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Abstract—Some recent methods, like the empirical mode decom- functional. Another proposed variational approach is the work
position (EMD), propose to decompose a signal accordingly to its of Hou et al. [8] where the authors also use the AM-FM for-
contained information. Even though its adaptability seems useful malism. They propose to minimize a functional which is build
for many applications, the main issue with this approach is its lack
on some regularity assumptions about the different components
of theory. This paper presents a new approach to build adaptive
wavelets. The main idea is to extract the different modes of a signal and uses higher-order total variation priors.
by designing an appropriate wavelet filter bank. This construction In this paper, we propose a new approach to build adaptive
leads us to a new wavelet transform, called the empirical wavelet wavelets capable of extracting AM-FM components of a signal.
transform. Many experiments are presented showing the useful- The key idea is that such AM-FM components have a com-
ness of this method compared to the classic EMD. pact support Fourier spectrum. Separating the different modes
Index Terms—Adaptive filtering, empirical mode decomposi- is equivalent to segment the Fourier spectrum and to apply some
tion, wavelet. filtering corresponding to each detected support. We will show
that it is possible to adapt the wavelet formalism by considering
distinct Fourier supports and then build a set of functions which
I. INTRODUCTION form an orthonormal basis. Based on this construction, we pro-
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4000 IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 61, NO. 16, AUGUST 15, 2013
B. Wavelets Approaches
Nowadays, wavelet analysis is one of the most used tool in
Fig. 1. EMD: basic IMF detection. Envelopes detection on top (thin contin-
uous: , dashed: and and thick continuous: ). On bottom: the first IMF signal analysis. Let us fix some notations and recall the very
candidate . basics about wavelet theory. For further details, we refer the
reader to the extensive literature about the wavelet theory, see
for example [3], [10], [12], [14]. The Fourier transform and its
The main assumption is that and vary much slower than inverse are denoted and , respectively. In the temporal do-
. The IMF behaves as a harmonic component. Originally, main, a wavelet dictionary is defined as the dilated, with
the method of Huang et al. [9] to extract such IMFs is a pure a parameter , and translated by of a mother wavelet
algorithmic method. Candidates for an IMF are extracted by (of zero-mean) as
first computing the upper, , and lower, , envelopes via
a cubic spline interpolation from the maxima and minima of (3)
. Then the mean envelope is obtained by computing
and finally the candidate by Then the wavelet transform of is obtained by computing the
(see Fig. 1). Generally, does not fulfill the properties inner products . If is a continuous vari-
of an IMF. A good candidate can be reached by iterating the able then is called the continuous wavelet transform
same process to and the subsequent . The final retained while if then is called the discrete
IMF is . Then the next IMF is obtained by the wavelet transform. A useful property of the wavelet transform
same algorithm applied on . The remaining IMFs is that it can be viewed as the application of a filter bank (each
can be computed by repeating this algorithm on the successive filter corresponds to one scale). In practice, the most used case
residues. is the dyadic case, . It can be shown that such a case cor-
The interesting fact about this algorithm is that it is highly responds to tile the time-frequency plane like in top of Fig. 2.
adaptable and is able to extract the non-stationary part of the As we are interested in developing adaptive representations,
original function. However, its main problem is that it is based we recall some existing tentatives of adaptive wavelets con-
on an ad-hoc process which is mathematically difficult to model. struction. As far as we know there are a very few attempts in
Consequently it is difficult to really understand what the EMD the literature. Probably the most known method is the wavelet
provides. For example, some problems appear when some noise packets in a basis pursuit framework based on successive scale
is present in the signal. To deal with this problem, an Ensemble refinements of the expansion. It provides an adaptive time-fre-
EMD (EEMD) was proposed in [17]. The authors propose to quency plane tiling like in bottom of Fig. 2. Even though the
compute several EMD decompositions of the original signal wavelet packets are useful in many applications, they use a con-
corrupted by different artificial noises. Then the final EEMD is stant prescribed ratio in the subdivision scheme, which limits
the average of each EMD. This approach seems to stabilize the their adaptability.
obtained decomposition but it increases the computational cost. Another approach, called the Malvar-Wilson wavelets [10],
Another EMD approach is proposed in [8]. The authors pro- [13], tries to build an adaptive representation by segmenting the
posed to minimize a functional which looks for a sparse repre- temporal signal itself in order to separate the time intervals con-
sentation of in a dictionary of IMFs. This variational method taining different spectral information. While the original idea is
provides similar results as the original EMD algorithm. How- interesting, it turns out that the temporal segmentation is a dif-
ever, this functional is based on a scheme which uses higher ficult task to perform efficiently.
order total variation terms, this makes the method sensitive to In [15], the authors propose a method, called the brush-
the presence of noise and some filtering must be added to the lets, which aims to build an adaptive filter bank directly in the
method. Fourier domain. Basically, it uses the idea of the Malvar-Wilson
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GILLES: EMPIRICAL WAVELET TRANSFORM 4001
if
otherwise
(4)
and
if
Fig. 4. On left: Fourier transform of the scaling function for
. on right: fourier transform of the wavelet function for
. if
Definition if
We propose a method to build a family of wavelets adapted otherwise,
to the processed signal. If we take the Fourier point of view, this (8)
construction is equivalent to building a set of bandpass filters. and
One way to reach the adaptability is to consider that the filters’ if
supports depend on where the information in the spectrum of
the analyzed signal is located. Indeed, the IMF properties are
equivalent to say that the spectrum of an IMF is of compact if
support and centered around a specific frequency (signal depen-
dent). For clarity, we only consider real signals (their spectrum if
is symmetric with respect to the frequency ) but the fol- otherwise.
lowing reasoning can be easily extended to complex signal by (9)
building different filters in the positive and negative frequen- An example of for and for
cies, respectively. We also consider a normalized Fourier axis is given in Fig. 4.
which have a periodicity, in order to respect the Shannon
criteria, and we restrict our discussion to . A. Segmentation of the Fourier Spectrum
Let us start by assuming that the Fourier support is seg- How we segment the Fourier spectrum is important as it is the
mented into contiguous segments (we will discuss later how step which provides the adaptability with respect to the analyzed
we can obtain such partitioning). We denote to be the limits signal to our method. We aim to separate different portions of
between each segments (where and ), see Fig. 3. the spectrum which correspond to modes e.g centered around
Each segment is denoted , then it is easy to see a specific frequency and of compact support. In this paper, we
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4002 IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 61, NO. 16, AUGUST 15, 2013
(17)
(11)
and the approximation coefficients (we adopt the convention
where is a copy of but centered at instead to denote them) by the inner product with the scaling
. First, it is easy to see that for function:
we have (18)
(19)
(13)
(21)
(14)
(15) Following this formalism, the empirical mode , as defined in
Section II-A, is given by
This condition must be true for all which is equivalent to said
that condition (15) must be true for the smallest and finally (22)
we get the result if . (23)
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GILLES: EMPIRICAL WAVELET TRANSFORM 4003
Fig. 7. test signal: signal on top. From second to last row: the different
components constituting Sig1.
Fig. 8. test signal: signal on top. From second to last row: the different
IV. EXPERIMENTS components constituting Sig2.
A. Test Signals
We propose to test the Empirical Wavelet Transform on four (29)
different signals: three are artificial signals taken from [8] and if
(30)
one real electrocardiogram signal. Their description is given otherwise
hereafter.
Simulated : The first test signal, Sig1, is made with the and then
sum of three distinct components (for ) (see Fig. 7):
(31)
(24)
Simulated : The third test signal, Sig3, is made with
(25) three distinct components (for ) (see Fig. 9):
(26)
(32)
and then
(33)
(27)
(34)
Simulated : The second test signal, Sig2, is made with
the sum of three distinct components (for ) (see Fig. 8): and then
(28) (35)
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4004 IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 61, NO. 16, AUGUST 15, 2013
Fig. 9. test signal: signal on top. From second to last row: and
, respectively.
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GILLES: EMPIRICAL WAVELET TRANSFORM 4005
see that the scaling function is built upon a very small support
while the next support contains the main information of . If
Fig. 15. Modes extracted by the Empirical Wavelet Transform for . we ask the EWT to consider only (as it supposed to be
from the construction of ), the first two supports shown in
Fig. 12 are merged except that its boundary is moved closer to
the zero frequency. This change in the boundary position has the
consequence that some information of is now on the second
support and then appear in the second mode instead the first one.
In some sense, if we ask to use , we get a perturbed de-
composition. This issue comes from the method we use to detect
the boundaries of the Fourier support and suggests more inves-
tigations.
Fig. 16. Sum of the two first EWT modes of . Experiments on the real ECG signal seem to give the advan-
tage to the EWT because the EMD provides too many modes.
Typically, the EMD modes six to nine are really difficult to in-
surprising as those modes have significant individual energy and terpret as such behavior is clearly not visible in the signal itself.
can be considered as independent modes. About , another A contrary, the EWT focuses on the oscillating patterns we can
phenomenon appears. The initial part is decomposed as the observe in . Of course it will be very interesting to have
sum of two modes (this sum is given in Fig. 16). If we look the opinion of a cardiologist about the medical interpretation of
more closely, the detected boundaries, shown in Fig. 12, we can such components. The different modes for the seismic signal are
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4006 IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 61, NO. 16, AUGUST 15, 2013
V. TIME-FREQUENCY REPRESENTATION
The time-frequency representation is useful to have the infor-
mation of all components summarized in a single domain. In this
Fig. 19. Empirical Mode Decomposition of .
paper, we follow the idea used in the Hilbert-Huang transform
[9]. First, let us recall the definition of the Hilbert transform of
a function :
form some artifacts appear in the low frequencies while repre-
(36) sentations based on the EWT avoid such problems. These ar-
tifacts are mainly due to the fact that the EMD decomposition
forces the extraction of IMFs even if the initial components are
where the integral is defined by using the Cauchy principal value not. Fig. 24 gives the time-frequency representations obtained
[11]. The Hilbert transform can be used to derive the ana- from the EMD and the EWT of the seismic signal given
lytical form of : . The Hilbert trans- in Fig. 11. For such signals the EWT seems to provide a more
form has the interesting property that in the case of AM-FM consistent representation during the earthquake while the EMD
signals , it provides shows a sparse representation which is difficult to interpret.
which permits to extract the instantaneous amplitude and
frequency . The Hilbert-Huang transform consists in ap-
VI. AUTOMATIC DETECTION OF THE NUMBER OF MODES
plying the Hilbert transform to each extracted IMF and then
plotting each curve in the time-frequency plane where the If for a given class of signals it should be possible to guess the
intensity of the plot is given by . For a time-frequency rep- best number of mode , this is not the case in general where no a
resentation based on the EWT, we can apply the same process priori information are available. In such cases, it should be inter-
by evaluating the Hilbert transform of each filter output. For esting to estimate the appropriate number of modes. In general
instance, Figs. 22 and 23 give the time-frequency representa- such task is difficult, hereafter we present a simple way to esti-
tion of and based on the EMD and EWT, respec- mate but a deeper analysis is necessary to provide a more ro-
tively. We can notice that in the case of the Hilbert-Huang trans- bust method. We follow the idea that the most important maxima
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GILLES: EMPIRICAL WAVELET TRANSFORM 4007
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4008 IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 61, NO. 16, AUGUST 15, 2013
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GILLES: EMPIRICAL WAVELET TRANSFORM 4009
Fig. 24. Time-frequency representation based on the EMD (on top) and the
EWT (on bottom) for the seismic signal.
Fig. 27. Resulting partitioning of the 2D Fourier domain.
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4010 IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 61, NO. 16, AUGUST 15, 2013
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