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Attribution Non-Commercial (BY-NC)

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Outline of Presentation

Fourier Transform & STFT Wavelets History DWT vs. STFT Continuous & Discrete Wavelets Applications Conclusion

Signal Analysis

Most of the signals encountered in practice are expressed in time ( space) domain.

Many features of a signal are not explicit in time domain

Using Fourier Transform

A Mathematical prism

breaks a function into its constituent frequencies as a prism breaks up light into colours

It transforms a function which depends on time ( or space) into a new function which depends on frequency. A function and its Fourier transform are two faces of the same coin.

The function displays the time ( or space) information and hides information about frequencies The FT displays information about frequencies and hides the information about time (or space) in phases.

Hides information about time

Tells how much of each frequency a signal contains, but is secretive about when these frequencies were emitted

Note: FT hides information about time, but does not destroy time information; otherwise we could not reconstruct the signal from the transform. Time information is buried deep within the phases.

Computing time information from phases with enough precision is impossible. Major drawback:

Information about one instant of a signal is dispersed throughout all the frequencies of the entire transform A local characteristic of the signal becomes a global characteristic of the transform.

Example: a discontinuity is represented by a superposition of all possible frequencies.

Used for analyzing a signal both in time and frequency

Divides the signal into different (fixed size) time segments Study the frequencies of a signal segment by segment. When one segment of the signal has been analyzed, slide the window along the signal to analyze another segment.

Smaller the widow size, better to locate sudden changes, such as peak or discontinuities But blinder to the lower frequency components of the signal Bigger the window size, Worse at localization in time; difficult to locate sudden changes or discontinuities See more of lower frequencies.

Automatically adapt to the different components of a signal ( Multiresolution)

uses small window to look at brief high frequency components Uses large window to look at long-lived low frequency components

signal is studied at coarse resolution to get an overall picture studied at higher and higher resolutions to see increasingly fine details.

History

First mention in appendix of the thesis of A. Haar (1909) Cochlear transform, Zweig (1975) Continuous Wavelet Transform (CWT), Grossman and Morlet (1982) Geophysics Discrete Wavelet Transform (DWT), Strmberg (1983) Daubechies' orthogonal wavelets with compact support (1988) Mallat's mult-iresolution framework (1989)

STFT DWT

Haar Wavelet

Change in scale and time

Wavelet: a wave-like oscillation with an amplitude that starts out at zero, increases, and then decreases back to zero Wavelet-theory: wavelet with zero-integral and finite energy Wavelet transform: projection on the sub-spaces associated with each wavelet

M orlet wavelet 1 0.8 0.8 0.6 0.4 0.2 0.4 0 -0.2 -0.4 -0.6 -0.2 -0.8 -1 -4 -0.4 -3 -2 -1 0 1 2 3 4 0 5 10 15 20 25 30 35 40 0.2 0.6 1

The two main conditions for obtaining a perfect reconstruction and an alias-free filter bank respectively are :

10 0

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[/ T

Approximates Coefficients

Details Coefficients

4v / 2( v / 2)!7/ 2 1 3 1

0 v1 /

2 !0

To generate new wavelet from a given biorthogonal quadruplet, a finite sequences of primal or dual elementary lifting steps (ELS) should be applied. For a wavelet has four filters , the primal ELS can be defined as:

Where

The dual ELS can be defined as:

Step-1: Obtain wavelet coefficients both (approximates and details )

Approximates are the lowpass and downsampled output coefficients Details are the highpass and downsampled output coefficients

Step-2: Determine the threshold type ( e.g. soft and hard threshold) and value of the threshold Step-3 :Eliminate details coefficients Step-4: Retain only those detail coefficients which satisfy the threshold conditions and approximates

Three main steps

Compute wavelet transform of the signal (1D) or image (2D) by passing them through Lowpass and Highpass filters Threshold the coefficients using soft threshold and SURE to determine threshold value

th e o rig in a l s ig n a l 1 0.8 0.6 0.4 0.2 0 -0 . 2 -0 . 4 -0 . 6 -0 . 8 -1 H a rd th re s h o ld o f th e s ig n a l 1 0.8 0.6 0.4 0.2 0 -0 . 2 -0 . 4 -0 . 6 -0 . 8 -1 s o ft th re s h o ld o f th e s ig n a l 0.5 0.4 0.3 0.2 0.1 0 -0 . 1 -0 . 2 -0 . 3 -0 . 4 -0 . 5

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Compute the inverse wavelet transform or performing reconstruction of the original signal by passing the threshold coefficients through the synthesis filters to obtain the original approximation coefficients.

It s possible to remove the noise with little loss of details. The idea of wavelet de-noising is based on the assumption that the amplitude, rather than the location, of the spectra of the signal to be as different as possible for that of the noise.

x 10

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D e -N o is e d s ig n a

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Example-2:-Biomedical Data

D e ta il c D 1 2 2 D e ta il c D 2

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H istogram O f R esudual

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t he 2 0

o r ig in a l

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1 0 0 0 ba s e d

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O rig in a l Im a g e

N o is y Im a g e

D e -N o is e d Im a g e

D e -N o is e d Im a g e u s in g A ve ra g e F ilte r 5 X5

Original, Noisy (10db), Wavelet-based De-noised (27db), FT-based 5X5 Averaging Filtered (20db)

1) For analysing seismic traces, both oscillations and the time they occur are important.

0 0 0

2) WT can be used to zoom in on the short bursts and zoom out to detect long oscillation

A)The Noisy S ynthetic S eism ogram 0 B)De-noised S eism ic by M W 0 C)De-noised seism ic M W using PCA 0

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