Introduction to a Transient World. Fourier Kingdom. Discrete Revolution. Time Meets Frequency. Frames. Wavelet Zoom. Wavelet Bases. Wavelet Packet and Local Cosine Bases. An Approximation Tour. Estimations are Approximations. Transform Coding. Appendix A: Mathematical Complements. Appendix B: Software Toolboxes.

http://ahvazdownload.persiangig.com/document/article/39.pdf

A wavelet tour of signal processing

The time-frequency and time-scale communities have recently developed a large number of overcomplete waveform dictionaries --- stationary wavelets, wavelet packets, cosine packets, chirplets, and warplets, to name a few. Decomposition into overcomplete systems is not unique, and several methods for decomposition have been proposed, including the method of frames (MOF), Matching pursuit (MP), and, for special dictionaries, the best orthogonal basis (BOB).
Basis Pursuit (BP) is a principle for decomposing a signal into an "optimal" superposition of dictionary elements, where optimal means having the smallest l1 norm of coefficients among all such decompositions. We give examples exhibiting several advantages over MOF, MP, and BOB, including better sparsity and superresolution. BP has interesting relations to ideas in areas as diverse as ill-posed problems, in abstract harmonic analysis, total variation denoising, and multiscale edge denoising.
BP in highly overcomplete dictionaries leads to large-scale optimization problems. With signals of length 8192 and a wavelet packet dictionary, one gets an equivalent linear program of size 8192 by 212,992. Such problems can be attacked successfully only because of recent advances in linear programming by interior-point methods. We obtain reasonable success with a primal-dual logarithmic barrier method and conjugate-gradient solver.

Atomic Decomposition by Basis Pursuit

Donoho and Johnstone (1994) proposed a method for reconstructing an unknown function f on [0,1] from noisy data d/sub i/=f(t/sub i/)+/spl sigma/z/sub i/, i=0, ..., n-1,t/sub i/=i/n, where the z/sub i/ are independent and identically distributed standard Gaussian random variables. The reconstruction f/spl circ/*/sub n/ is defined in the wavelet domain by translating all the empirical wavelet coefficients of d toward 0 by an amount /spl sigma//spl middot//spl radic/(2log (n)/n). The authors prove two results about this type of estimator. [Smooth]: with high probability f/spl circ/*/sub n/ is at least as smooth as f, in any of a wide variety of smoothness measures. [Adapt]: the estimator comes nearly as close in mean square to f as any measurable estimator can come, uniformly over balls in each of two broad scales of smoothness classes. These two properties are unprecedented in several ways. The present proof of these results develops new facts about abstract statistical inference and its connection with an optimal recovery model. >

De-noising by soft-thresholding

A new Ensemble Empirical Mode Decomposition (EEMD) is presented. This new approach consists of sifting an ensemble of white noise-added signal (data) and treats the mean as the final true result. Finite, not infinitesimal, amplitude white noise is necessary to force the ensemble to exhaust all possible solutions in the sifting process, thus making the different scale signals to collate in the proper intrinsic mode functions (IMF) dictated by the dyadic filter banks. As EEMD is a time–space analysis method, the added white noise is averaged out with sufficient number of trials; the only persistent part that survives the averaging process is the component of the signal (original data), which is then treated as the true and more physical meaningful answer. The effect of the added white noise is to provide a uniform reference frame in the time–frequency space; therefore, the added noise collates the portion of the signal of comparable scale in one IMF. With this ensemble mean, one can separate scales naturall...

/pdf/ensemble-empirical-mode-decomposition-a-noise-assisted-data-4htvj7tcuy.pdf

Ensemble empirical mode decomposition: a noise-assisted data analysis method

The time-frequency and time-scale communities have recently developed a large number of overcomplete waveform dictionaries---stationary wavelets, wavelet packets, cosine packets, chirplets, and warplets, to name a few. Decomposition into overcomplete systems is not unique, and several methods for decomposition have been proposed, including the method of frames (MOF), matching pursuit (MP), and, for special dictionaries, the best orthogonal basis (BOB).
Basis pursuit (BP) is a principle for decomposing a signal into an "optimal"' superposition of dictionary elements, where optimal means having the smallest l1 norm of coefficients among all such decompositions. We give examples exhibiting several advantages over MOF, MP, and BOB, including better sparsity and superresolution. BP has interesting relations to ideas in areas as diverse as ill-posed problems, abstract harmonic analysis, total variation denoising, and multiscale edge denoising.
BP in highly overcomplete dictionaries leads to large-scale optimization problems. With signals of length 8192 and a wavelet packet dictionary, one gets an equivalent linear program of size 8192 by 212,992. Such problems can be attacked successfully only because of recent advances in linear and quadratic programming by interior-point methods. We obtain reasonable success with a primal-dual logarithmic barrier method and conjugate-gradient solver.

/pdf/atomic-decomposition-by-basis-pursuit-2z0e8wwyak.pdf

The mathematical characterization of singularities with Lipschitz exponents is reviewed. Theorems that estimate local Lipschitz exponents of functions from the evolution across scales of their wavelet transform are reviewed. It is then proven that the local maxima of the wavelet transform modulus detect the locations of irregular structures and provide numerical procedures to compute their Lipschitz exponents. The wavelet transform of singularities with fast oscillations has a particular behavior that is studied separately. The local frequency of such oscillations is measured from the wavelet transform modulus maxima. It has been shown numerically that one- and two-dimensional signals can be reconstructed, with a good approximation, from the local maxima of their wavelet transform modulus. As an application, an algorithm is developed that removes white noises from signals by analyzing the evolution of the wavelet transform maxima across scales. In two dimensions, the wavelet transform maxima indicate the location of edges in images. >

Singularity detection and processing with wavelets

The characterization and the separation of amplitude and frequency modulated signals is a classical problem of signal analysis and signal processing. We present a couple of new algorithmic procedures for the detection of ridges in the modulus of the (continuous) wavelet transform of one-dimensional (1-D) signals. These detection procedures are shown to be robust to additive white noise. We also derive and test a new reconstruction procedure. The latter uses only information from the restriction of the wavelet transform to a sample of points from the ridge. This provides a very efficient way to code the information contained in the signal.

/pdf/characterization-of-signals-by-the-ridges-of-their-wavelet-51qd3seg9k.pdf

Characterization of signals by the ridges of their wavelet transforms

The ridges of the wavelet transform, the Gabor transform, or any time-frequency representation of a signal contain crucial information on the characteristics of the signal. Indeed, they mark the regions of the time-frequency plane where the signal concentrates most of its energy. We introduce a new algorithm to detect and identify these ridges. The procedure is based on an original form of Markov chain Monte Carlo algorithm especially adapted to the present situation. We show that this detection algorithm is especially useful for noisy signals with multiridge transforms. It is a common practice among practitioners to reconstruct a signal from the skeleton of a transform of the signal (i.e., the restriction of the transform to the ridges). After reviewing several known procedures, we introduce a new reconstruction algorithm, and we illustrate its efficiency on speech signals and its robustness and stability on chirps perturbed by synthetic noise at different SNRs.

/pdf/multiridge-detection-and-time-frequency-reconstruction-57oq53i75y.pdf

Multiridge detection and time-frequency reconstruction

The purpose of the book is to give a self-contained presentation of the techniques of time-frequency/time-scale analysis of 1-D signals and provide a set of useful tools to perform the analyses. Such a package should be especially attractive to the part of the scientific community interested in mathematical and practical issues, especially if they involve random or noisy signals with possibly nonstationary features. The use of the S language is a reflection of the intent to reach the statistical community that, despite the traditional interest in the spectral analysis of time series and the pervasive use of orthonormal wavelet bases, has seen very few attempts to understand the benefits of the continuous transforms. The first part of the book is intended to be a hands-on crash course on some of the major components of the time-frequency analysis of signals. A special emphasis is put on the analyses of noisy signals, and great care is taken to address the stationarity issue and describe the statistical significance of the spectral analyses and the denoizing procedures. The second part of the book is a reference manual for the library of S functions, which is written to perform all the computations relative to the examples described in the first part of the monograph.

Practical Time-Frequency Analysis

Time frequency analysis has been the object of intense research activity in the last decade. This book gives a self-contained account of methods recently introduced to analyze mathematical functions and signals simultaneously in terms of time and frequency variables. The book gives a detailed presentation of the applications of these transforms to signal processing, emphasizing the continuous transforms and their applications to signal analysis problems, including estimation, denoising, detection, and synthesis. To help the reader perform these analyses, Practical Time-Frequency Analysis provides a set of useful tools in the form of a library of S functions, downloadable from the authors' Web sites in the United States and France. Key Features* Detailed presentation of the Wavelet and Gabor transforms* Applications to deterministic and random signal theory* Spectral analysis of nonstationary signals and processes* Numerous practical examples ranging from speech analysis to underwater acoustics, earthquake engineering, internet traffic, radar signal denoising, medical data interpretation, etc* Accompanying software and data sets, freely downloadable from the book's Web page

Wen-Liang Hwang

Papers

Singularity detection and processing with wavelets

Characterization of signals by the ridges of their wavelet transforms

Multiridge detection and time-frequency reconstruction

Practical Time-Frequency Analysis

Practical Time-Frequency Analysis, Volume 9: Gabor and Wavelet Transforms, with an Implementation in S