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Wavelets
Yevhen Hlushchuk, 11 November 2004
Usefull wavelets
analyzing of transient and nonstationary signals EP noise reduction = denoising compression of large amounts of data (other basis functions can also be employed)
Introduction
main point is to accomodate temporal information (crucial in evoked responses (EP) analysis)
Another definition: A wavelet is an oscillating function whose energy is concentrated in time to better represent transient and nonstationary signals (illustration).
Multiresolution analysis
The signal can be viewed as the sum of: 1. a smooth (coarse) part reflects main features of the signal (approximation signal); 2. a detailed (fine) part faster fluctuations represent the details of the signal. The separation of the signal into 2 parts is determined by the resolution.
The scaling function is introduced for efficiently representing the approximation signal xj(t) at different resolutions. This function has a unique wavelet function related to it. The wavelet function complements the scaling function by accounting for the details of a signal (rather than its approximations)
What should you want from the scaling and wavelet function?
1.
2.
3.
Orthonormality and compact support (concentrated in time, to give time resolution) Smooth, if modeling or analyzing physiological responses (e.g., by requiring vanishing moments at certain scale): Daubechies, Coiflets. Symmetric (hard to get, only Haar or sinc, or switching to
biorthogonality)
Haar wavelet (square wave, limited in time, superior time localization) Mexican hat (smooth) Daubechies, Coiflet and others (Fig4.44)
One more example but now with a smooth function Coiflet-4, you see, this one models the response somewhat better than Haar
Denoising
Truncation (denoising is done without sacrificing much of the fast changes in the signal, compared to linear techniques) Hard thresholding (zeroing) Soft thresholding (zeroing and shrinking the others above the threshold) Scale-dependent thresholding Time windowing Scale-dependent time windowing
Example: Daubechies-4. Noise in finer scales!!! (as usually). Good reason for scaledependent thresholding
2. 3.
Producing more accurate measurements of latency and time Thus, of great value for single-trial analysis Improves results of the Woody method (latency correction)
Summary
The strongest point (as I see:) in the wavelets is flexibility (2-dimenionality) compared to other basis functions analysis we studied. Wavelet analysis useful in : analyzing of transient and nonstationary signals (single-trial EPs) EP noise reduction = denoising compression of large amounts of data (other basis functions can also be employed)
Happy end
Oooooopshu!