Signal Analysis and Prediction

Methods of signal analysis represent a broad research topic with applications in many disciplines, including engineering, technology, biomedicine, seismography, eco­ nometrics, and many others based upon the processing of observed variables. Even though t

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Editorial Advisory Board Akram Aldroubi Vanderbilt University

Douglas Cochran Arizona State University

Ingrid Daubechies Princeton University

Hans G. Feichtinger University of Vienna

Christopher Heil Georgia Institute of Technology

Murat Kunt Swiss Federal Institute of Technology, Lausanne

James McClellan Georgia Institute of Technology

Wim Sweldens Lucent Technologies Bell Laboratories

Michael Unser Swiss Federal Institute of Technology, Lausanne

Martin Vetterli Swiss Federal Institute of Technology, Lausanne

Victor Wickerhauser

Washington University, St. Louis

Signal Analysis and Prediction A. Procházka J. Uhlíř P.J.W. Rayner N.G. Kingsbury Editors

Springer Science+Business Media, LLC

Ales Prochazka Institute of Chemical Technology Prague, Czech Republic

Jan Uhlir

Czech Technical University Prague, Czech Republic

P.W.J. Rayner N.G. Kingsbury University of Cambridge England, United Kingdom

Library of Congress Cataloging-in-Publication Data Signal analysis and prediction I [edited by] Prochazka ... [et al.] p. em. -- (Applied and numerical harmonic analysis) Includes bibliographical references and index. ISBN 978-1-4612-7273-1 ISBN 978-1-4612-1768-8 (eBook) DOI 10.1007/978-1-4612-1768-8 1. Signal processing--Statistical methods. 2. Prediction theory. I. Prochazka, Ales, 1948- . II. Series. TK5102.9.S533 1998 98-4740 621.382'23--dc21 CIP

Printed on acid-free paper © 1998 Springer Science+ Business Media New York

Birkhiiuser



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Originally published by Birhiiuser Boston in 1998 Softcover reprint of the hardcover 1st edition 1998

Copyright is not claimed for works of U.S. Government employees. All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without prior permission of the copyright owner. Authorization to photocopy items for internal or personal use of specific clients is granted by Springer Science+Business Media, LLC provided that the appropriate fee is paid directly to Copyright Clearance Center (CCC), 222 Rosewood Drive, Danvers, MA 01923, USA (Telephone: (978) 750-8400), stating the ISBN, the title of the book, and the first and last page numbers of each article copied. The copyright owner's consent does not include copying for general distribution, promotion, new works, or resale. In these cases, specific written permission must first be obtained from the publisher.

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Contents LIST OF CONTRIBUTORS PREFACE

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SIGNAL ANALYSIS

1 Time-Frequency and Time-Scale Signal Analysis by Harmonic Wavelets D.E. Newland 1.1 Introduction . . . . . . . . . . . 1.2 Short-Time Fourier Transforms 1.3 Wigner-Ville Method . . . . . . 1.4 Harmonic Wavelet Calculations 1.5 Coefficients for an Orthogonal Set 1.6 Relation between Orthogonal and Non-Orthogonal Coefficients 1. 7 Computational Algorithm . . 1.8 STFT and HWT Comparison 1.9 Choice of Wavelet . . . . . . 1.10 Example of Wavelet Selection 1.11 Interpretation of