Questions tagged [cwt]

Continuous Wavelet Transform. Time-frequency localization method with a wavelet kernel correlating against signal across scales and translations. Is non-orthogonal and overcomplete (unlike Discrete WT), varies time & frequency resolution across scales (unlike STFT), and is invertible. Usage includes image compression, multi-resolution analysis, instantaneous frequency estimation, transient detection, feature extraction.

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Synchrosqueezing Wavelet Transform explanation?

How does Synchrosqueezing Wavelet Transform work, intuitively? What does the "synchrosqueezed" part do, and how is it different from simply the (continuous) Wavelet Transform?
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283 views

PyWavelets CWT implementation

I seek to understand PyWavelets' implementation of the Continuous Wavelet Transform, and how it compares to the more 'basic' version I've coded and provided here. In particular: How is integrated ...
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2answers
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One integral inverse CWT

MATLAB's icwt docs state inversion to be done by a single integral: $$ f(t) = 2 \Re e\left\{ \frac{1}{C_{\psi, \delta}} \int_0^\infty \left< f(t), \psi(t) \right> \frac{da}{a} \tag{1} \...
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350 views

How is wavelet time & frequency resolution computed?

Mallat gives analytic wavelet time & frequency widths/uncertainties as $$ \begin{align} \sigma_{ts}^2 &= \int_{-\infty}^{\infty} (t - u)^2 |\psi_{u, s}(t)|^2 dt = s^2 \sigma_t^...
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2answers
119 views

How does the scale of a wavelet relate to the Fourier frequency (or period) under CWT?

I noticed that there are many ways to relate the scale factor of wavelets to some characteristic frequency, such as the peak frequency, the central instantaneous frequency, and so on(plz see section 2....
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0answers
165 views

Why is CWT implemented with FFT convolution?

Instead of padding $x_1[n]$ and $x_2[n]$ then taking $$ \text{iDFT}(\text{DFT}(x_1[n])\cdot\text{DFT}(x_2[n])), \tag{1} $$ assuming we know $x_1(t)$ and $x_2(t)$, and their FT's, what if we do $$ \...
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1answer
39 views

Is single integral inverse CWT possible with real-valued wavelets?

Where the CWT in the title refers to the continuous wavelet transform. Torrence1998 proposed a reconstruction formula as shown below Obviously, Eq.(11) is a single integral. However, Torrence1998 ...
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2answers
122 views

Why does a synchrosqueezed wavelet transform show oscillating behavior?

This question came up in the context of the ssqueezepy library. As a basic experiment I did compute the synchrosqueezed wavelet transform of three basic signals: A ...
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1answer
245 views

CWT at low scales: PyWavelets vs Scipy

Low scales are arguably the most challenging to implement due to limitations in discretized representations. Detailed comparison here; the principal difference is in how the two handle wavelets at ...
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2answers
92 views

How is wavelet center frequency computed?

PyWavelets (1) takes index of max DFT magnitude, (2) adds 1 to it, (3) divides by domain, which is the range of input values to the wavelet ("support"). ...
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2answers
63 views

STFT with varying window lengths (like the continuous wavelet transform)

I was wondering if it is possible to use windows of varying lengths when making a spectrogram based on the short-time Fourier transform (STFT). That is, for higher frequencies I would use shorter ...
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1answer
39 views

PyWavelets CWT: resampling vs recomputing wavelet

Related. The implementation pre-integrates a wavelet once, and resamples it at each scale, finally differencing to implement ...
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1answer
170 views

Inverse Continuous Wavelet Transform derivation?

Wiki writes iCWT as $$ f(t) = C_{\psi}^{-1} \int_{-\infty}^{\infty} \int_{-\infty}^{\infty} W_f(a,b) \frac{1}{|a|^{1/2}} \tilde\psi \left(\frac{t - b}{a}\right) db \frac{da}{a^2}, \tag{1} $$ where $\...