Title :
Generalized Morse wavelets
Author :
Olhede, Sofia C. ; Walden, Andrew T.
Author_Institution :
Dept. of Math., Imperial Coll. of Sci., Technol. & Med., London, UK
fDate :
11/1/2002 12:00:00 AM
Abstract :
This paper examines the class of generalized Morse wavelets, which are eigenfunction wavelets suitable for use in time-varying spectrum estimation via averaging of time-scale eigenscalograms. Generalized Morse wavelets of order k (the corresponding eigenvalue order) depend on a doublet of parameters (β, γ); we extend results derived for the special case β = γ = 1 and include a proof of "the resolution of identity." The wavelets are easy to compute using the discrete Fourier transform (DFT) and, for (β, γ) = (2m, 2), can be computed exactly. A correction of a previously published eigenvalue formula is given. This shows that for γ > 1, generalized Morse wavelets can outperform the Hermites in energy concentration, contrary to a conclusion based on the γ = 1 case. For complex signals, scalogram analyses must be carried out using both the analytic and anti-analytic complex wavelets or odd and even real wavelets, whereas for real signals, the analytic complex wavelet is sufficient.
Keywords :
Hermitian matrices; discrete Fourier transforms; eigenvalues and eigenfunctions; signal processing; spectral analysis; time-frequency analysis; wavelet transforms; DFT; Hermite eigenfunctions; analytic complex wavelets; anti-analytic complex wavelets; complex signals; discrete Fourier transform; eigenfunction wavelets; eigenvalue formula; eigenvalue order; energy concentration; even real wavelets; generalized Morse wavelets; odd real wavelets; real signals; resolution of identity; time-frequency domains; time-scale eigenscalogram averaging; time-varying spectrum estimation; Continuous wavelet transforms; Discrete Fourier transforms; Discrete wavelet transforms; Eigenvalues and eigenfunctions; Signal analysis; Spectral analysis; Spectrogram; Stochastic processes; Wavelet analysis; Wavelet transforms;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2002.804066