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njit-etd2003-081 - New Jersey Institute of Technology

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139<br />

distribution. However, the wavelet distribution gave plots in time and scale instead <strong>of</strong> a<br />

time-frequency axis. In order to make good comparison, the scale axis <strong>of</strong> the wavelet<br />

distribution had to be converted to a frequency axis. But how frequency and scale are<br />

related<br />

The scale <strong>of</strong> the wavelet distribution refers to the width <strong>of</strong> the wavelet. As the<br />

scale increases and the wavelet gets wider, it includes more <strong>of</strong> the time series, and the<br />

finer details get smeared out. The scale can be defined as the distance between<br />

oscillations in the wavelet (e.g. for the Morlet), or it can be some average width <strong>of</strong> the<br />

entire wavelet (e.g. for the Haar or Mexican hat).<br />

The period (or inverse frequency) is the approximate Fourier period that<br />

corresponds to the oscillations within the wavelet. For all wavelets, there is a one-to-one<br />

relationship between the scale and period. The relationship can be derived by finding<br />

the wavelet transform <strong>of</strong> a pure cosine wave with a known Fourier period, and then<br />

computing the scale at which the wavelet power spectrum reaches its maximum.<br />

For some wavelets, the period has more meaning than others. For the Monet<br />

wavelet, which has several smooth oscillations, the period is a well-defined quantity,<br />

which measures the approximate Fourier period <strong>of</strong> the signal. For the Daubechies,<br />

which has irregularly-spaced oscillations, the period has less meaning and should<br />

probably be ignored.<br />

In the MATLAB wavelet toolbox, the relationship between scale and frequency<br />

is referred to in terms <strong>of</strong> the pseudo-frequency corresponding to a scale. The idea is to<br />

associate with a given wavelet a purely periodic signal <strong>of</strong> frequency Fe . The frequency<br />

maximizing the FFT <strong>of</strong> the wavelet modulus is F, . If one agrees to associate the

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