5

Chng 1
PHP BIN I WAVELET
1.1- M U
Nh trnh by phn m u, giai on phn tch nh lng ng vai tr
quan trng trong vic phn tch ti liu t nn c nhiu phng php c a
ra. V cc phng php truyn thng, c th lit k mt s phng php tiu biu
nh phng php na dc cc i ca tip tuyn ca Peters, L.J., (1949) [60];
phng php xc nh v tr v su ca Werner, S., (1953) [79], phng php s
dng cc i ng cong ca Smith, R.A., (1959) [68], phng php s dng hnh
dng th v bin ca Parasnis, D.S., (1986) [59] T thp nin 60 ca th k
trc, my tnh pht trin mnh, ngi ta thng s dng phng php th - sai
gm phng php tin (forward method) v phng php nghch o (inverse
method) xc nh li gii bng my tnh; phng php ny c s dng rng
ri v pht trin cho n nay. Ngy nay, ngi ta thng s dng phng php tn
hiu gii tch (Nabighian, N.M., (1972, 1974) [55], [56], Hsu, S.K., Sibuet, J.C. v
Shyu, C.T., (1996) [41]) v phng php gii chp Euler (Thomson, D.T., (1982)
[72]; Reid, A.B. v nnk., (1990) [63] ); c hai phng php ny u t c s trn
vic tnh o hm theo phng ngang v phng thng ng ca tn hiu; hin nay,
hai phng php ny vn ang tip tc pht trin.
Nm 1958, Dean, W.C., [27] ngh s dng php bin i Fourier trong
bi ton chuyn trng v php tnh o hm trong phn tch ti liu t v trng
lc. Nm 1964, Cooley, J.W. v Turkey, J., [23] a ra thut ton php bin i
Fourier nhanh (Fast Forier Transform). T , php bin i Fourier c s dng
hu hiu v rng ri trong vic phn tch nh tnh v nh lng ti liu t (v

trng lc) [19], [69] v chng c pht trin cho ti nay [80]. Tuy nhin, php
bin i Fourier c nhng im hn ch ca n (s trnh by trong mc tip theo)
nn ngi ta tm nhng php bin i khc c nhiu u im hn. Ngy nay, ngi
ta s dng php bin i wavelet v n khc phc c cc khuyt im ca php
bin i Fourier. C hai php bin i wavelet l php bin i wavelet ri rc v
php bin i wavelet lin tc; chng c s dng trong vic phn tch nh tnh
[5], [64] v phn tch nh lng ti liu t [18], [32], [66].
Trong lun n ny, chng ti s dng php bin i wavelet lin tc; tuy
nhin, c ci nhn y v php bin i wavelet, trong chng ny chng ti
trnh by cc phn c bn ca php bin i wavelet lin tc v php bin i
wavelet ri rc.

1.2- PHP BIN I WAVELET LIN TC

1.2.1- Gii thiu
Trong x l tn hiu, php bin i Fourier (FT, Fourier Transform) l mt
cng c ton hc quan trng v n l cu ni cho vic biu din tn hiu gia min
khng gian v min tn s; vic biu din tn hiu trong min tn s i khi c li
hn l vic biu din trong min khng gian. Hnh 1.1a biu din tn hiu theo thi
gian, hnh 1.1b biu din php bin i Fourier ca tn hiu trong min tn s. Tuy
nhin, php bin i Fourier ch cung cp thng tin c tnh ton cc v ch thch hp
cho nhng tn hiu tun hon, khng cha cc t bin hoc cc thay i khng d
bo c. Trong hnh 1.1b, ph ca f(t) cho thy cc thnh phn tn s cu thnh tn
hiu nhng khng cho bit cc tn s ny xut hin u. khc phc khuyt
im ny, Gabor, D., (1946) [33] p dng php bin i Fourier ca s (WFT,
Windowed Fourier Transform) cho tng on nh ca tn hiu (ca s); php bin
i ny cho thy mi lin h gia khng gian v tn s nhng b khng ch bi
nguyn l bt nh Heisengber cho cc thnh phn tn s cao v tn s thp trong
tn hiu (Kaiser, G., 1994) [43]. Php bin i wavelet l bc tip theo khc
phc hn ch ny.

f(t)

(s)

F()

Hnh 1.1a: Tn hiu f(t)

(Hz)

Hnh 1.1b: Bin i Fourier ca tn hiu f(t).

Nm 1975, Morlet, J., pht trin phng php a phn gii (multiresolution);
trong , ng ta s dng mt xung dao ng, c hiu l mt wavelet (dch theo
t gc ca n l mt sng nh) cho thay i kch thc v so snh vi tn hiu
tng on ring bit. K thut ny bt u vi sng nh (wavelet) cha cc dao
ng tn s kh thp, sng nh ny c so snh vi tn hiu phn tch c mt
bc tranh ton cc ca tn hiu phn gii th. Sau sng nh c nn li
nng cao dn tn s dao ng. Qu trnh ny gi l lm thay i t l (scale) phn
tch; khi thc hin tip bc so snh, tn hiu s c nghin cu chi tit cc
phn gii cao hn, gip pht hin cc thnh phn bin thin nhanh cn n bn trong
tn hiu.
Sau y, chng ti trnh by v php bin i wavelet lin tc thun v
nghch ng thi trnh by mt s cc thuc tnh c bn ca cc hm wavelet c
th vn dng trong cc bi ton c th. Cc cng trnh nghin cu ca php bin i

wavelet lin tc p dng trong vic phn tch nh lng ti liu t c trnh by
trong chng hai.

1.2.2- Php bin i wavelet thun

Gi f(x) l tn hiu 1-D, php bin i wavelet lin tc ca f(x) s dng hm
wavelet 0 c biu din bi:
W (s , b ) =

1
s

f ( x ).

*
0

xb
)dx
s

(1.1)

trong :
-

W(s, b) l h s bin i wavelet lin tc ca f(x), vi s l t l (nghch o

ca tn s) v b l dch chuyn t trng v tr.

*0 ( x ) l hm lin hip phc ca wavelet 0 ( x ) c gi l hm wavelet

phn tch.
Phng trnh (1.1) cho thy, php bin i wavelet l mt nh x chuyn t
hm mt bin f(x) thnh hm W(s, b) ph thuc hai bin s l bin t l s v bin
dch chuyn b. H s chun ha 1 /( s ) trong (1.1) m bo cho s chun ha sng
wavelet vi cc t l phn tch s khc nhau 0(s, b) = 0 .
Php bin i wavelet c tnh linh ng cao so vi php bin i Fourier (s
dng duy nht hm m) v khng nht thit phi s dng mt hm wavelet c nh,
m c th la chn cc hm wavelet khc nhau trong h hm wavelet sao cho thch
hp vi bi ton (hnh dng ca hm wavelet ph hp vi tn hiu cn phn tch)
kt qu phn tch l tt nht. Hin nay, ngi ta xy dng c khong vi chc
cc h hm wavelet khc nhau nhm p dng cho nhiu mc ch phn tch a
dng. Hnh 1.2 th ca ba hm wavelet l hm wavelet Harr, hm wavelet
Daubechies 5 v hm wavelet Morlet.
Biu thc (1.1) c th vit li di dng tch trong (inner product) nh sau:
W (s, b) = f ( x ), 0 (s ,b ) ( x )

trong :

(1.2)

0(s , b ) ( x ) =

xb
0

s s

a)

b)

(1.3)

c)

Hnh 1.2: Ba dng hm wavelet

a) Wavelet Harr,

b) Wavelet Daubechies 5, c) Wavelet Morlet

1.2.3- Cc tnh cht ca hm wavelet

1.2.3.1- Tnh cht sng
Hm wavelet phc (tng qut) 0 c nh x hon ton trong c hai
min: min khng gian v min t l (nghch o tn s) v ng thi phi tha mn
tnh cht sng, ngha l dao ng vi gi tr trung bnh ca hm wavelet bng
khng:
+

0 ( y ) dy = 0

(1.4)

Nh vy, wavelet l dng sng nh c khng gian tn ti hu hn v c gi

tr trung bnh bng khng. H qu t tnh cht sng ca hm wavelet dn n s c
lp ca php bin i wavelet i vi tt c cc hm c phn tch.
Lu rng khi s dng php bin i wavelet lin tc, phi chun ha phin
bn ca hm wavelet l 0 (

xb
) trong mt vng khng gian gii hn c qui
s

nh bi kch thc ca s; bn ngoi vng gii hn hm wavelet trit tiu. Vy

php bin i wavelet lin tc cung cp nhng thng tin v s thay i cc b
vng ang kho st m chng ta khng cn quan tm n bin i ton cc ca hm
wavelet.

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1.2.3.2- c trng v nng lng

Nng lng tng ca tn hiu f(x) c nh ngha bi biu thc sau:
+

E=

f (x) 2 dx = f (x)

(1.5)

Tn hiu c nng lng xc nh khi biu thc (1.5) nhn gi tr xc nh.

Hm sng wavelet c c trng v nng lng c chun ha bng n v
cho mi t l s. Vy, tnh cht th hai ca hm wavelet l:
+

0 ( y ) dy = 1

(1.6)

1.2.4- Biu din cc h s wavelet

C hai cch biu din cc h s wavelet. Th nht, biu din cc h s
wavelet W(s, b) trong h ta ba trc vung gc (x, y, z) vi trc x biu din tham
s dch chuyn (v tr) b, trc y biu din tham s t l (l nghch o tn s) s v
trc thng ng z biu din h s wavelet W. Hnh 1.3a m t cch biu din cc h
s W(s, b) trong h ta ba trc vung gc, trn hnh ny, d dng xc nh v tr
hin din ca cc thnh phn tn s (nghch o ca t l). Th hai, biu din cc h
s W(s, b) trong mt phng khng gian t l (x, s) (gi l t l ) dng cc
ng ng tr hay dng nh; cch biu din ny thng dng trong x l nh.
Hnh 1.3b m t cch biu din cc h s W(s, b) trong t l dng cc ng
ng tr modun v pha. Hnh 1.3c m t cch biu din cc h s W(s, b) trong t l
dng nh.

Hnh 1.3a: Biu din h s wavelet trong h ta ba trc vung gc

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Hnh 1.3b: Biu din h s wavelet trong t l dng cc ng ng tr

Hnh 1.3c: Biu din h s wavelet trong t l dng nh

1.2.5- Php bin i wavelet nghch

Tng t nh php bin i Fourier, php bin i wavelet lin tc c tnh
thun nghch. Nu php bin i wavelet thun c dng (1.1) th php bin i
wavelet nghch c dng:

f (x) =

1
cg

xb
1
db 0 sW(s, b) 0 ( s )ds

(1.7)

trong :
- cg l hng s ph thuc vo hm wavelet c s dng.
Cng thc (1.7) cho php khi phc li tn hiu nguyn thy t cc h s
bin i wavelet bng php tnh tch phn theo ton b cc tham s t l s v dch

12

chuyn b. Trong (1.7), hm wavelet 0 c s dng thay cho hm lin hip phc
ca n trong biu thc (1.1).
Trong thc t, vic khi phc chnh xc tn hiu gc t php bin i wavelet
gp kh khn (khng ging nh vic khi phc tn hiu t php bin i Fourier).
Theo Vecsey, L., (2002) [78] vic khi phc tn hiu gc t php bin i wavelet
s cho kt qu chnh xc khi phng trnh sau y c tha:
1/ 2

+
()
c g = 2
d

<

(1.8)

trong :
- () l bin i Fourier ca hm ( x )

1.2.6- Php bin i wavelet lin tc hai chiu v nhiu chiu

Php bin i wavelet 2-D c cho bi phng trnh:
+

1
R B
W (s, B) = f (R ). *0 (
)dR
s
s

(1.9)

trong :
- R(x1, x2) l vct ta gm hai thnh phn l x1 v x2 tha h thc:
R 2 = x 12 + x 22

- B (b1, b2) l vct v tr, c hai thnh phn tha h thc: B 2 = b12 + b 22 .
H s (1/s) chun ha nng lng ca sng wavelet 2-D, c suy ra t
trng hp 1-D. Tn hiu f(R) l hm theo hai bin khng gian l x1 v x2.
Php bin i wavelet nghch 2-D c vit di dng:
1
f (R ) =
cg

dB s

W(s, B) 0 (

RB
)ds
s

(1.10)

So vi biu thc bin i wavelet nghch 1-D cho bi (1.7), biu thc (1.10)
xut hin s hng (1/s3) thay cho s hng (1/s) do nguyn nhn co gin v dch
chuyn ca hm wavelet trong php bin i 2-D:

13

1
RB
0 ( s ,B) ( R ) = 0 (
)
s
s

(1.11)

Php bin i wavelet n chiu (n > 2) c th xy dng n gin bng cch

m rng s phn t trong cc vct R v B n n gi tr theo cch biu din:
R(x1, x2, xn) v B(b1, b2, bn).

(1.12)

m bo s bo ton nng lng ca sng wavelet, trong php bin i

wavelet n-D, cn hiu chnh li s hng trc tch phn di dng 1/s(n/2). Do ,
hm wavelet 0(s,B) (R) trong khng gian n-D c vit dng:

0 ( s ,B) (R ) =

1
s

( n / 2)

0 (

R B
)
s

(1.13)

Nn php bin i wavelet trong n-D c vit li di dng:

W(s, B) =

1
s

( n / 2)

f (R). (
*
0

R B
)dR
s

(1.14)

v php bin i wavelet nghch ca n trong n-D c dng:

f (R ) =

1
cg

dB

W(s, B). 0 (
n +1

RB
)ds
s

(1.15)

1.2.7 - Tiu chun chn hm wavelet

u im chnh ca php bin i wavelet l phn tch chi tit tng vng khng
gian rt nh trong vng bin i rng ca tn hiu kho st. S a phng ha
trong phn tch gip pht hin v tr cc im t gy, cc im gin on vi
dc ln nu hm wavelet c chn ng dng vi tn hiu. Ngoi yu t trn, cc
yu t khc cng gi vai tr quan trng, cn c xem xt k trc khi chn mt
hm wavelet phn tch (Torrence, C.H., Compo, G.P., (1998) [73]), (Van den
Berg, J.C., (1999) [76]), (Hubbart, B.B., (1998) [42]).

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1.2.7.1- Trc giao hay khng trc giao

Cc hm wavelet trc giao, gi l c s wavelet trc giao, thng c s

dng cho php bin i wavelet ri rc (s trnh by sau) v n rt tin dng cho
vic ti to li tn hiu ban u sau qu trnh nn d liu [26]. Hnh 1.4 biu din
cc hm wavelet trc giao Coiflets (vit tt l Coif), l cc wavelet trc giao v
chun ha, cho php thc hin cc bin i wavelet lin tc cng nh ri rc.
Ngc li, cc hm wavelet khng trc giao thng c s dng cho php bin
i wavelet lin tc v n thch hp pht hin cc tnh cht c trng ca tn
hiu.
Wavelet function psi
Wavelet function psi

Wavelet function psi

Wavelet function psi

Wavelet function psi

1.2

1.5
1.2

1
1

0.8

1.5

0.8

0.6
0.6
1

0.4

0.5
0.4

0.5

0.2
0.5

0.2

0
0

-0.2
-0.2

-0.4
-0.4

-0.5
-0.5

-0.5

-0.6

-0.6
-1

-0.8

-0.8
0

0.5

1.5

2.5

3.5

4.5

a) Coif-1

b) Coif-2

10

11

10

12

c) Coif-3

14

16

10

d) Coif-4

15

20

10

15

20

25

e) Coif-5

Hnh 1.4: Nm hm wavelet c s trc giao trong h Coiflets

1.2.7.2- Phc hay thc

Hm wavelet phc cho bn thng tin v phn thc, phn o, ln v pha

ca tn hiu. N thch hp khi phn tch cc tn hiu dao ng mnh. Hm wavelet
thc, ch cung cp thng tin v ln ca tn hiu nn thch hp cho vic pht hin
cc im gin on hay cc nh cc i ca tn hiu.
Hnh 1.5a v hnh 1.5b l phn thc v phn o ca hm wavelet phc, to
ra t o hm bc nm ca hm Gauss thc v phc c vit dng:
d5
d5
(x ) = 5 f (x ) + 5 g(x )
dx
dx

trong , f(x) v g(x) ln lt l cc hm Gauss thc v phc cho bi:

(1.16)

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f (x) =

1
1
. exp( x 2 ), g(x ) = 4 . exp(ix x 2 )

(1.17)

Hnh 1.5a: Phn thc ca wavelet phc l o hm bc nm ca hm Gauss

Hnh 1.5b: Phn o ca wavelet phc l o hm bc nm ca hm Gauss

1.2.7.3- rng

Quan h gia rng ca hm wavelet trong min khng gian v rng

trong min tn s cho bi nguyn l bt nh Heisenberg Gabor (Vecsey, L.,
2002) [78]. Nu hm wavelet b hp v rng trong min khng gian th ngc
li, rng ca ph tn s s tng ln. Vy phn gii ti u trong min tn s s
tng ng vi phn gii rt hn ch trong min khng gian v ngc li. Hnh
1.6a m t ba xung wavelet Mexican ng vi ba t l s khc nhau v hnh 1.6b l
ph Fourier tng ng ca ba xung wavelet nu trn. So snh cc th c cng t
l s ta thy, khi xung wavelet c dng n rng ( th th 3 trn hnh 1.6a) th ph
tn s tng ng ca n li c dng rt hp ( th th 3 trn hnh 1.6b)

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1
3

(a)

S=1
S=2
S=3

3
(b)

S=1
S=2
S=3

Tn s

Ta x

Hnh 1.6: Hm wavelet Mexican ba t l s khc nhau

(a) Cc hm wavelet Mexican vi t l s ln lt l 1, 2 v 3

(b) Ph Fourier ca hm wavelet Mexican vi t l s l 1, 2 v 3

1.2.7.5- Chn hay l

Khi s dng cc hm wavelet thc, cn phn bit hm wavelet chn hay

hm wavelet l. S dng hm wavelet l, chng ta c th xc nh chnh xc ni
xut hin v kt thc ca tn hiu c dng ging hm wavelet. Hm wavelet chn s
dng xc nh cc nh cc i trn tn hiu.
Tn hiu f(x)

Tn hiu f(x)

(m)

(m)

b)

a)

(m)

(m)

Hnh 1.7a: Hnh trn l tn hiu f(x), hnh di l bin i wavelet ca tn hiu
s dng hm wavelet l o hm bc nht ca hm Gauss
Hnh 1.7b: Hnh trn l tn hiu f(x), hnh di l bin i wavelet ca tn hiu
s dng hm wavelet l o hm bc hai ca hm Gauss

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Hnh 1.7a l php bin i wavelet ca tn hiu c dng hnh hp s dng

hm to ra t o hm bc nht ca hm Gauss; lc ny, hm wavelet l l v da
vo th c th ch ra trc tip v tr ca cc b bin. Hnh 1.7b l php bin i
wavelet ca tn hiu s dng hm to ra t o hm bc hai ca hm Gauss; lc ny,
hm wavelet l chn nn thch hp cho vic xc nh v tr cc nh.
1.2.7.6- Cc momen trit tiu

Mt hm f(x) c m momen trit tiu khi:

+

f ( x )dx = 0

(1.18)

Php bin i wavelet s dng hm wavelet c mt hoc hai momen trit

tiu th khng b nh hng bi khuynh hng bin i ca hm c phn tch. S
dng hm wavelet c nhiu momen trit tiu s lm gim gi tr cc h s wavelet
khi phn tch tn hiu tn s thp; ngc li, vi tn s cao, gi tr ca cc h s
wavelet c tng ln kh ln nn vic xc nh cc thng tin n trong tn hiu
c thc hin d dng. Tuy nhin, khi s dng hm wavelet c qu nhiu momen
trit tiu phn tch tn hiu, cc cc i ca bin i wavelet c th lm sai lch
kt qu vic phc hi thng tin n trong tn hiu.
1.2.7.7- ng hng hay khng ng hng

S dng wavelet ng hng thun tin khi phn tch cc cu trc c kch
thc gn bng nhau theo hai hng nh vt th hnh trn, hnh vung Hm
wavelet bt ng hng thng s dng phn tch nhng cu trc bt i xng
v khi cc tham s t l s gp phn thit lp mi tng quan v kch thc trung
bnh gia ln theo phng x v ln theo phng y.

1.2.8- Mt nng lng

S phn b nng lng ca php bin i wavelet t l s ti dch chuyn b
c cho bi hm mt nng lng wavelet, l hm hai bin c dng:
E(s, b) = W (s, b)

(1.19)

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th ca E(s, b) c gi l t l (scalogram), tng t nh ph trong

php bin i Fourier khng gian (thi gian) ngn. Trong thc hnh, ngi ta v t
W (s , b )

l ca W(s, b) hoc

cg

v s dng n ti to li nng lng tng

theo cng thc:

E=

1
cg

+ +

W (s , b )

ds
db
s2

(1.20)

Nu php bin i wavelet thc hin vi hm wavelet phc, ngi ta c th

s dng c bn thnh phn ca php bin i wavelet phn tch ring bit. Khi
, trn t l , nhng vng nh sng mnh trn lp bin s ch r dch chuyn v
t l no th nng lng ca tn hiu l mnh nht.
Nng lng tng ca tn hiu mt t l xc nh s c gi l mt nng
lng c lp, c tnh bi biu thc:
E (s ) =

1
cg

W (s, b )

(1.21)

db

Kt hp phng trnh (1.20) v (1.21), nng lng tng ca tn hiu l:

+

E=

E (s )

ds
s2

(1.22)

1.2.9- Ri rc ha php bin i wavelet lin tc

tnh cc h s ca php bin i wavelet lin tc trn my tnh, hai tham
s t l v tnh tin khng th nhn cc gi tr lin tc m n phi l cc gi tr ri
rc. Cng thc ri rc ha php bin i wavelet lin tc cho tn hiu f(n) mt chiu
c vit l [85]:
Wf (n ) = W (s, b) = f (n )
n

1
s

* (

nb
)
s

(1.23)

19

trong , s v b ln lt l tham s t l v dch chuyn ly gi tr ri rc, * l lin

hip phc ca hm wavelet dng cho php bin i lin tc ly ti cc gi tr ri
rc.
Php tng hp tn hiu t s ri rc ha php bin i wavelet lin tc cho
bi biu thc (1.23) c vit l:
f (n ) = c g W (s, b) (
s

nb
)
s

(1.24)

vi cg l hng s ph thuc vo hm wavelet c s dng.

V biu thc php bin i wavelet (1.1) l mt tch chp nn theo nh l
tch chp, chng ta c th s dng php bin i Fourier nhanh (FFT, Fast Fourier
Transform) tnh php bin i wavelet. Tuy nhin, do khng s dng phng
php ny nn chng ti khng trnh by chi tit y.

1.2.10 Hiu ng bin

tnh php bin i wavelet lin tc, ngi ta thng da trn cng thc
ri rc ha (1.23) v (1.24) v tn hiu c ly hu hn cc gi tr ri rc vi
bc o l x ; thun tin trong tnh ton, ngi ta thng s dng x thay cho
tham s dch chuyn b v i khi s dng logarit ca tham s s thay cho s.
Khi ly bin i wavelet ca tn hiu hu hn v ri rc, do nh hng bi
tch trong ca hm wavelet vi cc gi tr ln cn trn cc bin ca tn hiu nn gi
tr ca h s wavelet b bin i kh mnh, hin tng ny c gi l hiu ng
bin (boundary effect) [78]. Hnh 1.8a-d m t s bin dng ti bin ca ph
wavelet s dng hm m Mexican ca tn hiu c dng hnh cu (vi cc t l s thay
i l 1, 6, 11, 20). S bin dng do hiu ng bin cng ln khi thc hin php bin
i wavelet cc t l ln. Trong trng hp hnh 1.8a, t l s = 1, hiu ng bin
khng th hin; khi t l tng ln ng k (s = 6, ng vi hnh 1.8b) hiu ng bin
gy nn s bin i ng k. Khi , hn ch phn no hiu ng bin, c th bao

20

quanh tn hiu bng nhng lp bin c gi tr bng khng kt hp vi vic hiu

chnh gi tr trung bnh ca tn hiu trn ton vng phn tch.

a)

b)

c)

d)

Hnh 1.8: Bin i wavelet lin tc 2-D dng hm m Mexican cho

tn hiu c dng hnh cu tha phng trnh l x2 + y2 + z2 =1 vi z >0
a) Phn tch t l s = 1
b) Phn tch t l s = 6
c) Phn tch t l s = 11
d) Phn tch t l s = 20

Trong thc hnh, hn ch hiu ng bin, c th p dng mt trong nhng

phng cch sau y:
1- m thm cc gi tr bng khng vo phn u v cui ca tn hiu (hnh 1.9a).
f(x)
Tn hiu cho bng khng

Tn hiu cho bng khng

Bt u on
tn hiu

Kt thc on
tn hiu

Hnh 1.9a: m thm cc gi tr bng khng

21

2- m thm cc gi tr bng vi gi tr bt u v gi tr kt thc ca tn hiu (hnh

1.9b).
f(x)

Tn hiu cho bng gi tr cui

Tn hiu cho bng gi tr u

x
Bt u
tn hiu

Kt thc
tn hiu

Hnh 1.9b: m thm cc gi tr bng vi gi tr u v gi tr cui

3- m thm cc gi tr suy gim nhanh v khng ti v tr bt u v v tr kt thc

ca tn hiu (hnh 1.9c).
f(x)
Tn hiu cho gim
dn n khng

Tn
chocho
gim
dn n
Tnhiu
hiu
gim
dnkhng

Bt u
tn hiu

Kt thc
tn hiu

Hnh 1.9c: m thm cc gi tr gim nhanh v khng u v cui tn hiu

4- Lp li chui tn hiu ti v tr bt u v kt thc ca tn hiu (hnh 1.9d).

f(x)
Lp li tn hiu

Lp li tn hiu

Hnh 1.9d: Lp li tn hiu on u v on cui

22

5- Lp li chui tn hiu ti hai v tr bt u v kt thc ca tn hiu nhng theo

phng php ghp i xng (hnh 1.9e).
f(x)
Lp li tn
hiu i xng

Lp li tn
hiu i xng

x
Bt u
tn hiu

Kt thc
tn hiu

Hnh 1.9e: Lp li chui tn hiu i xng ti hai v tr u v cui

6- Chp mt hm ca s (window function) vi tn hiu gim tc ng hai u

bin (hnh 1.9f).
f(x)

Ca s lm
trn

Cho tn hiu
bng khng

Tn hiu gc
Tn hiu
b sung

Cho tn hiu
bng khng

x
Bt u
tn hiu

Kt thc
tn hiu

Hnh 1.9f: Chp chui tn hiu vi hm ca s

7- Ngoi suy tn hiu bng mt a thc lc tc ng hai bin (hnh 1.9g).

f(x)

Tn hiu c
ngoi suy

Tn hiu c
ngoi suy

x
Bt u
tn hiu

Kt thc
tn hiu

Hnh 1.9g: Ngoi suy tn hiu bng mt a thc

23

1.3- PHP BIN I WAVELET RI RC

1.3.1- Gii thiu
C s ca php bin i wavelet ri rc (DWT, Discrete Wavelet Transform)
c t nm 1976 khi Croiser, Esteban v Galand a ra k thut bin i tn hiu
thi gian ri rc; n cui nm 1976, Crochiere, Weber v Flanagan [25] dng
php bin i wavelet ri rc m ha ting ni, k thut ny tng t k thut
ca Croiser v c tn l s m ho bng con (subband coding). Nm 1983, Burt, P.
J. v Adelson, E.H., [21] pht trin phng php m ho bng con v t tn l m

ha hnh thp (pyramidal coding). Nm 1989, Mallat, S., [49] a ra k thut phn
tch a phn gii (multiresolution analysis) trn c s m ha hnh thp v xut
cc h hm wavelet trc giao p dng trong x l tn hiu s.
Trong phn tch ti liu t (v trng lc), php bin i wavelet ri rc c
s dng trong vic lc nhiu ti liu t hng khng (Ridsdill Smith, T.A. v
Dentith, M.C., (1999) [64]) v tch trng khu vc v trng a phng t trng
quan st (Fedi, M., Quarta, T., (1998), [30], Ucan, O.N., v nnk., (2000) [75]).
Vit Nam, ng Vn Lit v nnk., (2002) [5], (2005) [1] s dng php bin i
wavelet ri rc lc nhiu v tch trng khu vc v trng a phng. Ngoi ra,
cn c nhiu nhm nghin cu khc s dng php bin i wavelet ri rc trong cc
lnh vc khc nh vin thng, in t, y hc
Do chng ti khng s dng php bin i wavelet ri rc trong lun n nn
trong phn tip theo, chng ti ch gii thiu tm lc php bin i wavelet ri
rc, c bit l k thut a phn gii, mt k thut thng c s dng trong vic
phn tch ti liu t lc nhiu v tch trng.

1.3.2- Php bin i wavelet ri rc v phn tch a phn gii

tng ca phn tch a phn gii l s dng cc k thut lc s trong qu
trnh phn tch. Trong , mi mt tn hiu c phn tch thnh hai thnh phn:
thnh phn xp x A (Approximation) tng ng vi thnh phn tn s thp v
thnh phn chi tit D (Detail) tng ng vi thnh phn tn s cao, thng qua hai
b lc thng thp v thng cao nh m t trong hnh 1.10. Trong , b lc thng

24

cao s dng hm wavelet (x) v b lc thng thp s dng hm t l (scaling

function) (x).
Mi quan h gia hm t l v hm wavelet c cho bi:
N 1

( x ) = c K . ( 2x k )

(1.25)

k =0

(x) =

N 1

( 1)
k =0

c K . ( 2 x + k N + 1)

(1.26)

Cc php lc c tin hnh vi nhiu tng (level) khc nhau v khi

lng tnh ton khng tng, khi qua mi b lc, tn hiu c ly mu xung 2.
ng vi mi tng, tn hiu c phn gii khc nhau. Do , php bin i wavelet
ri rc c gi l phn tch a phn gii (MRA, multiresolution analysis).

Php ly mu xung 2

Bin i wavelet
ri rc tng mt

Bin i wavelet
ri rc tng hai

Hnh 1.10: Phn tch a phn gii s dng bin i wavelet ri rc

Ti mi tng lc, biu thc ca php lc c cho bi cng thc:

25

y high (n ) = S(n ).g(2k n )

(1.27)

y low (n ) = S(n ).h (2k n )

(1.28)

Trong , S(n) l tn hiu, h(n) l p ng xung ca cc b lc thng thp

tng ng vi hm t l (n) v g(n) l p ng xung ca cc b lc thng cao
tng ng vi hm wavelet (n). Hai b lc ny lin h nhau theo h thc:
h ( N 1 n ) = (1) n g(n )

(1.29)

trong , N l s mu trong tn hiu.

Tn hiu S(n) c th c ti to theo cc bc ngc li gi l php bin i
wavelet ri rc nghch (IDWT, inverse discrete wavelet transform) c cho bi:
S( n ) =

(y

high

( k ).g ( 2 k n ) ) + (y low ( k ).h ( 2 k n )

(1.30)

trong , y high (k ) v y low ( k ) ln lt l tn hiu ng ra sau khi i qua cc b lc

thng cao v b lc thng thp cp trn. m bo cho vic phc hi tn
hiu c chnh xc nh ban u, khi qua mi tng lc ti to, tn hiu c tin
hnh ly mu ln 2.
Lu l khng phi cc hm wavelet no cng tn ti hm t l tng ng
xc nh t biu thc (1.25) v (1.26); nn khi thc hin php bin i wavelet ri
rc, phi chn la cc hm wavelet c hm t l tng ng nh h hm wavelet
Daubechies trc chun h hm ny u c cc hm t l tng ng.

1.3.3- Php bin i wavelet ri rc hai chiu

x l cc d liu hai chiu, cn s dng cc php bin i wavelet hai
chiu (Ucan, O.N., (2000) [75]) . Trong php bin i wavelet ri rc hai chiu (2D), tn hiu hai chiu S(x, y) c tch thnh nhiu tn hiu mt chiu ri ly bin
i wavelet 1-D trn chng. Kt qu tng hp l bin i wavelet 2-D ca tn hiu.
Hnh 1.11 m t qu trnh thc hin bin i wavelet ri rc hai chiu. Gi x
v y l hai trc ta ca tn hiu 2-D, H l php lc thng thp, G l php lc

26

thng cao (tng t trng hp 1-D), php bin i wavelet 2-D c tnh c th
nh sau:
(1) ( x , y) = ( x ). ( y) : HH

(1.31)

( 2 ) ( x , y) = ( x ). ( y) : HG

(1.32)

( 3) ( x , y) = ( x ). ( y) : GH

(1.33)

( 4 ) ( x , y) = ( x ). ( y) : GG.

(1.34)

G
G

Ti to
2-D

Tn hiu
2-D

Tn hiu
mi hng
1-D

Ti to
2-D

G
G

G
G

s1
s2

s3
s4

Hnh 1.11: Php bin i wavelet ri rc 2-D

1.3.4- Tch trng v lc nhiu

Biu thc (1.27) v biu thc (1.28) cho thy, vi tn hiu 1-D, php bin i
wavelet ri rc l thch hp cho vic tch trng khu vc v trng a phng.
Thnh phn xp x ng vi trng khu vc v thnh phn chi tit ng vi trng
a phng. Vic chn cc tng lc tng ng vi vic chn trng khu vc nng
hay su.
Ngoi ra, php bin i wavelet ri rc c p dng rng ri trong vic lc
nhiu nht l cho cc d liu o t hng khng. Nh trnh by trn, php bin i
wavelet ri rc khai trin d liu gc thnh hai nhm h s: cc h s xp x v cc
h s chi tit trn mi tng v nhiu nm trong cc h s chi tit ca mi tng. Gi
s chng ta thc hin php bin i wavelet ri rc n tng th k v gi s rng h

27

s xp x tng th k hu nh loi nhiu hon ton. Tuy nhin, trong cc nhiu

b loi c c nhng thnh phn tn s cao ng vi cc cu trc a phng c ch.
Do nu ly h s xp x th k em phc hi (s dng IDWT) s nhn c cc
d liu lc nhiu th nhng khng cn cc thnh phn tn s cao c ch. Vy
phi chn v gi li cc thnh phn tn s cao c ch nm trong tt c cc h s chi
tit t tng nht n tng th k; qu trnh ny to nn cc h s chi tit ci tin v c
th s dng cng vi cc h s xp x th k phc hi d liu. Nh vy, d liu
c phc hi vn cn cc thnh phn tn s cao c ch.
Trong vic lc nhiu bng php bin i wavelet ri rc, ngi ta thng s
dng phng php t ngng (threshold) (Donoho, D.L. v nnk., (1994) [29]).
ng vi mi tng trong min bin i, chn mt ngng ct (cutoff threshod) thch
hp, nu cc h s chi tit nh hay bng gi tr ngng, th gi tr ny c cho
bng khng v ch c cc gi tr ln hn gi tr ngng c gi li c cc h s
chi tit ci tin cho tng . Sau khi t ngng ht cho tt c cc tng, dng cc h
s ci tin ny phc hi li tn hiu, lc s c tn hiu loi nhiu. Tuy nhin,
iu quan trng l phi chn c mt ngng ct thch hp cho mi tng c th
lc b nhiu m vn khng lm mt cc thng tin c ch trong tn hiu.

1.4- KT LUN
Hn hai mi nm qua, php bin i wavelet c p dng v pht trin
mnh m gp phn quan trng trong vic phn tch ti liu nhiu lnh vc khc
nhau trong c vic phn tch ti liu t (v trng lc). Trong chng ny, chng
ti trnh by tng qut v l thuyt c bn ca php bin i wavelet lin tc v
vic tnh ton hn ch tc ng ca hiu ng bin. Ngoi ra, chng ti cng trnh
by tm lc v php bin i wavelet ri rc v cc ng dng ca n tch
trng v lc nhiu trong phn tch ti liu t v trng lc.