.

Materials on the theme of final work: Abstract | Library | References | Report on the search | Individual work