Eliminate Signal Noise With Discrete Wavelet Transformation

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    Eliminate Signal Noise With Discrete WaveletTransformation

    Modern DSP and communications applications are beginning to use wavelet transforms incritical algorithms.

    The wavelet transform is a mathematical tool that's becoming quite useful for analyzing

    many types of signals. It has been proven especially useful in data compression, as well

    as in adaptive equalizer and transmultiplexer applications.

    A wavelet is a small, localized wave of a particular shape and finite duration. everal

    families, or collections of similar types of wavelets, are in use today. A few go by the

    names of !aar, "aubechies, and #iorthogonal. $avelets within each of these families

    share common properties. %or instance, the #iorthogonal wavelet family exhibits linear

    phase, which is an important characteristic for signal and image reconstruction.

    $avelet analysis is simply the process of decomposing a signal into shifted and scaled

    versions of a particular wavelet. An important property of wavelet analysis is perfect

    reconstruction, which is the process of reassembling a decomposed signal or image into

    its original form without loss of information. #y examining wavelet theory as it applies to

    three specific applications, we find that it wor&s so well because these examples rely on

    perfect reconstruction for their fundamental operation.

    There are no set rules for the choice of the mother wavelet used in wavelet analysis. The

    choice depends on the properties of the mother wavelet, the properties of the signal to be

    examined, and the requirements of the analysis. %or this reason, it's convenient to have

    tools that let you easily explore and experiment with many different wavelets and input

    signals. The following examples use AT(A#, the $avelet Toolbox, and imulin& to

    ma&e exploration of wavelet concepts convenient.

    In this article, the wavelet we use as an example )called the *mother* wavelet+ is the

    "aubechies wavelet, db. The in the name represents the order of the filter, whichcorresponds to eight coefficients.

    The "iscrete $avelet Transform )"$T+ is commonly employed using dyadic multirate

    filter ban&s, which are sets of filters that divide a signal frequency band into subbands.

    These filter ban&s are comprised of low-pass, high-pass, or bandpass filters. If the filter

    ban&s are wavelet filter ban&s that consist of special low-pass and high-pass wavelet

    filters, then the outputs of the low-pass filter are the approximation coefficients. Also,

    the outputs of the high-pass filter are the detail coefficients.

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    The process of obtaining the approximation and detail coefficients is called

    decomposition. Termed multilevel decomposition, this process can be repeated, with

    successive approximations )the output of the low-pass filter in the first ban&+ being

    decomposed in turn, so that one signal is bro&en down into a number of components.

    A two-level decomposition is shown in%igure .In this illustration, a/represents the

    approximation coefficients, while d/and drepresent the detail coefficients resulting

    from the two-level decomposition. After each decomposition, we employ decimation by

    two to remove every other sample and, therefore, reduce the amount of data present.

    The Inverse "iscrete $avelet Transform )I"$T+ reconstructs a signal from the

    approximation and detail coefficients derived from decomposition. The I"$T differs

    from the "$T in that it requires upsampling and filtering, in that order. 0psampling,

    also &nown as interpolating, means the insertion of zeros between samples in a signal.

    The right side of the figure shows an example of reconstruction.

    Another way to interpret the figure is that the analysis filter ban& on the left reduces the

    rate of an input signal and produces multiple output signals with varying rates. The

    analysis filter ban& performs the "$T represented by the decomposition. The synthesis

    filter ban& on the right increases the rates of multiple input signals while combining

    them into a single output signal. It performs the I"$T represented by the

    reconstruction.

    The %ilters Are The 1ey

    2ow one might as&, what's unique about wavelet filter ban&s3 The magic is in the filters

    themselves. #y choosing filters that are intimately related for both decomposition and

    reconstruction processes, the effects of aliasing, which can be introduced by the

    decimation, are removed.

    $hen the signal is reconstructed, it doesn't exhibit any aliasing or distortion (right side

    of Fig. 1). As a result, the output is said to be a perfect reconstruction.

    $avelet filters have finite length. They aren't truncated versions of infinitely long filter

    re-sponses. #ecause of this property, wavelet filter ban&s can perform local analysis, or

    the examination of a localized area of a larger signal. (ocal analysis is an important

    consideration when dealing with signals that have discontinuities. $avelet transforms

    can be applied to these &inds of signals with excellent results. This is due to their ability

    to locate short-time )local+ high-frequency features of a signal and resolve low-frequency

    behavior at the same time.

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    As stated earlier, perfect reconstruction is an important property of wavelet filter ban&s.

    $hen the analysis filter ban& output is connected to the synthesis filter ban& input and

    the proper delays for alignment are used, as in %igure , then the output of the entire

    system is identical to the input. If a threshold operation is applied to the output of the

    "$T and wavelet coefficients that are below a specified value are removed, then the

    system will perform a *de-noising* function.

    Two different threshold operations can be viewed in %igure /.In the first, hard

    thresholding, coefficients whose absolute values are lower than the threshold are set to

    zero. !ard thresholding is extended by the second technique, soft thresholding, by

    shrin&ing the remaining nonzero coefficients toward zero.

    The de-noising process consists of decomposing the original signal, thresholding the

    detail coefficients, and reconstructing the signal. The decomposition portion of our de-

    noising example is accomplished via the "$T. The $avelet Toolbox provides various

    parameters from which one must pic& in order to decompose the signal. These

    parameters include loading the original signal, selecting the wavelet family, and

    specifying the level of decomposition.

    $e have pic&ed "aubechies )db+ as our analysis wavelet, a three-level decomposition.

    $e could have elected to perform more levels of decomposition, as the more levels we

    chose to decompose our signal, the more detail coefficients we get. #ut for de-noising our

    signal in this example, a three-level decomposition provides sufficient noise reduction.

    #y employing the $avelet -" "iscrete $avelet Analysis Tool from the $avelet Toolbox,

    one can calculate the "$T by clic&ing on the Analyze button.The results of the

    decomposition are illustrated by%igure 4. The original noisy bloc& signal is shown in the

    s trace. The a4trace represents the third-level approximation coefficients, which are the

    high-scale, low-frequency components. 2ote how the approximation a4is similar to the

    original signal s. The other three waveforms )d4, d/, and d+ are the detail coefficients,

    which are low-scale, high-frequency components.

    After the decomposition was complete, we opened the $avelet -" "e-2oising Tool so

    that we could define our de-noising parameters (Fig. 4)$e chose to implement the

    defaults of the %ixed %orm oft Threshold and 0nscaled $hite 2oise for our soft

    thresholding method. The threshold values were fixed at exactly .555 for each

    decomposition level, which gave us good noise suppression. #oth the de-noised and

    original signals are shown in %igure 6.

    imulation 7f 8eal-Time "e-2oisingThe previous example explored the theory of wavelet decomposition and thresholding in

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    a data-flow environment. $hile this theoretical exploration is an important part of the

    de-noising implementation process, the implementation of a real-time system has other

    aspects that must be considered as well. This is best performed with a simulation tool

    li&e imulin&, which allows the use of individual subsytem components in a multirate

    time-flow environment.

    The first and most familiar technique for implementing multirate "9 systems is to

    propagate scalar data samples with varying rates within a system model. A imulin&

    model containing analysis and synthesis filter ban&s propagating scalar data samples is

    shown in %igure :.This example uses the same input signal s from %igure 4.

    %or simulation in a data-flow environment, such as AT(A#, processing signals of

    differing lengths due to changes in sample rates needs to be addressed. The data

    alignment would be carried out using the appropriate indexing schemes. In a multirate

    time-flow environment, li&e imulin&, the data is conceptually infinite in length, and

    indexing cannot perform the data alignment. Instead, delay elements are introduced

    after the analysis filter ban& to achieve data alignment. This is accomplished by the

    *"elay Alignment* subsystem (Fig. 6, again).

    %urthermore, to compare the output signal with the input, additional delays are

    introduced into the input signal path. "ata alignment is a significant aspect of a

    practical, real-time implementation. The input, output, and residual signals shown in

    %igure : can be viewed in the scope display in %igure ;.

    The wavelet transmultiplexer )$T+ provides an interesting example of the perfect

    reconstruction property of the "$T. The transmultiplexer combines two source signals

    for transmission over a single lin&, then separates the two signals at the receiving end of

    the channel (Fig. 8). The inputs are assumed to be baseband signals.

    The ability of wavelets to provide perfect reconstruction of independent signals,

    transmitted over a single communications lin&, is demonstrated in%igure demonstrates a two-channel transmultiplexer. #ut the

    method can be extended to an arbitrary number of channels. 2ote that the total data rate

    is still limited by the 2yquist rate of the high-speed data lin&.

    imilarities $ith %" 7peration

    The operation of a $T is analogous to a frequency-domain multiplexer )%"+ in

    several respects. In an %", baseband input signals are filtered and modulated into

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    ad?acent frequency bands, summed together, and then transmitted over a single lin&. 7n

    the receiving end, the transmitted signal is filtered to separate the two ad?acent

    frequency channels. The signals are then demodulated bac& to baseband.

    The filters need to pass the desired signal through the filter passband with as littledistortion as possible. In addition, the filters must strongly attenuate the ad?acent signal

    to provide a sharp transition from the filter passband to its stopband. This process limits

    the amount of crosstal&, or signal lea&age, from one frequency band to the next. These

    constraints generally require longer and more expensive filters.

    7ften, %" employs an unused frequency band, &nown as a guard band, between the

    two modulated frequency bands to relax the requirements on the %" filters. This

    decreases spectral efficiency, thereby reducing the usable bandwidth for each input

    signal.

    In a $T, the filtering performed by the synthesis and analysis wavelet filters is

    analogous to the filtering steps in the %". 9lus, the interpolation in the I"$T is

    equivalent to frequency modulation. %rom a frequency-domain perspective, the wavelet

    filters are fairly poor spectral filters, exhibiting slow transitions from passband to

    stopband, and providing significant distortion in their response.

    $hat ma&es the $T special, though, is that the analysis and synthesis filters together

    completely cancel the filter distortions and signal aliasing. That produces perfect

    reconstruction of the input signals and, thus, perfect extraction of the multiplexed

    inputs.

    Ideal spectral efficiency can be achieved with the $T, because no guard band is

    required. 9ractical limitations of implementing the channel filter create out-of-band

    lea&age and distortion. In the conventional %" approach, every channel within the

    same communications system requires its own filter and is susceptible to crosstal& from

    neighboring channels. #ut the $T method only requires a single bandpass filter for the

    entire communications channel, and the channel-to-channel interference is eliminated.

    1eep in mind that a noisy lin& can cause imperfect reconstruction of the input signals.

    %urthermore, the effects of channel noise and other impairments on the recovered

    signals can differ in %"- and $T-based systems.

    Image compression is becoming increasingly important as the efficient use of available

    transmission bandwidth becomes more complex. As complexity increases, system

    resources must be optimized to use minimal bandwidth and memory. 7ne way to

    optimize these resources is to employ image compression. The method and amount of

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    compression needs to be such that it's still possible to achieve a reasonable

    reconstruction of the image. $avelet transforms have this capability.

    The compression procedure is similar to that of de-noising used in an earlier example.

    The only difference lies in the thresholding applied to the detail coefficients. Two ap-proaches are available in the $avelet Toolbox for thresholding detail coefficients when

    compressing two-dimensional data. These are global thresholding and level

    thresholding.

    $ith the global-thresholding ap-proach, we define a global-threshold method, a

    compression performance factor, and a relative square norm recovery performance

    factor. The $avelet Toolbox derives a global threshold from an equal balance between

    the percentages of retained energy and number of zero coefficients. $ith the level-

    thresholding approach, one would need to visually determine level-dependent

    thresholds.

    In this example, we allow the $avelet Toolbox to derive a global threshold for our

    example image. The image shown in%igure 5was decomposed using the two-

    dimensional discrete wavelet analysis tool )similar to the one-dimensional tool found in

    %igure 4+. %or this example, we decided to perform a two-level decomposition using the

    biorthogonal spline wavelet bior4.;, which specifies a third-order reconstruction filter

    and a seventh-order decomposition filter.

    The compression tools available in the $avelet Toolbox perform only the thresholding

    portion of the compression process. Its performance is measured by the percentage of

    remaining nonzero elements in the wavelet decomposition. $hen implementing a real-

    world compression scheme, one would need to further consider quantization and bit-

    allocation factors.

    The two-dimensional wavelet compression tool automatically generates a threshold

    based on the thresholding method selected (Fig. 10, again). $e pic&ed *8emove near 5,*

    which sets this global threshold to . $hen we clic& on the =ompress button, all

    coefficients whose values are less than )in this case, @+ are forced to zero. In spite

    of this case, .@ of the original image energy is retained. ee the $avelet Toolbox

    0ser's uide for more information on how these percentages were calculated.

    $avelet analysis is a new and promising tool which complements traditional signal

    processing techniques. It can offer significant advantages for real-time systems, and it

    opens the door to new and exciting communications applications.

    %or %urther InformationB

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    . =. Taswell, *The $hat, !ow, and $hy of $avelet hrin&age "enoising,* Computing InScience And ngineering, vol. /, no. 4, ayCDune /555, p. /-, no. 6, ay/555, p. -5.

    . . trang and T. 2guyen, 'a#e"ets And Fi"ter ans, $ellesley-=ambridge 9ress,