Introduction to Wavelets
Its purpose is to present the ideas, goals, and outline of properties for an
understanding of and ability to use
wavelets and wavelet transforms.
A wavelet is a "small wave", which has its energy concentrated in time to
give a tool for the analysis of transient, nonstationary, or time-varying phenomena.
It still has the oscillating wave like characteristic but also has the ability to
allow simultaneous time and frequency analysis with a flexible mathematical
foundation.
A Sine Wave Daubechies' Wavelet ΨD20
the wave (sinusoid) oscillating with equal amplitude over - ∞ ≤ t ≤ ∞ and, therefore,
having infinite energy and with the wavelet having its finite energy concentrated
around a point.ᵢᵢWe will take wavelets and use them in a series expansion of
signals or functions much the same way a Fourier series uses the wave or sinusoid
to represent a signal or function.
Wavelets and Wavelet Expansion Systems
A signal or function f(t) can often be better analyzed, described, or processed if
expressed as a linear decomposition by
f(t) = ΣAᵢΨᵢ(t)
where i is an integer index for the finite or infinite sum, Aᵢ are the real-valued
expansion coefficients, and Ψᵢ(t) are a set of real-valued functions of t called the
expansion set.
If the expansion is unique, the set is called a basis for the class of functions that
can ₒₒso expressed.
If the basis is orthogonal, meaning
then the coefficients can be calculated by the inner product
For a Fourier series, the orthogonal basis functions Ψk(t) are sin(kwₒt) and
cos(kwₒt) with frequencies of kwₒ
For the wavelet expansion, a two-parameter system is constructed such that
becomes
where both j and k are integer indices and the Ψj,k(t) are the wavelet expansion
functions that usually form an orthogonal basis.
The set of expansion coefficients aj,k are called the discrete wavelet transform
(PWT) of f(t) and is the inverse transform.
What is a Wavelet System?
The wavelet expansion set is not unique. There are many different wavelets
systems that can be used effectively, but all seem to have the following three
general characteristics.
A wavelet system is a set of building blocks to construct or represent a signal or
function. It is a two-dimensional expansion set (usually a basis) for some class of
one- (or higher) dimensional signals. In other words, if the wavelet set is given by
Ψi,k(t) for indices of j, k = 1,2,…, a linear expansion would be f(t) = ΣkΣj AjkΨj,k(t)
for some set of coefficients aj,k'
The wavelet expansion gives a time-frequency localization of the signal. This
means most of the energy of the signal is well represented by a few expansion
coefficients, Aj,k.
The calculation of the coefficients from the signal can be done efficiently. It turns
out that many wavelet transforms (the set of expansion coefficients) can calculated
with O(N) operations. This means the number of floating-point multiplications and
additions increase linearly with the length of the signal. More general wavelet
transforms require O(N log(N)) operations, the same as for the fast Fourier
transform (FFT).
Fourier series maps a one-dimensional function of a continuous variable into a
one-dimensional sequence of coefficients, the wavelet expansion maps it into a
two-dimensional array of coefficients. We will see that it is this two-dimensional
representation that allows localizing the signal in both time and frequency.
A wavelet representation will give the location in both time and frequency
simultaneously. Indeed, a wavelet representation is much like a musical score
where the location of the notes tells when the tones occur and what their
frequencies are.
