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References
Introduction to
Time-Frequency Analysis and Wavelet Transforms
Arun K. Tangirala
Department of Chemical Engineering, IIT Madras
Lecture 1.1
Introduction
References
Introduction
Lecture 1.1
References
Signal
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1
0
-1
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Spectral Density
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Time
Scalogram using Morlet wavelet
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500
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0.15
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20
Frequency
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Time
Signal in time
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Real part
Real part
Signal in time
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-0.02
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-1
-0.04
Linear scale
Linear scale
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Frequency [Hz]
Frequency [Hz]
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600040002000
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Time [s]
Lecture 1.1
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150
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Time [s]
Introduction
References
Multiscale systems cannot be analyzed by standard techniques that use single-scale basis (e.g.,
Fourier basis)
I
Alternatively, a basis with zoom-in (fine resolution) and zoom-out (coarse resolution) feature is
required.
Introduction
Lecture 1.1
References
Historical Timeline
Year
Development
1807
1910
1930s
1940s
1960-80
1985
1988
1990-present
Lecture 1.1
Introduction
References
Application Areas
Field
Applications
Geophysics
Engineering
DSP
Econometrics
Mathematics
Computer
sion
Medicine
Chemistry
Astronomy
Arun K. Tangirala, IIT Madras
vi-
Lecture 1.1
References
Three tracks:
1. Signal Analysis: Break up signal into components with dierent frequency bands (multirate
filtering).
2. Feature extraction: Features based on energy density in the T-F plane.
3. Modelling: System analysis using time-frequency response functions; wavelets as basis functions.
Lecture 1.1
Introduction
References
0
0.5
1
0.05
Power
0.1
Power
Power
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0
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1
1
Amplitude
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Normalized (cyclic) freq.
X(!) =
1
X
x[k]e
j!k
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0.1
0.05
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Normalized (cyclic) freq.
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Normalized (cyclic) freq.
Power
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Amplitude
Amplitude
Amplitude
1
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0.05
0
0
0.2
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Normalized (cyclic) freq.
k= 1
Introduction
Lecture 1.1
References
It is not possible to localize or resolve the energy (power) density of a signal in time and frequency
with arbitrary fineness (duration-bandwidth principle).
Approaches:
1. Use methods that work within the walls of the duration-bandwidth principle, but choose
appropriate trade-os (e.g., STFT, wavelet transforms, smoothed WVDs)
2. Work with instantaneous frequencies (based on analytic representations of signals) (e.g.,
WVDs, empirical mode decomposition)
Lecture 1.1
Introduction
References
x(t)w(t
tc )e
j!t
dt
Introduction
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Lecture 1.1
References
Wigner-Ville Distributions
Wigner (1932) and Ville (1948) independently suggested direct computation of the joint energy density
function from the signal. Mathematically,
1
W V (t, !) =
2
x (t
)x(t + )e
2
2
j !
1
d =
2
)X(! + )e
2
2
X ? (!
j!
Adaptive basis functions - derived from signals (unlike fixed basis in Fourier / wavelet transforms)
WVD satisfies several desirable properties of a joint energy distribution function such as shift invariance, marginality conditions (unlike the STFT), finite support, etc. but suers from a few critical shortcomings such as distribution not guaranteed
to be positive-valued and interferences (see Cohen (1994))
Lecture 1.1
Introduction
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References
WVD: Example
1
Real part
Real part
Signal in time
Signal in time
1
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0
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0
-0.5
-1
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Linear scale
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Frequency [Hz]
0.3
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150
Time [s]
200
0.3
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250
0.05
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1.5 1 0.5
# 10 4
0.45
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Energy spectral density
Frequency [Hz]
Linear scale
2
# 10 4
50
100
150
Time [s]
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250
Introduction
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Lecture 1.1
References
WVD: Example
Signal in time
Signal in time
Real part
1
Real part
contd.
0.5
0
-0.5
0.5
0
-0.5
-1
1.5 1 0.5
# 10 4
0.45
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Frequency [Hz]
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0.05
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150
Time [s]
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250
2000
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0.25
0.05
Lecture 1.1
Linear scale
Frequency [Hz]
Linear scale
50
100
150
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250
Time [s]
Introduction
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References
Bibliography I
Cohen, L. (1994). Time Frequency Analysis: Theory and Applications. Upper Saddle River, New Jersey, USA:
Prentice Hall.
Hlawatsch, F. and F. Auger, eds. (2008). Time-Frequency Analysis: Concepts and Methods. London, UK: John
Wiley & Sons, Inc.
Mallat, S. (1999). A Wavelet Tour of Signal Processing. Second. San Diego, CA, USA: Academic Press.
Ville, J. (1948). Theorie et applications de la signal analytique. Cables et Transm. 2A (1), pp. 6174.
Wigner, E. (1932). On the quantum correction for thermodynamic equilibrium. Physical Reviews, 40, pp. 749759.
Introduction
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