Signal analysis based on complex wavelet signs

DOI10.1016/J.ACHA.2015.08.005MaRDI QIDQ504378zbMATHOpenAlexFDO

Authors Martin Storath, Laurent Demaret, Peter Massopust

Publication date 16 January 2017

Published in Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1208.4578

feature detection signal analysis complex wavelets wavelet signature

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Special integral transforms (Legendre, Hilbert, etc.) (44A15)

Abstract: We propose a signal analysis tool based on the sign (or the phase) of complex wavelet coefficients, which we call a signature. The signature is defined as the fine-scale limit of the signs of a signal's complex wavelet coefficients. We show that the signature equals zero at sufficiently regular points of a signal whereas at salient features, such as jumps or cusps, it is non-zero. At such feature points, the orientation of the signature in the complex plane can be interpreted as an indicator of local symmetry and antisymmetry. We establish that the signature rotates in the complex plane under fractional Hilbert transforms. We show that certain random signals, such as white Gaussian noise and Brownian motions, have a vanishing signature. We derive an appropriate discretization and show the applicability to signal analysis.

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