Higher-Order Properties of Analytic Wavelets

The influence of higher-order wavelet properties on the analytic wavelet transform behavior is investigated, and wavelet functions offering advantageous performance are identified. This is accomplished through detailed investigation of the generalized Morse wavelets, a two-parameter family of exactl...

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Bibliographic Details
Published in:IEEE transactions on signal processing Vol. 57; no. 1; pp. 146 - 160
Main Authors: Lilly, J.M., Olhede, S.C.
Format: Journal Article
Language:English
Published: New York, NY IEEE 01.01.2009
Institute of Electrical and Electronics Engineers
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
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ISSN:1053-587X, 1941-0476
Online Access:Get full text
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Summary:The influence of higher-order wavelet properties on the analytic wavelet transform behavior is investigated, and wavelet functions offering advantageous performance are identified. This is accomplished through detailed investigation of the generalized Morse wavelets, a two-parameter family of exactly analytic continuous wavelets. The degree of time/frequency localization, the existence of a mapping between scale and frequency, and the bias involved in estimating properties of modulated oscillatory signals, are proposed as important considerations. Wavelet behavior is found to be strongly impacted by the degree of asymmetry of the wavelet in both the frequency and the time domain, as quantified by the third central moments. A particular subset of the generalized Morse wavelets, recognized as deriving from an inhomogeneous Airy function, emerge as having particularly desirable properties. These ldquoAiry waveletsrdquo substantially outperform the only approximately analytic Morlet wavelets for high time localization. Special cases of the generalized Morse wavelets are examined, revealing a broad range of behaviors which can be matched to the characteristics of a signal.
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ISSN:1053-587X
1941-0476
DOI:10.1109/TSP.2008.2007607