Signal analysis based on complex wavelet signs

DOI10.1016/J.ACHA.2015.08.005MaRDI QIDQ504378zbMATH OpenOpenAlexFDO

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, http://bigwww.epfl.ch/publications/storath1701.pdf

complex wavelets feature detection signal analysis wavelet signature

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

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.

Review text

In many wavelet applications in signal and image processing, it is commonly known that interesting features of a signal are located at points of low regularity. Local regularity, such as differentiability, is usually measured in terms of the modulus of the signal's wavelet coefficients. However, the sign or more generally the phase of the wavelet coefficients has proved to be as important in image reconstruction. In this paper the authors propose a new approach to signal analysis based on the phase of the complex wavelet coefficients. The analyzing wavelets are chosen to be analytic wavelets or what the authors call complex wavelets, which are wavelets with the property that their real and imaginary parts are Hilbert transforms of each other. The focus of the paper is on the quantity \(\sigma f(b)\) which the authors call the signature of the signal \(f\) at location \(b\) and which is defined as \[ \sigma f(b)=\lim_{a\rightarrow 0^+} \text{sgn} \langle f, k_{a,b}\rangle =\lim_{a\rightarrow 0^+}\frac{\langle f, k_{a,b}\rangle }{ \left| \langle f, k_{a,b}\rangle\right| }, \] where \(f\) is a real-valued signal, \(k\) is a complex wavelet, \(a>0\) denotes the scale parameter, \(b\in \mathbb R\) is the location parameter, and \[ k_{a,b}(x)=\frac{1}{\sqrt{a}}k\left( \frac{x-b}{a} \right). \] A wavelet \(k\) is called a signature wavelet if it belongs to the Schwartz space of \(C^\infty\) rapidly decreasing functions and has a one-sided, compactly supported, non-negative Fourier transform with \[ \text{supp } \hat{k}\subset [c,d].\quad 0<c<d< \infty . \] In the definition of \(\sigma f(b)\) if the limit does not exist, it is set equal to zero. Hence, the signature is either zero or a complex number of modulus 1. The paper studies properties of \(\sigma f(b)\) and its relationship to the local behavior of \(f.\) For example, it is shown that if \(f\) has a jump discontinuity at \(b\), then \(\sigma f(b) =\pm i,\) and if \(f\) has a symmetric cusp of order \(\gamma\in (0,1],\) then \(\sigma f(b)= \pm 1. \) Signatures of other types of signals, such as random signals, are also investigated. The paper is concluded with a discretization scheme and numerical experiments.

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