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Wavelet Transform. What Are Wavelets? In general, a family of representations using: hierarchical (nested) basis functions finite (“compact”) support.

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Presentation on theme: "Wavelet Transform. What Are Wavelets? In general, a family of representations using: hierarchical (nested) basis functions finite (“compact”) support."— Presentation transcript:

1 Wavelet Transform

2 What Are Wavelets? In general, a family of representations using: hierarchical (nested) basis functions finite (“compact”) support basis functions often orthogonal fast transforms, often linear-time

3 MULTIRESOLUTION ANALYSIS (MRA) Wavelet Transform –An alternative approach to the short time Fourier transform to overcome the resolution problem –Similar to STFT: signal is multiplied with a function Multiresolution Analysis –Analyze the signal at different frequencies with different resolutions –Good time resolution and poor frequency resolution at high frequencies –Good frequency resolution and poor time resolution at low frequencies –More suitable for short duration of higher frequency; and longer duration of lower frequency components

4 PRINCIPLES OF WAVELET TRANSFORM Split Up the Signal into a Bunch of Signals Representing the Same Signal, but all Corresponding to Different Frequency Bands Only Providing What Frequency Bands Exists at What Time Intervals

5 Wavelet Transform (WT) Wavelet transform decomposes a signal into a set of basis functions. These basis functions are called wavelets Wavelets are obtained from a single prototype wavelet  (t) called mother wavelet by dilations and shifting:  where a is the scaling parameter and b is the shifting parameter

6 The continuous wavelet transform (CWT) of a function f is defined as If  is such that f can be reconstructed by an inverse wavelet transform:

7 SCALE Scale –a>1: dilate the signal –a<1: compress the signal Low Frequency -> High Scale -> Non-detailed Global View of Signal -> Span Entire Signal High Frequency -> Low Scale -> Detailed View Last in Short Time Only Limited Interval of Scales is Necessary

8 Wavelet transform vs. Fourier Transform The standard Fourier Transform (FT) decomposes the signal into individual frequency components. The Fourier basis functions are infinite in extent. FT can never tell when or where a frequency occurs. Any abrupt changes in time in the input signal f(t) are spread out over the whole frequency axis in the transform output F(  ) and vice versa. WT uses short window at high frequencies and long window at low frequencies (recall a and b in (1)). It can localize abrupt changes in both time and frequency domains.

9 RESOLUTION OF TIME & FREQUENCY Time Frequ ency Better time resoluti on; Poor frequen cy resoluti on Better frequen cy resoluti on; Poor time resoluti on Each box represents a equal portion Resolution in STFT is selected once for entire analysis

10 Discrete Wavelet Transform Discrete wavelets In reality, we often choose In the discrete case, the wavelets can be generated from dilation equations, for example,  (t)  h(0)  (2t) + h(1)  (2t-1) + h(2)  (2t-2) + h(3)  (2t-3)]  Solving equation (2), one may get the so called scaling function  (t). Use different sets of parameters h(i)one may get different scaling functions.

11 Discrete WT Continued The corresponding wavelet can be generated by the following equation  (t)  [h(3)  (2t) - h(2)  (2t-1) + h(1)  (2t-2) - h(0)  (2t-3)]. (3) When and equation (3) generates the D4 (Daubechies) wavelets.

12 Discrete WT continued In general, consider h(n) as a low pass filter and g(n) as a high-pass filter where g is called the mirror filter of h. g and h are called quadrature mirror filters (QMF). Redefine –Scaling function

13 Discrete Formula –Wavelet function Decomposition and reconstruction of a signal by the QMF. where and is down-sampling and is up-sampling

14 Generalized Definition Let be matrices, whereare positive integers is the low-pass filter and is the high-pass filter. If there are matrices and which satisfy: where is an identity matrix. G i and H i are called a discrete wavelet pair. If and The wavelet pair is said to be orthonormal.

15 For signal let and One may have The above is called the generalized Discrete Wavelet Transform (DWT) up to the scale is called the smooth part of the DWT and is called the DWT at scale In terms of equation

16 Multilevel Decomposition A block diagram 2 2

17 Haar Wavelets Example:Haar Wavelet

18 [18] Summary on Haar Transform Two major sub-operations –Scaling captures info. at different frequencies –Translation captures info. at different locations Can be represented by filtering and downsampling Relatively poor energy compaction 1 x

19 2D Wavelet Transform We perform the 2-D wavelet transform by applying 1-D wavelet transform first on rows and then on columns. Rows Columns LL f(m, n) LH HL HH H 2 G 2 G 2 H 2 2 G H 2

20 Applications Signal processing –Target identification. –Seismic and geophysical signal processing. –Medical and biomedical signal and image processing. Image compression (very good result for high compression ratio). Video compression (very good result for high compression ratio). Audio compression (a challenge for high-quality audio). Signal de-noising.

21 Original Video Sequence Reconstructed Video Sequence 3-D Wavelet Transform for Video Compression


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