Professional Documents
Culture Documents
net/publication/2437352
CITATIONS READS
36 487
4 authors, including:
Amir-Homayoon Najmi
Johns Hopkins University
27 PUBLICATIONS 285 CITATIONS
SEE PROFILE
All content following this page was uploaded by Amir-Homayoon Najmi on 08 April 2016.
APPLIED RESEARCH
TIME–FREQUENCY DECOMPOSITION
OF SIGNALS AND IMPLEMENTATION
OF MORLET WAVELET TRANSFORM ∞
⌠
In most signal processing applications, we are inter- S( f,t ) = s(t) w(t – t )exp(–2p i f t) dt . (2)
⌡–∞
ested in constructing a transformation that represents
signal features simultaneously in time t and frequency
f. Standard Fourier analysis decomposes signals into Gabor actually used a Gaussian window, but in general
frequency components but does not provide a time any window function can be used. The transformation
history of when the frequencies actually occur. When can be thought of as an expansion in terms of basis
the frequency content of a signal is time-varying, the functions, which are generated by modulation, and by
Fourier transform S(f) of a signal s(t), translation of the window w(t), where f and t are the
modulation and translation parameters, respectively.
The main problem with the Gabor transform is that
∞ the fixed-duration window function is accompanied by
⌠
S( f ) = s(t)exp(–2p i f t) dt , (1) a fixed frequency resolution. Thus, this transform allows
⌡–∞
only a fixed time–frequency resolution. Furthermore,
let us define the time width and the frequency width
is incapable of capturing any local time variations and of the window function by st and sf, respectively:
so would not be suitable for the analysis of nonstation-
ary signals. A partial solution to this problem was pro- ∞ 2 ∞
∫– ∞ t w 2 (t) dt ∫– ∞ f
2
vided by Gabor,1 who in 1946 described the short-time W 2 ( f ) df
s t2 = , s 2f = , (3)
Fourier transform in which a fixed-duration window ∞ ∞
∫– ∞ w ∫– ∞ W
2 2
(t) dt ( f ) df
over the time function extracts all the frequency con-
tent in that time interval. Denoting the window func-
tion by w(t) and its midpoint position by t, the Gabor where W(f ) is the Fourier transform of the window
transform is given by function. It is well known (the uncertainty principle)
134 JOHNS HOPKINS APL TECHNICAL DIGEST, VOLUME 18, NUMBER 1 (1997)
CONTINUOUS WAVELET TRANSFORM
∞ ∞ 2
⌠ 2 ⌠ 1 t – b
sf c (t) dt = c dt . (7)
⌡–∞ ⌡–∞ a a
4t st
( )
2t t2
c (t) = exp(–2ip f0t) – exp –2p 2 f02s 2 exp – . (8)
2s 2
t
Its Fourier transform is
{ [ ]
0 f0 2f0
Frequency
C( f ) = 2ps 2 exp –2p 2s 2 ( f – f0 )2
JOHNS HOPKINS APL TECHNICAL DIGEST, VOLUME 18, NUMBER 1 (1997) 135
A.-H. NAJMI AND J. SADOWSKY
which satisfies the admissibility condition C(0) = 0. DISCRETE WAVELET TRANSFORM VS.
With this choice of mother function, the continuous THE CONTINUOUS WAVELET TRANSFORM
wavelet transform upon time discretization t = nDT, The signal transform computed in the article is the con-
where DT is the sampling time in seconds, becomes tinuous wavelet transform (CWT), even though a discrete-
time formulation is used. This formulation differs, however,
from the discrete wavelet transform (DWT). In the article,
DT ∞ (nDT – b)2 time has been discretized to correspond with the sampling
W (a, b) = ∑ s(n)exp – of the physical signals, and the summation form follows
s 2pa n = –∞ 2a 2s 2 directly from the Riemann sum approximation to the inte-
gral in the CWT definition. The CWT displays the distri-
nDT – b (10) bution of signal amplitude and phase in two variables, time
× exp –2ip f0 .
a and scale. The DWT, on the other hand, plays a role similar
to Fourier series coefficients. One can create a set of basis
functions from a mother wavelet by rescaling the wavelet
We choose a number of octaves and voices within each over octaves (powers of 2) and translating the wavelet over
discrete, scale-dependent time steps. The DWT computes
octave. Denoting the product of the number of octaves the coefficients of a signal with respect to this basis. Thus,
and the number of voices by M, we use a k = 2 k/V, where in effect, it acts as a rectangular array of filters centered
V is the number of voices and 1 # k # M. We further about specific times and scales (frequencies). Although
discretize the translation parameter b and finally obtain these coefficients can provide an approximation to the
CWT, in a way similar to the approximation of a Fourier
transform using a discrete Fourier series, they should more
properly be multiplied by the associated basis functions to
DT ∞ (n – l)2
W (k, l) = ∑ s(n)exp – obtain an approximation to the CWT. The DWT is an
s 2p2k/M n = –∞ 21+ (2k / M) fs2s 2 important structure to study in its own right, both in the
theory of wavelets and in applications such as signal and
f (11) image compression, subband coding, and pattern recogni-
× exp –2ip 0 2 –k / M (n – l) , tion. Many features of the DWT make it an attractive tool
fs for signal processing, such as the existence of Mallat’s linear-
time algorithm to compute the DWT, which is more effi-
cient than the Nlog(N) fast Fourier transform algorithm,
where 1 # k # M, –∞ # l # ∞, and fs is the sampling and a generalization of representations in bases to represen-
frequency in hertz. Although this equation represents tations in overdetermined sets of functions, called frames,
a discretization of the dilation and the translation pa- in which uniqueness of representation is sacrificed in favor
rameters, it is not the discrete wavelet transform.5 The of more localized influence of coefficients.
latter is defined by a fixed set of coefficients that rep-
resent the bandpass signal at all scales (see the boxed
insert on this page). width and a time width denoted by sf and st, respec-
The dilation operation for the wavelet transform tively, the dilated wavelet at scale a has a frequency
also divides the time–frequency plane into resolution width and time width equal to sf/a and ast, respectively.
cells, analogous to the division of the time–frequency Thus, the wavelet transform provides a variable resolu-
plane by the operation of modulation for the short-time tion in the time–frequency plane, as shown in Fig. 2.
Fourier. The difference in the two sets of operations is Furthermore, the preceding response indicates that
that whereas the resolution cells have fixed values for the spread in the frequency domain for the dilated
the short-time Fourier transform (fixed duration of the
time window), the resolution cells for the wavelet sf / 2
transform have variable lengths, depending on the scale sf
2sf st / 2
parameter a. The relationship between a and f is ob- 2t 2st st
tained by calculating an exact expression for the re-
sponse to a sinusoid. Letting s(t) = exp(2ipft) be the
signal, and then using Eqs. 4 and 8,
sf
2sf
Time
t 2st st st / 2
2
f
W (a, b) = a exp(2ipbf )exp –2p 2 a 2s 2 f – 0 . (12)
a sf / 2
0
This response is peaked at a = f0/f, and so frequency and 0 f0/2 f0 2 f0
scale are related by f = f0/a. The frequency resolution Frequency
cells are, therefore, centered at f0/a for each scale value Figure 2. Variable length resolution cells for the continuous
a. Now, if the original mother wavelet has a frequency wavelet transform.
136 JOHNS HOPKINS APL TECHNICAL DIGEST, VOLUME 18, NUMBER 1 (1997)
CONTINUOUS WAVELET TRANSFORM
60.4
30.2
32.0
15.1
16.0
8.0
7.6
4.0
3.8
2.0
the higher frequencies (smaller scales), the frequency 8 Absolute
resolution can be improved by choosing larger values value
1.0
for s, and for lower frequencies (larger scales), frequency
resolution is improved by choosing smaller values for 0.8
6
s. The frequency f0 must be chosen so as to ensure the
bandpass property of the mother function, which in 0.6
practice can be achieved by choosing a value equal to
Time (s)
4 0.4
one-half the sampling frequency of the input discrete
time data. Equation 11 has a simple and fast convolu- 0.2
tional implementation using the fast Fourier transform.
Our implementation on an HP-735 workstation com- 2 0
putes and displays a 6400 by 120 pixel image for a 6400-
point signal with 10 octaves and 12 voices per octave,
without any subsampling, in approximately 20 s. 0
1 2 3 4 5
Octave number
WAVELET TIME–FREQUENCY Figure 4. The continuous wavelet transform of the example in Fig.
3 for a very narrow mother wavelet.
DISTRIBUTIONS AND COMPARISON
WITH WIGNER DISTRIBUTION
The first example data set is shown in Fig. 3. It
includes a linearly chirped frequency ranging between Frequency (Hz)
2.5 and 15 Hz, added to two short-duration sinusoids
60.4
30.2
32.0
15.1
16.0
8.0
7.6
4.0
3.8
2.0
with frequencies of 25 and 52 Hz, respectively. Figure 8 Absolute
4 shows the magnitude of the continuous wavelet time– value
1.0
frequency transform for s = 1(measured in units of the
sampling time). The y axis shows time in seconds, and 6 0.8
the x axis shows the octave numbers. There are five
octaves separated by vertical white lines, and 12 voices 0.6
Time (s)
JOHNS HOPKINS APL TECHNICAL DIGEST, VOLUME 18, NUMBER 1 (1997) 137
A.-H. NAJMI AND J. SADOWSKY
12.0
60.4
30.2
32.0
15.1
16.0
6.2
6.0
3.1
3.0
1.6
1.5
0.8
8.0
7.6
4.0
3.8
2.0
8 Absolute 20 Absolute
value value
1.0 1.0
6 0.8
15 0.8
0.6
0.6
Time (s)
Time (s)
4 0.4 10
0.4
0.2
2 0 5
0 0
1 2 3 4 5 2 3 4 5
Octave number Octave number
Figure 6. The continuous wavelet transform of the example in Fig. Figure 8. The continuous wavelet transform of the example in Fig. 7.
3 for an exponentially varying set of the width parameter.
for s between 3.5 and 10.0 is used. The minimum Figure 9 shows a bowhead whale sound. The data set
frequency of the chirp, in the fifth octave, is now quite has been analyzed widely using the Wigner distribution
apparent and measurable. (see the boxed insert on the next page) in which the
The second example data set is that of a hopped complicated chirp signals are well resolved both in time
frequency pattern. The data and its spectrum are shown and frequency. The main difficulty with this nonlinear
in Fig. 7. The wideband spectrum of these communica- procedure is to reduce the interference terms between
tion signals makes the task of detecting the individual the various components of the signal. The continuous
frequencies impossible without performing a joint time– wavelet transform of this same signal over two octaves
frequency analysis. Figure 8 shows the continuous wave- spanning the frequencies between 78 and 300 Hz is
let transform of this data with an exponentially decreas- shown in Fig. 10. The values of s ranged between 12.0
ing set of values for s between 3.0 and 10.0. The and 15.0 in this case. The continuous wavelet trans-
frequencies are well resolved in time and can be easily form seems to have resolved the components quite well
detected to have the values 3, 1, 4, 5, 9, 2, 6, and 5 Hz. both in time and frequency. Although the overall res-
olution is only slightly worse than the Wigner distri-
bution, there are no cross terms to be suppressed here,
and the computation time is reduced by at least a factor
of 4.
0 1 2 3 4 5 6 7 8
Time (s)
0
Decibels (dB)
–20
–40
–60
1 10
0 0.2 0.4 0.6 0.8 1.0 1.2 1.4
Frequency (Hz)
Time (s)
Figure 7. The time series of a hopped-frequency signal (top) and
its Fourier spectrum (bottom). Figure 9. The time series of a bowhead whale sound.
138 JOHNS HOPKINS APL TECHNICAL DIGEST, VOLUME 18, NUMBER 1 (1997)
CONTINUOUS WAVELET TRANSFORM
78.1
302
156
151
Absolute
value
∞
⌠ t t 1.5 1.0
Pwigner(t, f) = s˜ t + s˜ * t + exp(–2ipft) dt ,
⌡– ∞ 2 2
0.8
where ~s(t) is the analytic signal whose real part is the orig- 1.0
0.6
inal waveform and whose imaginary part is the Hilbert
Time (s)
transform of the real part,6 t is time, and f is frequency. An 0.4
example of this distribution on the bowhead whale sound
data is shown in the figure in which nonlinear effects appear 0.2
in between the well-resolved chirps. 0.5
0
0
1.5 1 2
Octave number
Absolute
value
1.0
Figure 10. The continuous wavelet transform of the bowhead
0.8 whale sound.
1.0 0.6
Time (s)
0.4
0.2
function of the signal. As a processing option in a signal
0
analysis toolbox, it is proving to be quite valuable for
0.5 qualitative and quantitative investigations of signal
–0.2
features, for example, as a preliminary step in the design
–0.4
of feature detection algorithms.
In this article, we derived analytic expressions relat-
0 ing the scale at which features occur in the continuous
300 250 200 150 100 wavelet transform to the associated, time-localized fre-
Frequency (Hz) quency and the frequency parameter of the Morlet
wavelet. We also derived an analytic expression for the
Wigner distribution of the bowhead whale sound data. spread in scale and, hence, frequency in the transform
as a function of the bandwidth parameter. Thus, one
can derive quantitative information about temporal–
local behavior of the signal from features in the surface
CONCLUSION and, in an iterative process, refine the mother wavelet
The continuous wavelet transform, using a Morlet to present the features of interest optimally.
mother wavelet with frequency parameter f0, and band-
width parameter s, is a good signal analysis tool for REFERENCES
displaying and estimating features in wideband signals 1 Gabor, D., “Theory of Communication,” J. IEE 93, 429–457 (1946).
with time-dependent frequency and scale characteristics. 2 Daubechies, I., Ten Lectures on Wavelets, SIAM Press, Philadelphia (1992).
3 Meyer, Y., Ondelettes et Operateurs I: Ondelettes, Hermann Editeurs des
With judicious selection of the wavelet parameters, the Sciences et des Arts, Paris (1990).
continuous wavelet transform performs well compared 4 Sadowsky, J., “The Continuous Wavelet Transform: A Tool for Signal
with other methods used for time–frequency represen- Analysis and Understanding,” Johns Hopkins APL Tech. Dig. 15(4), 306–318
(1994).
tation, such as the Wigner distribution. The continuous 5 Mallat, S., “Multiresolution Approximations and Wavelet Orthogonal Bases
wavelet transform is, however, less susceptible to false of L2(R),” Trans. Am. Math. Soc. 315(1), 69–87 (1989).
6 Najmi, A.-H., “The Wigner Distribution: A Time-Frequency Analysis Tool,”
features due to cross product terms because it is a linear Johns Hopkins APL Tech. Dig. 15(4), 298–305 (1994).
JOHNS HOPKINS APL TECHNICAL DIGEST, VOLUME 18, NUMBER 1 (1997) 139
A.-H. NAJMI AND J. SADOWSKY
THE AUTHORS
140 JOHNS HOPKINS APL TECHNICAL DIGEST, VOLUME 18, NUMBER 1 (1997)