小波的秘密4_多分辨率分析和连续小波变换1

1.前言

Although the time and frequency resolution problems are results of a physical phenomenon (the Heisenberg uncertainty principle) and exist regardless of the transform used, it is possible to analyze any signal by using an alternative approach called the multiresolution analysis (MRA，多分辨率分析) . MRA, as implied by its name, analyzes the signal at different frequencies with different resolutions. Every spectral component is not resolved equally as was the case in the STFT.

MRA is designed to give good time resolution and poor frequency resolution at high frequencies （在高频处，提供良好的时间分辨率和较差的频率分辨率）and good frequency resolution and poor time resolution at low frequencies（在低频处，提供良好的频率分辨率和较差的时间分辨率）. This approach makes sense especially when the signal at hand has high frequency components for short durations and low frequency components for long durations. Fortunately, the signals that are encountered in practical applications are often of this type（刚好，实际中我们碰到的信号大多数满足这种情况，短时间高频长时间低频）. For example, the following shows a signal of this type. It has a relatively low frequency component throughout the entire signal and relatively high frequency components for a short duration somewhere around the middle.

2.连续小波变换

The continuous wavelet transform was developed as an alternative approach to the short time Fourier transform to overcome the resolution problem（与短时傅里叶一样只是为了克服分辨率的难题）. The wavelet analysis is done in a similar way to the STFT analysis, in the sense that the signal is multiplied with a function, { the wavelet}, similar to the window function in the STFT, and the transform is computed separately for different segments of the time-domain signal. However, there are two main differences between the STFT and the CWT:
1. The Fourier transforms of the windowed signals are not taken, and therefore single peak will be seen corresponding to a sinusoid, i.e., negative frequencies are not computed.
2. The width of the window is changed as the transform is computed for every single spectral component(这个窗口可就与众不同了，实时在变), which is probably the most significant characteristic of the wavelet transform.
The continuous wavelet transform is defined as follows

As seen in the above equation , the transformed signal is a function of two variables, tau and s , the translation and scale parameters, respectively. psi(t) is the transforming function, and it is called the mother wavelet（母小波） . The term