THE CONTINUOUS (MORLET) WAVELET TRANSFORM Def n: Continuous or Morlet wavelet xform: 1 b a Wb {x(t)} = x(t) ( t a )dt, a > 0 a 1.

1. Large a >> 0 long time scale, coarse resolution. Small 0 < a << 1 short time scale, ne resolution. 2. Requirements on the mother wavelet (t): a. (0) = 0 bandpass (important requirement). )|2 b. C = 0 |( | | d < . This is satised in practice if (0) = 0 and if |lim | ( ) = 0 no impulse in (t).
a 3. Reconstruct x(t) from Wb {x(t)} using the formula 1 1 b db da a x(t) = C 0 Wb {x(t)} a ( t a ) a2 Proof: See V&K p.302-3.

4. Properties: a a a. Shift-invariant: Wb {x(t t0 )} = Wb t0 {x(t)}.

a b. Scale: Wb {x(t/c)} = |c|Wb/c {x(t)}. 1 db a c. Parseval: |x(t)|2 dt = C |Wb {x(t)}|2 da a2 . Proof: See V&K p.306-7. t /2 j0 t ( 0 ) 5. Morlet wavelet: (t) = 21 e e ; ( ) = e 0 = 5.336 1st peak of Re[ (t)]=half t = 0 value. 6. Sample: a = 2m , b = n2m dyadic wavelet sampling. This xform is heavily overdetermined and redundant.
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THE SHORT-TIME FOURIER TRANSFORM (STFT) Def n: The STFT is dened as ST F T, {x(t)} = w(t )x(t)ejt dt. 1. Fourier xform of windowed (by w(t )) x(t). As changes, pick o x(t) at dierent times. 2. Requirements on the window w(t): None. Usually normalize |w(t)|2 dt = 1. Should be localized in time and frequency to be useful. 3. Reconstruct x(t) from ST F T, {x(t)}: ST F T, {x(t)}w(t )ejt d d . x(t) = 21 4. Properties: a. STFT time-frequency tilings all same size. Wavelet: t-f tilings have dierent sizes. b. Parseval: |x(t)|2 dt = 21 |ST F T, {x(t)}|2 .d d Proof: V&K p.313-4. c. Spectrogram: |ST F T, {x(t)}|2 is local psd. 5. Gabor function: w(t) = beat ; W ( ) = b 2 Gabor logon: basis function bea(t ) ejt . Best localization in time and frequency.
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6. Sample: = m0 , = n0 since time-frequency tilings all have same size. STFT is heavily overdetermined and redundant.