Wavelet Analysis

Haar DWT, reconstruction, Daubechies, and Fourier comparisons.

Controls

Daubechies D4 Wavelet. 2 vanishing moments, compact support [0,3].

Original Signal (N=64)
Wavelet Coefficients (by level)
Levels—
Max coeff |W|—
Energy retained—
Sparse coeffs—
Original vs Reconstructed
MSE (error)—
Coeffs zeroed—
Compression ratio—
D4 Scaling coefficients h:
h₀ = (1+√3)/4√2
h₁ = (3+√3)/4√2
h₂ = (3−√3)/4√2
h₃ = (1−√3)/4√2
Wavelet families:
Haar (D2): simplest, discontinuous
Daubechies D4: 2 vanishing moments
Daubechies D6: 3 vanishing moments
Symlets: improved symmetry
Fourier Transform
  • Global frequency content
  • Perfect freq resolution
  • No time localization
  • Bad for transient/non-stationary signals
  • Gibbs phenomenon at discontinuities
Wavelet Transform
  • Time-frequency localization
  • Multi-resolution analysis
  • Good for transients & edges
  • Used in JPEG2000, EEG, audio
  • Must choose right wavelet family