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PHP BIN I WAVELET



GIO VIN HNG DN: TS. Nguyn Ngc Minh.

NHM 9: on Minh Qun,
Nguyn Kim Dung,
Nguyn Hu Trng,
H Th Lan Anh.

LP: CH10 T3






H ni, thng 05- 2011


PHN 1
CC KHI NIM C BN V TNG QUAN V L THUYT WAVELET



Mc d khi nim Wavelet ra i cch y 10 nm, nhng c rt t bi bo hay cun
sch no vit v n, v ch yu ch l cc nh ton hc vit ra, vi rt t s tham kho
hay tr gip, v n l hon ton mi.
Trc ht chng ta cn bit ti sao phi bin i v bin i thc cht l g? Trong ton
hc, php bin i ln mt tn hiu l c c cc thng tin khc, m tn hiu ban
u (hay cn gi l tn hiu th) khng c. Trong phn nghin cu ny, ta gi thuyt tn
hiu min thi gian l tn hiu th, cn tn hiu c bin i qua cc cng c ton
hc l tn hiu c x l. C rt nhiu php bin i c p dng, song php bin i
Fourier l php bin i c ng dng rng ri nht.
Hu ht cc tn hiu m chng ta o c u l tn hiu trong min thi gian,v khi
chng ta biu din ln th, th lun c mt trc l thi gian, cn trc kia l ln.Tuy
nhin trong x l tn hiu th cch biu din khng phi l ti u. V trong nhiu
trng hp, th thnh phn tn s li l quan trng phn bit cc tn hiu vi nhau,
ngi ta dng ph tn s biu din cc thnh phn tn s c trong tn hiu.
Ta hy xem xt hnh v di y biu din 3 tn hiu tng ng 3 tn s khc nhau


Vy lm th no o c tn s v lm th no tm ra cc thnh phn tn s trong
tn hiu? Cu tr li chnh l php bin i Fourier. Php bin i FOURIER cho ta bit
ln tn hiu trong mi thnh phn tn s.
Xc nh thnh phn tn s c ngha quan trng trong k thut, v d trong y hc, da
vo thnh phn tn s o c trong nhp tim, m ta bit c ngi c khe hay
khng?
Tuy nhin c rt nhiu php bin i c p dng trong k thut v ton hc, nh bin
i Hilbert, bin i Fourier thi gian ngn, phn b Wigner , bin i Radon, Mi
php bin i u c nhng vng ng dng ring vi nhng u nhc im khc nhau.
Php bin i Wavelet m ta ang nghin cu cng khng l ngoi l.
bit s cn thit ca php bin i Wavelet, chng ta hy xem qua php bin i
Fourier. FT l php bin i 2 chiu gia tn hiu th v tn hiu x l. Ta s khng th
bit c thi gian trong tn hiu x l, v cng khng th bit c tn s trong min
tn hiu th. Vy mt cu hi t ra l ta c cn bit n c tn s v c thi gian cng
mt lc khng? Nu i vi cc qu trnh dng th vic ny l khng cn thit, v qu
trnh dng, thnh phn tn s l khng thay i theo thi gian. Ta hy xem v d di
y:

y l bin i Fourier ca n:


Khc vi tn hiu hnh 1.5, ta xt tn hiu khc khng dng c minh ha di y:

Li xt tip mt v d khc c 4 thnh phn tn s 4 khong thi gian khc nhau, do
y cng khng phi l tn hiu dng.

V bin i FT ca n c dng:


y c nhng on gn sng l do s thay i tn s t ngt. Ta thy tn hiu
thnh phn ph cao th c bin ln, cn thnh phn ph thp th c bin nh.
So snh qua hnh ta thy rng c hai tn hiu khc nhau min thi gian li tng t
nhau min tn s. Do , FT khng ph hp i vi cc tn hiu khng dng.
Bin i Wavelet khc phc nhc im ny, n cho ta mi lin h gia min tn s v
min thi gian ng thi.
Gi s ta cho tn hiu qua mt h thng cc b lc thng cao v b lc thng thp nh
m t s H1.1 di y:



Gi s ta c tn hiu c tn s ln ti 1000Hz, sau khi i qua h thng nh s trn, ta
s thu c 4 vng tn s l 0-125 Hz, 125-250 Hz, 250-500 Hz, v 500-1000 Hz. Nh
vy, ta thu c mt tp cc tn hiu con c bng tn khc nhau t mt tn hiu ban u.
Nu ta biu din chng trn th 3D th s c thm mt trc thi gian cho tng tn hiu
con. Ch rng ta s khng bit c thi gian tc thi, nhng ta bit c khong thi
gian ca tng tn hiu con .
Bin i Wavelet a ra gii php linh hot nh sau: thnh phn tn hiu tn s cao s
phn gii tt hn trong min thi gian, cn thnh phn tn hiu tn s thp, s phn gii
tt hn min tn s.
Chng ta hy xt s li di y:

f ^
|******************************************* continuous
|* * * * * * * * * * * * * * * wavelet transform
|* * * * * * *
|* * * *
|* *
--------------------------------------------> time

L gii s nh sau: pha trn cng ca trc tn s, ta c nhiu mu tn hiu, tng
ng vi nhng khong thi gian nh, hay ni cch khc l thnh phn tn s cao s
H1.1: H thng cc b lc

phn gii tt hn min thi gian. Cn di y trc tn s, ta c rt t im tn hiu,
do s kh phn gii tt trong min thi gian.
^ frequency
|
|
|
| *******************************************************
|
|
|
| * * * * * * * * * * * * * * * * * * * discrete time
| wavelet transform
| * * * * * * * * * *
|
| * * * * *
| * * *
|----------------------------------------------------------> time

Trong trng hp thi gian ri rc, cng tng t nh trn. Tuy nhin ch rng
nhng thnh phn tn s cao, th khong cch gia cc chm im cng nh hn.
Di y l v d v bin i Wavelet lin tc ca tn hiu hnh sin c 2 thnh phn tn
s hai thi im khc nhau:


Bin i Wavelet lin tc ca tn hiu trn c dng nh sau:


Ch l trc tn s c biu din bi nhn scale. nh ngha scale s c ni r hn
phn sau, v trong trng hp ny th scale l nghch o ca tn s. Mc scale cao
tng ng tn s thp, mc scale thp tng ng tn s cao.












PHN 2
PHP BIN I WAVELET LIN TC



Trc ht ta hy ni ti cc hm c bn trong chuyn i tn hiu.
Trong bin i Fourier, chui Fourier lng gic l mt cng c cc mnh c s
dng trong c hai trng hp ri rc v lin tc nhng cng c nhc im ng k,
l cc hm c bn
cos sin
ikt
e kt i kt = +
xc nh v lin tc trn ton on
| |
; t t , do khng thch nghi tt vi cc tn hiu
c a phng ha, trong ngha ca d liu ch tp trung trong min tng i
nh. Tht vy, v d trng hp hm Dirac ( ) t o c gi tr tp trung ti 0 t = . Do ta c
cc h s Fourier
1 1
( )
2 2
ikt
k
c t e dt
t

t
= o =
t t
}
v chui Fourier tng ng
( )
2 2
1 1
... 1 ...
2 2
ikt it it it it
k
e e e e e

=
= + + + + + +
t t

lm mt hon ton tnh cht a phng ch tp trung gi tr ti 0 x = ca hm Dirac.
V vy cn xy dng mt h cc hm trc giao c cc tnh cht tt nh h cc
hm lng gic Fourier, ng thi chuyn ti c tnh cht a phng ha ca cc tn
hiu. H cc hm cn tm l cc hm wavelet.
Ging nh cc hm lng gic, cc hm Wavelet c bn sao ri rc nhn c
bng cch ly mu. Php bin i wavelet ri rc c th tnh ton mt cch nhanh
chng, do d rt thun li khi x l cc tn hiu phc tp v cc d liu nh nhiu chiu.
Chng ta bt u vi 4 hm wavelet c bn c Alphr Haar (nh ton hc
Hungary) gii thiu nm 1910.















Hm Haar wavelet th nht gi l hm scaling (scaling function), xc nh nh sau


Hnh 2.1: Bn hm Haar wavelet
1
( ) ( ) 1 t t = , 0 1 t s s ,
Hm Haar wavelet th hai gi l wavelet m (mother wavelet)
2
1 0 1/ 2
( ) ( )
1 1/ 2 1
t
t t
t
< <

= e =

< <

Gi tr ca hm ( ) t e ti nhng im ri rc khng quan trng lm, nhng tng t
trng hp khai trin Fourier ta quy c cho ( ) 0 t e = ti cc im
1
0, ,1
2
t = .
Hm Haar wavelet th ba v hm Haar wavelet th t l dng nn ca hm wavelet
m, c gi l cc hm wavelet con (daughter wavelet), xc nh nh sau
3
1 0 1/ 4
( ) 1 1/ 4 1/ 2
0 1/ 2 1
t
t t
t
< <

= < <

< <

4
0 0 1/ 2
( ) 1 1/ 2 3/ 4
1 3/ 4 1
t
t t
t
< <

= < <

< <

Hm scaling ( ) t v wavelet m ( ) t e c m rng ln ton b tp s thc bng
cch cho nhn gi tr 0 bn ngoi khong c bn:
1 0 1
( )
0
t
t
< <

nu ng c li

1 0 1/ 2
( ) 1 1/ 2 1
0
t
t t
< <

e = < <

nu ng c li

T cc hm c bn, ta i ti php bin i Wavelet, c nh ngha nh sau:

y l hm s ca 2 bin: s v , trong ,
x(t) l tn hiu cn phn tch
s l vit tt ca scale, tm dch l bin phn bc hay bin t l. d hiu ngha ca
bin ny, ta c th so snh vi bn , nu t l cng ln th s cho ta ci nhn tng quan,
nhng khng chi tit, cn nu t l nh s tng ng vi ci nhn chi tit. Bin s trong
ton hc c trng cho nn v gin. s cng ln, tc l gin tn hiu, s nh tc l nn
tn hiu. Tuy nhin trong cng thc bin i Wavelet, s nm di phn mu s, v th
nu s<1 tc l gin tn hiu, s>1 tng ng nn tn hiu Tn s f l nghch o ca s,
mc tn s thp tng ng vi ton b tn hiu, cn mc tn s cao tng ng mt phn
ca tn hiu trong mt thi gian ngn.
(translation) l nh v ca ca s khi ca s dch chuyn sut tn hiu, n mang
ngha thng tin v thi gian trong khng gian chuyn i.
(t) l hm chuyn i, c gi l Wavelet m, hm ny c coi l hm ca s
nguyn bn ca mi ca s khc trong x l. Cc ca s khc c th l nn, gin hoc
dch pha ca wavelet m. Ngoi ra c th dng cc hm khc nh hm wavelet Morlet,
hm m Mexican.
Gi tr 1/sqrt(s) l m bo tn hiu sau khi bin i c cng nng lng vi tn hiu
ban u
Thng thng, cc tn hiu u c bng tn gii hn, nn ch cn tnh ton CWT trong
mt di xc nh
Ta hy xem v d v tn hiu cosin trong tng t l s khc nhau di y, tt c tn hiu
hnh trn u bt ngun t mt tn hiu cosin, s=0,05 l t l nh nht, v s=1 l t l
ln nht:

Hu ht cc ng dng thc t u c tnh cht trn tc l thnh phn tn s cao khng
ko di trong sut di tn hiu, v tn s thp thng ko di n ht tn hiu.
Qu trnh tnh ton c th minh ha qua hnh v nh sau:


T cc gi tr thi gian v s ta s c cc im th trn mt phng thi gian-t l.
Di y ta s xem xt mt v d c th: tnh CWT ca mt tn hiu khng dng gm 3
thnh phn tn s: 5Hz, 10Hz, 20Hz v 30Hz.

Bin i CWT ca tn hiu trn c dng:

Lu l trc translation tng ng vi thi gian
Ngoi ra, cn c wavelet m khc c s dng trong phn tch wavelet m Mexican,
c nh ngha t hm Gaussian:

l

V Wavelet Morlet c nh ngha nh sau:

trong , a l tham s iu ch, cn l bin t l, nh hng n rng ca s.
khi phc li tn hiu ban u, ta c cng thc bin i ngc ca CWT:

Trong C l hng s, ph thuc vo wavelet no c s dng.
Php bin i CWT ngc tn ti khi tha mn iu kin:

Trong , l bin i Fourier ca .
Bin i CWT c mt im ln l phn gii linh hot m ta s trnh by di y.
Phn gii min thi gian-tn s.
y l u im chng ta s dng bin i Wavelet ch khng phi l bin i STFT.
Hnh 2.2 di y minh ha vn ny. Tt c khi hp u tng ng vi gi tr bin
i Wavelet trong min thi gian-tn s. Ta khng bit chnh xc mi im c th,
nhng ta bit n thuc khi hp no. Cc hp ny c din tch bng nhau, song chiu
di v chiu rng khc nhau. trong vng tn s thp, chiu cao ca khi hp cng
thp, do m tn hiu s c phn gii tt hn min tn s. Cn vng tn s cao,
th chiu rng ca khi hp nh hn, tc l min thi gian c chia thnh nhiu
khong nh hn min tn s, do m tn hiu c phn gii tt hn min thi
gian.

Hnh 2.2
Sau y ta s a ra mt v d c th thy c tnh ng dng ca CWT trong thc
t. Hnh v di y l in no ca mt ngi bnh thng v mt ngi mc bnh
Alzheimer (tm thn)


Nhng tn hiu ny c th ni rt kh phn tch v nh gi s khc bit, tuy nhin khi
ta cho qua php bin i CWT th s phn tch tr nn d dng hn nhiu. Di y l
th ca tn hiu sau khi qua CWT

V y l t mt gc nhn khc r hn:

Cn ca ngi bnh th tn hiu chuyn i c dng sau:

Hay t mt gc nhn khc:
















PHN 3
PHP BIN I WAVELET RI RC


gim vic tnh ton, m vn hiu qu cho vic phn tch v tng hp tn hiu ban
u, ngi ta s dng php bin i Wavelet ri rc (DWT). DWT c bit t nm
1976, khi Croiser, Esteban v Galand ch to ra k thut khi phc tn hiu ri rc.
Phn gii tn hiu l php o cc lng thng tin chi tit trong tn hiu, v c th thay
i lng tin bng cch lc tn hiu. Ly mu tn hiu c th tng hoc gim thng qua
tc ly mu tng hay gim n ln.
DWT ly mu ti cc thi im s
0
= 2, t
0
= 1, hay s=2
j
v t =k*2
j
, tn hiu lc ny s l
mt chui x[n], trong , n l s t nhin. Chui ny c a qua b lc thng thp
(bng na bng tn ca tn hiu) c p ng xung l h[n] v b lc thng cao c p
ng xung l g[n], khi ti u ra ca b lc thng thp, tn hiu thu c l kt qu
tch chp ca x[n] v h[n] nh sau:

Ch l tn s f c chun ha v khng ly n v l Hz, c ngha thnh phn tn
s ln nht ca tn hiu l t rad, tng ng tn s ly mu l 2t rad (theo nh l
Nyquist). Sau khi qua b lc thng thp, tn hiu thu c c tn s ln nht l t/2 rad.
Lc ny, s im ly mu s gim i mt na, tn hiu c gin gp 2 ln, ta gi l
subsample. Qu trnh subsample sau khi lc khng lm nh hng n tng hp li tn
hiu ban u. Ton b qu trnh trn c lp li, v tn hiu thu c u ra l y[n]
c tnh nh sau:

M t u ra ca b lc thng thp v thng cao c vit nh sau:

Vic ta gim na s lng mu tn hiu, cng tng ng ta chia nh min tn s. mi
mc, vic lc v subsample lm gim i s lng mu tn hiu (tc l lm cho vic
phn gii min thi gian khng tt), song lm phn gii trong min tn s tt hn.
Hnh 3.1 m t qu trnh trn, bng tn ca tn hiu ti cc mc c k hiu l f.


Gi s tn hiu ban u c 512 mu, vi tn s t 0 n rad. Ti mc u tin, tn hiu
qua b lc thng cao, do , s im ly mu ch cn li 256 im ng vi bng tn
gim cn mt na t /2 n rad. 256 im mu cn li a ti tip b lc thng cao
v thng thp, do s im mu ca tn hiu cn li l 128, ng vi bng tn t /4
n /2 rad. Qu trnh c tip tc n khi no ch cn li 2 mu tn hiu.
Nh vy ta gim i mt lng tnh ton ng k. Tuy nhin, iu quan trng cn lu
trong DWT l mi quan h gia p ng xung ca b lc thng thp v thng cao.
Chng c mi quan h nh sau:

Trong , L l chiu di ca b lc (s im tn hiu).
Cc b lc tha mn iu kin trn c dng ph bin trong x l tn hiu, v c gi
l cc b lc i xng vung gc (Quadrature Mirror Filters). Hot ng lc v
subsample c m t ton hc li nh sau:
Hnh 3.1

Vic tng hp li tn hiu ban u rt n gin v cc b lc na bng tn u c tnh
trc giao, qu trnh tng hp tng t nh trn nhng theo th t ngc li. Khi ,
cng thc tng hp tn hiu ti mi mc c m t nh sau:

Php bin i Wavelet c ng dng rt nhiu trong x l hnh nh, bi hnh nh c
phn gii rt cao, v rt tn khng gian b nh. Kt hp vi m ha, Wavelet t c
hiu qu cao trong nn d liu, v d nh JPEG 2000.
Bin i Wavelet bt u c p dng trong truyn thng tin m Wavelet OFDM l
mt cng ngh mnh c hng Panasonic p dng trong HD-PLC. Wavelet OFDM
c IEEE 1901 coi l mt chun.