On the Analytic Wavelet Transform

DOI10.1109/TIT.2010.2050935MaRDI QIDQ5281370zbMATH OpenOpenAlexFDO

Authors J. M. Lilly, Sofia C. Olhede

Publication date 27 July 2017

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0711.3834

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Numerical methods for wavelets (65T60) Real-analytic functions (26E05) Application of orthogonal and other special functions (94A11)

Abstract: An exact and general expression for the analytic wavelet transform of a real-valued signal is constructed, resolving the time-dependent effects of non-negligible amplitude and frequency modulation. The analytic signal is first locally represented as a modulated oscillation, demodulated by its own instantaneous frequency, and then Taylor-expanded at each point in time. The terms in this expansion, called the instantaneous modulation functions, are time-varying functions which quantify, at increasingly higher orders, the local departures of the signal from a uniform sinusoidal oscillation. Closed-form expressions for these functions are found in terms of Bell polynomials and derivatives of the signal's instantaneous frequency and bandwidth. The analytic wavelet transform is shown to depend upon the interaction between the signal's instantaneous modulation functions and frequency-domain derivatives of the wavelet, inducing a hierarchy of departures of the transform away from a perfect representation of the signal. The form of these deviation terms suggests a set of conditions for matching the wavelet properties to suit the variability of the signal, in which case our expressions simplify considerably. One may then quantify the time-varying bias associated with signal estimation via wavelet ridge analysis, and choose wavelets to minimize this bias.

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• Gaussian approximation for the moving averaged modulus wavelet transform and its variants
• Time-extracting wavelet transform for characterizing impulsive-like signals and theoretical analysis
• Generalized ridge reconstruction approaches toward more accurate signal estimate
• New results on approximate Hilbert pairs of wavelet filters with common factors

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