Higher-Order Properties of Analytic Wavelets
arXiv:0802.2377 · doi:10.1109/TSP.2008.2007607
Abstract
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 "Airy wavelets" 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.
15 pages, 6 Postscript figures
Cited by in corpus (11)
- Generalized Morse Wavelets as a Superfamily of Analytic Wavelets
- On the Analytic Wavelet Transform
- Element analysis: a wavelet-based method for analyzing time-localized events in noisy time series
- Analysis of Modulated Multivariate Oscillations
- Bivariate Instantaneous Frequency and Bandwidth
- The Hyperanalytic Wavelet Transform
- Extracting waves and vortices from Lagrangian trajectories
- On the estimation of the evolutionary power spectral density
- Linear and synchrosqueezed time-frequency representations revisited. Part I: Overview, standards of use, related issues and algorithms
- Early warnings of tipping in a non-autonomous turbulent reactive flow system: efficacy, reliability, and warning times
- Applying wavelet analysis to the X-ray light curves of active galactic nuclei and quasi-periodic eruptions