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Synchrosqueezing wavelet transform

The well-known continuous wavelet transform is defined by:

$\displaystyle W_x(a,t)=\int_{-\infty}^{\infty}x(\tau)a^{-1/2}\psi^*\left(\frac{\tau-t}{a}\right)d\tau,$ (1)

where $ \psi(t)$ is the chosen mother wavelet, $ \psi^*$ denotes the complex conjugate of $ \psi$ . The instantaneous frequency of $ w_x(a,t)$ for signal $ x(t)$ can be got by:

$\displaystyle w_x(a,t) = -i(W_x(a,t))^{-1}\frac{\partial}{\partial t}W_x(a,t).$ (2)

The synchrosqueezed transform $ T_x(w,t)$ can be determined only at the centers $ w_l$ of the successive bins $ [w_l-\frac{1}{2}\Delta w,w_l+\frac{1}{2}\Delta w]$ , with $ w_l-w_{l-1}=\Delta w$ , by summing different contributions (Daubechies et al., 2011):

$\displaystyle T_x(w_l,t)=(\Delta w)^{-1} \sum_{a_k:\vert w(a_k,t)-w_l\vert\le \Delta w/2}^{} W_x(a_k,t)a_k^{-3/2}(\Delta a)_k.$ (3)

The SSWT is invertible and the original signal can be obtained by:

\begin{displaymath}\begin{split}x(t) &= \mathcal{Re}\left[C_{\psi}^{-1}\int_{0}^...
...t[C_{\psi}^{-1}\sum_{l}T_x(w_l,t)(\Delta w)\right]. \end{split}\end{displaymath} (4)


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Next: Examples Up: Chen et al.: Time-frequency Previous: Introduction

2014-11-12