I am trying to calculate shannon entropy of CWT. I am not sure if I am doing it right. Assume that $W(a_i,t), i=1;2;...;M$ is a set of wavelet coefficients. The Shannon wavelet entropy is calculated by:
$E=-\sum_{i=1}^{M}d_i log(d_i)$ $\rightarrow$ where $d_i=\frac{|W(a_i,t)|}{\sum_{j=1}^{M}W(a_j,t)}$
I am confused how to calculate $E$. for example I have a coefficient matrix with size of $M\times N$, $M$ is scales number and $N$ is time segments. first I have to calulate $d_i$, this is my main problem. this is the wavelet coefficient matrix :
$W_{M\times N} = \begin{pmatrix} w_{a_1,1} & w_{a_1,2} & \cdots & w_{a_1,N} \\ w_{a_2,1} & w_{a_2,2} & \cdots & w_{a_2,N} \\ \vdots & \vdots & \ddots & \vdots \\ w_{a_M,1} & w_{a_M,2} & \cdots & w_{a_M,N} \end{pmatrix}$

hmm i am pretty sure i am wrong, can anyone help? for example tell me how can i calculate $d_4$?
Here I have right a little Matlab script to calculate shannon entropy of CWT.
Is it right or wrong? and what should I do?

for js=1:M     
%shannon entropy
  • $\begingroup$ What paper did you get this from? $\endgroup$ – Aaron Dec 6 '13 at 16:38
  • $\begingroup$ from this paper: sciencedirect.com/science/article/pii/S0022460X05003913 actually the first 3 lines are from the paper, other lines are my question. $\endgroup$ – Electricman Dec 6 '13 at 17:32
  • $\begingroup$ also you can look here too: iitk.ac.in/nicee/wcee/article/14_05-01-0450.PDF @Aaron $\endgroup$ – Electricman Dec 6 '13 at 17:39
  • $\begingroup$ I don't understand why you would want to take the entropy of the wavelet. But if you did have a good reason for doing it I think your code is not pasted correctly. Why are there three end statements and only one loop? $\endgroup$ – Aaron Dec 27 '13 at 23:04
  • $\begingroup$ Hi @Aaron I want to find optimum pairs of $f_b,f_c$ for Morlet wavelet function. so if you look [here][1] you will see why I need to calculate shannon entropy.another paper explain the method more in [here][2] too. so that's why I need to calculate shannon entropy of wavelet. and you are right about two end. I will correct it, I would be glad if I understand how to calculate shannon entropy for CWT. your help is much appreciated [1]: iitk.ac.in/nicee/wcee/article/14_05-01-0450.PDF [2]: sciencedirect.com/science/article/pii/S0960148111000152 $\endgroup$ – Electricman Dec 28 '13 at 8:14

Yes. Your code does compute the same thing as the formula from the paper.

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