Wavelet Transforms Versus Fourier Transforms
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FOURIER TRANSFORM Very Broadly Speaking, the Fourier Transform Is a Systematic Way to Decompose “Generic” Functions Into
FOURIER TRANSFORM TERENCE TAO Very broadly speaking, the Fourier transform is a systematic way to decompose “generic” functions into a superposition of “symmetric” functions. These symmetric functions are usually quite explicit (such as a trigonometric function sin(nx) or cos(nx)), and are often associated with physical concepts such as frequency or energy. What “symmetric” means here will be left vague, but it will usually be associated with some sort of group G, which is usually (though not always) abelian. Indeed, the Fourier transform is a fundamental tool in the study of groups (and more precisely in the representation theory of groups, which roughly speaking describes how a group can define a notion of symmetry). The Fourier transform is also related to topics in linear algebra, such as the representation of a vector as linear combinations of an orthonormal basis, or as linear combinations of eigenvectors of a matrix (or a linear operator). To give a very simple prototype of the Fourier transform, consider a real-valued function f : R → R. Recall that such a function f(x) is even if f(−x) = f(x) for all x ∈ R, and is odd if f(−x) = −f(x) for all x ∈ R. A typical function f, such as f(x) = x3 + 3x2 + 3x + 1, will be neither even nor odd. However, one can always write f as the superposition f = fe + fo of an even function fe and an odd function fo by the formulae f(x) + f(−x) f(x) − f(−x) f (x) := ; f (x) := . e 2 o 2 3 2 2 3 For instance, if f(x) = x + 3x + 3x + 1, then fe(x) = 3x + 1 and fo(x) = x + 3x. -
An Introduction to Fourier Analysis Fourier Series, Partial Differential Equations and Fourier Transforms
An Introduction to Fourier Analysis Fourier Series, Partial Differential Equations and Fourier Transforms Notes prepared for MA3139 Arthur L. Schoenstadt Department of Applied Mathematics Naval Postgraduate School Code MA/Zh Monterey, California 93943 August 18, 2005 c 1992 - Professor Arthur L. Schoenstadt 1 Contents 1 Infinite Sequences, Infinite Series and Improper Integrals 1 1.1Introduction.................................... 1 1.2FunctionsandSequences............................. 2 1.3Limits....................................... 5 1.4TheOrderNotation................................ 8 1.5 Infinite Series . ................................ 11 1.6ConvergenceTests................................ 13 1.7ErrorEstimates.................................. 15 1.8SequencesofFunctions.............................. 18 2 Fourier Series 25 2.1Introduction.................................... 25 2.2DerivationoftheFourierSeriesCoefficients.................. 26 2.3OddandEvenFunctions............................. 35 2.4ConvergencePropertiesofFourierSeries.................... 40 2.5InterpretationoftheFourierCoefficients.................... 48 2.6TheComplexFormoftheFourierSeries.................... 53 2.7FourierSeriesandOrdinaryDifferentialEquations............... 56 2.8FourierSeriesandDigitalDataTransmission.................. 60 3 The One-Dimensional Wave Equation 70 3.1Introduction.................................... 70 3.2TheOne-DimensionalWaveEquation...................... 70 3.3 Boundary Conditions ............................... 76 3.4InitialConditions................................ -
An Overview of Wavelet Transform Concepts and Applications
An overview of wavelet transform concepts and applications Christopher Liner, University of Houston February 26, 2010 Abstract The continuous wavelet transform utilizing a complex Morlet analyzing wavelet has a close connection to the Fourier transform and is a powerful analysis tool for decomposing broadband wavefield data. A wide range of seismic wavelet applications have been reported over the last three decades, and the free Seismic Unix processing system now contains a code (succwt) based on the work reported here. Introduction The continuous wavelet transform (CWT) is one method of investigating the time-frequency details of data whose spectral content varies with time (non-stationary time series). Moti- vation for the CWT can be found in Goupillaud et al. [12], along with a discussion of its relationship to the Fourier and Gabor transforms. As a brief overview, we note that French geophysicist J. Morlet worked with non- stationary time series in the late 1970's to find an alternative to the short-time Fourier transform (STFT). The STFT was known to have poor localization in both time and fre- quency, although it was a first step beyond the standard Fourier transform in the analysis of such data. Morlet's original wavelet transform idea was developed in collaboration with the- oretical physicist A. Grossmann, whose contributions included an exact inversion formula. A series of fundamental papers flowed from this collaboration [16, 12, 13], and connections were soon recognized between Morlet's wavelet transform and earlier methods, including harmonic analysis, scale-space representations, and conjugated quadrature filters. For fur- ther details, the interested reader is referred to Daubechies' [7] account of the early history of the wavelet transform. -
Fourier Transforms & the Convolution Theorem
Convolution, Correlation, & Fourier Transforms James R. Graham 11/25/2009 Introduction • A large class of signal processing techniques fall under the category of Fourier transform methods – These methods fall into two broad categories • Efficient method for accomplishing common data manipulations • Problems related to the Fourier transform or the power spectrum Time & Frequency Domains • A physical process can be described in two ways – In the time domain, by h as a function of time t, that is h(t), -∞ < t < ∞ – In the frequency domain, by H that gives its amplitude and phase as a function of frequency f, that is H(f), with -∞ < f < ∞ • In general h and H are complex numbers • It is useful to think of h(t) and H(f) as two different representations of the same function – One goes back and forth between these two representations by Fourier transforms Fourier Transforms ∞ H( f )= ∫ h(t)e−2πift dt −∞ ∞ h(t)= ∫ H ( f )e2πift df −∞ • If t is measured in seconds, then f is in cycles per second or Hz • Other units – E.g, if h=h(x) and x is in meters, then H is a function of spatial frequency measured in cycles per meter Fourier Transforms • The Fourier transform is a linear operator – The transform of the sum of two functions is the sum of the transforms h12 = h1 + h2 ∞ H ( f ) h e−2πift dt 12 = ∫ 12 −∞ ∞ ∞ ∞ h h e−2πift dt h e−2πift dt h e−2πift dt = ∫ ( 1 + 2 ) = ∫ 1 + ∫ 2 −∞ −∞ −∞ = H1 + H 2 Fourier Transforms • h(t) may have some special properties – Real, imaginary – Even: h(t) = h(-t) – Odd: h(t) = -h(-t) • In the frequency domain these -
A Low Bit Rate Audio Codec Using Wavelet Transform
Navpreet Singh, Mandeep Kaur,Rajveer Kaur / International Journal of Engineering Research and Applications (IJERA) ISSN: 2248-9622 www.ijera.com Vol. 3, Issue 4, Jul-Aug 2013, pp.2222-2228 An Enhanced Low Bit Rate Audio Codec Using Discrete Wavelet Transform Navpreet Singh1, Mandeep Kaur2, Rajveer Kaur3 1,2(M. tech Students, Department of ECE, Guru kashi University, Talwandi Sabo(BTI.), Punjab, INDIA 3(Asst. Prof. Department of ECE, Guru Kashi University, Talwandi Sabo (BTI.), Punjab,INDIA Abstract Audio coding is the technology to represent information and perceptually irrelevant signal audio in digital form with as few bits as possible components can be separated and later removed. This while maintaining the intelligibility and quality class includes techniques such as subband coding; required for particular application. Interest in audio transform coding, critical band analysis, and masking coding is motivated by the evolution to digital effects. The second class takes advantage of the communications and the requirement to minimize statistical redundancy in audio signal and applies bit rate, and hence conserve bandwidth. There is some form of digital encoding. Examples of this class always a tradeoff between lowering the bit rate and include entropy coding in lossless compression and maintaining the delivered audio quality and scalar/vector quantization in lossy compression [1]. intelligibility. The wavelet transform has proven to Digital audio compression allows the be a valuable tool in many application areas for efficient storage and transmission of audio data. The analysis of nonstationary signals such as image and various audio compression techniques offer different audio signals. In this paper a low bit rate audio levels of complexity, compressed audio quality, and codec algorithm using wavelet transform has been amount of data compression. -
STATISTICAL FOURIER ANALYSIS: CLARIFICATIONS and INTERPRETATIONS by DSG Pollock
STATISTICAL FOURIER ANALYSIS: CLARIFICATIONS AND INTERPRETATIONS by D.S.G. Pollock (University of Leicester) Email: stephen [email protected] This paper expounds some of the results of Fourier theory that are es- sential to the statistical analysis of time series. It employs the algebra of circulant matrices to expose the structure of the discrete Fourier transform and to elucidate the filtering operations that may be applied to finite data sequences. An ideal filter with a gain of unity throughout the pass band and a gain of zero throughout the stop band is commonly regarded as incapable of being realised in finite samples. It is shown here that, to the contrary, such a filter can be realised both in the time domain and in the frequency domain. The algebra of circulant matrices is also helpful in revealing the nature of statistical processes that are band limited in the frequency domain. In order to apply the conventional techniques of autoregressive moving-average modelling, the data generated by such processes must be subjected to anti- aliasing filtering and sub sampling. These techniques are also described. It is argued that band-limited processes are more prevalent in statis- tical and econometric time series than is commonly recognised. 1 D.S.G. POLLOCK: Statistical Fourier Analysis 1. Introduction Statistical Fourier analysis is an important part of modern time-series analysis, yet it frequently poses an impediment that prevents a full understanding of temporal stochastic processes and of the manipulations to which their data are amenable. This paper provides a survey of the theory that is not overburdened by inessential complications, and it addresses some enduring misapprehensions. -
Fourier Transform, Convolution Theorem, and Linear Dynamical Systems April 28, 2016
Mathematical Tools for Neuroscience (NEU 314) Princeton University, Spring 2016 Jonathan Pillow Lecture 23: Fourier Transform, Convolution Theorem, and Linear Dynamical Systems April 28, 2016. Discrete Fourier Transform (DFT) We will focus on the discrete Fourier transform, which applies to discretely sampled signals (i.e., vectors). Linear algebra provides a simple way to think about the Fourier transform: it is simply a change of basis, specifically a mapping from the time domain to a representation in terms of a weighted combination of sinusoids of different frequencies. The discrete Fourier transform is therefore equiv- alent to multiplying by an orthogonal (or \unitary", which is the same concept when the entries are complex-valued) matrix1. For a vector of length N, the matrix that performs the DFT (i.e., that maps it to a basis of sinusoids) is an N × N matrix. The k'th row of this matrix is given by exp(−2πikt), for k 2 [0; :::; N − 1] (where we assume indexing starts at 0 instead of 1), and t is a row vector t=0:N-1;. Recall that exp(iθ) = cos(θ) + i sin(θ), so this gives us a compact way to represent the signal with a linear superposition of sines and cosines. The first row of the DFT matrix is all ones (since exp(0) = 1), and so the first element of the DFT corresponds to the sum of the elements of the signal. It is often known as the \DC component". The next row is a complex sinusoid that completes one cycle over the length of the signal, and each subsequent row has a frequency that is an integer multiple of this \fundamental" frequency. -
A Hilbert Space Theory of Generalized Graph Signal Processing
1 A Hilbert Space Theory of Generalized Graph Signal Processing Feng Ji and Wee Peng Tay, Senior Member, IEEE Abstract Graph signal processing (GSP) has become an important tool in many areas such as image pro- cessing, networking learning and analysis of social network data. In this paper, we propose a broader framework that not only encompasses traditional GSP as a special case, but also includes a hybrid framework of graph and classical signal processing over a continuous domain. Our framework relies extensively on concepts and tools from functional analysis to generalize traditional GSP to graph signals in a separable Hilbert space with infinite dimensions. We develop a concept analogous to Fourier transform for generalized GSP and the theory of filtering and sampling such signals. Index Terms Graph signal proceesing, Hilbert space, generalized graph signals, F-transform, filtering, sampling I. INTRODUCTION Since its emergence, the theory and applications of graph signal processing (GSP) have rapidly developed (see for example, [1]–[10]). Traditional GSP theory is essentially based on a change of orthonormal basis in a finite dimensional vector space. Suppose G = (V; E) is a weighted, arXiv:1904.11655v2 [eess.SP] 16 Sep 2019 undirected graph with V the vertex set of size n and E the set of edges. Recall that a graph signal f assigns a complex number to each vertex, and hence f can be regarded as an element of n C , where C is the set of complex numbers. The heart of the theory is a shift operator AG that is usually defined using a property of the graph. -
20. the Fourier Transform in Optics, II Parseval’S Theorem
20. The Fourier Transform in optics, II Parseval’s Theorem The Shift theorem Convolutions and the Convolution Theorem Autocorrelations and the Autocorrelation Theorem The Shah Function in optics The Fourier Transform of a train of pulses The spectrum of a light wave The spectrum of a light wave is defined as: 2 SFEt {()} where F{E(t)} denotes E(), the Fourier transform of E(t). The Fourier transform of E(t) contains the same information as the original function E(t). The Fourier transform is just a different way of representing a signal (in the frequency domain rather than in the time domain). But the spectrum contains less information, because we take the magnitude of E(), therefore losing the phase information. Parseval’s Theorem Parseval’s Theorem* says that the 221 energy in a function is the same, whether f ()tdt F ( ) d 2 you integrate over time or frequency: Proof: f ()tdt2 f ()t f *()tdt 11 F( exp(j td ) F *( exp(j td ) dt 22 11 FF() *(') exp([j '])tdtd ' d 22 11 FF( ) * ( ') [2 ')] dd ' 22 112 FF() *() d F () d * also known as 22Rayleigh’s Identity. The Fourier Transform of a sum of two f(t) F() functions t g(t) G() Faft() bgt () aF ft() bFgt () t The FT of a sum is the F() + sum of the FT’s. f(t)+g(t) G() Also, constants factor out. t This property reflects the fact that the Fourier transform is a linear operation. Shift Theorem The Fourier transform of a shifted function, f ():ta Ffta ( ) exp( jaF ) ( ) Proof : This theorem is F ft a ft( a )exp( jtdt ) important in optics, because we often encounter functions Change variables : uta that are shifting (continuously) along fu( )exp( j [ u a ]) du the time axis – they are called waves! exp(ja ) fu ( )exp( judu ) exp(jaF ) ( ) QED An example of the Shift Theorem in optics Suppose that we’re measuring the spectrum of a light wave, E(t), but a small fraction of the irradiance of this light, say , takes a different path that also leads to the spectrometer. -
The Fourier Transform
The Fourier Transform CS/CME/BIOPHYS/BMI 279 Fall 2015 Ron Dror The Fourier transform is a mathematical method that expresses a function as the sum of sinusoidal functions (sine waves). Fourier transforms are widely used in many fields of sciences and engineering, including image processing, quantum mechanics, crystallography, geoscience, etc. Here we will use, as examples, functions with finite, discrete domains (i.e., functions defined at a finite number of regularly spaced points), as typically encountered in computational problems. However the concept of Fourier transform can be readily applied to functions with infinite or continuous domains. (We won’t differentiate between “Fourier series” and “Fourier transform.”) A graphical example ! ! Suppose we have a function � � defined in the range − < � < on 2� + 1 discrete points such that ! ! ! � = �. By a Fourier transform we aim to express it as: ! !!!! � �! = �! + �! cos 2��!� + �! + �! cos 2��!� + �! + ⋯ (1) We first demonstrate graphically how a function may be described by its Fourier components. Fig. 1 shows a function defined on 101 discrete data points integer � = −50, −49, … , 49, 50. In fig. 2, the first Fig. 1. The function to be Fourier transformed few Fourier components are plotted separately (left) and added together (right) to form an approximation to the original function. Finally, fig. 3 demonstrates that by including the components up to � = 50, a faithful representation of the original function can be obtained. � ��, �� & �� Single components Summing over components up to m 0 �! = 0.6 �! = 0 �! = 0 1 �! = 1.9 �! = 0.01 �! = 2.2 2 �! = 0.27 �! = 0.02 �! = −1.3 3 �! = 0.39 �! = 0.03 �! = 0.4 Fig.2. -
Image Compression Techniques by Using Wavelet Transform
View metadata, citation and similar papers at core.ac.uk brought to you by CORE provided by International Institute for Science, Technology and Education (IISTE): E-Journals Journal of Information Engineering and Applications www.iiste.org ISSN 2224-5782 (print) ISSN 2225-0506 (online) Vol 2, No.5, 2012 Image Compression Techniques by using Wavelet Transform V. V. Sunil Kumar 1* M. Indra Sena Reddy 2 1. Dept. of CSE, PBR Visvodaya Institute of Tech & Science, Kavali, Nellore (Dt), AP, INDIA 2. School of Computer science & Enginering, RGM College of Engineering & Tech. Nandyal, A.P, India * E-mail of the corresponding author: [email protected] Abstract This paper is concerned with a certain type of compression techniques by using wavelet transforms. Wavelets are used to characterize a complex pattern as a series of simple patterns and coefficients that, when multiplied and summed, reproduce the original pattern. The data compression schemes can be divided into lossless and lossy compression. Lossy compression generally provides much higher compression than lossless compression. Wavelets are a class of functions used to localize a given signal in both space and scaling domains. A MinImage was originally created to test one type of wavelet and the additional functionality was added to Image to support other wavelet types, and the EZW coding algorithm was implemented to achieve better compression. Keywords: Wavelet Transforms, Image Compression, Lossless Compression, Lossy Compression 1. Introduction Digital images are widely used in computer applications. Uncompressed digital images require considerable storage capacity and transmission bandwidth. Efficient image compression solutions are becoming more critical with the recent growth of data intensive, multimedia based web applications. -
Fourier Series, Haar Wavelets and Fast Fourier Transform
FOURIER SERIES, HAAR WAVELETS AND FAST FOURIER TRANSFORM VESA KAARNIOJA, JESSE RAILO AND SAMULI SILTANEN Abstract. This handout is for the course Applications of matrix computations at the University of Helsinki in Spring 2018. We recall basic algebra of complex numbers, define the Fourier series, the Haar wavelets and discrete Fourier transform, and describe the famous Fast Fourier Transform (FFT) algorithm. The discrete convolution is also considered. Contents 1. Revision on complex numbers 1 2. Fourier series 3 2.1. Fourier series: complex formulation 5 3. *Haar wavelets 5 3.1. *Theoretical approach as an orthonormal basis of L2([0, 1]) 6 4. Discrete Fourier transform 7 4.1. *Discrete convolutions 10 5. Fast Fourier transform (FFT) 10 1. Revision on complex numbers A complex number is a pair x + iy := (x, y) ∈ C of x, y ∈ R. Let z = x + iy, w = a + ib ∈ C be two complex numbers. We define the sum as z + w := (x + a) + i(y + b) • Version 1. Suggestions and corrections could be send to jesse.railo@helsinki.fi. • Things labaled with * symbol are supposed to be extra material and might be more advanced. • There are some exercises in the text that are supposed to be relatively easy, even trivial, and support understanding of the main concepts. These are not part of the official course work. 1 2 VESA KAARNIOJA, JESSE RAILO AND SAMULI SILTANEN and the product as zw := (xa − yb) + i(ya + xb). These satisfy all the same algebraic rules as the real numbers. Recall and verify that i2 = −1. However, C is not an ordered field, i.e.