Application of Wavelets to Filtering and Analysis of Self-Similar Signals
| dc.contributor.author | Wirsing, Karlton | en |
| dc.contributor.committeechair | Mili, Lamine M. | en |
| dc.contributor.committeemember | Pratt, Timothy J. | en |
| dc.contributor.committeemember | Beex, A. A. Louis | en |
| dc.contributor.department | Electrical and Computer Engineering | en |
| dc.date.accessioned | 2017-06-13T19:43:50Z | en |
| dc.date.adate | 2014-06-30 | en |
| dc.date.available | 2017-06-13T19:43:50Z | en |
| dc.date.issued | 2014-03-21 | en |
| dc.date.rdate | 2014-06-30 | en |
| dc.date.sdate | 2014-04-23 | en |
| dc.description.abstract | Digital Signal Processing has been dominated by the Fourier transform since the Fast Fourier Transform (FFT) was developed in 1965 by Cooley and Tukey. In the 1980's a new transform was developed called the wavelet transform, even though the first wavelet goes back to 1910. With the Fourier transform, all information about localized changes in signal features are spread out across the entire signal space, making local features global in scope. Wavelets are able to retain localized information about the signal by applying a function of a limited duration, also called a wavelet, to the signal. As with the Fourier transform, the discrete wavelet transform has an inverse transform, which allows us to make changes in a signal in the wavelet domain and then transform it back in the time domain. In this thesis, we have investigated the filtering properties of this technique and analyzed its performance under various settings. Another popular application of wavelet transform is data compression, such as described in the JPEG 2000 standard and compressed digital storage of fingerprints developed by the FBI. Previous work on filtering has focused on the discrete wavelet transform. Here, we extended that method to the stationary wavelet transform and found that it gives a performance boost of as much as 9 dB over that of the discrete wavelet transform. We also found that the SNR of noise filtering decreases as a frequency of the base signal increases up to the Nyquist limit for both the discrete and stationary wavelet transforms. Besides filtering the signal, the discrete wavelet transform can also be used to estimate the standard deviation of the white noise present in the signal. We extended the developed estimator for the discrete wavelet transform to the stationary wavelet transform. As with filtering, it is found that the quality of the estimate decreases as the frequency of the base signal increases. Many interesting signals are self-similar, which means that one of their properties is invariant on many different scales. One popular example is strict self-similarity, where an exact copy of a signal is replicated on many scales, but the most common property is statistical self-similarity, where a random segment of a signal is replicated on many different scales. In this work, we investigated wavelet-based methods to detect statistical self-similarities in a signal and their performance on various types of self-similar signals. Specifically, we found that the quality of the estimate depends on the type of the units of the signal being investigated for low Hurst exponent and on the type of edge padding being used for high Hurst exponent. | en |
| dc.description.degree | Master of Science | en |
| dc.identifier.other | etd-04232014-204116 | en |
| dc.identifier.sourceurl | http://scholar.lib.vt.edu/theses/available/etd-04232014-204116/ | en |
| dc.identifier.uri | http://hdl.handle.net/10919/78087 | en |
| dc.language.iso | en_US | en |
| dc.publisher | Virginia Tech | en |
| dc.rights | In Copyright | en |
| dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | en |
| dc.subject | Hurst Exponent | en |
| dc.subject | Threshold Function | en |
| dc.subject | Vanishing Moment | en |
| dc.subject | Stationary Wavelet Transform | en |
| dc.subject | Discrete Wavelet Transform | en |
| dc.subject | Symlet | en |
| dc.subject | Coiflet | en |
| dc.subject | Daubechies Wavelet | en |
| dc.subject | White Noise | en |
| dc.subject | Red Noise | en |
| dc.subject | Pink Noise | en |
| dc.subject | Long Memory | en |
| dc.subject | Self-Similarity | en |
| dc.subject | Fractal | en |
| dc.title | Application of Wavelets to Filtering and Analysis of Self-Similar Signals | en |
| dc.type | Thesis | en |
| dc.type.dcmitype | Text | en |
| thesis.degree.discipline | Electrical and Computer Engineering | en |
| thesis.degree.grantor | Virginia Polytechnic Institute and State University | en |
| thesis.degree.level | masters | en |
| thesis.degree.name | Master of Science | en |