CWT.M归一化

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Hello, in cwt.m in section L1 Norm from cwt.m is the mention from: "To preserve the energy of the original signal, you must multiply the CWT by 1/sqrt(s)"
我应该将缩放图归一化还是已经从CWT.M完成了?
Thx

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韦恩·金
韦恩·金 on 11 May 2017
编辑:韦恩·金 on 11 May 2017
Hi Simon, that energy normalization should be interpreted here in the correct way. With the CWT, we don't preserve the energy in either case with the L1 or L2 normalization. That energy preservation is only in the integral form of the CWT which is not implemented numerically. The same is true of the spectrogram in the Signal Processing Toolbox. If you look at the integral forms for the CWT with the L2 normalization, then the energy is preserved. However, when you implement the CWT numerically, that is not the case. We will make that clear in the documentation.
现在,在DWT的情况下,具有非常具体的条件,即,当我们以两个输入功率和信号长度实现经典DWT时,有两个功率。您将看到保留的能量。例如:
dwtmode('每')
x = randn(1024,1);
norm(x,2)^2
[c,l] = wavedec(x,10,'sym4');
norm(C,2)^2
But that won't happen with the CWT (by design) and it has nothing to do with the L2 vs L1 normalization. In fact if you look at the legacy CWT, we didn't preserve signal energy there either even though the wavelets were normalized by 1/\sqrt{s}.
If you want a redundant wavelet or wavelet packet transform that does preserve the energy, then MODWT and MODWPT will do that. They are what are referred to as "tight wavelet (and wavelet packet) frames".
同样,CWT中L1归一化的原因是,如果您的数据在不同尺度上具有相等的振幅振荡组件,则它们在CWT中应具有相等的幅度,并且不会乘以量表因子。
2 Comments
Guillaume Attuel
Guillaume Attuel on 27 Nov 2019
It's really unfortunate since they don't form a basis anymore. How can one rely on amplitude, moment, or cumulant analysis then?

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更多答案(3)

韦恩·金
韦恩·金 on 11 May 2017
嗨,西蒙(Simon),已经对L1 Norm进行了标准图。在小波变换的许多其他用途中,习惯将1/sqrt(s)归一化以便保留L2标准。在这种情况下,小波变换以1/s计算。您可以通过输入以下示例来看到这一点:
FS = 1E3;
t = 0:1/Fs:1;
x = cos(2*pi*32*t)。*(t> = 0.1&t <0.3)+sin(2*pi*64*t)。
wgnNoise = 0.05*randn(size(t));
x = x + wgnNoise;
cwt(x,1000)
现在,如果您查看Colorbar中这些单元正弦组件的大小,那么即使它们处于不同的尺度,您也会发现它们的振幅本质上是1的。您可以使用数据光标进行验证。这是L1归一化的直接结果。
希望有帮助,韦恩
4条评论
穆罕默德·迪布(Muhammad Deeb)
cwt(x1,Fs)
执行程序时,我会收到以下错误消息:
警告:结构字段分配覆盖具有“双重”类的值。参见MATLAB R14SP2
Release Notes, Assigning Nonstructure Variables As Structures Displays Warning, for details.
> In mmm2 at 16
Error using cwt (line 145)
没有足够的输入参数。
MMM2中的错误(第21行)
cwt(x,Fs)

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Manuel Guimarães
Manuel Guimarães on 27 Jul 2018
这就是为什么我认为TMW应该与新的CWT版本一起支持旧的CWT万博1manbetx(现在不推荐使用)。L1在许多情况下都具有优势,但不是全部。一些应用需要L2和伪频率轴(不是日志)上的线性比例。CWT可以用作重建的检测器。

在Mei Sou
在Mei Sou 2020年7月25日
Would you please let me know what is the unit/dimension of the magnitude in the scalogram obtained from the new version cwt? Is it the same as the input function x(t)?

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