Empirical Wavelet Transform

Empirical Wavelet Transform
By ARJUN SS
GECT
Roll no 5
March 23, 2014
Gec Thrissur Empirical Wavelet Transform
Table of Contents
Introduction
Empirical Mode Decomposition
Empirical Wavelet Transform Concept
Empirical Wavelets
Comparing EMD and EWT
Conclusion
Introduction
Fourier transform, STFT and Wavelet transforms
Well known ability of the wavelet transforms to pack the main
signal information into a very small number of wavelet
coecients.
Many wavelets are present to be chosen for a specic signal.
Basis are designed independent of signal.
Cont..
Signals which are non stationary and non-linear require
adaptive ways.
Adaptive methods to construct basis directly from information
in the signal.
Empirical Mode Decomposition(EMD).
Figure:
Figure:
Figure:
Figure:
Figure:
Figure:
Figure:
Figure:
Figure:
Empirical Mode Decomposition (Principle)
Decompose a signal as a (nite) sum of N + 1 Intrinsic Mode
Functions (IMF) such that
f (t) =
N
k=0
f
k
(t)
where IMF is an AM-FM signal
f
k
(t) = F
k
(t)cos(
k
(t))whereF
k
(t),
k
(t) > 0t
Algorithmic method present to extract modes.
Empirical Mode Decomposition (Algorithm)
consider the signal, say f (t).
Figure: f (t)
Identify maxima and join using cubic spline interpolation.
Figure: Computing the upper envelope
Identify minima and join using cubic spline interpolation.
Figure: Computing the lower envelope
Find the mean
Figure: Mean in bold
Compute upper and lower envelopes,f
u
(t) and f
l
(t) ,using
cubic spline interpolation.
Compute mean envelope, m(t) =
f
u
(t)+f
l
(t)
2
.
Candidate r
1
(t) = f (t) m(t).
r
1
(t) is the new signal and same process is continued until
rst IMF is obtained, say f
1
(t) = r
n
(t)
same procedure is repeated for signal f (t) f
1
(t).
u
(t) and f
l
(t) ,using
f
u
(t)+f
l
(t)
2
.
Candidate r
1
(t) = f (t) m(t).
r
1
1
(t) = r
n
(t)
1
(t).
u
(t) and f
l
(t) ,using
f
u
(t)+f
l
(t)
2
.
Candidate r
1
(t) = f (t) m(t).
r
1
1
(t) = r
n
(t)
1
(t).
u
(t) and f
l
(t) ,using
f
u
(t)+f
l
(t)
2
.
Candidate r
1
(t) = f (t) m(t).
r
1
1
(t) = r
n
(t)
1
(t).
u
(t) and f
l
(t) ,using
f
u
(t)+f
l
(t)
2
.
Candidate r
1
(t) = f (t) m(t).
r
1
1
(t) = r
n
(t)
1
(t).
Illustration
Figure: original signal
Illustration
Figure: Finding maxima
Illustration
Figure: join using cubic spline interpolation
Illustration
Figure: Finding minima
Illustration
Figure: Join using cubic spline interpolation
Illustration
Figure: Mean
Illustration
Figure: candidate
Illustration
Figure: r
1
(t)
Illustration
Figure:
Illustration
Figure:
Illustration
Figure:
Illustration
Figure:
Illustration
Figure:
Illustration
Figure:
Illustration
Figure:
Illustration
Figure:
Illustration
Figure:
Illustration
Figure:
Illustration
Figure:
Illustration
Figure:
Illustration
Figure:
Illustration
Figure:
Illustration
Figure:
Illustration
Figure:
Illustration
Figure:
Illustration
Figure:
Illustration
Figure:
Advantages
Doesnt use any prescribed basis.
Self adapting accordingly to the analyzed signal.
Able to separate stationary and non-stationary components
from a signal.
Locality(between maximas and minimas) and
adaptability(data driven).
Advantages
from a signal.
Advantages
from a signal.
Advantages
from a signal.
Disadvantages
Lack of mathematical theory, not well dened.
Algorithmic approach, dicult to model.
Disadvantages
Lack of mathematical theory, not well dened.
Algorithmic approach, dicult to model.
EMD
Signal=Fast oscillation + Slow oscillation
Iteration
separation of fast and slow oscillations.
data driven.
local analysis based on extremas.
adaptability but no mathematical theory.
WAVELETS
Signal=Approximation + Details
Iteration
separation of approximation and details.
based on apriori ltering.
global analysis.
strong mathematical background.
EWT
EWT = EMD + WAVELETS
Idea is to combine the strength of wavelets formalism and EMDs
adaptability.
Cont..
wavelets are equivalent to lter banks
Figure: dyadic decomposition of Fourier spectrum
EWT gives adaptive decomposition of Fourier spectrum
Figure: adaptive decomposition of Fourier spectrum
Empirical Wavelets
Instead of dyadic decomposition of Fourier spectrum, why not
decompose it adaptively.
Method to build a family of wavelets adapted to a signal is
equivalent to building a set of bandpass lters in the Fourier
domain, such that their support depends on information
present in the signal being analyzed .
Lets see how spectrum can be segmented depending on
information present in signal.
Cont..
Figure: Fourier spectrum of a signal
Cont..
Figure: Fourier spectrum segmented
Cont..
Figure: Fourier spectrum segmented(another signal)
Cont..
Aim is to separate dierent portion of the spectrum which
corresponds to modes.
Assume N no of segments which means N 1 extra
boundaries excluding for 0 and .
Algorithm
detect M local maximas, sort in decreasing order.
M N : the algorithm found enough maxima to dene the wanted
number of segments, keep only the rst N 1 maxima.
M < N : the signal has less modes than expected, keep all the
detected maxima and reset N to the appropriate value.
Filter Bank Construction
assume the Fourier support [0, ] is segmented into N
contiguous segments.
denote
n
to be the limits between each segments (where
0
= 0 and
N
= ) and each segment is denoted as
n
= [
n1
,
n
].
Figure: Filter bank construction
n
=half length of transition phase, in practice,
n
=
n
Filter Bank Construction
Scaling function spectrum
n
() =
1 if || (1 )
n
cos
1
2
n
(|| (1 )
n
)
if(1 )
n
|| (1 +)
n
0 otherwise
wavelet spectrum
n
() =
1 if (1 + )
n
|| (1 )
n+1
cos
1
2
n+1
(|| (1 )
n+1
)
if(1 )
n+1
|| (1 + )
n+1
sin
1
2
n
(|| (1 )
n
)
if(1 )
n
|| (1 + )
n
0 otherwise
Filter Bank Reconstruction
Scaling function spectrum,
n
= 1, = 0.5
Wavelet spectrum,
n
= 1,
n+1
= 2.5and = 0.2
Tight frame and an Example
proposition for a tight frame is < min
n
_
n+1

n
n+1
+
n
_
Examples
n
{0, 1.5, 2, 2.8, } with = 0.05
Figure: Fourier partitioning of an empirical lter bank
Detail coecient
W
f
(n, t) = f ,
n
=
_
f ()

n
()
_
Approximation coecient
W
f
(0, t) = f ,
1
=
_
f ()

n
()
_
Reconstruction
f (t) = W
f
(0, t)
1
(t) +
N
n=1
W
f
(n, t)
n
(t)
=
_
f
(0, )
1
() +
N
n=1
f
(n, )

n
()
_

Cont..
We have already seen
f (t) =
N
k=0
f
k
(t)
Empirical mode from above reconstructed form f
k
f
0
(t) = W
f
(0, t)
1
(t)
f
k
(t) = W
f
(k, t)
k
(t)
Cont..
Algorithm
Finding Fourier transform of signal, f

f .
Compute the local maxima of

f on [0, ] and nd the set
n
.
Choose < min
n
_
n+1

n
n+1
+
n
_
.
Build lter bank.
Filter the signal to get each component.
Examples
Figure: signal 1
Examples
Figure: signal 2
Examples
Figure: signal 3
Examples
Figure: real ECG signal
Examples
Figure: real ECG signal
Examples
Figure: signal 1 modes by EWT and EMD
Examples
Examples
Examples
Figure: real ECG signal modes by EWT and EMD
EMD automatically estimates number of modes whereas in
EWT, we set number of modes.
EMD overestimates number of modes but EWT gives
dierent components which are closer to original signal .
EMD automatically estimates number of modes whereas in
EWT, we set number of modes.
EMD overestimates number of modes but EWT gives
dierent components which are closer to original signal .
Conclusion
Wavelets built adapted to signal being analyzed.
Wavelet lter bank based on Fourier support detected from
information.
Dilation factors dont follow a prescribed scheme but are
detected empirically.
Further research can be done to segment spectrum even more
eciently .
A matlab toolbox is available in matlab central website.
Conclusion
information.
eciently .
Conclusion
information.
eciently .
Conclusion
information.
eciently .
Conclusion
information.
eciently .
References
J. Gilles Empirical wavelet transform, IEEE Trans. Signal
Process., vol. 61, no. 16, pp.3999 -4010 2013 .
I. Daubechies, J. Lu, and H.-T. Wu, Synchrosqueezed wavelet
transforms: An empirical mode decomposition-like tool, J. Appl.
Computat.Harmon. Anal., vol. 30, no. 2, pp. 243261, 2011.
N. E. Huang, Z. Shen, S. R. Long, M. C. Wu, H. H. Shih, Q.
Zheng, N.-C. Yen, C. C. Tung, andH.H.Liu, The empirical mode
decomposition and the Hilbert spectrum for nonlinear and
non-stationary time series analysis, Proc. Roy. Soc. London A, vol.
454, pp. 903995, 1998..
ECE 804 - Spring 2012 - Lecture 005 with Dr. Patrick Flandrin,
CNRS &

Ecole Normale Superieure de Lyon, France - Mar. 16,
2012.
Thanks for your patience
APPENDIX
APPENDIX A (orthogonality of IMF)
By virtue of the decomposition, the elements should all be
locally orthogonal to each other, for each element is obtained
from the dierence between the signal and its local mean
through the maximal and minimal envelopes.
X(t) =
n+1
j =1
C
j
(t)
X
2
(t) =
n+1
j =1
C
2
j
(t) + 2
n+1
j =1
n+1
k=1
C
j
(t)C
k
(t)
APPENDIX B (orthogonality of IMF)
Figure: orthogonal IMFs
APPENDIX
(limit for IMF iteration in EMD)
SD =
T
t=0
_
|h
1(k1)
(t) h
1k
(t)|
2
h
2
1(k1)
(t)
_
SD can be set between 0.2 - 0.3
APPENDIX C (Detecting value for N)
Detect {M
i
}
M
k=1
, set of M detected maximas in magnitude of
spectrum so that, M
1
M
2
... M
M
.
keeping all the maximas larger than threshold
M
M
+(M
1
MM), where is relative amplitude ratio.
around 0.3 - 0.4 gives consistent result.
APPENDIX D (function)
(x) =
_
_
_
0 if x 0and(x) +(1 x) = 1
1 ifx 1
eq : (x) = x
4
(35 84x + 70x
2
20x
3
)
APPENDIX E (time frequency representation)
Hilbert-Huang transform.
H
f
(t) =
1
p.v
_
inf
inf
f ()
t
d
.
for f (t) = F(t)cos((t)), it provides f
a
(t) = F(t) exp
i (t)
where f
a
(t) = f (t) + iH
f
(t), .
extract instantaneous amplitude F(t) and freq
(t).

Empirical Wavelet Transform

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Empirical Wavelet Transform

Uploaded by

Copyright:

Available Formats

Empirical Wavelet Transform

Gec Thrissur Empirical Wavelet Transform

You might also like