Wavelets: A New Tool for Signal Analysis

Wavelet analysis, an exciting new theory on the forefront of scientific thought, is a unifying concept that interprets a large body of scientific research. Everywhere around us are signals that can be analyzed. For example, there are Seismic tremors, human speech, engine vibrations, medical images, financial data, Music, and many other types of signals. Wavelet analysis is a new and promising set of tools and techniques for analyzing these signals.

Signal analysts already have at their disposal an impressive arsenal of tools. Perhaps the most well known of these is Fourier analysis, which breaks down a signal into constituent sinusoids of different frequencies. Another way to think of Fourier analysis is as a mathematical technique for transforming our view of the signal from time-based to frequency-based. For many signals, Fourier analysis is extremely useful because the signal's frequency content is of great importance. So why do we need other techniques, like wavelet analysis? Fourier analysis has a serious drawback. In transforming to the frequency domain, time information is lost. When looking at a Fourier transform of a signal, it is impossible to tell when a particular event took place. If the signal properties do not change much over time -- that is, if it is what is called a stationary signal -- this drawback isn't very important. However, most interesting signals contain numerous nonstationary or transitory characteristics: drift, trends, abrupt cha nges, and beginnings and ends of events. These characteristics are often the most important part of the signal, and Fourier analysis is not suited to detecting them. In an effort to correct this deficiency, Dennis Gabor (1946) adapted the Fourier transform to analyze only a small section of the signal at a time -- a technique called windowing the signal. Gabor's adaptation, called the Short-Time Fourier Transform (STFT), maps a signal into a two-dimensional function of time and frequency. The STFT represents a sort of compromise between the time- and frequency-based views of a signal. It provides some information about both when and at what frequencies a signal event occurs. However, you can only obtain this information with limited precision, and that precision is determined by the size of the window. While the STFT compromise between time and frequency information can be useful, the drawback is that once you choose a particular size for the time window, that window is the same for all frequencies. Many signals require a more flexible approach -- one where we can vary the window size to determine more accurately either time or frequency.

Wavelet analysis represents the next logical step: a windowing technique with variablesized regions. Wavelet analysis allows the use of long time intervals where we want more precise low-frequency information, and shorter regions where we want high- frequency information.

What Can Wavelet Analysis Do?

One major advantage afforded by wavelets is the ability to perform local analysis -- that is, to analyze a localized area of a larger signal. Consider a sinusoidal signal with a small discontinuity -- one so tiny as to be barely visible. Such a signal easily could be generated in the real world, perhaps by a power fluctuation or a noisy switch.

A plot of the Fourier coefficients of this signal shows nothing particularly interesting: a flat spectrum with two peaks representing a single frequency. However, a plot of wavelet coefficients clearly shows the exact location in time of the discontinuity.

Wavelet analysis is capable of revealing aspects of data that other signal analysis techniques miss, aspects like trends, breakdown points, discontinuities in higher derivatives, and self-similarity. Furthermore, because it affords a different view of data than those presented by traditional techniques, wavelet analysis can often compress or denoise a signal without appreciable degradation. Indeed, i n their brief history within the signal processing field, wavelets have already proven themselves to be an indispensable addition to the analyst's collection of tools and continue to enjoy a burgeoning popularity today.

What Is Wavelet Analysis?

When wavelet analysis is useful, it is worthwhile asking "What is wavelet analysis?" and even more fundamentally, "What is a wavelet?" A wavelet is a waveform of effectively limited duration that has an average value of zero. Compare wavelets with sine waves, which are the basis of Fourier analysis. Sinusoids do not have limited duration -- they extend from minus to plus infinity. And where sinusoids are smooth and predictable, wavelets tend to be irregular and asymmetric.

Fourier analysis consists of breaking up a signal into sine waves of various frequencies. Similarly, wavelet analysis is the breaking up of a signal into shifted and scaled versions of the original (or mother) wavelet. Just looking at pictures of wavelets and sine waves, yo u can see intuitively that signals with sharp changes might be better analyzed with an irregular wavelet than with a smooth sinusoid, just as some foods are better handled with a fork than a spoon. It also makes sense that local features can be described better with wavelets that have local extent. Number of Dimensions Thus far, we've discussed only one-dimensional data, which encompasses most ordinary signals. However, wavelet analysis can be applied to two-dimensional data (images) and, in principle, to higher dimensional data.

The Continuous Wavelet Transform

Mathematically, the process of Fourier analysis is represented by the Fourier transform:

which is the sum over all time of the signal f(t) multiplied by a complex exponential. The results of the transform are the Fourier coefficients , which when multiplied by a sinusoid of frequency , yield the constituent sinusoidal components of the original signal. Graphically, the process looks like:

Similarly, the continuous wavelet transform (CWT) is defined as the sum over all time of the signal multiplied by scaled, shifted versions of the wavelet function :

The result of the CWT are many wavelet coefficients C, which are a function of scale and position. Multiplying each coefficient by the appropriately scaled and shifted wavelet yields the constituent wavelets of the original signal:

Scaling We've already alluded to the fact that wavelet analysis produces a time-scale view of a signal, and now we're talking about scaling and shifting wavelets. What exactly do we mean by scale in this context? Scaling a wavelet simply means stretching (or compressing) it. To go beyond colloquial descriptions such as "stretching," we introduce the scale factor, often denoted by the letter . If we're talking about sinusoids, for example, the effect of the scale factor is very easy to see:

The scale factor works exactly the same with wavelets. The smaller the scale factor, the more "compressed" the wavelet.

Shifting Shifting a wavelet simply means delaying (or hastening) its onset. Mathematically, delaying a function by k is represented by :

Five Easy Steps to a Continuous Wavelet Transform The continuous wavelet transform is the sum over all time of the signal multiplied by scaled, shifted versions of the wavelet. This process produces wavelet coefficients that are a function of scale and position. It's really a very simple process. In fact, here are the five steps of an easy recipe for creating a CWT: 1. Take a wavelet and compare it to a section at the start of the original signal. 2. Calculate a number, C, that represents how closely correlated the wavelet is with this section of the signal. The higher C is, the more the similarity. More precisely, if the signal energy and the wavelet energy are equal to one, C may be interpreted as a correlation coefficient. Note that the results will depend on the shape of the wavelet you choose.

3 Shift the wavelet to the right and repeat steps 1 and 2 until yo u've covered the whole signal.

4. Scale (stretch) the wavelet and repeat steps 1 through 3.

5. Repeat steps 1 through 4 for all scales. When you're done, you'll have the coefficients produced at different scales by different sections of the signal. The coefficients constitute the results of a regression of the original signal performed on the wavelets. How to make sense of all these coefficients? You could make a plot on which the x-axis represents position along the signal (time), the y -axis represents scale, and the color at each x-y point represents the magnitude of the wavelet coefficient C. These are the coefficient plots generated by the graphical tools.

The Discrete Wavelet Transform

Calculating wavelet coefficients at every possible scale is a fair amount of work, and it generates an awful lot of data. What if we choose only a subset of scales and positions at which to make our calculations? It turns out, rather remarkably, that if we choose scales and positions based on powers of two -- so-called dyadic scales and positions -- then our analysis will be much more efficient and just as accurate. We obtain such an analysis from the discrete wavelet transform (DWT). An efficient way to implement this scheme using filters was developed in 1988 by Mallat .The Mallat algorithm is in fact a classical scheme known in the signal processing community as a two-channel subband coder (see page 1 of the book Wavelets and Filter Banks, by Strang and Nguyen [StrN96]). This very practical filtering algorithm yields a fast wavelet transform -- a box into which a signal passes, and out of which wavelet coefficients quickly emerge. Let's examine this in more depth. One-Stage Filtering: Approximations and Details For many signals, the low- frequency content is the most important part. It is what gives the signal its identity. The high- frequency content, on the other hand, imparts flavor or nuance. Consider the human voice. If you remove the high- frequency components, the voice sounds different, but you can still tell what's being said. However, if you remove enough of the low- frequency components, you hear gibberish. In wavelet analysis, we often speak of approximations and details. The approximations are the high-scale, low-frequency components of the signal. The details are the low-scale, high frequency components.

The filtering process, at its most basic level, looks like this:

The original signal, S, passes through two complementary filters and emerges as two signals. Unfortunately, if we actually perform this operation on a real digital signal, we wind up with twice as much data as we started with. Suppose, for instance, that the original signal S consists of 1000 samp les of data. Then the resulting signals will each have 1000 samples, for a total of 2000. These signals A and D are interesting, but we get 2000 values instead of the 1000 we had. There exists a more subtle way to perform the decomposition using wavelets. By looking carefully at the computation, we may keep only one point out of two in each of the two 2000-length samples to get the complete information. This is the notion of downsampling. We produce two sequences called cA and cD.

The process on the right, which includes downsampling, produces DWT coefficients. To gain a better appreciation of this process, let's perform a one-stage discrete wavelet transform of a signal. Our signal will be a pure sinusoid with high- frequency noise added to it. Here is our schematic diagram with real signals inserted into it:

Multiple-Level Decomposition The decomposition process can be iterated, with successive approximations being decomposed in turn, so that one signal is broken down into many lower resolution components. This is called the wavelet decomposition tree.

Wavelet Reconstruction We've learned how the discrete wavelet transform can be used to analyze, or decompose, signals and images. This process is called decomposition or analysis. The other half of the story is how those components can be assembled back into the original signal without loss of information. This process is called reconstruction, or synthesis. The mathematical manipulation that effects synthesis is called the inverse discrete wavelet transform (IDWT). we reconstruct it from the wavelet coefficients:

Reconstruction Filters The filtering part of the reconstruction process also bears some discussion, because it is the choice of filters that is crucial in achieving perfect reconstruction of the original signal. The downsampling of the signal components performed during the decomposition phase introduces a distortion called aliasing. It turns out that by carefully choosing filters for the decomposition and reconstruction phases that are closely related (but not identical), we can "cancel out" the effects of aliasing. A technical discussion of how to design these filters is available on page 347 of the book Wavelets and Filter Banks, by Strang and Nguyen. The low- and highpass decomposition filters (L and H), together with their associated reconstruction filters (L' and H'), form a system of what is called quadrature mirror filters:

Multistep Decomposition and Reconstruction A multistep analysis-synthesis process can be represented as:

This process involves two aspects: breaking up a signal to obtain the wavelet coefficients, and reassembling the signal from the coefficients. We've already discussed decomposition and reconstruction at some length. Of course, there is no point breaking up a signal merely to have the satisfaction of immediately reconstructing it. We may modify the wavelet coefficients before performing the reconstruction step. We perform wavelet analysis because the coefficients thus obtained have many known uses, de-noising and compression being foremost among them. But wavelet analysis is still a new and emerging field. No doubt, many uncharted uses of the wavelet coefficients lie in wait. Wavelet Families Several families of wavelets that have proven to be especially useful example: Haar, Daubechies, Biorthogonal, Coiflets, Symlets, Morlet, Mexican Hat, Meyer etc.. Depend on our application we have to choose suitable wavelet. Wavelet Applications Detecting Discontinuities and Breakdown Points Detecting Long-Term Evolution

Detecting Self-Similarity Identifying Pure Frequencies Suppressing Signals De-Noising Signals De-noising Images Compressing Images Fast Multiplication of Large Matrices

References 1. Wavelets and Filter Banks, by Strang and Nguyen. 2. wavelet tutorial by ROBI POLIKAR