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Re: Trying to follow the math behind wavelets

by Martin Eisenberg <martin.eisenberg@[EMAIL PROTECTED] > Aug 26, 2008 at 08:06 PM

Hi Frank,

I think the typo in your name might be deliberate but I'll point it 
out anyway...

Fr**** McKenney wrote:

>> Like any integral transform, this is basically linear algebra.
>> The class of functions f whose CWT converges ...

> As I've wandered among various descriptions of the CWT I've seen
> much concern about psi() converging, and the integral of
> f()*psi() converging, but none about whether one might have to
> deal with an f() such that the CWT of f() didn't converge for
> _any_ psi().  Are there such?  Or am I reading too much into
> this wording?

Given that psi itself has finite energy, I think the only way for the 
CWT at particular (s,tau) to diverge would be a non-integrable pole 
of f inside the sup****t. But in that case, with any psi goes (at 
least) a finite region in the s-tau plane where the CWT in fact 
diverges. (Unless a zero of psi happens to align with the pole, of 
course, so divergence is only "almost everywhere" within the region.)

>> ... is a vector space, and you 
>> project (inner product) f onto each of a one-parameter set B of
>> vectors. That parameter is s; and psi is supposed to make B a
>> basis for functions f.
> 
> As in:  B = { b(s) } for s in (-inf,+inf)  ?
> 
> Or a set of bases B(s) = { b(s,huh?) }     ?

I meant the former. I must note that I misunderstood you, though -- 
for *fixed* s, tau is the parameter and B consists of translates,
B_s = {psi((u-tau)/s)/sqrt(|s|), tau in R}.
Anyway, it's an inner product ;)

>> Compare Fourier theory: frequency is the parameter and the
>> complex sinusoids do form an (orthonormal) basis of L2(R).

>   L2(R): the set of functions which are square-integrable over
>   R. 

> Hm? I thought the whole point of Fourier theory was to deal with
> periodic -- a.k.a. infinite -- functions. Which was why one
> needed sinusoids (also infinite) as bases.

Since the FT drops the time dimension the prototype basis function 
must catch a blip at any finite lag, so it must have infinite sup****t 
even within L2. Of course we ususally deal with divergent Fourier 
integrals using Dirac's delta, but I'm unclear on how wavelets work 
with distributions.

>> More to the point, you could say that your view leads to the
>> so- called filterbank approach to wavelets. In terms of basis
>> change this means that you make psi some appropriate bandpass
>> filter and usually take the scales s from a discrete set so the
>> representation won't be overcomplete.
> 
> "Discrete"?  Ack!  I'm still working on continuous wavelets. 

That's what I'm talking about ;) The DWT discretizes both time and 
scale. By contrast, the CWT-as-filterbank just "elides" values of s 
that would yield redundant information, given the bandpass shape of 
psi. A geometric progression results, i.e., s comes from
{s_0*r^n, n in Z}.

>> In view of my previous paragraph, perhaps you'll understand the
>> scal2frq docs better: it takes all those bandpass filters,
>> finds each of their spectral peaks (which are related by
>> successive time dilation), and calls the result the bands'
>> "pseudo-frequencies". 
> 
> Which implies that anyone _sane_ who wants to use wavelets
> should limit his choice of wavelets to those with distinct --
> and unique -- spectral peaks (with respect to time).  <grin!>

I don't know what you mean by "spectral peaks re time", but since psi 
must have finite energy the spectral centroid is always well-defined. 
Whether it's also appropriate...

> Knowing where to start looking seemed useful, hence the desire
> to find a 'scale' that matched '100Hz'.

For an initial guess you can divide the prototype psi's center
frequency by your target frequency, like scal2frq does.


Martin

-- 
There are two kinds of people -- those who do the
work and those who take the credit. Try to be in
the first group; there is less competition there.
--Indira Gandhi
 




 39 Posts in Topic:
Trying to follow the math behind wavelets
Frnak McKenney <frnak@  2008-08-22 09:30:03 
Re: Trying to follow the math behind wavelets
robert bristow-johnson &l  2008-08-22 09:26:24 
Re: Trying to follow the math behind wavelets
Frnak McKenney <frnak@  2008-08-24 15:33:35 
Re: Trying to follow the math behind wavelets
Ben Bradley <ben_nospa  2008-08-28 00:43:41 
Re: Trying to follow the math behind wavelets
Frnak McKenney <frnak@  2008-08-31 13:04:14 
Re: Trying to follow the math behind wavelets
Rune Allnor <allnor@[E  2008-08-22 12:18:05 
Re: Trying to follow the math behind wavelets
Frnak McKenney <frnak@  2008-08-24 15:35:06 
Re: Trying to follow the math behind wavelets
Martin Eisenberg <mart  2008-08-22 19:46:17 
Re: Trying to follow the math behind wavelets
Frnak McKenney <frnak@  2008-08-24 15:38:02 
Re: Trying to follow the math behind wavelets
Martin Eisenberg <mart  2008-08-26 20:06:02 
Re: Trying to follow the math behind wavelets
Frnak McKenney <frnak@  2008-08-31 13:03:18 
Re: Trying to follow the math behind wavelets
Martin Eisenberg <mart  2008-08-31 21:18:57 
Re: Trying to follow the math behind wavelets
Frnak McKenney <frnak@  2008-09-04 08:17:30 
Re: Trying to follow the math behind wavelets
Martin Eisenberg <mart  2008-09-05 14:32:22 
Re: Trying to follow the math behind wavelets
Frnak McKenney <frnak@  2008-09-06 19:19:11 
Re: Trying to follow the math behind wavelets
Rune Allnor <allnor@[E  2008-08-24 23:05:06 
Re: Trying to follow the math behind wavelets
Frnak McKenney <frnak@  2008-08-31 13:02:00 
Re: Trying to follow the math behind wavelets
Martin Eisenberg <mart  2008-09-01 13:30:18 
Re: Trying to follow the math behind wavelets
Frnak McKenney <frnak@  2008-09-04 15:01:47 
Re: Trying to follow the math behind wavelets
Martin Eisenberg <mart  2008-09-05 15:33:20 
Re: Trying to follow the math behind wavelets
Frnak McKenney <frnak@  2008-09-06 20:58:09 
Re: Trying to follow the math behind wavelets
Martin Eisenberg <mart  2008-09-07 11:23:39 
OT: Trying to follow the math behind wavelets
Jerry Avins <jya@[EMAI  2008-09-07 08:19:46 
Re: OT: Trying to follow the math behind wavelets
Martin Eisenberg <mart  2008-09-08 15:26:49 
Re: OT: Trying to follow the math behind wavelets
Jerry Avins <jya@[EMAI  2008-09-08 13:43:49 
Re: Trying to follow the math behind wavelets
Rune Allnor <allnor@[E  2008-09-01 01:28:28 
Re: Trying to follow the math behind wavelets
Frnak McKenney <frnak@  2008-09-04 08:14:59 
Re: Trying to follow the math behind wavelets
kennheinrich@[EMAIL PROTE  2008-09-02 06:09:10 
Re: Trying to follow the math behind wavelets
Frnak McKenney <frnak@  2008-09-04 08:19:51 
Re: Trying to follow the math behind wavelets
robert bristow-johnson &l  2008-09-04 08:54:00 
Re: Trying to follow the math behind wavelets
Frnak McKenney <frnak@  2008-09-06 19:16:15 
Re: Trying to follow the math behind wavelets
clay@[EMAIL PROTECTED]   2008-09-04 13:36:42 
Re: Trying to follow the math behind wavelets
clay@[EMAIL PROTECTED]   2008-09-04 13:38:16 
Re: Trying to follow the math behind wavelets
Frnak McKenney <frnak@  2008-09-06 19:18:15 
Re: Trying to follow the math behind wavelets
clay@[EMAIL PROTECTED]   2008-09-07 09:27:02 
Re: Trying to follow the math behind wavelets
Frnak McKenney <frnak@  2008-10-08 14:51:09 
Re: Trying to follow the math behind wavelets
Frnak McKenney <frnak@  2008-10-08 14:58:16 
Re: Trying to follow the math behind wavelets
Martin Eisenberg <mart  2008-10-11 19:03:50 
Re: Trying to follow the math behind wavelets
Frnak McKenney <frnak@  2008-10-14 14:33:29 

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