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If 𝐸[𝑊𝑥 (𝑡, 𝑓)] = 𝑆𝑥 (𝑓) is not invariant with 𝑓, it would make the expectation
2
value of WDF of 𝑒 10𝑗𝜋𝑡 𝑥(𝑡) no longer invariant with 𝑡.
(iii.) FrFT of 𝑥(𝑡) is not a stationary random process. Just, take Fourier transform,
which is the special case of fractional Fourier transform, of 𝑥(𝑡) for example. We
all know that applying Fourier transform to a signal would make it turn 90°
around origin, which would make signal no longer invariant with 𝑡 unless the
expectation value of WDF of original random process 𝑥(𝑡) is invariant with 𝑓.
(iv.) The Fresnel transform of 𝑥(𝑡) is still a stationary random process, since the
Fresnel transform of 𝑥(𝑡) means taking convolution with chirp function, which
would perform shearing on 𝑓 axis, just like the above figure. Observing the above
figure, since originally, the expectation of WDF of 𝑥(𝑡) is invariant with 𝑡 ,
performing shearing on frequency axis would not make it variant with 𝑡.
In conlusion, (i) and (iv) would still be stantionary random processess.
3. (a) What are the two main differences between the IMF and a sinusoid
function? (b) Which function is an IMF? Why? (i) (2+cos(10t))cos(2t); (ii)
cos(t3).
ANS:
(a) The two main differences between the IMF and a sinusoid function are 1. time-
variant amplitude and 2. time-variant instantaneous frequency.
(b) (2 + 𝑐𝑜𝑠(10𝜋𝑡)) 𝑐𝑜𝑠(2𝜋𝑡) is not an IMF, since the local minima of it are equal to
-1 but the local maxima of it are equal to 3, which obeys the second demand of IMF
stating at any point, the mean value of the envelope defined by the local maxima
and the envelope defined by the local minima is near to zero.
Yet, cos 𝜋𝑡 3 is like sinusoid function just with varying instantaneous frequency
but would not make the unequal number of local maxima and minima, and due to
its sinusoid-like function, the average of envelope defined by local maxima and that
defined by local minima is equal to zero.
Hence, only cos 𝜋𝑡 3 is IMF.
4. Among the Gabor transform, the WDF, the HHT, and the wavelet transform,
which one is better for the applications of (a) signal modulation, (b) random
process analysis, (c) climate data analysis, and (d) signal sampling? Also
illustrate the reasons.
ANS:
(a) Gabor transform is the most suitable technique for signal modulation, since in signal
modulation, we hope to add a signal into empty band by horizontal and vertical
shifting, dilation, shearing, generalized shearing and rotation. Therefore, we would
hope that cross terms would not occur, or otherwise, it is hard to analyze where
exists empty band for us to transmit the signal wanted to send into it. Using Gabor
transform would not cause problems of cross terms and also give us a suitable clarity.
(b) For random process analysis, WDF is the most suitable technique, since in its
definition, it naturally contains the information concerning to auto-covariance
function of a certain random process by the following explanation:
∞
Wx (t, f) = ∫ x(t − τ/2)x ∗ (t − τ/2) ∙ e−j2πfτ dτ
−∞
And now, if we take expectation value of the above expression, we would naturally
include auto-covariance function into our expression just as below:
∞ ∞
𝐸[Wx (t, f)] = ∫ E[x(t − τ/2)x ∗ (t − τ/2)] ∙ e−j2πfτ dτ = ∫ 𝑅𝑥 (𝑡, τ)𝑒 −𝑗2π𝑓τ 𝑑τ
−∞ −∞
5. (a) What is the most important advantage of the Haar transform nowadays?
(b) Write the 7th row of the 16-point Haar transform.
ANS:
(a) Although due to more and more advanced technologies nowadays, the
computational advantage of the Haar transform become faded compared to before,
it is still the most convenient and fastest way to analyze out the higher frequency
components in different locations with different scales just by using addition and
subtraction. Especially, in image process, high frequency components are useful for
edge detections, which is helpful for image recognition.
(b) The 7th row of the 16-point Harr transform is the 7th row of 8-point Harr transform
⨂[1, 1] . Thus, it would be [0 0 0 0 1 −1 0 0] ⨂[1, 1] =
[0 0 0 0 0 0 0 0 1 1 −1 −1 0 0 0 0]
6. (a) What is the role of the vanish moment in the wavelet transform? (b)
Suppose that x(t) = 1+ at + bt2 for -2 < t < 2, x(t) = 0 otherwise. If x(t) has the
vanish moment of 2, determine a and b.
ANS:
(a) The role of the vanish moment in the wavelet transform is to represent the order of
high frequency of the mother wavelet function. If mother wavelet function has
larger p vanishing moments, it represents higher frequency function, which would
be more suitable to separate out fast changing parts of a signal.
∞ ∞
(b) If 𝑥(𝑡) has vanish moment of 2, it means that ∫−∞ 𝑡𝑥(𝑡)𝑑𝑡 = 0 & ∫−∞ 𝑥(𝑡)𝑑𝑡 =