A Fifteen Minutes Introduction of Wavelet Transform and Applications

Paul C. Liu1

Abstract
This is a very brief introduction on the basic concepts of wavelet transform and its applications. It is certainly not possible to present comprehensive details for wavelets in a short time, only an attempt to interject some underlying features to engineers who are not yet familiarize with wavelet transform on what makes wavelet one of the most exciting useful tools as well as research areas today. Topics introduced include the why, what and how of wavelets, continuous wavelet transforms, time-frequency analysis, stationary and nonstationary processes, and available tools for engineering applications.

Introduction
It is probably both unrealistic and irrational to expect that one can make an effective introduction on wavelet transform in fifteen minutes. Inasmuch as this is the first time that a session of wavelet transform applications is originated in the ASCE/WRE Conference, some brief introductory remarks might be suitable to lead off the session. This brief introduction can, at most, present a glimpse of a subset of the extensive and growing field of wavelet studies. Hopefully, at least, for someone that has not encountered wavelet transform before can develop some appreciation of what can be accomplished from wavelet applications. Perhaps one of the reasons that wavelet transform has enjoyed a tremendous and instant popularity and phenomenal development in the last decade is a recognition of the fact that wavelet transform surmounted some of the long known shortcomings of the widely used Fourier transform. Fourier transform provides frequency domain representation for temporal processes of signal or function that are only available in the time domain. The development of Fourier analysis and Fourier transform over a century ago represented one of the major accomplishments of physics and mathematics. However, Fourier analysis provides frequency information that can only be extracted for the complete duration of the signal, it gives no information about the local variations in time and requires the signal to be stationary. As Newland (1993) noted that there is no way of knowing whether the value of Fourier transform of a signal at a particular frequency is derived from frequencies present throughout the life of the signal or during one or few selected periods. The wavelet transform, on the other hand, with its ability to perform local time-frequency decomposition will be really able to measure the time dependent variations of instantaneous frequency contents of a nonstationary signal.

NOAA/Great Lakes Environmental Research Laboratory, Ann Arbor, MI 48105 liu@glerl.noaa.gov

While wavelet analysis is evolving into a prime subject in mathematics, wavelet transform has been invigorated as an inspiring new tool for applications in a multitude of diversified disciplines. Most of the applications in the voluminous publications of books and papers appear to be mainly concerning with data smoothing, data compression, and image reconstruction, among others. With the exception of a handful of studies in turbulence, hydrodynamics, and hydrological, wavelet transform is still a rarity in the fields of civil engineering. It is hoped that this paper can be instrumental, even to a lesser extent, to facilitate an interest in wavelet applications.

Continuous Wavelet Transform

For someone familiar with Fourier transform, continuous wavelet transform can be readily envisioned as an extension of Fourier transform. Just as Fourier transforms decompose stationary signals canonically into linear combinations of sines and cosines waves, the continuous wavelet transforms decompose nonstationary signals into linear combinations of wavelets. So a logical starting point to discuss continuous wavelet transform is with Fourier transform. For a given function or data signal, X (t ) , which is assumed to be square integrable, its ( ) , given by Fourier transform, X
( ) = X (t )e it dt , X

(1)

which transforms the function in the time domain to the frequency domain. In order to examine the characteristics of the function in the frequency domain as well as the time domain, a direct approach of extending Eq.(1) to the time-frequency domain can be obtained by including a time windowing function g (t ) such that:
( , ) = X (t )g (t )e i dt . X

(2)

Eq. (2), known as the windowed Fourier transform or short-time Fourier transform, can be discretized in practice by setting the time, , and frequency, , as a 0 and b 0 respectively, where a and b are real numbers and 0, 0 > 0 . Then
(a, b ) = X (t )g (t )dt , X ab

(3)

with g ab (t ) = g (t a 0 )e ib 0t . (4) Formulating analogously and replacing the g ab (t ) with a new family of functions as:

ab (t ) = a

1 / 2

t b , a

(5)

readily leads to the wavelet transform:

 ~ 1 / 2 t b X (a, b ) = X (t ) a * (6) dt , a where a > 0, < b < , and the asterisk superscript indicates the complex conjugate. A family of functions ab (t ) in Eq. (5) are obtained from scaling (dilation) and shifting (translation) with the factors a and b, respectively, of a fixed basic function, (t ) , known

as the mother wavelet. The normalization factor a constant norm,

1/ 2

in Eq. (5) ensures that ab has a (7)

in the space of square integrable functions. In order for the function to be a mother wavelet it needs to satisfy the following admissibility condition, 2 ( ) C = d < , (8)

ab (t ) = ab (t ) dt = 1 ,

so that a signal or function, X (t ) , can be reconstructed from the wavelet, ab (t ) , and its ~ corresponding wavelet transform, X (a, b ) , as: 1 ~ dadb X (t ) = X (a, b ) ab (t ) 2 . (9) C b The reconstruction formula, Eq. (9), also known as the resolution of the identity, and the admissibility condition, Eq. (8), were derived by Grossmann and Morlet (1984) for signal processing. Grossmann and Morlet were unaware that a similar formula had been derived by Calderon (1964) from a different context long before the onset of the wavelet era. Eqs. (5)-(9) essentially summarize the general approach of the continuous wavelet transform. Detailed derivations and proofs can be found in most wavelet texts (e.g. ( ) is, in Daubechies, 1992; Mallat, 1998.) Note that since the Fourier transform general, continuously differentiable, then the admissibility condition, Eq. (8), implies that Thus a wavelet (t ) must be a function that oscillates and has zero average, which led Grossmann and Morlet to describe (t ) as a wavelet" -- a wavelet oscillates for a little while like a wave, but is then localized by damping. The continuous wavelet transform transforms a function or signal of one independent variable t into a function of two independent variables a and b. This approach is redundant and not efficient for algorithm implementations. Therefore in practice the continuous wavelet transform, Eq. (6), can be discretized by setting the dilation and translation factors as a = 2 s and b = 2 s , respectively, (Daubechies, 1992) to obtain s (t ) = 2 s / 2 (2 s t ) , (11) where s and are integers and represent scale (or frequency) and time, respectively. Then the wavelet transform, Eq. (6), becomes
( ) =0 = (t )dt = 0 .

(10)

s 1 2s / 2 s ~ t * ( )e i 2 d . X (s, ) = s / 2 X (t ) * s dt = X 2 (12) 2 2 2 The last part of the above equality, in terms of the Fourier transforms of the time series and wavelet which is convenient for practical applications, follows directly from the Parsevals theorem.

The Morlet Wavelet

Unlike the Fourier transform, which is confined to the sine and cosine bases, the continuous wavelet transform can have many forms of mother wavelet to choose from. Also different from the Fourier transform and other transforms, wavelet transform usually do not lead to closed to closed form solutions except in a few known cases. One of the most well known and widely used mother wavelet is the Morlet wavelet, which is the one originally developed by Morlet (Morlet et al., 1982) and used in geophysics signal analysis. It is a complex-valued wavelet derived from a plane wave modulated by a Gaussian envelope defined as:

Figure 1. Real (blue) and imaginary (red) parts of the Morlet wavelet and its Fourier transform.

where m = (2 / ln 2 ) is the central frequency that can be chosen for a fitting wavelet shape. Its Fourier transform is 2 2 2 ( ) = 1 / 4 e ( m ) / 2 e (m + ) . (14) Figure 1 shows the Morlet wavelet in corresponding time and frequency domains. Note that with a typical value of m, generally chosen to be larger than 5, the second term in Eq. (13) is of the order of 10 7 or less, practically negligible. The including of the second term only ensures the admissibility is satisfied. In practice as well as in many publications, the second term is usually not included.
1/ 2

(t ) = 1 / 4 e imt e m

/2

)e

t / 2 2

(13)

An Example of Wavelet Transform

The wavelet domain representation expands the dimensionality of the functional signal. For a one-dimensional time series, the familiar Fourier domain representation provides energy as a function of frequency. The wavelet domain representation includes the energy over both time and scale (or frequency) axes. So the result is three-dimensional with energy usually characterized in contours. Figure 2 illustrates an example of the nature and characteristics of the wavelet transform in practice. The synthesized nonlinear and nonstationary signal is given by 1/ 2 2 3 X (t ) = et Sin a t 2 Cos b t 3 , (15) where is an arbitrary constant and a , b are different frequencies. The time series, shown in panel (a) of the figure, examplifies variant grouping features in addition to continued changing amplitude and frequency with respect to time. Its conventional energy spectrum, shown in panel (b), calculated with different windows clearly failed to reflect an appropriate representation of the signal characteristics. The magnitude of the wavelet spectrum in panel (c), on the other hand, correspondingly captures the essence of the underlying grouping characteristics. Each group of waves in the time series is represented in the magnitude plot of wavelet transform by a contour island, or energy patch, with appropriate time and frequency localization. The phase of the wavelet transform shown in panel (d) does not reflect the groupings, but does display the general trend of frequency variations.

) (

This example amply demonstrate the substantial advantages of wavelet transform for analyzing nonlinear and nonstationary time series for which the conventional Fourier transform failed to provide meaningful results.

Figure 2. Example of comparing frequency spectrum and wavelet spectrum. (a) The time series. (b) The frequency spectrum with Bartlett, Hanning, and Boxcar windows in blue, green, and red respectively. (c) The modulus and (d) phase of the wavelet spectrum.

Concluding Remarks
As an outgrowth from the conventional Fourier transform, the continuous wavelet transform is appropriately regarded as a complement to the Fourier transform. Indeed the wavelet transform can be used to analyze the nonlinear and nonstationary time series for which the Fourier transform fails to provide meaningful results. Generally stationary time series, on the other hand, would not really need the wavelet transform when the time localization is not necessary. Wave analysis, while growing rapidly, is still a young field. There are bounteous applications and developments which remains to be explored. This paper, aimed at introducing the wavelet transform approach as a tool for engineering studies, presented only a small fraction of the wavelet analysis. Still there are plenty of new directions and new perspectives which will be spring forth with new challenges. As wavelet analysis can be overrated by aficionados and underrated by skeptics, it is germane to quote Farge (1992):The wavelet transform is a sophisticated tool and its use might be very fruitful for the understanding of turbulence, if one is wise enough to first become accustomed with it. Clearly the understanding can be extended from turbulence to other engineering processes and research areas.

References
Calderon, A. P., 1964: Interdiate spaces and interpolation, the complex method. Stud. Math., 24, 113-190. Daubechies, I., 1992: Ten Lectures on Wavelets, SIAM, 357pp. Farge, M., 1992: Wavelet transform and their applications to turbulence. In Annual Rev. Fluid Mech., J. Lumley, et al. Eds., Annual Reviews Inc., 24, 395-457. Grossmann, A. and J. Morlet, 1984: Decomposition of Hardy functions into square integrable wavelet of constant shape. SIAM J. Math. Anal. , 15, 723-736. Mallat, S., 1998: A Wavelet Tour of signal Processing, Academic Press, 577pp. Morlet, J., G. Arens, I. Fourgeau, and D. Giard, 1982: Wave propagation and sampling theory, Geophysics, 47, 203-236. Newland, D.E., 1993: An Introduction to Random Vibrations, Spectral and Wavelet Analysis, 3rd Ed., Longman Scientific and Technical, 477pp.