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PhD Course- Prague, October 2003 Dr.Ing. David Cuesta Frau [email protected] Polytechnic University of Valencia- Spain Pattern Recognition Techniques Applied to Biomedical Signal Processing

Pattern Recognition Techniques Applied to Biomedical

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Page 1: Pattern Recognition Techniques Applied to Biomedical

PhD Course- Prague, October 2003Dr.Ing. David Cuesta [email protected] University of Valencia- Spain

Pattern Recognition Techniques Applied to Biomedical Signal Processing

Pattern Recognition Techniques Applied to Biomedical Signal Processing

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Page 2: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 2

• Pattern Recognition Systems.

Sensors Preprocessing FeatureExtraction Clustering

DissimilarityMeasures

Course Syllabus

WaveletTransform

Amplitude samplesTrace segmentation

Polygonal aprox.Wavelet Transform

Max-Mink-Means

k-Medians

Dynamic Time Warping

Hidden MarkovModels

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Page 3: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 3

Schedule

15:30•Hidden Markov Models

10.30•Feature extraction •Clustering algorithms14.30•Dynamic Time Warping

14.30•Wavelet transform

17/10/200316/10/200315/10/200314/10/200313/10/2003

10/10/200309/10/200308/10/200307/10/200306/10/2003

Page 4: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 4

Course Structure

•Lectures.

•Laboratory exercises.

•Assignments.

•Total Credits:1-2

Page 5: Pattern Recognition Techniques Applied to Biomedical

Signal ProcessingSignal Processing

Introduction to Wavelets

Dr.Ing. David Cuesta FrauPolytechnic University of Valencia(Spain)[email protected]

Page 6: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 6

Index1.- Introduction.2.- Definitions.3.- Multiresolution Analysis.4.- Discrete Wavelet Transform.5.- Applications in Signal Processing.

5.1.- Denoising.5.2.- Abrupt Change Detection.5.3.- Long-Term Evolution.5.4.- Compression.

6.- The Matlab Wavelet Toolbox.7.- Other Topics.8.- Summary.9.- Bibliography.

Introduction to Wavelets

Page 7: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 7

Index1.- Introduction.2.- Definitions.3.- Multiresolution Analysis.4.- Discrete Wavelet Transform.5.- Applications in Signal Processing.

5.1.- Denoising.5.2.- Abrupt Change Detection.5.3.- Long-Term Evolution.5.4.- Compression.

6.- The Matlab Wavelet Toolbox.7.- Other Topics.8.- Summary.9.- Bibliography.

Introduction to Wavelets

Page 8: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 8

1.- Introduction.• Signal Processing.

– Extract information from a signal.– Time domain is not always the best choice.– Frequency domain: Fourier Transform:

– Easily implemented in computers: FFT.

Introduction to Wavelets

( ) ( )∫∞

∞−

−= dtetxfX ftj π2

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Page 9: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 9

1.- Introduction.• Fourier Analysis.

– Can not provide simultaneously time and frequency information:Time information is lost.

– Small changes in frequency domain cause changes everywhere in the time domain.

– For stationary signals: the frequency content does not change intime, i.e.:

Introduction to Wavelets

0f f

( )tx

t

( )fX

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Page 10: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 10

1.- Introduction.• Fourier Analysis.

– Basis Functions are set: sinusoids. – Many coefficients needed to describe an “edge” or discontinuity.– If the signal is a sinusoid, it is better localized in the frequency

domain.– If the signal is a square pulse, it is better localized in the time

domain.

Introduction to Wavelets

Short Time Fourier Transform.

t

( )tx

f

( )fX

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Page 11: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 11

1.- Introduction.• Short Time Fourier Analysis.

– Time-Frequency Analysis.– Windowed Fourier Transform (STFT).

Introduction to Wavelets

FT Basis Functions STFT Basis Functions

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Page 12: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 12

1.- Introduction.• Short Time Fourier Analysis.

– Discrete version very difficult to find.– No fast transform.– Fixed window size (fixed resolution):

• Large windows for low frequencies.• Small windows for high frequencies.

– Wavelet Transform.

Introduction to Wavelets

( ) ( ) ( ) ( )dttttgtftSTFT 0000 sin, ωω −= ∫

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Page 13: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 13

1.- Introduction.• Wavelet Transform.

– Small wave.– Energy concentrated in time: analysis of non-

stationary, transient or time-varying phenomena.– Allows simultaneous time and frequency analysis.

Introduction to Wavelets

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Page 14: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 14

1.- Introduction.• Wavelet Transform.

– Fourier: localized in frequency but not in time.– Wavelet:

• local in both frequency/scale (via dilations) and in time (via translations).

• Many functions are represented in a more compact way. For example: functions with discontinuities and/or sharp spikes.

– Fourier transform: O(nlog2(n)).– Wavelet transform: O(n).

Introduction to Wavelets

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Page 15: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 15

1.- Introduction.Introduction to Wavelets

STFT Basis Functions WT Basis Functions

( ) ( ) dta

bttfbaWT

−= ∫ ψ,

• Wavelet Transform.

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Page 16: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 16

Index1.- Introduction.2.- Definitions.3.- Multiresolution Analysis.4.- Discrete Wavelet Transform.5.- Applications in Signal Processing.

5.1.- Denoising.5.2.- Abrupt Change Detection.5.3.- Long-Term Evolution.5.4.- Compression.

6.- The Matlab Wavelet Toolbox.7.- Other Topics.8.- Summary.9.- Bibliography.

Introduction to Wavelets

Page 17: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 17

2.- Definitions.• Mathematical Background.

– Topic of pure mathematics, but great applicability in many fields.

– Linear decomposition of a function:( ) ( )∑=

iii tctf ψ

( ) SetExpansion tsCoefficienExpansion

sum infiniteor finite for theindex Integer

≡≡≡

tci

i

i

ψ

( ) ( )tfti for Basis≡ψ

Introduction to Wavelets

– Decomposition Unique:

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Author: David Cuesta Frau 18

2.- Definitions.• Mathematical Background.

– Basis orthogonal:

( ) ( ) ( ) ( )∫ ≠== lkdttttt lklk ,0, ψψψψ

Introduction to Wavelets

– Then the coefficients can be calculated by :

– Since:

( ) ( ) ( ) ( )∫== dtttfttfc kkk ψψ,

( ) ( ) ( ) ( )∫ ∑∫ =

==

kkkii

iik cdtttcdtttf ψψψ

( ) ( )∫ == lkdttt lk ,1ψψ

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Page 19: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 19

2.- Definitions.• Mathematical Background.

– Linear decomposition of a vector:

Introduction to Wavelets

( )123 ,,−=ar

( ) ( ) ( )100101020013 ,,,,,, +−=ar

( ) ( ) ( ) 100010001 ,,,,,,,,

Generator systemin R3

IndependentOrthogonal Basis in R3

( )123 ,,− Coordinatesin R3

Normal

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Author: David Cuesta Frau 20

2.- Definitions.

( ) ( ) ( ) ( )∫ ≠== nmdttttt nmnm where,, If 0ψψψψ

( ) ( )tfforBasisOrthogonalti ≡ψ

Introduction to Wavelets

• Mathematical Background.

( ) ( ) ( ) ( )∫== ttfttfc iii ψψ,

:Otherwise( ) ( ) ( )tfforBasisalBiorthogontt ii ~, ≡ψψ

( ) ( )ttfc ii ψ~,= ( ) ( )∑=i

ii tctf ψ

Page 21: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 21

2.- Definitions.• Mathematical Background.

– Example of linear decomposition of a function:

Introduction to Wavelets

( )tf

t

2

1

1−1 2 3

( )tψ

t

1

1( ) ( )itti −=ψψ

t

1

i 1+i...

( ) ( )∫ = mnnm dttt δψψ

( ) ( ) ( ) 1== ∫ dtttt mmm*ψψψ

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Page 22: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 22

2.- Definitions.• Mathematical Background.

– Example of linear decomposition of a function:

Introduction to Wavelets

( )tf

t

2

1

1−1 2 3

( ) ( ) ( ) ( )212 −−−+= ttttf ψψψ

otherwise , 01

21

2

1

0

=−=

==

icccc

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Page 23: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 23

2.- Definitions.Introduction to Wavelets

• Example:• Four dimensional space (four non-null coefficients).

Synthesis Formula:

( ) ( )∑=i

ii tctf ψ

( )( )( )( )

( )( )( )( )

( )( )( )( )

( )( )( )( )

( )( )( )( )

+

+

+

=

3210

3210

3210

3210

3210

3

3

3

3

3

2

2

2

2

2

1

1

1

1

1

0

0

0

0

0

ψψψψ

ψψψψ

ψψψψ

ψψψψ

cccc

ffff

Page 24: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 24

2.- Definitions.Introduction to Wavelets

• Example:

( )( )( )( )

( ) ( ) ( ) ( )( ) ( ) ( ) ( )( ) ( ) ( ) ( )( ) ( ) ( ) ( )

=

3

2

1

0

3210

3210

3210

3210

3333222211110000

3210

cccc

ffff

ψψψψψψψψψψψψψψψψ

ψcf =

Page 25: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 25

2.- Definitions.Introduction to Wavelets

• Example:

( ) ( ) ( ) ( )( ) ( ) ( ) ( )( ) ( ) ( ) ( )( ) ( ) ( ) ( )

( )( )( )( )

=

3210

3210321032103210

3333

2222

1111

0000

3

2

1

0

ffff

cccc

ψψψψψψψψψψψψψψψψ

~~~~~~~~~~~~~~~~

fψc T~=

Page 26: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 26

2.- Definitions.Introduction to Wavelets

• Example:

fψc T~=

ψcf =fψψf T~= 1T ψψ −=~

Dual Basis

If columns are orthonormal:fIψψ =T fψψf T= TT ψψ =~

Single Basis

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Page 27: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 27

Index1.- Introduction.2.- Definitions.3.- Multiresolution Analysis.4.- Discrete Wavelet Transform.5.- Applications in Signal Processing.

5.1.- Denoising.5.2.- Abrupt Change Detection.5.3.- Long-Term Evolution.5.4.- Compression.

6.- The Matlab Wavelet Toolbox.7.- Other Topics.8.- Summary.9.- Bibliography.

Introduction to Wavelets

Page 28: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 28

3.- Multiresolution Analysis.• Problem definition:

Time scale change.

Introduction to Wavelets

( )tf 2

t

2

1

1−1 2

( )tψ

t

1

1

?

Page 29: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 29

• Multiresolution Formulation.– Rationale: if a set of signals can be represented by a

weighted sum of ϕ(t-k), a larger set (including the original), can be represented by a weighted sum of ϕ(2t-k).

– Signal analysis at different frequencies with different resolutions.

– Good time resolution and poor frequency resolution at high frequencies.

– Good frequency resolution and poor time resolution at low frequencies.

– Used to define and construct orthonormal wavelet basis for L2.

– Two functions needed: the Wavelet and a scaling function.

Introduction to Wavelets

3.- Multiresolution Analysis.

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Page 30: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 30

• Multiresolution Formulation.– Effect of changing the scale. Scaling function:– To decompose a signal into finer and finer details.

Introduction to Wavelets

( )tϕ

( ) 2Ltf ∈( ) 2

0 Ltspank

k ⊂= ϕν :Subspace

( ) ( ) ( ) 0νϕ ∈∀= ∑ tftctfk

kk

– Increase the size of the subspace changing the time scale of the scaling functions:

( ) ( )ktt jjk

j

−= −−

22 2 ϕϕ

3.- Multiresolution Analysis.

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Page 31: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 31

• Multiresolution Formulation.

Introduction to Wavelets

( ) ( ) 22 Ltspantspan jkj

kj ⊂== ϕϕν :Subspace

( ) ( ) ( ) jk

jk tfktctf νϕ ∈∀+= ∑ 2

– The spanned spaces are nested:2

21012 L⊂⊂⊂⊂⊂⊂⊂ −− ...... ννννν( ) ( ) 12 +∈⇔∈ jj tftf νν

( ) ( ) ( ) Znntnhtn

∈−= ∑ ,22ϕϕ

3.- Multiresolution Analysis.

Page 32: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 32

• Multiresolution Formulation.

Introduction to Wavelets

– Example: Haar Scaling Function.

( ) ( ) ( )122 −+= ttt ϕϕϕ

( )tϕ

( )t2ϕ ( )12 −tϕ

( )2

10 =h

( )2

11 =h

3.- Multiresolution Analysis.

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Page 33: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 33

• Multiresolution Formulation.

Introduction to Wavelets

– Increasing j, the size of the subspace spanned by the scaling function, is also increased.

– Wavelets span the differences between spaces wi. More suitable to describe signals.

– Wavelets and scaling functions should be orthogonal: simple calculation of coefficients.

...

...

⊕⊕⊕=

⊕⊕=⊕=

1002

1002

001

wwL

www

ν

νννν

3.- Multiresolution Analysis.

Page 34: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 34

• Multiresolution Formulation.

Introduction to Wavelets

0ν0w1w2w

( ) [ ] ( ) ℵ∈−= ∑ nntnhtn

, 221 ϕψ

( ) ( )ktt jjk

j

−= −−

22 2 ψψMother Wavelet

3.- Multiresolution Analysis.

[ ] [ ] [ ]∑ ∈−=l

Zllnlhn ,22ϕϕ Scale Function

Page 35: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 35

• Multiresolution Formulation.

Introduction to Wavelets

3.- Multiresolution Analysis.

( )( ) ( ) ( )

1norm for accounts

tscoefficien function scaling

=≡

−−=

2

111 nhnh

nhn

( ) ( ) ( )

( ) ( ) ( ) ( ) ( )tgduugdttgdttgtg

dttgdttgtg

t

tu

t

t

21

2222

121

1

0

2

20

22

0

22

====

==

∫∫∫

∫∫

=

∞+

∞−

∞+

∞−

Page 36: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 36

• Multiresolution Formulation.

Introduction to Wavelets

( ) ( ) ( )122 −−= ttt φφψ

– Example: Haar Wavelet (the oldest and simplest!).

3.- Multiresolution Analysis.

( )

( )

( )

( )211

210

211

210

1

1

−=

=

=

=

h

h

h

h

Page 37: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 37

• Multiresolution Formulation.

Introduction to Wavelets

ZkZjjk ∈∈ ,,ψ

– Haar Wavelet and Scaling Function:

3.- Multiresolution Analysis.

( ) [ [[ [

∈−∈

=1,,1

,0,1

2121

tt

tψ ( ) ( )ktt jjk

j

−= −−

22 2 ψψ

( ) [ [1,0,1 ∈= ttϕ

2LOrthonormal basis of

Zkjjjkkj ∈≥ ,, 0,0ψϕ

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Page 38: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 38

• Multiresolution Formulation.

Introduction to Wavelets

( ) ( ) ( )∑ ∑∑∞

=

−∞=

−∞=+=

0j kjkjk

kkk tdtctf ψϕ

3.- Multiresolution Analysis.

...⊕⊕⊕= 1002 wwL ν

Scale Function Wavelet

( ) ( )

( ) ( )ttfd

ttfc

jkjk

kk

ψ

ϕ

,

,

=

= Approximation

Details

Page 39: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 39

Index1.- Introduction.2.- Definitions.3.- Multiresolution Analysis.4.- Discrete Wavelet Transform.5.- Applications in Signal Processing.

5.1.- Denoising.5.2.- Abrupt Change Detection.5.3.- Long-Term Evolution.5.4.- Compression.

6.- The Matlab Wavelet Toolbox.7.- Other Topics.8.- Summary.9.- Bibliography.

Introduction to Wavelets

Page 40: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 40

Introduction to Wavelets

• Wavelet Transform:• Building blocks to represent a signal.• Two dimensional expansion. Wavelet set:

• Time-Frequency localization of the signal.• The calculation of the coefficients can be done

efficiently.

( )tjkψ

( ) ( )∑∑=k j

jkjk tctf ψ

( )tfc jk of Transform WaveletDiscrete≡

4.- Discrete Wavelet Transform.

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Page 41: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 41

Introduction to Wavelets

• Wavelet Transform:• Wavelet Systems are generated from a mother

Wavelet by scaling and translation.

• Multiresolution conditions satisfied.• Filter bank: the lower resolution coefficients can

be calculated from the higher resolution coefficients by a tree-structured algorithm.

( ) ( ) Zkjktt jjk

j

∈−= −−

, , 22 2 ψψ

4.- Discrete Wavelet Transform.

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Page 42: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 42

Introduction to Wavelets

• Wavelet Transform:• The effect of the Wavelet Transform is a

convolution to measure the similarity between a translated and scaled version of the Wavelet and the signal under analysis.

4.- Discrete Wavelet Transform.

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Page 43: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 43

Introduction to Wavelets

• Wavelet Transform:• Wavelet Transform representation: Time-Scale

Plane:

4.- Discrete Wavelet Transform.

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Page 44: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 44

Introduction to Wavelets

• Wavelet Transform:

Time-Scale Plane tSignal

Scale

4.- Discrete Wavelet Transform.

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Page 45: Pattern Recognition Techniques Applied to Biomedical

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Introduction to Wavelets

• Some Mother Wavelets:

4.- Discrete Wavelet Transform.

Compact Support

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Page 46: Pattern Recognition Techniques Applied to Biomedical

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Introduction to Wavelets

• Effect of choosing different Mother Wavelets:

The Wavelet transform in essence performs a correlation analysis, therefore the output is expected to be maximal when the input signal most resembles the mother wavelet.

Depending on the application, mother wavelet should be as similar as possible to the signal or to the signal portion under analysis. For example, the Mexican Hat Wavelet is the optimal detector to find a Gaussian.

4.- Discrete Wavelet Transform.

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Introduction to Wavelets

• Effect of choosing different Mother Wavelets:

4.- Discrete Wavelet Transform.

Adaptive Approach.

t

t

( )tx

( )tx

( )tx

t

Page 48: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 48

Introduction to Wavelets

• Wavelet Transform Calculation: 1. Choose a mother wavelet.2. Given two values of j and k, calculate the coefficient

according to:

3. Translate the Wavelet and repeat step 2 until the whole signal is analyzed.

4. Scale the Wavelet and repeat steps 2 and 3.

( )( ) ( ) ( )dtttfctfWT jkjk ψ∫∞

∞−==

( )

−=jkt

jtjk ψψ 1

4.- Discrete Wavelet Transform.

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Page 49: Pattern Recognition Techniques Applied to Biomedical

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Introduction to Wavelets

• Discrete Wavelet Transform Calculation: • Follow steps 1-4 defined previously.• Change the expressions:

[ ] [ ]∑==n

jkjk nnfcDWT ψ

[ ] [ ]knn jjk

j

−= −−

22 2 ψψ

[ ] [ ]∑ ∑∈ ∈

− ==Nj Nk

jkjk ncnfDWT ψ1

4.- Discrete Wavelet Transform.

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Page 50: Pattern Recognition Techniques Applied to Biomedical

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Introduction to Wavelets

• Discrete Wavelet Transform Calculation: • Using Multiresolution Analysis:

[ ]( )[ ] [ ] [ ] [ ]

[ ] [ ] [ ] [ ]

==

===

njkjkjk

nkkk

nnfnnfd

nnfnnfcnfDWT

ψψ

ϕϕ

,

,

[ ] [ ] [ ]

[ ] ( ) [ ]lhlh

Zllnlhn

ll

−−=

∈−= ∑

11

22

1

1 ,ϕψ

[ ] [ ] [ ]∑ ∈−=l

Zllnlhn ,22ϕϕ

4.- Discrete Wavelet Transform.

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Page 51: Pattern Recognition Techniques Applied to Biomedical

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Introduction to Wavelets

• Discrete Wavelet Transform Calculation: • Using Multiresolution Analysis:

[ ] [ ] [ ]∑ ∑∑∞

=

−∞=

−∞=

− +===0

1

j kjkjk

kkk ndncnfIDWTDWT ψϕ

[ ] [ ] [ ]∑ ∑∑∞

=

−∞=

−∞=

− +===0

00

1

jj kjkjk

kkjkj ndncnfIDWTDWT ψϕ

Dyadic grid:

...,...,, ,...,,

84014200

=⇒==⇒=

kjkj

4.- Discrete Wavelet Transform.

Page 52: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 52

Introduction to Wavelets

• Discrete Wavelet Transform Calculation: • Example:

• Haar Scaling Function:

[ ] 111232111 ,,,,,,,,=nf

( )tϕ

t

1

1

[ ] [ ] [ ]1−+= nnn δδϕ

n

1

1

4.- Discrete Wavelet Transform.

Page 53: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 53

Introduction to Wavelets

• Discrete Wavelet Transform Calculation: • Haar Wavelet:

[ ]n2ϕ

n

1

[ ] [ ] [ ]122 −−= nnn ϕϕψ

[ ]nψ

n

1

( )

( )

( )

( )211

210

211

210

1

1

−=

=

=

=

h

h

h

h

1−

4.- Discrete Wavelet Transform.

Page 54: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 54

Introduction to Wavelets

• Discrete Wavelet Transform Calculation:

[ ]( )[ ] [ ] [ ] [ ]

[ ] [ ] [ ] [ ]

==

===

njkjkjk

nkkk

nnfnnfd

nnfnnfcnfDWT

ψψ

ϕϕ

,

,

[ ] [ ] [ ]( ) [ ] [ ][ ] [ ] [ ]( ) [ ] [ ][ ] [ ][ ] [ ] 01176

1235413232

0101

06

04

02

00

=−=−==−=−=

−=−=−−−==−=−−=

ffdffd

ffnnnfdffnnnfd

δδδδ

[ ] 11232111 ,,,,,,,=nf[ ] [ ] [ ]1−−= nnn δδψ

4.- Discrete Wavelet Transform.

64200 ,,,, For == kj

Page 55: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 55

Introduction to Wavelets

• Discrete Wavelet Transform Calculation:

[ ] [ ] [ ]( ) [ ] [ ][ ] [ ] [ ]( ) [ ] [ ][ ] [ ] [ ]( ) [ ] [ ][ ] [ ] [ ]( ) [ ] [ ] 27676

5545433232

2101

6

4

2

0

=+=−+−==+=−+−==+=−+−=

=+=−+=

ffnnnfcffnnnfcffnnnfc

ffnnnfc

δδδδδδ

δδ

[ ] 11232111 ,,,,,,,=nf

[ ] [ ] [ ]1−+= nnn δδϕ

4.- Discrete Wavelet Transform.

64200 ,,,, For == kj

Page 56: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 56

Introduction to Wavelets

• Discrete Wavelet Transform Calculation:

4.- Discrete Wavelet Transform.

n

nn

kc0

kd0

[ ]nf

Page 57: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 57

Introduction to Wavelets

• Discrete Wavelet Transform Calculation:

4.- Discrete Wavelet Transform.

401 ,, For == kj[ ] [ ] [ ] [ ] [ ]( )

[ ] [ ] [ ] [ ][ ] [ ] [ ] [ ] [ ]( )

[ ] [ ] [ ] [ ] 3112376547654

121113210321

14

10

=−−+=−−+=−−−−−+−=

−=−−+=−−+=−−−−−+=

ffffnnnnnfd

ffffnnnnnfd

δδδδ

δδδδ

[ ]nψ

n

1

1−

[ ]2nψ

n

1

1−

[ ] [ ]knn jjk

j

−= −−

22 2 ψψ

Page 58: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 58

Introduction to Wavelets

• Discrete Wavelet Transform Calculation:

4.- Discrete Wavelet Transform.

[ ]nϕ

n

1

1

[ ]2nϕ

n

1

1 2 3

[ ] [ ]knn jjk

j

−= −−

22 2 ϕϕ

401 ,, For == kj

[ ] [ ] [ ] [ ] [ ]( )[ ] [ ] [ ] [ ] [ ]( ) 711237654

52111321

14

10

=+++=−+−+−+−==+++=−+−+−+=

nnnnnfcnnnnnfcδδδδ

δδδδ

Page 59: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 59

Introduction to Wavelets

• Discrete Wavelet Transform Calculation:

Complete Decomposition (without factor ):

4.- Discrete Wavelet Transform.

01-103-1-212

01-103-175

01-102532

11232111[ ]nf

kc0

kc1

kc2 kd2

kd1

kd0

22j−

Page 60: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 60

Introduction to Wavelets

• Discrete Wavelet Transform Calculation:Reconstruction:

4.- Discrete Wavelet Transform.

From level j=0:

[ ] [ ] [ ]

( ) [ ]nf

ndncnfk

kkk

kk

2224642220011110022553322

642000

642000

⇒=−−+

=+= ∑∑==

,,,,,,,),,,,,,,(),,,,,,,(

,,,,,,ψϕ

[ ] [ ] [ ]∑ ∑∑∞

=

−∞=

−∞=+=

000

jj kjkjk

kkjkj ndncnf ψϕ

Fei Hu
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Page 61: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 61

Introduction to Wavelets

• Discrete Wavelet Transform Calculation:

4.- Discrete Wavelet Transform.

0.035226-0.085441-0.1350110.4598770.8068910.332671Daubechies-6

Daubechies-4

1.01.0Haar

543210Wavelet

( )3141 + ( )334

1 + ( )3341 − ( )314

1 −

Order of the Wavelet: number of nonzero coefficients.Value of wavelet coefficients is determined by constraints of orthogonality and normalization.

Page 62: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 62

Introduction to Wavelets

• Discrete Wavelet Transform Calculation: • Calculation to be implemented in a

computer. • Is there any method, such as FFT, for DWT

efficient calculation?

Pyramid Algorithm

• Basic Idea: DWT (direct and inverse) can be thought of as a filtering process.

4.- Discrete Wavelet Transform.

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Page 63: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 63

Introduction to Wavelets

• Pyramid Algorithm:

[ ] [ ] [ ] [ ]∑∞

−∞=−=∗

kknhkfnhnf

[ ]( )[ ] [ ] [ ] [ ]

[ ] [ ] [ ] [ ]

==

===

njkjkjk

nkkk

nnfnnfd

nnfnnfcnfDWT

ψψ

ϕϕ

,

,

Filtering:

Sampling Frequency: π2

Bandwidth:π

Signal is passed through a half-band lowpass filterSignal is passed through a half-band highpass filter

4.- Discrete Wavelet Transform.

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Page 64: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 64

Introduction to Wavelets

• Pyramid Algorithm:• After filtering, half of the samples can be

eliminated: subsample the signal by two.• Subsampling: Scale is doubled.• Filtering: Resolution is halved.

• Decomposition is obtained by successive highpass and lowpass filtering.

[ ] [ ] [ ]

[ ] [ ] [ ]∑

−∞=

−∞=

−=

−=

klow

khigh

knhkfny

kngkfny

2

2

4.- Discrete Wavelet Transform.

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Page 65: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 65

Introduction to Wavelets

• Pyramid Algorithm:• Filters h and g are not independent.• Relation between filters:

Quadrature Mirror Filters.

• Signal length must be a power of 2 (due to downsampling by 2).

• Maximum decomposition level depends on signal length.

[ ] ( ) [ ] ( )length filter ≡−=−− LnhnLg n11

4.- Discrete Wavelet Transform.

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Page 66: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 66

Introduction to Wavelets

• Pyramid Algorithm:[ ]nf

[ ]ng [ ]nh

↓2 ↓2

[ ]ng [ ]nh

↓2 ↓2

... ...

DetailsLevel 1

DetailsLevel 2

ApproximationLevel 1

ApproximationLevel 2

4.- Discrete Wavelet Transform.

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Page 67: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 67

Introduction to Wavelets

• Pyramid Algorithm:Operators notation.

[ ] [ ]

[ ] [ ]∑

−∞=

−∞=

−=

−=

k

k

knhkfHf

kngkfGf

2

2

4.- Discrete Wavelet Transform.

Prof_Fei_Hu
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Page 68: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 68

Introduction to Wavelets

• Pyramid Algorithm:

Ω

1D

1A

2D

2A

3D4D

3A

4A

[ ]ΩX

4.- Discrete Wavelet Transform.

π2π

Page 69: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 69

Introduction to Wavelets

• Pyramid Algorithm: Reconstruction.

4.- Discrete Wavelet Transform.

...

ApproximationLevel 1

[ ]nf

↑2

[ ]ng [ ]nh

DetailsLevel 1

↑2

[ ]ng [ ]nhDetailsLevel 2

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Page 70: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 70

Index1.- Introduction.2.- Definitions.3.- Multiresolution Analysis.4.- Discrete Wavelet Transform.5.- Applications in Signal Processing.

5.1.- Denoising.5.2.- Abrupt Change Detection.5.3.- Long-Term Evolution.5.4.- Compression.

6.- The Matlab Wavelet Toolbox.7.- Other Topics.8.- Summary.9.- Bibliography.

Introduction to Wavelets

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5.1.- Denoising.

[ ] [ ] [ ] 10 −≤≤+= Nnnrnxny , σ

Standard Deviation

Signal

Observations of x + noise

Introduction to Wavelets

• Finite Length Signal with Additive Noise:

[ ] ( )10,~ :Noise Nnr

Page 72: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 72

5.1.- Denoising.

RXY σ+=

Introduction to Wavelets

In the Transformation Domain:

where: (W transform matrix).WyY =

estimate of fromX X YDiagonal linear projection:

( ) [ ]10110 , , ,...,, ∈=∆ − iNdiag δδδδ

Estimate: WyWYWXWx ∆=∆== −−− 111 ˆˆ

Page 73: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 73

5.1.- Denoising.Introduction to Wavelets

General Method:1) Compute2) Perform Thresholding in the Wavelet

Domain.3) Compute

Questions:Which Thresholding Method?Which Threshold?

WyY =

XWx ˆˆ 1−=

Page 74: Pattern Recognition Techniques Applied to Biomedical

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5.1.- Denoising.Introduction to Wavelets

Thresholding Method (Diagonal Linear Projection):

Page 75: Pattern Recognition Techniques Applied to Biomedical

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5.1.- Denoising.Introduction to Wavelets

Threshold:

Stein’s Unbiased Risk Estimate (SURE).

Donoho: n:Sample sizeσ:noise scale

MinimaxAdaptive: based on singular or smooth regions(in practice, heuristic indep. of sample size)

( )nlog2σλ =

Page 76: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 76

Introduction to Wavelets

5.1.- Denoising.Practical considerations:

• Signal normalization to avoid amplitude influence over the process.

• Noise can vary along the signal: windowed threshold.

Page 77: Pattern Recognition Techniques Applied to Biomedical

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http://www-dsp.rice.edu/edu/wavelet/denoise.html

Introduction to Wavelets

5.1.- Denoising.

Page 78: Pattern Recognition Techniques Applied to Biomedical

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Index1.- Introduction.2.- Definitions.3.- Multiresolution Analysis.4.- Discrete Wavelet Transform.5.- Applications in Signal Processing.

5.1.- Denoising.5.2.- Abrupt Change Detection.5.3.- Long-Term Evolution.5.4.- Compression.

6.- The Matlab Wavelet Toolbox.7.- Other Topics.8.- Summary.9.- Bibliography.

Introduction to Wavelets

Page 79: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 79

5.2.- Abrupt Change Detection.Introduction to Wavelets

• Low level details contain information of high frequency components.

• Small support wavelets are better suited to detect such changes.

• Noise makes it difficult.• Application: QRS

complex detection.

Page 80: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 80

Index1.- Introduction.2.- Definitions.3.- Multiresolution Analysis.4.- Discrete Wavelet Transform.5.- Applications in Signal Processing.

5.1.- Denoising.5.2.- Abrupt Change Detection.5.3.- Long-Term Evolution.5.4.- Compression.

6.- The Matlab Wavelet Toolbox.7.- Other Topics.8.- Summary.9.- Bibliography.

Introduction to Wavelets

Page 81: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 81

5.3.- Long-Term Evolution.Introduction to Wavelets

• Foundations:– Slow changes which take place in the signal, i.e.,

low frequency variations.– In the time domain: Wavelet transform has high

resolution in time at low frequencies.– In the frequency domain: the higher the

approximation level, the narrower the low pass filter is.

– Problem: depending on the baseline(trend) frequency, the approximation level may change.

– The baseline is considered as additive ‘noise’.

Page 82: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 82

5.3.- Long-Term Evolution.

[ ] [ ] [ ] 10 −≤≤+= Nnnbnxny ,

Introduction to Wavelets

Baseline

Signal

Observations of x + baseline

• Finite Length Signal with baseline variation:

Page 83: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 83

5.3.- Long-Term Evolution.

[ ]( ) [ ]

[ ] [ ] [ ]nbnynx

nbnyWT

ˆˆ

ˆ

−=

=

Introduction to Wavelets

• With the Wavelet Approximation of certain level, we estimate the baseline.

• It can be used as extra information about the signal or to reduce the baseline oscillation.

Page 84: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 84

0 2 4 6 8 10 12 14 16x 104

-2000

-1900

-1800

-1700

-1600

-1500

-1400

-1300

Introduction to Wavelets

• Application: Electrocardiogram baseline wandering reduction.

5.3.- Long-Term Evolution.

Page 85: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 85

Index1.- Introduction.2.- Definitions.3.- Multiresolution Analysis.4.- Discrete Wavelet Transform.5.- Applications in Signal Processing.

5.1.- Denoising.5.2.- Abrupt Change Detection.5.3.- Long-Term Evolution.5.4.- Compression.

6.- The Matlab Wavelet Toolbox.7.- Other Topics.8.- Summary.9.- Bibliography.

Introduction to Wavelets

Page 86: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 86

5.4.- Compression.Introduction to Wavelets

• Methods:– Quantization in the Wavelet domain. The set of

possible coefficients values is reduced:

jc

jc

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Page 87: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 87

5.4.- Compression.Introduction to Wavelets

• Methods:– Discard those coefficients considered

‘insignificant’: Threshold.– Basis choice is very important.

Coefficients Histogram:

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5.4.- Compression.Introduction to Wavelets

• Application: ECG compression.

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Index1.- Introduction.2.- Definitions.3.- Multiresolution Analysis.4.- Discrete Wavelet Transform.5.- Applications in Signal Processing.

5.1.- Denoising.5.2.- Abrupt Change Detection.5.3.- Long-Term Evolution.5.4.- Compression.

6.- The Matlab Wavelet Toolbox.7.- Other Topics.8.- Summary.9.- Bibliography.

Introduction to Wavelets

Page 90: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 90

6.- The Matlab Wavelet Toolbox.Introduction to Wavelets

Matlab: GUI (type wavemenu).

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Page 91: Pattern Recognition Techniques Applied to Biomedical

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Introduction to Wavelets

Matlab: Command Line.

6.- The Matlab Wavelet Toolbox.

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Page 92: Pattern Recognition Techniques Applied to Biomedical

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Introduction to Wavelets

Functions:DWT: Single-level 1-D wavelet decomposition.

[CA,CD] = DWT(X,'wname');

ApproximationCoefficients

DetailCoefficients

Signal MotherWavelet

Example:X=[1 1 1 0 0 0 1 1 1 0 0 0 1 1 1 1];

[CA,CD] = DWT(X,‘haar');

CA = 1.4142 0.7071 0 1.4142 0.7071 0 1.4142 1.4142

CD = 0 0.7071 0 0 0.7071 0 0 0

6.- The Matlab Wavelet Toolbox.

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Page 93: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 93

Introduction to Wavelets

Functions:IDWT: Single-level 1-D wavelet reconstruction.

X = IDWT(CA,CD,'wname');

WAVEINFO: Provides information about the wavelets in thetoolbox.

WAVEINFO(‘wname');

DWTMODE: Sets extension mode to handle border distortion.

DWTMODE(‘status');

sym,zpd,sp0,sp1,ppd

6.- The Matlab Wavelet Toolbox.

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Page 94: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 94

Introduction to Wavelets

Functions:WAVEDEC: Multiple-level 1-D wavelet decomposition.

[C,L] = WAVEDEC(X,N,'wname')

6.- The Matlab Wavelet Toolbox.

APPCOEF: Extracts 1-D approximation coefficients.

A = APPCOEF(C,L,'wname',N)

DETCOEF: Extracts 1-D detail coefficients.

D = DETCOEF(C,L,N)

Page 95: Pattern Recognition Techniques Applied to Biomedical

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Introduction to Wavelets

Functions:WRCOEF: Reconstructs single branch from 1-D coefficients.

X = WRCOEF('type',C,L,'wname',N)

6.- The Matlab Wavelet Toolbox.

WDEN: Automatic 1-D denoising using wavelets.

[XD,CXD,LXD] = WDEN(X,TPTR,SORH,SCAL,N,'wname')

Denoisedsignal

Noisy signal

MotherWavelet

DecompositionLevel

Thresholdselection rule:rigrsureheursuresqtwolog

Soft ‘s’ or hard ‘h’ thresholding

Thresholdrescalingoneslnmln

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Page 96: Pattern Recognition Techniques Applied to Biomedical

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Introduction to Wavelets

Example:Denoising an ECG signal using Wavelets (WaveletExample).

6.- The Matlab Wavelet Toolbox.

Page 97: Pattern Recognition Techniques Applied to Biomedical

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Index1.- Introduction.2.- Definitions.3.- Multiresolution Analysis.4.- Discrete Wavelet Transform.5.- Applications in Signal Processing.

5.1.- Denoising.5.2.- Abrupt Change Detection.5.3.- Long-Term Evolution.5.4.- Compression.

6.- The Matlab Wavelet Toolbox.7.- Other Topics.8.- Summary.9.- Bibliography.

Introduction to Wavelets

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7.- Other Topics.Introduction to Wavelets

Wavelet Packets.

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7.- Other Topics.Introduction to Wavelets

2D Wavelet Transform.Application to bidimensional signals: images. Noise reduction, compression, etc.Image is considered a matrix: Wavelet transform is applied on rows and columns.

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7.- Other Topics.Introduction to Wavelets

Computer Graphics.Image illumination computation.Figure animation.Surface modelling.Image compression.Image query.Etc.

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7.- Other Topics.Introduction to Wavelets

Self-Similarity Detection(Fractals).

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7.- Other Topics.Introduction to Wavelets

Feature Extraction.

[ ]( )[ ] [ ] [ ] [ ]

[ ] [ ] [ ] [ ]

==

===

njkjkjk

nkkk

nnfnnfd

nnfnnfcnfDWT

ψψ

ϕϕ

,

,

Approximation of the input signal

[ ] [ ] [ ] [ ] ( )NccNfffnf kk <<⇒−= 110 ,...,,

Page 103: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 103

7.- Other Topics.Introduction to Wavelets

Applications in electrocardiology:

• ECG Compression.• ECG Pattern Recognition: detection and classification

of ECG waves, discriminating normal and abnormal cardiac patterns.

• ST segment analysis. Change detection.• Heart rate variability: ECG is assumed to be

nonstationary.• High resolution electrocardiography: detection of late

potentials.

Page 104: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 104

Index1.- Introduction.2.- Definitions.3.- Multiresolution Analysis.4.- Discrete Wavelet Transform.5.- Applications in Signal Processing.

5.1.- Denoising.5.2.- Abrupt Change Detection.5.3.- Long-Term Evolution.5.4.- Compression.

6.- The Matlab Wavelet Toolbox.7.- Other Topics.8.- Summary.9.- Bibliography.

Introduction to Wavelets

Page 105: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 105

8.- Summary.Introduction to Wavelets

• Fourier transform is not suitable to obtain time and frequency information: Wavelet Transform.

• Multiresolution analysis. It is possible to change time and scale.• Discrete Wavelet Transform. Pyramidal Algorithm: Efficient

algorithm to calculate the Wavelet Transform in a computer.• Applications in signal processing: noise reduction, long-term

evolution, compression, abrupt changes.• Very important to the analysis of biological signals since most of

the statistical characteristics of such signals are nonstationary-• Matlab Wavelet Toolbox: definitions and functions to work with

Wavelets.• Many other topics: Wavelet packets, Computer graphics, etc.

Page 106: Pattern Recognition Techniques Applied to Biomedical

Author: David Cuesta Frau 106

Index1.- Introduction.2.- Definitions.3.- Multiresolution Analysis.4.- Discrete Wavelet Transform.5.- Applications in Signal Processing.

5.1.- Denoising.5.2.- Abrupt Change Detection.5.3.- Long-Term Evolution.5.4.- Compression.

6.- The Matlab Wavelet Toolbox.7.- Other Topics.8.- Summary.9.- Bibliography.

Introduction to Wavelets

Page 107: Pattern Recognition Techniques Applied to Biomedical

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9.- Bibliography.Introduction to Wavelets

1. C.S.Burrus et al. “Introduction to Wavelets and Wavelet Transforms”. Prentice Hall (1998).2. The Wavelet Tutorial. Robi Polikar. http://www.public.iastate.edu/~rpolikar/wavelets3. T. Edwards. “Discrete Wavelet Transforms: Theory and Implementation”. (1991)4. Michael L. Hilton, "Wavelet and Wavelet Packet Compression of Electrocardiograms", IEEE

Trans. on Biomedical Engineering, Vol. 44, pp.394—402 , (1997).5. Matlab Wavelet Toolbox User’s Manual.6. I.Provaznik et al., “Wavelet Transform in ECG signal Processing”. Proceedings of the 15th

Biennial Eurasip Conference BIOSIGNAL 2000. pp. 21-25, (2000).7. M. Unser, “Wavelets, statistics, and biomedical applications”. Proceedings of 8th IEEE

Signal Processing Workshop on Statistical Signal and Array Processing. pp. 244-249, (1996)

8. Cuiwei Liyet al., “Detection of ECG Characteristic Points Using Wavelet Transforms”, IEEE Transactions on Biomedical Engineering, vol. 42, no.1 , pp. 21-28. (1995)

9. A. Bezarienas et al. “ Selective Noise filtering of High Resolution ECG Through Wavelet Transform “, Computers in Cardiology pp 637-640, (1996)

10. H. Inoue; A. Miyazaki, “A Noise Reduction Method for ECG Signals Using the Dyadic Wavelet Transform”, IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences, pp. 1001-1007, (1998)

11. Donoho D., “De-noising by soft-thresholding”, IEEE Trans. Information Theory, vol. 41, no. 3, pp.612-627, (1995)

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9.- Bibliography.Introduction to Wavelets

12. B.Vidakovic and P. Müller, “Wavelets for Kids. A Tutorial Introduction”. Duke University.13. J.P. Couderc and W. Zareba, “Contribution of the Wavelet Analysis to the Non-Invasive

Electrocardiology”. University of Rochester.14. M.V. Wickerhauser, “Lectures on Wavelet Packet Algorithms”. Department of Mathematics,

Washington University (1991).15. K.Berkner and R.O.Wells, “Wavelet Transforms and Denoising Algorithms”. Department of

Mathematics, Rice University. IEEE (1998).16. L.V.Novikov, “Adaptive Wavelet Analysis of Signals”.17. M. Kanapathipillai et al.,”Adaptive Wavelet Representation and Classification of ECG

Signals”. IEEE (1994).18. B.Jawerth and W.Sweldens, “An Overview of Wavelet Based Multiresolution Analysis”.

Department of Mathematics, University of South Carolina.19. R.R.Coifman and M.V. Wickerhauser, “Entropy-Based Algorithms for Best Basis Selection”.

Department of Mathematics, Yale University.

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Signal ProcessingSignal Processing

Introduction to Wavelets

•Laboratory Exercises

•Assignments