Questions tagged [wavelets]

For questions related to wavelets and wavelet theory.

A wavelet is a wave-like oscillation with an amplitude that begins at zero, increases, and then decreases back to zero. It can typically be visualized as a "brief oscillation" like one recorded by a seismograph or heart monitor. Generally, wavelets are intentionally crafted to have specific properties that make them useful for signal processing. Using a "reverse, shift, multiply and integrate" technique called convolution, wavelets can be combined with known portions of a damaged signal to extract information from the unknown portions.

For example, a wavelet could be created to have a frequency of middle C and a duration of a 32nd note. If that wavelet were to be convolved with a signal created from the recording of a song, then the resulting signal would be useful for determining when the middle C was being played in the song. Mathematically, the wavelet will correlate with the signal if the unknown signal contains information of similar frequency. This concept of correlation is at the core of many practical applications of wavelet theory.

As a mathematical tool, wavelets can be used to extract information from many different kinds of data, including-–but certainly not limited to--audio signals and images. Sets of wavelets are generally needed to analyze data fully. A set of "complementary" wavelets will decompose data without gaps or overlap so that the decomposition process is mathematically reversible. Thus, sets of complementary wavelets are useful in wavelet based compression/decompression algorithms where it is desirable to recover the original information with minimal loss.

In formal terms, that representation is a wavelet series representation of a square-integrable function with respect to either a complete, orthonormal set of basis functions, or an overcomplete set or frame of a vector space, for the Hilbert space of square integrable functions. That is accomplished through coherent states.

Wavelet theory is applicable to several subjects. All wavelet transforms may be considered forms of time-frequency representation for continuous-time (analog) signals and so are related to harmonic analysis. Almost all practically useful discrete wavelet transforms use discrete-time filter banks. Those filter banks are called the wavelet and scaling coefficients and can contain either finite impulse response (FIR) or infinite impulse response (IIR) filters. The wavelets forming a continuous wavelet transform (CWT) are subject to the uncertainty principle of Fourier analysis respective sampling theory: Given a signal with some event in it, one cannot assign simultaneously an exact time and frequency response scale to that event. The product of the uncertainties of time and frequency response scale has a lower bound. Thus, in the scaleogram of a continuous wavelet transform of this signal, such an event marks an entire region in the time-scale plane instead of just one point. Also, discrete wavelet bases may be considered in the context of other forms of the uncertainty principle.

Wavelet transforms are divided into three classes: continuous, discrete and multiresolution.

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Difference between Fourier transform and Wavelets

While understanding difference between wavelets and Fourier transform I came across this point in Wikipedia. The main difference is that wavelets are localized in both time and frequency whereas the standard Fourier transform is only localized in…
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What is a "vanishing moment"?

In this paper, Sweldens says about desireable properties of wavelets: To analyze and represent such signals we need wavelets that are local in space and frequency. Typically this is achieved by building wavelets which have compact support…
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What is difference between Fourier Transform and Fast Fourier Transform?

If you think about Fourier Transform, in the classical cases, say on the real line, what it is? Just a waded sum. Right? You take a function $f$, and you take it's Fourier Transform at particular frequency k, then it’s going to be something like…
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What is the precise mathematical definition of what a wavelet is and what is its relation to linear algebra?

I was reading on wavelets and it seems that its hard to find a precise mathematical definition of what this concept is. My confusion first arose due to Gilbert Stang's linear algebra book. In particular consider the following extract: It talks…
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Wavelet transform vs Windowed Fourier

I'm learning wavelets and there's a problem I can not figure out for quite a while: One of the advantages of the wavelet transform is that it has a variable which allows us to change it's scale dynamically while in window Fourier transform we stick…
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Why can Bessel sequences be defined by the condition $\sum_{k=1}^{\infty}|\langle f,f_{k}\rangle|^{2}<\infty$?

A sequence $\{f_{k}\}_{k=1}^{\infty}$ is called a Bessel sequence in a Hilbert space $H$, if there exists $B>0$ such that $$\sum_{k=1}^{\infty}|\langle f,f_{k}\rangle|^{2}\leq B\|f\|^{2}$$ for all $f\in H$. But my question is: is this an equivalent…
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Decomposing a discrete signal into a sum of rectangle functions

Hello math@stackexchange community ! I have a simple question that seems to have a non trivial answer. Given a discrete one dimensional signal $w(x)$ defined in a finite range, and the boxcar (rectangular) function $r(x)$ $$r(x)=\begin{cases} 1 &…
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An introduction to wavelets, and the wavelet transform

I am looking for a good introduction to the wavelet transform, particularly in the context of image processing. I am very comfortable with the Fourier transforms, and I've got a good background in applied math (undergraduate physics degree, masters…
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Potential uses for viewing discrete wavelets constructed by filter banks as hierarchical random walks.

I have some weak memory that some sources I have encountered a long time ago make some connection between random walks and wavelets, but I am quite sure it is not in the same sense. What I was thinking is to in the matrices representing filtering…
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Orthogonality of Haar wavelet functions

I'm reading about wavelets and I bumped into the follwing: $\text{Haar wavelet is a step function}\; \psi(x), \text{which takes values 1 and -1, when}\; x \;\text{is in the ranges}\; [0, \frac{1}{2}) \;\text{and}\; [\frac{1}{2},…
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Wavelets: Cone Of Influence

While reading this paper I came across the term Cone of Influence which is described as COI is the region of the wavelet spectrum in which edge effects become important and is defined here as the e-folding time for the autocorrelation of wavelet…
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Wavelet Theory -- where do I start?

I am in the process of implementing a Fixed-Point Fast Fourier Transform. The Fixed-Point FFT requires mathematical background in the area of wavelets and lifting schemes. What are good resources/pre-requisites in order to learn wavelet theory? I…
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Absolute Continuity of Finite Borel Measure Characterized by Orthonormal Basis

I've been working through Fundamentals of Stochastic Filtering (Bain, Crisan) and am a little perplexed by the following (initially) seemingly straightforward exercise and its given solution. We are given a certain finite Borel measure $\mu$ on…
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Which time-frequency coefficients does the Wavelet transform compute?

(I asked this on Stack Overflow a while ago and didn't get a satisfying answer, so I'm trying again here.) The Fast Fourier Transform takes O(N log N) operations, while the Fast Wavelet Transform takes O(N). But what, specifically, does the FWT…
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What's the difference/connection between PCA and inverse Fourier transform?

Principle Component Analysis (PCA) finds the component with the highest contribution, which is very similar to the idea of inverse Fourier transform, which finds the frequency with the highest weight. Could someone help clarify their…
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