Higher-Order Properties of Analytic Wavelets

DOI10.1109/TSP.2008.2007607zbMATH Open1391.42044arXiv0802.2377OpenAlexW2137044549MaRDI QIDQ4571506FDOQ4571506

Authors: J. M. Lilly, Sofia C. Olhede 

Publication date: 9 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Abstract: The influence of higher-order wavelet properties on the analytic wavelet transform behavior is investigated, and wavelet functions offering advantageous performance are identified. This is accomplished through detailed investigation of the generalized Morse wavelets, a two-parameter family of exactly analytic continuous wavelets. The degree of time/frequency localization, the existence of a mapping between scale and frequency, and the bias involved in estimating properties of modulated oscillatory signals, are proposed as important considerations. Wavelet behavior is found to be strongly impacted by the degree of asymmetry of the wavelet in both the frequency and the time domain, as quantified by the third central moments. A particular subset of the generalized Morse wavelets, recognized as deriving from an inhomogeneous Airy function, emerge as having particularly desirable properties. These "Airy wavelets" substantially outperform the only approximately analytic Morlet wavelets for high time localization. Special cases of the generalized Morse wavelets are examined, revealing a broad range of behaviors which can be matched to the characteristics of a signal.

Full work available at URL: https://arxiv.org/abs/0802.2377

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (7)

• An algorithm for Morlet wavelet transform based on generalized discrete Fourier transform
• Extraction of slow and fast dynamics of multiple time scale systems using wavelet techniques
• Quantifying the rationality of rhythmic signals
• Monogenic wavelet scattering network for texture image classification
• Element analysis: a wavelet-based method for analysing time-localized events in noisy time series
• Analytic wavelets generated by radial functions
• Epileptic high-frequency oscillations: detection and classification

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